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Trading Strategy documentation

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Getting started
Overview
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Developing strategies
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- Setting up development environment
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- Trading strategy examples
- Code examples
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- Market data format details
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- Troubleshooting
- Internal development process
Architecture
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Deploying live trading strategies
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Learn algorithmic trading
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Glossary
API reference
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- Market data client
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  - client
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    - BaseClient
    - Client
  - chain
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    - ChainId
  - exchange
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  - pair
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  - candle
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  - liquidity
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  - trade
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    - Trade
  - timebucket
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    - TimeBucket
  - token
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    - Token
  - reader
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    - read_parquet
  - priceimpact
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  - stablecoin
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    - is_stablecoin_like
  - types
  - utils
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    - aggregate_ohlcv
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    - columnar
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      - iterate_columnar_dicts
    - df_index
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      - flatten_dataframe_datetime_index
      - get_timestamp_index
    - format
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    - forward_fill
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    - gap
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    - groupeduniverse
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    - jupyter
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    - liquidity_filter
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    - logging_retry
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      - LoggingRetry
    - mapper
    - schema
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    - time
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    - token_extra_data
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    - token_filter
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    - wrangle
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  - transport
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    - base
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      - BaseTransport
    - cache
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    - data_trigger
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      - wait_for_data
    - jsonl
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    - progress_enabled_download
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      - download_with_tqdm_progress_bar
    - pyodide
    - token_cache
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  - charting
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    - candle_chart
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  - testing
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    - mock_client
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      - MockClient
    - uniswap_v2_mock_client
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      - UniswapV2MockClient
  - top
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  - binance
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    - constants
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      - split_binance_symbol
    - downloader
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    - utils
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  - alternative_data
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    - coingecko
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  - direct_feed
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    - candle_feed
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      - CandleFeed
      - prepare_raw_candle_data
    - conversion
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      - CurrencyConversion
      - convert_to_float
    - dash
    - direct_feed_pair
    - ohlcv_aggregate
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    - store
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      - DirectFeedStore
    - synthetic_feed
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      - SyntheticTradeFeed
    - timeframe
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      - Timeframe
    - trade_feed
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      - SaveHook
      - Trade
      - TradeDelta
      - TradeFeed
    - trade_store
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      - ParquetFileStore
      - TradeFeedStore
    - uniswap_v2
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    - warn
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      - disable_pandas_warnings
- Trade execution engine
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  - state
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    - balance_update
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    - blockhain_transaction
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    - freeze
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      - freeze_position_on_failed_trade
    - generic_position
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      - GenericPosition
    - identifier
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    - interest
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      - Interest
    - interest_distribution
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    - loan
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      - Loan
      - LoanSide
    - metadata
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    - other_data
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      - OtherData
    - pickle_over_json
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      - decode_pickle_over_json
      - encode_pickle_over_json
    - portfolio
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      - Portfolio
    - position
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    - repair
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    - reserve
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      - ReservePosition
    - retry
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      - rebroadcast_trade
      - retry_trades
    - revaluation
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      - RevalueEvent
    - size_risk
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      - SizeRisk
      - SizingType
    - state
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      - BacktestData
      - State
    - statistics
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    - store
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    - sync
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    - trade
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    - trigger
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    - types
    - uptime
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      - Uptime
    - validator
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    - valuation
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      - ValuationUpdate
    - visualisation
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      - Plot
      - PlotKind
      - PlotLabel
      - PlotShape
      - RecordingTime
      - Visualisation
  - strategy
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    - account_correction
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    - alpha_model
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    - approval
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    - asset
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    - bootstrap
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    - cycle
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    - default_routing_options
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      - TradeRouting
    - description
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      - StrategyExecutionDescription
    - dummy
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      - DummyExecutionModel
    - dust
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    - engine_version
    - execution_context
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      - ExecutionContext
      - ExecutionMode
    - execution_model
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    - factory
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      - StrategyFactory
    - fixed_size_risk
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      - FixedSizeRiskModel
    - interest
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    - lending_protocol_leverage
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    - output
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    - pandas_trader
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      - alternative_market_data
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        get_resample_frequency
        
        load_candle_universe_from_dataframe
        
        load_candle_universe_from_parquet
        
        load_candles_from_dataframe
        
        load_candles_from_parquet
        
        replace_candles
        
        resample_multi_pair
        
        resample_single_pair
      - decision_trigger
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        UpdatedUniverseResult
        
        fetch_availability
        
        fetch_lending_data
        
        fetch_price_data
        
        update_universe
        
        validate_latest_candles
        
        wait_for_universe_data_availability_jsonl
      - indicator
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        CreateIndicatorsProtocolV1
        
