BacktestSyncModel#

API documentation for tradeexecutor.backtest.backtest_sync.BacktestSyncModel Python class in Trading Strategy framework.

class BacktestSyncModel[source]#

Bases: SyncModel

Backtest sync model.

Simulate deposit events to the backtest wallet.

__init__(wallet, initial_deposit_amount)[source]#

Parameters:

wallet (SimulatedWallet) –
initial_deposit_amount (Decimal) –

Methods

`__init__`(wallet, initial_deposit_amount)
`calculate_accrued_interest`(universe, ...)	Calculate accrued interest of a position.
`create_transaction_builder`()	Backtesting does not need to care about how to build blockchain transactions.
`get_hot_wallet`()	Get the vault address we are using.
`get_token_storage_address`()	Get the address where tokens are stored.
`get_vault_address`()	Get the vault address we are using.
`is_ready_for_live_trading`(state)	Check that the state and sync model is ready for live trading.
`resync_nonce`()	Re-read hot wallet nonce before trade execution.
`simulate_funding`(timestamp, amount)	Simulate a funding flow event.
`sync_credit_supply`(timestamp, state, ...)	Update all credit supply positions.
`sync_initial`(state)	Set up the initial sync details.
`sync_treasury`(strategy_cycle_ts, state[, ...])	Apply the balance sync before each strategy cycle.

Attributes

fund_flow_queue

Simulated deposit/redemption events pending to be processed

__init__(wallet, initial_deposit_amount)[source]#

Parameters:

wallet (SimulatedWallet) –
initial_deposit_amount (Decimal) –

fund_flow_queue: List[FundFlowEvent]#: Simulated deposit/redemption events pending to be processed

get_token_storage_address()[source]#

Get the address where tokens are stored.

Returns:

Vault address for enzyme, wallet address for hot wallet.

Return None for DummySyncModel e.g. in the case of unit and backtests.

Return type:

Optional[str]

sync_initial(state)[source]#

Set up the initial sync details.

For backtesting these are irrelevant.

Parameters:: state (State) –

sync_treasury(strategy_cycle_ts, state, supported_reserves=None)[source]#

Apply the balance sync before each strategy cycle.

Warning

Old legacy code with wrong return signature compared to the parent class

Parameters:

strategy_cycle_ts (datetime) –
state (State) –
supported_reserves (Optional[List[AssetIdentifier]]) –

Return type:

List[BalanceUpdate]

simulate_funding(timestamp, amount)[source]#

Simulate a funding flow event.

Call for the test to cause deposit or redemption for the backtest. The event goes to a queue and is processed in next tick() through sync_portfolio().

Parameters:

amount (Decimal) – Positive for deposit, negative for redemption
timestamp (datetime) –

create_transaction_builder()[source]#

Backtesting does not need to care about how to build blockchain transactions.

Return type:: None

calculate_accrued_interest(universe, position, timestamp)[source]#

Calculate accrued interest of a position.

Parameters:

universe (TradingStrategyUniverse) –
position (TradingPosition) –
timestamp (datetime) –

Return type:

Decimal

sync_credit_supply(timestamp, state, universe, credit_positions)[source]#

Update all credit supply positions.

Parameters:

timestamp (datetime) –
Wall clock time.

This function can be called outside the strategy cycle.
state (State) – Current strategy state
universe (TradingStrategyUniverse) – Trading universe that must include lending data.
credit_positions (List[TradingPosition]) – Prefiltered list of credit positions to update.

Returns:

All triggered balance update events

Return type:

List[BalanceUpdate]