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
time_bucket (TimeBucket) –
exchanges (ExchangeUniverse) –
pairs (DataFrame) –
candles (DataFrame) –
liquidity (DataFrame) –
backtest_stop_loss_time_bucket (Optional[TimeBucket]) –
- Return type
None
Methods
__init__
(time_bucket, exchanges, pairs, ...)Attributes
All candles in stop loss time bucket
Granularity of backtesting OHLCV data
Granularity of our OHLCV data
All exchanges
All trading pairs
All candles
All liquidity samples
- time_bucket: TimeBucket#
Granularity of our OHLCV data
- exchanges: ExchangeUniverse#
All exchanges
- backtest_stop_loss_time_bucket: Optional[TimeBucket] = None#
Granularity of backtesting OHLCV data
- __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]) –
- Return type
None