load_all_data#

load_all_data(client, time_frame, execution_context, universe_options, with_liquidity=True, liquidity_time_frame=None, stop_loss_time_frame=None)[source]#

Load all pair, candle and liquidity data for a given time bucket.

  • Backtest data is never reloaded

  • Live trading purges old data fields and reloads data

Parameters:
  • client (Client) – Trading Strategy client instance

  • time_frame (TimeBucket) – Candle time bucket to load

  • execution_context (ExecutionContext) – Defines if we are live or backtesting

  • with_liquidity

    Load liquidity data.

    Note that all pairs may not have liquidity data available.

  • stop_loss_time_frame (Optional[TimeBucket]) – Load more granular candle data for take profit /tstop loss backtesting.

  • liquidity_time_frame (Optional[TimeBucket]) –

    Enable downloading different granularity of liquidity data.

    If not given default to time_frame.

  • universe_options (UniverseOptions) –

Returns:

Dataset that covers all historical data.

This dataset is big and you need to filter it down for backtests.

Return type:

Dataset