cycle

tradeexecutor.strategy.cycle Python module in Trading Strategy framework.

Module description

Strategy cycle definitions.

See Strategy cycle for more information.

Classes

CycleDuration

Strategy cycle duration options.

Functions

round_datetime_down(ts, delta[, offset])	Snap to previous available timedelta.
round_datetime_up(ts, delta[, offset])	Snap to next available timedelta.
snap_to_next_tick(ts, tick_size[, offset])	Calculate when the trading logic should wake up from the sleep next time.
snap_to_previous_tick(ts, tick_size[, offset])	Calculate what should the tick time for given real time.