        CreateIndicatorsProtocolV2
        
        DiskIndicatorStorage
        
        IndicatorDefinition
        
        IndicatorDependencyResolver
        
        IndicatorKey
        
        IndicatorResult
        
        IndicatorSet
        
        IndicatorSource
        
        IndicatorStorage
        
        MemoryIndicatorStorage
        
        calculate_and_load_indicators
        
        calculate_and_load_indicators_inline
        
        calculate_indicators
        
        call_create_indicators
        
        group_indicators
        
        load_indicators
        
        prepare_indicators
        
        setup_indicator_multiprocessing
        
        validate_function_kwargs
        
        warm_up_indicator_cache
        
        wrap_nones
      - indicator_decorator
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        IndicatorDecoration
        
        IndicatorRegistry
        
        detect_source
        
        extract_args
        
        flatten_dict_permutations
      - position_manager
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        PositionManager
        
        explain_open_position_failure
        
        explain_portfolio_contents
      - rebalance
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        get_existing_portfolio_weights
        
        get_weight_diffs
        
        rebalance_portfolio_old
      - runner
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        PandasTraderRunner
      - strategy_input
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        StrategyInput
        
        StrategyInputIndicators
      - token_mapper
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        TokenTuple
        
        create_trading_universe_for_tokens
        
        find_best_pairs_for_tokens
    - parameters
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    - pricing_model
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    - qstrader
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      - alpha_model
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        AlphaModel
      - order_sizer
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        CashBufferedOrderSizer
      - portfolio_construction_model
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        PortfolioConstructionModel
      - runner
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        QSTraderRunner
    - reserve_currency
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      - ReserveCurrency
    - reverse_universe
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    - routing
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      - RoutingModel
      - RoutingState
    - run_state
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    - runner
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    - size_risk_model
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      - SizeRiskModel
    - stop_loss
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    - strategy_cycle_trigger
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      - StrategyCycleTrigger
    - strategy_module
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    - strategy_type
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      - StrategyType
    - summary
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    - sync_model
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    - tag
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      - StrategyTag
    - trade_pricing
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    - trading_strategy_universe
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    - tvl_size_risk
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    - universe_model
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    - valuation
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    - valuation_update
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      - update_position_valuations
    - weighting
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  - analysis
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    - advanced_metrics
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    - alpha_model_analyser
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    - credit
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      - calculate_credit_metrics
    - curve
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      - CurveType
    - fee_analyser
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      - analyse_trading_fees
      - create_pair_trading_fee_summary_table
    - grid_search
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    - indicator
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      - display_indicators
    - multi_asset_benchmark
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    - multipair
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    - optimiser
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    - pair
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      - display_strategy_universe
    - position
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    - regime
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    - returns
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    - single_pair
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      - expand_entries_and_exits
    - slippage
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      - display_slippage
    - stop_loss
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      - analyse_stop_losses
      - analyse_trigger_updates
    - timemap
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      - ScoringMethod
      - visualise_weekly_time_heatmap
    - trade_analyser
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    - universe
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      - analyse_long_short_universe
    - weights
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  - visual
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    - asset_correlation
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    - benchmark
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    - bullbear
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      - visualise_market_regime_filter
      - visualise_raw_market_regime_indicator
    - custom_indicators
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      - calculate_on_balance_volume
    - equity_curve
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    - grid_search
    - grid_search_advanced
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    - grid_search_basic
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      - visualise_grid_search_equity_curves
      - visualise_single_grid_search_result_benchmark
    - grid_search_visualisation
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    - image_output
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    - multiple_pairs
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    - palette
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    - qs_wrapper
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      - import_quantstats_wrapped
    - single_pair
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    - strategy_state
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    - technical_indicator
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    - utils
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    - web_chart
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  - backtest
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    - backtest_execution
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      - BacktestExecution
      - fix_sell_token_amount
    - backtest_generic_router
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      - EthereumBacktestPairConfigurator
    - backtest_module
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      - run_backtest_for_module
    - backtest_pricing
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      - BacktestPricing
      - backtest_pricing_factory
    - backtest_routing
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    - backtest_runner
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    - backtest_sync
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      - BacktestSyncModel
      - FundFlowEvent
    - backtest_valuation
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      - BacktestValuationModel
      - backtest_valuation_factory
    - data_preload
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      - preload_data
    - grid_search
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    - legacy_backtest_sync
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      - BacktestSyncer
    - notebook
    - optimiser
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    - optimiser_functions
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    - preprocessed_backtest
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    - preprocessed_backtest_exporter
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      - export_all_main
    - simulated_wallet
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      - SimulatedWallet
    - tearsheet
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      - BacktestReporter
      - export_backtest_report
  - ethereum
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    - aave_v3
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      - aave_v3_routing
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        AaveV3Routing
        
