StrategyDatetimes

class sigtech.framework.strategies.strategy.StrategyDatetimes

A class containing string constants used when a portfolio table over a range of dates is built.

ACTION_PTS = 'ACTION_PTS'

EXECUTION_PTS = 'EXECUTION_PTS'

HOLDING_CHG_PTS = 'HOLDING_CHG_PTS'

TOP_ORDER_PTS = 'TOP_ORDER_PTS'

TOP_POSITION_CHG_PTS = 'TOP_POSITION_CHG_PTS'

VALUATION_PTS = 'VALUATION_PTS'