BacktestSyncModel

tradeexecutor.backtest.backtest_sync.BacktestSyncModel Python class in Trading Strategy framework.

class BacktestSyncModel

Bases: SyncModel

Backtest sync model.

Simulate deposit events to the backtest wallet.

__init__(wallet, initial_deposit_amount)

Parameters:

• wallet (SimulatedWallet) –

• initial_deposit_amount (Decimal) –

Methods

__init__(wallet, initial_deposit_amount)
create_transaction_builder()	Backtesting does not need to care about how to build blockchain transactions.
get_hot_wallet()	Get the vault address we are using.
get_token_storage_address()	Get the address where tokens are stored.
get_vault_address()	Get the vault address we are using.
is_ready_for_live_trading(state)	Check that the state and sync model is ready for live trading.
resync_nonce()	Re-read hot wallet nonce before trade execution.
simulate_funding(timestamp, amount)	Simulate a funding flow event.
sync_initial(state)	Set up the initial sync details.
sync_treasury(strategy_cycle_ts, state[, ...])	Apply the balance sync before each strategy cycle.

Attributes

fund_flow_queue

Simulated deposit/redemption events pending to be processed

__init__(wallet, initial_deposit_amount)

Parameters:

• wallet (SimulatedWallet) –

• initial_deposit_amount (Decimal) –

fund_flow_queue: List[FundFlowEvent]

Simulated deposit/redemption events pending to be processed

get_token_storage_address()

Get the address where tokens are stored.

Returns:

Vault address for enzyme, wallet address for hot wallet.

Return None for DummySyncModel e.g. in the case of unit and backtests.

Return type:

Optional[str]

sync_initial(state)

Set up the initial sync details.

For backtesting these are irrelevant.

Parameters:

state (State) –

sync_treasury(strategy_cycle_ts, state, supported_reserves=None)

Apply the balance sync before each strategy cycle.

Warning

Old legacy code with wrong return signature compared to the parent class

Parameters:

• strategy_cycle_ts (datetime) –

• state (State) –

• supported_reserves (Optional[List[AssetIdentifier]]) –

Return type:

List[BalanceUpdate]

simulate_funding(timestamp, amount)

Simulate a funding flow event.

Call for the test to cause deposit or redemption for the backtest. The event goes to a queue and is processed in next tick() through sync_portfolio().

Parameters:

• amount (Decimal) – Positive for deposit, negative for redemption

• timestamp (datetime) –

create_transaction_builder()

Backtesting does not need to care about how to build blockchain transactions.

Return type:

None