        AaveV3RoutingState
      - analysis
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        analyse_credit_trade_by_receipt
    - address_sync_model
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      - AddressSyncModel
    - balance_update
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    - enzyme
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      - asset
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        EnzymeAsset
        
        EnzymeAssetType
        
        load_enzyme_asset_list
      - tx
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        EnzymeTransactionBuilder
      - vault
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        EnzymeVaultSyncModel
    - eth_pricing_model
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      - EthereumPricingModel
    - eth_valuation
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      - EthereumPoolRevaluator
    - ethereum_protocol_adapters
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    - ethereumtrader
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    - execution
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    - hot_wallet_sync_model
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      - HotWalletSyncModel
      - EthereumHotWalletReserveSyncer
    - onchain_balance
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      - fetch_address_balances
    - one_delta
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      - analysis
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        analyse_credit_trade_by_receipt
        
        analyse_leverage_trade_by_receipt
        
        analyse_one_delta_trade
        
        decode_path
      - one_delta_execution
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        OneDeltaExecution
      - one_delta_live_pricing
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        OneDeltaLivePricing
        
        one_delta_live_pricing_factory
      - one_delta_routing
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        OneDeltaRouting
        
        OneDeltaRoutingState
        
        get_one_delta
      - one_delta_valuation
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        OneDeltaPoolRevaluator
        
        one_delta_valuation_factory
    - rebroadcast
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      - rebroadcast_all
    - revert
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      - clean_revert_reason_message
    - routing_data
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    - routing_model
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      - EthereumRoutingModel
    - routing_state
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    - swap
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    - token
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    - tvl
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    - tx
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      - HotWalletTransactionBuilder
      - TransactionBuilder
    - uniswap_v2
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      - uniswap_v2_execution
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        UniswapV2Execution
        
        get_current_price
      - uniswap_v2_execution_v0
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        UniswapV2ExecutionModelVersion0
        
        UniswapV2RoutingInstructions
        
        broadcast_and_resolve
        
        resolve_trades
      - uniswap_v2_live_pricing
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        UniswapV2LivePricing
        
        uniswap_v2_live_pricing_factory
      - uniswap_v2_routing
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        UniswapV2Routing
        
        UniswapV2RoutingState
        
        get_uniswap_for_pair
      - uniswap_v2_valuation
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        UniswapV2PoolRevaluator
        
        uniswap_v2_sell_valuation_factory
      - uniswap_v2_valuation_v0
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        UniswapV2PoolValuationMethodV0
        
        uniswap_v2_sell_valuation_factory
    - uniswap_v3
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      - uniswap_v3_execution
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        UniswapV3Execution
        
        get_current_price
      - uniswap_v3_live_pricing
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        UniswapV3LivePricing
        
        uniswap_v3_live_pricing_factory
      - uniswap_v3_routing
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        UniswapV3Routing
        
