ScheduleFrequencies
ScheduleFrequencies#
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class sigtech.framework.schedules.schedule.ScheduleFrequencies
Possible values for strategy rebalancing.
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START_OF_MONTH = 'SOM'
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END_OF_MONTH = 'EOM'
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YEARLY = 'YEARLY'
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IMM = '3M_IMM'
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classmethod business_days(n)
Rebalance every n-th business day.
- Parameters
n – Rebalance frequency in business days.
- Returns
Rebalance string value.
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classmethod weeks(n)
Rebalance every n-th week.
- Parameters
n – Rebalance frequency in weeks.
- Returns
Rebalance string value.
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classmethod months(n)
Rebalance every n-th month.
- Parameters
n – Rebalance frequency in months.
- Returns
Rebalance string value.
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classmethod day_of_month(d)
Rebalance every month on the day
d
.- Parameters
d – Day of the month.
- Returns
Rebalance string value.
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classmethod mondays(n=1)
Rebalance every
n
weeks on Mondays.- Parameters
n – Number of weeks, 1 by default.
- Returns
Rebalance string value.
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classmethod tuesdays(n=1)
Rebalance every
n
weeks on Tuesdays.- Parameters
n – Number of weeks, 1 by default.
- Returns
Rebalance string value.
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classmethod wednesdays(n=1)
Rebalance every
n
weeks on Wednesdays.- Parameters
n – Number of weeks, 1 by default.
- Returns
Rebalance string value.
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classmethod thursdays(n=1)
Rebalance every
n
weeks on Thursdays.- Parameters
n – Number of weeks, 1 by default.
- Returns
Rebalance string value.
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classmethod fridays(n=1)
Rebalance every
n
weeks on Fridays.- Parameters
n – Number of weeks, 1 by default.
- Returns
Rebalance string value.