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
Current strategy decision cycle
Trade routing model.
US dollars at the start of the backtesting
backtest_start
backtest_end
Live trading needed history
Live trading setting for the maximum price impact.
- routing: TradeRouting#
Trade routing model.
Applies to live strategies only
- 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