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, start_at=None, end_at=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

candles

Candle data for all pairs

end_at

Data clipping period

liquidity

All liquidity samples

liquidity_time_bucket

Liquidity data granularity

start_at

Data clipping period

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

start_at: Optional[datetime] = None#

Data clipping period

end_at: Optional[datetime] = None#

Data clipping period

__init__(time_bucket, exchanges, pairs, candles=None, liquidity=None, liquidity_time_bucket=None, backtest_stop_loss_time_bucket=None, backtest_stop_loss_candles=None, start_at=None, end_at=None)#
Parameters:
Return type:

None