API documentation for tradeexecutor.utils.binance.create_binance_universe Python function.

create_binance_universe(symbols, candle_time_bucket, stop_loss_time_bucket=None, start_at=None, end_at=None, reserve_pair_ticker=None, include_lending=False, force_download=False, trading_fee_override=None, forward_fill=False)[source]#

Create a Binance universe that can be used for backtesting.

Similarly to fetch_binance_dataset, this function loads all the data needed for backtesting, including candlestick, stop loss, lending and supply data for all valid symbols.

  • symbols (list[str] | str) – List of symbols to load

  • candle_time_bucket (TimeBucket) – Time bucket for candle data

  • stop_loss_time_bucket (Optional[TimeBucket]) – Time bucket for stop loss data

  • start_at (Optional[datetime]) – Start time for data

  • end_at (Optional[datetime]) – End time for data

  • reserve_pair_ticker (Optional[str]) – Pair ticker to use as the reserve asset

  • include_lending (bool) – Whether to include lending data or not

  • force_download (bool) – Whether to force download of data or get it from cache

  • trading_fee_override (Optional[float]) – Set fee to all trading pairs to this

  • forward_fill – Forward fill data gaps when Binance was down


Trading strategy universe

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