TradableCSVIndex

class sigtech.framework.indices.tradable_index.TradableCSVIndex

Baseclasses: CalculatedIndex

A class implementing a tradable wrapper over an index to load from a CSV file.

csv_file_name: str

calendar_schedule()

Return the schedule for a history of this strategy.

trade_line(units, size_date, rounded_units=False)

Trade entry containing information about units and string representation.

Parameters:

• units – Number of units.

• size_date – Size date.

• rounded_units – If True, use rounded units to get positions (optional True by default).

Returns:

Scaled units and trade description.

trade_schedule()

Return the schedule for a history of this strategy.