StrategyExecutionUniverse#

tradeexecutor.strategy.universe_model.StrategyExecutionUniverse Python class in Trading Strategy framework.

class StrategyExecutionUniverse[source]#

Bases: object

Represents whatever data a strategy needs to have in order to make trading decisions.

Any strategy specific subclass will handle candle/liquidity datasets.

__init__(reserve_assets)#

Methods

`__init__`(reserve_assets)
`get_reserve_asset`()	Get the default reserve asset.

Attributes

The list of reserve assets used in this strategy.

The list of reserve assets used in this strategy.

Currently we support only one reserve asset per strategy, though in the future there can be several.

Usually return the list of a BUSD/USDC/similar stablecoin.

TODO: Migrate to Set[] in all the code

get_reserve_asset()[source]#

Get the default reserve asset.

Raises:: AssertionError – If we have multiple reserve assets (unsupported)
Return type:: AssetIdentifier

__init__(reserve_assets)#