CoreStrategyParameters

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

class CoreStrategyParameters

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.

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