BacktestSimplePricingModel#

tradeexecutor.backtest.backtest_pricing.BacktestSimplePricingModel class.

class BacktestSimplePricingModel[source]#

Bases: PricingModel

Look the price without any liquidity data or price impact.

Use naive closing price.

__init__(candle_universe, routing_model, candle_timepoint_kind='close', very_small_amount=Decimal('0.10'))[source]#
Parameters

Methods

__init__(candle_universe, routing_model[, ...])

check_supported_quote_token(pair)

get_buy_price(ts, pair, reserve)

Get the sell price for an asset.

get_pair_for_id(internal_id)

Look up a trading pair.

get_sell_price(ts, pair, quantity)

Get the sell price for an asset.

quantize_base_quantity(pair, quantity[, ...])

Convert any base token quantity to the native token units by its ERC-20 decimals.

__init__(candle_universe, routing_model, candle_timepoint_kind='close', very_small_amount=Decimal('0.10'))[source]#
Parameters
get_pair_for_id(internal_id)[source]#

Look up a trading pair.

Useful if a strategy is only dealing with pair integer ids.

Parameters

internal_id (int) –

Return type

TradingPairIdentifier

get_sell_price(ts, pair, quantity)[source]#

Get the sell price for an asset.

Parameters
  • ts (datetime) – When to get the price. Used in backtesting. Live models may ignore.

  • pair (TradingPairIdentifier) – Trading pair we are intereted in

  • quantity (Optional[Decimal]) – If the sel quantity is known, get the price with price impact.

Return type

USDollarAmount

get_buy_price(ts, pair, reserve)[source]#

Get the sell price for an asset.

Parameters
  • ts (datetime) – When to get the price. Used in backtesting. Live models may ignore.

  • pair (TradingPairIdentifier) – Trading pair we are intereted in

  • reserve (Optional[Decimal]) – If the buy token quantity quantity is known, get the buy price with price impact.

Return type

USDollarAmount

quantize_base_quantity(pair, quantity, rounding='ROUND_DOWN')[source]#

Convert any base token quantity to the native token units by its ERC-20 decimals.

Parameters
Return type

Decimal