        UniswapV3RoutingState
        
        get_uniswap_for_pair
      - uniswap_v3_valuation
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        UniswapV3PoolRevaluator
        
        uniswap_v3_sell_valuation_factory
    - universe
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      - create_exchange_universe
      - create_pair_universe
    - wallet
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    - web3config
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      - Web3Config
  - cli
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    - approval
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      - CLIApprovalModel
    - backup
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      - backup_state
    - bootstrap
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    - close_position
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      - close_single_or_all_positions
    - commands
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      - app
      - backtest
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        backtest
      - check_accounts
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        check_accounts
      - check_position_triggers
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        check_position_triggers
      - check_universe
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        check_universe
      - check_wallet
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        check_wallet
      - close_all
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        close_all
      - close_position
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        close_position
      - console
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        console
        
        launch_console
      - correct_accounts
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        correct_accounts
      - deploy_guard
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        deploy_guard
      - enzyme_asset_list
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        enzyme_asset_list
      - enzyme_deploy_vault
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        enzyme_deploy_vault
      - export
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        export
        
        walk_all_typer_options
      - hello
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        hello
      - init
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        init
      - lagoon_deploy_vault
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        lagoon_deploy_vault
      - pair_mapping
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        construct_identifier_from_pair
        
        parse_pair_data
      - perform_test_trade
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        perform_test_trade
      - repair
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        repair
      - reset
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        reset
      - reset_deposits
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        reset_deposits
      - retry
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        retry
      - send_log_message
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        send_log_message
      - shared_options
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        PositionType
        
        parse_comma_separated_list
        
        required_option
      - show_positions
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        TransactionType
        
        show_positions
      - show_valuation
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        show_valuation
      - start
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        start
      - token_cache
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        PrintTokenOption
        
        PurgeType
        
        token_cache
      - trading_pair
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        PrintTokenOption
        
