Dataset#

tradeexecutor.strategy.trading_strategy_universe.Dataset class.

class Dataset[source]#

Bases: object

Contain raw loaded datasets.

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

time_bucket

Granularity of our OHLCV data

exchanges

All exchanges

pairs

All trading pairs

candles

All candles

liquidity

All liquidity samples

time_bucket: TimeBucket#

Granularity of our OHLCV data

exchanges: ExchangeUniverse#

All exchanges

pairs: DataFrame#

All trading pairs

candles: DataFrame#

All candles

liquidity: DataFrame#

All liquidity samples

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, liquidity, backtest_stop_loss_time_bucket=None, backtest_stop_loss_candles=None)#
Parameters
Return type

None