StrategyExecutionDescription#

tradeexecutor.strategy.description.StrategyExecutionDescription Python class in Trading Strategy framework.

class StrategyExecutionDescription[source]#

Bases: object

Describe how a strategy will be execuetd.

-universe_model: What currencies, candles, etc. to use and how to refresh this -runner: Alpha model, communicating with the external environment, executing trades

This data class is returned from the strategy_factory through tradeexecutor.strategy.bootstrap.import_strategy_file().

__init__(universe_model, runner, trading_strategy_engine_version=None, cycle_duration=None, time_bucket=None, chain_id=None, source_code=None)#
Parameters:
Return type:

None

Methods

__init__(universe_model, runner[, ...])

Attributes

chain_id

Blockchain id for this strategy.

cycle_duration

How long is the strategy execution cycle

source_code

Source code of the strategy.

time_bucket

What candles this strategy uses: 1d, 1h, etc.

trading_strategy_engine_version

As read from the strategy

universe_model

How to refresh the trading universe for the each tick

runner

What kind of a strategy runner this strategy is using
universe_model: UniverseModel#

How to refresh the trading universe for the each tick

runner: StrategyRunner#

What kind of a strategy runner this strategy is using

trading_strategy_engine_version: Optional[str] = None#

As read from the strategy

cycle_duration: Optional[CycleDuration] = None#

How long is the strategy execution cycle

time_bucket: Optional[TimeBucket] = None#

What candles this strategy uses: 1d, 1h, etc.

chain_id: Optional[ChainId] = None#

Blockchain id for this strategy.

Necessary for single chain strategies to know on which chain we operate.

source_code: Optional[str] = None#

Source code of the strategy.

Only applicable for strategies that were read as a strategy module, not applicable to backtesting notebooks.

__init__(universe_model, runner, trading_strategy_engine_version=None, cycle_duration=None, time_bucket=None, chain_id=None, source_code=None)#
Parameters:
Return type:

None