Dataset

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

class Dataset

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:

• 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]) –

• start_at (Optional[datetime]) –

• end_at (Optional[datetime]) –

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:

• 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]) –

• start_at (Optional[datetime]) –

• end_at (Optional[datetime]) –

Return type:

None