BaseTransport#

tradingstrategy.transport.base.BaseTransport Python class in Trading Strategy framework.

class BaseTransport[source]#

Bases: ABC

Define transport interface.

Different transports can be used to get the candle data from oracle, depending on the execution context of the Python code.

__init__()#

Methods

__init__()

fetch_candle_dataset(bucket)

Download cached precompiled data set.

fetch_live_candles(pair_list, start, end)

Downlaod real-time partial candle data.

fetch_pair_universe()

Get the latest info on trading pairs.

fetch_stats()

abstract fetch_pair_universe()[source]#

Get the latest info on trading pairs.

Returns:

A reader for JSON and ZSTD serialised PairUniverse

Return type:

BytesIO

abstract fetch_live_candles(pair_list, start, end)[source]#

Downlaod real-time partial candle data.

Parameters:
abstract fetch_candle_dataset(bucket)[source]#

Download cached precompiled data set.

Datasets are anywhere between 80 MB - 4 GB.

Parameters:

bucket (TimeBucket) –