indicator

API documentation for tradeexecutor.strategy.pandas_trader.indicator Python module in Trading Strategy.

Module description

Indicator definitions.

Classes

CreateIndicatorsProtocolV1	Call signature for create_indicators function.
CreateIndicatorsProtocolV2	Call signature for create_indicators function.
DiskIndicatorStorage	Store calculated indicator results on disk.
IndicatorDefinition	A definition for a single indicator.
IndicatorKey	Cache key used to read indicator results.
IndicatorResult	One result of an indicator calculation we can store on a disk.
IndicatorSet	Define the indicators that are needed by a trading strategy.
IndicatorSource	The data on which the indicator will be calculated.
IndicatorStorage	Base class for cached indicators and live trading indicators.
MemoryIndicatorStorage	Store calculated indicator results on disk.

Functions

calculate_and_load_indicators(...[, ...])	Precalculate all indicators.
calculate_indicators(strategy_universe, ...)	Calculate indicators for which we do not have cached data yet.
call_create_indicators(...[, timestamp])	Backwards compatible wrapper for create_indicators().
load_indicators(strategy_universe, storage, ...)	Load cached indicators.
prepare_indicators(create_indicators, ...[, ...])	Call the strategy module indicator builder.
setup_indicator_multiprocessing(executor)	Set up multiprocessing for indicators.
validate_function_kwargs(func, kwargs)	Check that we can pass the given kwargs to a function.
warm_up_indicator_cache(strategy_universe, ...)	Precalculate all indicators.