BacktestValuationModel#

tradeexecutor.backtest.backtest_valuation.BacktestValuationModel Python class in Trading Strategy framework.

class BacktestValuationModel[source]#

Bases: ValuationModel

Re-value assets based on their on-chain backtest dataset price.

Each asset is valued at its market sell price estimation.

__init__(pricing_model)[source]#
Parameters:

pricing_model (BacktestSimplePricingModel) –

Methods

__init__(pricing_model)

__init__(pricing_model)[source]#
Parameters:

pricing_model (BacktestSimplePricingModel) –

__call__(ts, position)[source]#
Parameters:

  • ts (datetime) – When to revalue. Used in backesting. Live strategies may ignore.

  • position (TradingPosition) – Open position

Returns:

(revaluation date, price) tuple. Note that revaluation date may differ from the wantead timestamp if there is no data available.

Return type:

Tuple[datetime, float]