UniverseOptions#
API documentation for tradeexecutor.strategy.universe_model.UniverseOptions Python class in Trading Strategy framework.
- class UniverseOptions[source]#
Bases:
object
Options that we can pass for the trading strategy universe creation.
Describe the dataset loading options, or override options for the internal testing purposes.
These can be given on the command line, or from the parent execution context. It allows to override parameters given in the strategy file easily without need to edit the file.
The most common use case is to speed up backtesting by decreasing the stop loss check frequency.
The default options do not override anything:
universe_options = UniverseOptions()
See Testing the strategy module how these options are used.
- __init__(candle_time_bucket_override=None, stop_loss_time_bucket_override=None, start_at=None, end_at=None, history_period=None)#
- Parameters:
candle_time_bucket_override (Optional[TimeBucket]) –
stop_loss_time_bucket_override (Optional[TimeBucket]) –
- Return type:
None
Methods
__init__
([candle_time_bucket_override, ...])Get the human description of the time range for these universe load options.
Attributes
candle_time_bucket_override
Optionally passed backtest end time
How much data we look back if we look the current data
Optionally passed backtest start time.
stop_loss_time_bucket_override
- start_at: Optional[datetime] = None#
Optionally passed backtest start time.
Can be used in create_trading_universe() to set the data range.
- end_at: Optional[datetime] = None#
Optionally passed backtest end time
Can be used in create_trading_universe() to set the data range.
- history_period: Optional[timedelta] = None#
How much data we look back if we look the current data
Give only
history_period
or bothstart_at
andend_at
.
- get_range_description()[source]#
Get the human description of the time range for these universe load options.
- Return type:
- __init__(candle_time_bucket_override=None, stop_loss_time_bucket_override=None, start_at=None, end_at=None, history_period=None)#
- Parameters:
candle_time_bucket_override (Optional[TimeBucket]) –
stop_loss_time_bucket_override (Optional[TimeBucket]) –
- Return type:
None