Dataset

tradeexecutor.strategy.trading_strategy_universe.Dataset class.

class Dataset

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

• time_bucket (TimeBucket) –

• exchanges (ExchangeUniverse) –

• pairs (DataFrame) –

• candles (DataFrame) –

• liquidity (DataFrame) –

• 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
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

• time_bucket (TimeBucket) –

• exchanges (ExchangeUniverse) –

• pairs (DataFrame) –

• candles (DataFrame) –

• liquidity (DataFrame) –

• backtest_stop_loss_time_bucket (Optional[TimeBucket]) –

• backtest_stop_loss_candles (Optional[DataFrame]) –

Return type

None