StrategyModuleInformation

tradeexecutor.strategy.strategy_module.StrategyModuleInformation Python class in Trading Strategy framework.

class StrategyModuleInformation

Bases: object

Describe elements that we need to have in a strategy module.

The class variables are the same name as found in the Python strategy module. They can be uppercase or lowercase - all strategy module variables are exported as lowercase.

__init__(path, source_code, trading_strategy_engine_version, trading_strategy_type, trading_strategy_cycle, trade_routing, reserve_currency, decide_trades, create_trading_universe, chain_id=None, backtest_start=None, backtest_end=None, initial_cash=None)

Parameters:

• path (Path) –

• source_code (Optional[str]) –

• 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) –

• chain_id (Optional[ChainId]) –

• backtest_start (Optional[datetime]) –

• backtest_end (Optional[datetime]) –

• initial_cash (Optional[float]) –

Return type:

None

Methods

__init__(path, source_code, ...[, chain_id, ...])
is_version_greater_or_equal_than(major, ...)	Check strategy module for its version compatibility.
validate()	Check that the user inputted variable names look good.
validate_backtest()	Validate that the module is backtest runnable.

Attributes

backtest_end	Only needed for backtests
backtest_start	Only needed for backtests
chain_id	Blockchain id on which this strategy operates
initial_cash	Only needed for backtests
path	Path to the module
source_code	The source code of the strategy
trading_strategy_engine_version
trading_strategy_type
trading_strategy_cycle
trade_routing
reserve_currency
decide_trades
create_trading_universe	If execution_context.live_trading is true then this function is called for every execution cycle.

path: Path

Path to the module

source_code: Optional[str]

The source code of the strategy

Can be set None for strategies that are not public.

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.

chain_id: Optional[ChainId] = None

Blockchain id on which this strategy operates

Valid for single chain strategies only

backtest_start: Optional[datetime] = None

Only needed for backtests

backtest_end: Optional[datetime] = None

Only needed for backtests

initial_cash: Optional[float] = None

Only needed for backtests

is_version_greater_or_equal_than(major, minor, patch)

Check strategy module for its version compatibility.

Parameters:

• major (int) –

• minor (int) –

• patch (int) –

Return type:

bool

validate()

Check that the user inputted variable names look good.

Raises:

StrategyModuleNotValid – If we could not load/parse strategy module for some reason

validate_backtest()

Validate that the module is backtest runnable.

__init__(path, source_code, trading_strategy_engine_version, trading_strategy_type, trading_strategy_cycle, trade_routing, reserve_currency, decide_trades, create_trading_universe, chain_id=None, backtest_start=None, backtest_end=None, initial_cash=None)

Parameters:

• path (Path) –

• source_code (Optional[str]) –

• 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) –

• chain_id (Optional[ChainId]) –

• backtest_start (Optional[datetime]) –

• backtest_end (Optional[datetime]) –

• initial_cash (Optional[float]) –

Return type:

None