universe_model#

tradeexecutor.strategy.universe_model module.

Module description#

Construct the trading universe for the strategy.

Classes#

StaticUniverseModel

Universe that never changes and all assets are in in-process memory.

StrategyExecutionUniverse

Represents whatever data a strategy needs to have in order to make trading decisions.

UniverseModel

Create and manage trade universe.

UniverseOptions

Options that we can pass for the trading strategy universe creation.