strategy

tradeexecutor.strategy Python module in Trading Strategy framework.

Module description

Strategy core - the internal state data structures.

This is the code of the strategy execution engine. We define how the data structures look like and what actions are possible.

All data structures are based on dataclass DLS and dataclasses_json serialisation.

The main tradeexecutor.state.State class serialises the whole strategy execution state in one go and passes it to the web client as one JSON download.

Submodules

tradeexecutor.strategy.account_correction	Apply accounting corrections on the strategy state.
tradeexecutor.strategy.alpha_model	Alpha model and portfolio construction model related logic.
tradeexecutor.strategy.approval	Trade approval models.
tradeexecutor.strategy.asset	Asset management helpers.
tradeexecutor.strategy.bootstrap	Loading Python strategy modules.
tradeexecutor.strategy.cycle	Strategy cycle definitions.
tradeexecutor.strategy.default_routing_options	Default routing options for trading strategies.
tradeexecutor.strategy.description	Strategy execution description.
tradeexecutor.strategy.dummy	A testing executoin model without actual execution.
tradeexecutor.strategy.execution_context	Execution modes.
tradeexecutor.strategy.execution_model	Strategy execution model.
tradeexecutor.strategy.factory	Strategy initialisation using factory design pattern.
tradeexecutor.strategy.output	Helpers for outputting strategy execution information to Python logging and Discord.
tradeexecutor.strategy.pandas_trader	Trading Strategy internal strategy types using Pandas data and decide_trades functino.
tradeexecutor.strategy.pricing_model	Asset pricing model.
tradeexecutor.strategy.qstrader	QSTrader portfolio construction model based strategy types.
tradeexecutor.strategy.reserve_currency	Reserve currency options for strategies.
tradeexecutor.strategy.reverse_universe	Universe reverse loading.
tradeexecutor.strategy.routing	Trade routing instructions.
tradeexecutor.strategy.run_state	Execution state communicates the current trade execution loop state to the webhook.
tradeexecutor.strategy.runner	Strategy execution core.
tradeexecutor.strategy.stop_loss	Stop loss trade logic.
tradeexecutor.strategy.strategy_cycle_trigger	Strategy cycle trigger.
tradeexecutor.strategy.strategy_module	Describe strategy modules and their loading.
tradeexecutor.strategy.strategy_type	Declarate what kind of strategy types our strategy loader and backtesting framework supports.
tradeexecutor.strategy.summary	Strategy status summary.
tradeexecutor.strategy.sync_model	Strategy deposit and withdrawal syncing.
tradeexecutor.strategy.trade_pricing
tradeexecutor.strategy.trading_strategy_universe	Trading Strategy oracle data integration.
tradeexecutor.strategy.universe_model	Construct the trading universe for the strategy.
tradeexecutor.strategy.valuation	Valuation models for the portfolio.
tradeexecutor.strategy.weighting	Weighting based portfolio manipulation.