CoreStrategyParameters#

API documentation for tradeexecutor.strategy.parameters.CoreStrategyParameters Python class in Trading Strategy framework.

class CoreStrategyParameters[source]#

Bases: TypedDict

Describe strategy parameters that are always available.

__init__(*args, **kwargs)#

Methods

`__init__`(args, *kwargs)
`clear`()
`copy`()
`fromkeys`([value])	Create a new dictionary with keys from iterable and values set to value.
`get`(key[, default])	Return the value for key if key is in the dictionary, else default.
`items`()
`keys`()
`pop`(k[,d])	If the key is not found, return the default if given; otherwise, raise a KeyError.
`popitem`()	Remove and return a (key, value) pair as a 2-tuple.
`setdefault`(key[, default])	Insert key with a value of default if key is not in the dictionary.
`update`([E, ]**F)	If E is present and has a .keys() method, then does: for k in E: D[k] = E[k] If E is present and lacks a .keys() method, then does: for k, v in E: D[k] = v In either case, this is followed by: for k in F: D[k] = F[k]
`values`()

Attributes

`cycle_duration`
`cycle`	Current strategy decision cycle
`routing`	Trade routing model.
`initial_cash`	US dollars at the start of the backtesting
`backtest_start`
`backtest_end`
`required_history_period`	Live trading needed history
`maximum_price_impact`	Live trading setting for the maximum price impact.
`slippage_tolerance`	Live trading setting for the slippage tolerance.

cycle: int#: Current strategy decision cycle

routing: TradeRouting#

Trade routing model.

Applies to live strategies only

initial_cash: float | None#: US dollars at the start of the backtesting

required_history_period: datetime.timedelta | None#

Live trading needed history

How much data load for each strategy cycle in live trading

maximum_price_impact: float | None#

Live trading setting for the maximum price impact.

A tripwire check.

If we exceed this price impact for any trade, crash the trade-executor before executing the trades. This is to protect the capital in the case some pool liquidity action is funny when a major single LP withdraws the liquidity.

The parameter must be LP fee inclusive e.g. for the 5 BPS pool ever set this value lower than 0.0005.

See PriceImpactToleranceExceeded

slippage_tolerance: float | None#

Live trading setting for the slippage tolerance.

A tripwire check.

This is the slippage tolerance we use in Uniswap swaps. If the live trade execution exceeds this check, the transaction will fail and the trade execution will crash and wait for the manual inspection what happened.