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StrategySchedule

StrategySchedule#

class sigtech.framework.schedules.strategy.StrategySchedule

A class containing combined information of a strategy history schedule and trade schedule.

property holidays

Calculate holidays for this schedule.

dependencies(input_dependency: Dependency, valuation_currency: str = None, use_start: bool = False) → list[sigtech.framework.internal.infra.mu.graph.registry.factory.Dependency]

Dependencies

history_schedule(start_date, end_date)

Get the history schedule (adjusted to start-end).

Parameters:

  • start_date – Start date.

  • end_date – End date.

Returns:

History schedule.

trade_schedule(start_date, end_date)

Get the trade schedule (adjusted to start-end).

Parameters:

  • start_date – Start date.

  • end_date – End date.

Returns:

History schedule.