Dataset#

tradeexecutor.strategy.trading_strategy_universe.Dataset Python class in Trading Strategy framework.

class Dataset[source]#

Bases: object

Contain raw loaded datasets.

__init__(time_bucket, exchanges, pairs, candles=None, liquidity=None, liquidity_time_bucket=None, backtest_stop_loss_time_bucket=None, backtest_stop_loss_candles=None)#

Parameters:

time_bucket (TimeBucket) –
exchanges (ExchangeUniverse) –
pairs (DataFrame) –
candles (Optional[DataFrame]) –
liquidity (Optional[DataFrame]) –
liquidity_time_bucket (Optional[TimeBucket]) –
backtest_stop_loss_time_bucket (Optional[TimeBucket]) –
backtest_stop_loss_candles (Optional[DataFrame]) –

Return type:

None

Methods

__init__(time_bucket, exchanges, pairs[, ...])

Attributes

`backtest_stop_loss_candles`	All candles in stop loss time bucket
`backtest_stop_loss_time_bucket`	Granularity of backtesting OHLCV data
`candles`	Candle data for all pairs
`liquidity`	All liquidity samples
`liquidity_time_bucket`	Liquidity data granularity
`time_bucket`	Granularity of our OHLCV data
`exchanges`	All exchanges
`pairs`	All trading pairs

time_bucket: TimeBucket#: Granularity of our OHLCV data

exchanges: ExchangeUniverse#: All exchanges

pairs: DataFrame#: All trading pairs

candles: Optional[DataFrame] = None#: Candle data for all pairs

liquidity: Optional[DataFrame] = None#: All liquidity samples

liquidity_time_bucket: Optional[TimeBucket] = None#: Liquidity data granularity

backtest_stop_loss_time_bucket: Optional[TimeBucket] = None#: Granularity of backtesting OHLCV data

backtest_stop_loss_candles: Optional[DataFrame] = None#: All candles in stop loss time bucket

__init__(time_bucket, exchanges, pairs, candles=None, liquidity=None, liquidity_time_bucket=None, backtest_stop_loss_time_bucket=None, backtest_stop_loss_candles=None)#

Parameters:

time_bucket (TimeBucket) –
exchanges (ExchangeUniverse) –
pairs (DataFrame) –
candles (Optional[DataFrame]) –
liquidity (Optional[DataFrame]) –
liquidity_time_bucket (Optional[TimeBucket]) –
backtest_stop_loss_time_bucket (Optional[TimeBucket]) –
backtest_stop_loss_candles (Optional[DataFrame]) –

Return type:

None