calculate_indicators

API documentation for tradeexecutor.strategy.pandas_trader.indicator.calculate_indicators Python function.

calculate_indicators(strategy_universe, storage, indicators, execution_context, remaining, max_workers=8, label=None, all_combinations=None, verbose=True)

Calculate indicators for which we do not have cached data yet.

• Use a thread pool to speed up IO

Parameters:

• indicators (tradeexecutor.strategy.pandas_trader.indicator.IndicatorSet | None) –

  Indicator set we calculate for.

  Can be None for a grid search, as each individual combination may has its own set.

• remaining (set[tradeexecutor.strategy.pandas_trader.indicator.IndicatorKey]) – Remaining indicator combinations for which we do not have a cached rresult

• all_combinations (set[tradeexecutor.strategy.pandas_trader.indicator.IndicatorKey] | None) –

  All available indicator combinations.

  Only needed if we are doing indicator dependency resolution.

• verbose – Stdout user printing with helpful messages.

• strategy_universe (TradingStrategyUniverse) –

• storage (IndicatorStorage) –

• execution_context (ExecutionContext) –

• label (str | None) –

Return type:

dict[tradeexecutor.strategy.pandas_trader.indicator.IndicatorKey, tradeexecutor.strategy.pandas_trader.indicator.IndicatorResult]