Default strategies

Cash indices

Predefined cash indices. See sigtech.framework.indices.cash_index for more information about these objects.

sigtech.framework.default_strategy_objects.cash_indices.create_cash_index(dct, use_cache)

Update dictionaries before calling cash index creator

sigtech.framework.default_strategy_objects.cash_indices.aud(use_cache: bool = True)

Define an AUD (Australia dollar) cash index.

sigtech.framework.default_strategy_objects.cash_indices.brl(use_cache: bool = True)

Define a BRL (Brazilian Real) cash index.

sigtech.framework.default_strategy_objects.cash_indices.cad(use_cache: bool = True)

Define a CAD (Canadian dollar) cash index.

sigtech.framework.default_strategy_objects.cash_indices.chf(use_cache: bool = True)

Define a CHF (Swiss franc) cash index.

sigtech.framework.default_strategy_objects.cash_indices.cny(use_cache: bool = True)

Define a CNY (Chinese Yuan) cash index.

sigtech.framework.default_strategy_objects.cash_indices.eur(use_cache: bool = True)

Define a EUR (euro) cash index.

sigtech.framework.default_strategy_objects.cash_indices.gbp(use_cache: bool = True)

Define a GBP (British pound) cash index.

sigtech.framework.default_strategy_objects.cash_indices.hkd(use_cache: bool = True)

Define a HKD (Hong Kong dollar) cash index.

sigtech.framework.default_strategy_objects.cash_indices.ils(use_cache: bool = True)

Define a ILS (Israeli Shekel) cash index.

sigtech.framework.default_strategy_objects.cash_indices.jpy(use_cache: bool = True)

Define a JPY (Japanese yen) cash index.

sigtech.framework.default_strategy_objects.cash_indices.krw(use_cache: bool = True)

Define a KRW (South Korean won) cash index.

sigtech.framework.default_strategy_objects.cash_indices.myr(use_cache: bool = True)

Define a MYR (Malaysian Ringgit) cash index.

sigtech.framework.default_strategy_objects.cash_indices.nok(use_cache: bool = True)

Define a NOK (Norwegian krone) cash index.

sigtech.framework.default_strategy_objects.cash_indices.nzd(use_cache: bool = True)

Define a NZD (New Zealand dollar) cash index.

sigtech.framework.default_strategy_objects.cash_indices.sek(use_cache: bool = True)

Define a SEK (Swedish krona) cash index.

sigtech.framework.default_strategy_objects.cash_indices.sgd(use_cache: bool = True)

Define a SGD (Singaporean dollar) cash index.

sigtech.framework.default_strategy_objects.cash_indices.thb(use_cache: bool = True)

Define a THB (Thai Baht) cash index.

sigtech.framework.default_strategy_objects.cash_indices.inr(use_cache: bool = True)

Define a INR (Indian Rupee) cash index.

sigtech.framework.default_strategy_objects.cash_indices.trl(use_cache: bool = True)

Define a TRY (Turkish lira) cash index.

sigtech.framework.default_strategy_objects.cash_indices.twd(use_cache: bool = True)

Define a TWD (New Taiwan dollar) cash index.

sigtech.framework.default_strategy_objects.cash_indices.usd(use_cache: bool = True)

Define a USD (US dollar) cash index.

sigtech.framework.default_strategy_objects.cash_indices.zar(use_cache: bool = True)

Define a ZAR (South African rand) cash index.

sigtech.framework.default_strategy_objects.cash_indices.czk(use_cache: bool = True)

Define a CZK (Czech Koruna) cash index.

sigtech.framework.default_strategy_objects.cash_indices.huf(use_cache: bool = True)

Define a HUF (Hungarian Forint) cash index.

sigtech.framework.default_strategy_objects.cash_indices.pln(use_cache: bool = True)

Define a PLN (Polish Zloty) cash index.

sigtech.framework.default_strategy_objects.cash_indices.long_hkd(use_cache: bool = True)

Define a HKD (Hong Kong dollar) cash index with extended historical data.

sigtech.framework.default_strategy_objects.cash_indices.long_zar(use_cache: bool = True)

Define a ZAR (South African rand) cash index with extended historical data.

sigtech.framework.default_strategy_objects.cash_indices.cash_register()

Return a dict with the predefined cash index strategies available and the corresponding cash instruments identifier as key.

Example:

gbp_index_strategy = cash_register()['GBP']
gbp_index_strategy()