FlexibleBasket#
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class sigtech.framework.strategies.basket_strategies.FlexibleBasket
Baseclasses:
DailyStrategyA base class providing flexibility of components used and the allocations assigned to it.
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config_handle: Optional[str]
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min_lookback: Optional[int]
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read_config_from_db: Optional[bool]
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rebalance_frequency: str
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strategy_holidays: Optional[str]
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use_first_entry_date: Optional[bool]
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volatility_target: Optional[float]
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AVAILABLE_REBALANCE_FREQS
Subclasses:
ScheduleFrequenciesWithIntradayalias of
ScheduleFrequencies
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schedule_information()
Schedule information for the basket of strategies.
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strategy_initialization(dt)
Initial decision run on the start date of the strategy.
- Parameters:
dt – Reference datetime.