IndicatorSet#

API documentation for tradeexecutor.strategy.pandas_trader.indicator.IndicatorSet Python class in Trading Strategy framework.

class IndicatorSet[source]#

Define the indicators that are needed by a trading strategy.

For backtesting, indicators are precalculated
For live trading, these indicators are recalculated for the each decision cycle
Indicators are calculated for each given trading pair, unless specified otherwise

Methods

`__init__`()
`add`(name, func[, parameters, source])	Add a new indicator to this indicator set.
`from_indicator_keys`(indicator_keys)	Reconstruct the original indicator set from keys.
`generate_combinations`(strategy_universe)	Create all indiviual indicator (per pair) we need to calculate for this trading universe.
`get_count`()	How many indicators we have
`get_indicator`(name)	Get a named indicator definition.
`get_label`()
`has_indicator`(name)
`iterate`()

Attributes

Map indicators by the indicator name to their definition

indicators: dict[str, tradeexecutor.strategy.pandas_trader.indicator.IndicatorDefinition]#: Map indicators by the indicator name to their definition

get_count()[source]#

How many indicators we have

get_indicator(name)[source]#

Get a named indicator definition.

Parameters:: name (str) –
Return type:: tradeexecutor.strategy.pandas_trader.indicator.IndicatorDefinition | None

add(name, func, parameters=None, source=IndicatorSource.close_price)[source]#

Add a new indicator to this indicator set.

Builds an indicator set for the trading strategy, called from create_indicators.

See CreateIndicatorsProtocol for usage.

Parameters:

name (str) –
Name of the indicator.

Human-readable name. If the same function is calculated multiple times, e.g. EMA, you can have names like ema_short and ema_long.
func (Callable) –
Python function to be called.

Function takes arguments from parameters dict. It must return either pd.DataFrame or pd.Series.
parameters (Optional[dict]) –
Parameters to be passed to the Python function.

Raw func Python arguments.

You can pass parameters as is from StrategyParameters.
source (IndicatorSource) –
Data source on this indicator is calculated.

Defaults to the close price for each trading pair. To calculate universal indicators set to IndicatorSource.strategy_universe.

generate_combinations(strategy_universe)[source]#

Create all indiviual indicator (per pair) we need to calculate for this trading universe.

static from_indicator_keys(indicator_keys)[source]#

Reconstruct the original indicator set from keys.