ScheduleFrequencies

class sigtech.framework.schedules.schedule.ScheduleFrequencies

Subclasses: ScheduleFrequenciesWithIntraday

Possible values for strategy rebalancing.

END_OF_MONTH = 'EOM'

IMM = '3M_IMM'

START_OF_MONTH = 'SOM'

YEARLY = 'YEARLY'

classmethod business_days(n)

Rebalance every n-th business day.

Parameters:

n – Rebalance frequency in business days.

Returns:

Rebalance string value.

classmethod day_of_month(d)

Rebalance every month on the day d.

Parameters:

d – Day of the month.

Returns:

Rebalance string value.

classmethod fridays(n=1)

Rebalance every n weeks on Fridays.

Parameters:

n – Number of weeks, 1 by default.

Returns:

Rebalance string value.

classmethod mondays(n=1)

Rebalance every n weeks on Mondays.

Parameters:

n – Number of weeks, 1 by default.

Returns:

Rebalance string value.

classmethod months(n)

Rebalance every n-th month.

Parameters:

n – Rebalance frequency in months.

Returns:

Rebalance string value.

classmethod thursdays(n=1)

Rebalance every n weeks on Thursdays.

Parameters:

n – Number of weeks, 1 by default.

Returns:

Rebalance string value.

classmethod tuesdays(n=1)

Rebalance every n weeks on Tuesdays.

Parameters:

n – Number of weeks, 1 by default.

Returns:

Rebalance string value.

classmethod wednesdays(n=1)

Rebalance every n weeks on Wednesdays.

Parameters:

n – Number of weeks, 1 by default.

Returns:

Rebalance string value.

classmethod weeks(n)

Rebalance every n-th week.

Parameters:

n – Rebalance frequency in weeks.

Returns:

Rebalance string value.