CoreStrategyParameters#

API documentation for tradeexecutor.strategy.parameters.CoreStrategyParameters Python class in Trading Strategy framework.

class CoreStrategyParameters[source]#

Bases: TypedDict

Describe strategy parameters that are always available.

__init__(*args, **kwargs)#

Methods

__init__(*args, **kwargs)

clear()

copy()

fromkeys([value])

Create a new dictionary with keys from iterable and values set to value.

get(key[, default])

Return the value for key if key is in the dictionary, else default.

items()

keys()

pop(k[,d])

If the key is not found, return the default if given; otherwise, raise a KeyError.

popitem()

Remove and return a (key, value) pair as a 2-tuple.

setdefault(key[, default])

Insert key with a value of default if key is not in the dictionary.

update([E, ]**F)

If E is present and has a .keys() method, then does: for k in E: D[k] = E[k] If E is present and lacks a .keys() method, then does: for k, v in E: D[k] = v In either case, this is followed by: for k in F: D[k] = F[k]

values()

Attributes

cycle_duration

cycle

Current strategy decision cycle

routing

Trade routing model.

initial_cash

US dollars at the start of the backtesting

backtest_start

backtest_end

required_history_period

Live trading needed history

cycle: int#

Current strategy decision cycle

routing: TradeRouting#

Trade routing model.

Applies to live strategies only

initial_cash: float | None#

US dollars at the start of the backtesting

required_history_period: datetime.timedelta | None#

Live trading needed history

How much data load for each strategy cycle in live trading