        PurgeType
        
        trading_pair
      - version
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        version
      - visualise
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        visualise
      - webapi
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        webapi
    - discord
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      - get_discord_logging_handler
      - post_logging_discord_image
    - double_position
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      - check_double_position
    - env
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      - EnvVarDescription
      - get_available_env_vars
    - guard
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      - generate_whitelist
      - get_enzyme_deployment
    - latest_release
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      - main
    - log
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    - loop
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      - ExecutionLoop
      - ExecutionTestHook
    - main
    - result
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      - display_backtesting_results
    - slippage
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      - configure_max_slippage_tolerance
    - testtrade
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      - make_test_trade
    - universe
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      - UniverseInitData
      - setup_universe
    - version_info
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      - VersionInfo
    - watchdog
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  - utils
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    - accuracy
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    - binance
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      - create_binance_universe
      - fetch_binance_dataset
    - blockchain
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      - get_block_timestamp
      - get_latest_block_timestamp
    - cpu
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      - get_safe_max_workers_count
    - crossover
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      - contains_cross_over
      - contains_cross_under
    - dataclass
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      - EthereumAddress
      - UTCFriendlyDataClassJsonMixin
    - dedent
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      - dedent_any
      - strip_except_newlines
    - default_strategies
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      - get_default_strategies_path
    - format
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      - calculate_percentage
    - fullname
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      - get_object_full_name
    - increasing
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      - is_monotonically_decreasing
      - is_monotonically_increasing
    - jupyter_notebook_folder
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      - get_strategies_folder
    - jupyter_notebook_name
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      - get_notebook_name
      - path
    - leverage_calculations
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    - list
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      - get_linearly_sampled_items
    - notebook
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    - price
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      - is_legit_price_value
    - profile
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      - profiled
    - python_function
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      - hash_function
    - python_module_loader
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      - extract_module_members
      - import_python_source_file
    - ring_buffer_logging_handler
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      - ExportedRecord
      - RingBufferHandler
    - slippage
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      - get_slippage_in_bps
    - sort
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      - unique_sort
    - state_downloader
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      - download_state
    - summarydataframe
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      - Format
      - Value
      - as_bars
      - as_decimal
      - as_dollar
      - as_duration
      - as_integer
      - as_missing
      - as_percent
      - create_summary_table
      - format_value
      - format_values
    - timer
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      - timed_task
    - timestamp
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    - token
    - typing
    - url
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      - get_url_domain
      - redact_url_password
  - webhook
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    - api
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      - web_chart
      - web_file
      - web_home
      - web_icon
      - web_logs
      - web_metadata
      - web_notify
      - web_ping
      - web_source
      - web_state
      - web_status
      - web_visulisation
    - app
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    - error
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    - events
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      - add_cors_headers
    - http_log
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      - configure_http_request_logging
      - log_tween_factory
    - server
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      - WebhookServer
      - create_webhook_server
  - testing
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    - backtest_trader
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      - BacktestTrader
    - dummy_wallet
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      - DummyWalletSyncer
    - ethereumtrader_one_delta
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      - OneDeltaTestTrader
    - ethereumtrader_uniswap_v2
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      - UniswapV2TestTrader
    - ethereumtrader_uniswap_v3
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      - UniswapV3TestTrader
    - pairuniversetrader
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      - PairUniverseTestTrader
    - pytest_helpers
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      - is_failed_test
    - simulated_execution_loop
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    - simulated_trader
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      - SimulatedTestTrader
    - synthetic_ethereum_data
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      - generate_random_ethereum_address
    - synthetic_exchange_data
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      - generate_exchange
      - generate_simple_routing_model
    - synthetic_lending_data
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      - generate_lending_reserve
      - generate_lending_universe
    - synthetic_pair_data
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      - generate_pair
    - synthetic_price_data
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    - synthetic_universe_data
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      - create_synthetic_single_pair_universe
    - unit_test_trader
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      - UnitTestTrader
  - monkeypatch
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    - cloudpickle_patch
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      - reducer_override
    - dataclasses_json
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      - patch_dataclasses_json
    - web3
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      - construct_sign_and_send_raw_middleware
- Technical analysis
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  - Statistics
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    - entropy
    - kurtosis
    - mad
    - median
    - skew
    - stdev
    - tos_stdevall
    - variance
    - zscore
  - Overlap and moving averages
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    - alma
    - dema
    - ema
    - fwma
    - hilo
    - hl2
    - hlc3
    - hma
    - hwma
    - ichimoku
    - jma
    - kama
    - linreg
    - ma
    - mcgd
    - midpoint
    - midprice
    - ohlc4
    - pwma
    - rma
    - sinwma
    - sma
    - ssf
    - supertrend
    - swma
    - t3
    - tema
    - trima
    - vidya
    - vwap
    - vwma
    - wcp
    - wma
    - zlma
  - Trend indicators
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    - adx
    - amat
    - aroon
    - chop
    - cksp
    - decay
    - decreasing
    - dpo
    - increasing
    - long_run
    - psar
    - qstick
    - short_run
    - tsignals
    - ttm_trend
    - vhf
    - vortex
    - xsignals
  - Momentum indicators
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    - ao
    - apo
    - bias
    - bop
    - brar
    - cci
    - cfo
    - cg
    - cmo
    - coppock
    - cti
    - dm
    - er
    - eri
    - fisher
    - inertia
    - kdj
    - kst
    - macd
    - mom
    - pgo
    - ppo
    - psl
    - pvo
    - qqe
    - roc
    - rsi
    - rsx
    - rvgi
    - slope
    - smi
    - squeeze
    - squeeze_pro
    - stc
    - stoch
    - stochrsi
    - td_seq
    - trix
    - tsi
    - uo
    - willr
  - Volatility indicators
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    - aberration
    - accbands
    - atr
    - bbands
    - donchian
    - hwc
    - kc
    - massi
    - natr
    - pdist
    - rvi
    - thermo
    - true_range
    - ui
  - Volume based indicators
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    - ad
    - adosc
    - aobv
    - cmf
    - efi
    - eom
    - kvo
    - mfi
    - nvi
    - obv
    - pvi
    - pvol
    - pvr
    - pvt
    - vp
  - Candle pattern indicators
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    - cdl_doji
    - cdl_inside
    - cdl_pattern
    - cdl_z
    - ha
  - Market cycles
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    - ebsw
  - Portfolio performance
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- Web3 Ethereum DeFi

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Tags overview#

Trading Strategy is in beta and still under development. Any documentation is preliminary and not final.