StrategyModuleInformation#
tradeexecutor.strategy.strategy_module.StrategyModuleInformation class.
- class StrategyModuleInformation[source]#
Bases:
object
Describe elements that we need to have in a strategy module.
- __init__(trading_strategy_engine_version, trading_strategy_type, trading_strategy_cycle, trade_routing, reserve_currency, decide_trades, create_trading_universe)#
- Parameters
trading_strategy_engine_version (str) –
trading_strategy_type (StrategyType) –
trading_strategy_cycle (CycleDuration) –
trade_routing (TradeRouting) –
reserve_currency (ReserveCurrency) –
decide_trades (DecideTradesProtocol) –
create_trading_universe (CreateTradingUniverseProtocol) –
- Return type
None
Methods
Attributes
trading_strategy_engine_version
trading_strategy_type
trading_strategy_cycle
trade_routing
reserve_currency
decide_trades
If execution_context.live_trading is true then this function is called for every execution cycle.
- create_trading_universe: CreateTradingUniverseProtocol#
If execution_context.live_trading is true then this function is called for every execution cycle. If we are backtesting, then this function is called only once at the start of backtesting and the decide_trades need to deal with new and deprecated trading pairs.
- validate()[source]#
- Raises
StrategyModuleNotValid – If we could not load/parse strategy module for some reason
- __init__(trading_strategy_engine_version, trading_strategy_type, trading_strategy_cycle, trade_routing, reserve_currency, decide_trades, create_trading_universe)#
- Parameters
trading_strategy_engine_version (str) –
trading_strategy_type (StrategyType) –
trading_strategy_cycle (CycleDuration) –
trade_routing (TradeRouting) –
reserve_currency (ReserveCurrency) –
decide_trades (DecideTradesProtocol) –
create_trading_universe (CreateTradingUniverseProtocol) –
- Return type
None