Fund

class sigtech.framework.instruments.funds.Fund

Baseclasses: HistoricalFrameworkObject

Subclasses: InternalFund

Class used to represent Funds.

admin_id: str

admin_nav_offset: str

admin_net_activity_days: int

administrator: str

property aum

Assets under management log.

calendar: str

currency: str

property data_point

Field used when retrieving history.

db_history_end_date: Optional[date]

db_sector: Optional[str]

execution_books: list[str]

execution_id: str

property fixed_capital: bool

Check if the lead share class has fixed capital.

property fixed_capital_track_strategy: bool

Return True if the lead share class has a fixed capital track strategy.

lead_share_class: str

long_name: str

ongoing_fee: float

proformas: list[str]

property reds

Redemptions log.

share_classes: list[str]

simulation_institutional_fee: float

simulation_retail_fee: float

strategy_name: str

property strategy_obj

Fund strategy object.

property subs

Subscriptions log.

ticker: Optional[str]

property trading_calendar

Fund trading calendar.

admin_net_activity()

Admin net activity.

applicable_net_activity(end_date=None)

Applicable net activity.

Parameters:

end_date – End date (optional).

Returns:

pandas Series.

backtest_start_date(ccy=None)

Backtest start date.

Parameters:

ccy – Input currency (optional).

Returns:

pandas Series.

calendar_schedule()

Daily calendar schedule.

currency_to_proforma_strategies()

Return the pro forma strategy objects.

Returns:

dict.

due_time()

Time when data from the exchange is expected to be in the system.

effective_admin_net_activity()

Effective admin net activity.

effective_trading_aum()

Effective trading AUM.

get_share_class(name)

Return a share class object.

Parameters:

name – Share class name.

Returns:

Share class object

holidays()

List of holiday calendars for this object.

institutional_share_classes()

Return a list of institutional share class objects.

lead_share_class_obj(ccy=None)

Lead share class object.

Parameters:

ccy – Input currency (optional).

Returns:

Objects.

model_output()

Model output.

model_output_historical()

Model output.

model_output_historical_orders()

Model output.

model_output_historical_positions()

Model output.

model_output_historical_target_positions(run_mode=None)

Model output.

model_output_marked_orders()

Model output.

model_output_marked_positions()

Model output.

model_output_marked_target_positions(run_mode=None)

Model output.

model_strategy_runs()

Model output.

private_share_classes()

Return a list of private share class objects.

proforma_obj(ccy=None)

Return the pro forma strategy object.

Input ccy:

Input currency (optional, if not provided, the fund currency will be used).

Returns:

Strategy object.

proforma_series(ccy=None)

Return the last price timeseries of the pro forma strategy.

Input ccy:

Input currency (optional, if not provided, the fund currency will be used).

Returns:

pandas Series.

public_share_classes()

Return a list of public share class objects.

retail_share_classes()

Return a list of retail share class objects.

seeded_share_classes()

List of seeded share classes.

seeded_share_classes_with_mgmt_fee()

List of seeded share classes with management fees.

share_class_obj_names()

Share class object names.

share_class_objects()

Return a list of share class objects.

simulated_institutional_strategy_series(ccy=None)

Simulated institutional strategy timeseries.

Parameters:

ccy – Input currency (optional).

Returns:

pandas Series.

simulated_retail_strategy_series(ccy=None)

Simulated retail strategy timeseries.

Parameters:

ccy – Input currency (optional).

Returns:

pandas Series.

simulated_strategy_series(fee, ccy=None)

Simulated strategy timeseries.

Parameters:

• fee – Annual fees.

• ccy – Input currency (optional).

Returns:

pandas Series.

simulation_institutional_strategies()

Return a list of institutional simulation strategies.

simulation_retail_strategies()

Return a list of retail simulation strategies.

simulation_strategies()

Return a list of simulation strategies.

timezone()

Valuation time for the object.

trading_schedule()

Daily trading calendar schedule.

usd_management_fee_series()

Time series of management fees in USD.

usd_ytd_management_fee()

Year to date management fees in USD.