Source code for tradeexecutor.strategy.strategy_type

"""Declarate what kind of strategy types our strategy loader and backtesting framework supports.

#: See :ref:`strategy types` for more information.

import enum

[docs]class StrategyType(enum.Enum): """Which kind of strategy types we support.""" #: Pandas + position manager based strategy. #: Uses position_manager instance to tell what trades to do. #: The strategy contains a `decide_trades` function that #: takes strategy cycle timestamp, trading universe and state as an input. #: See :ref:`strategy types` for more information. managed_positions = "managed_positions" #: Alpha model based strategy. #: Return alpha weightings of assets it wants to buy. #: This is what old QSTrader based strategies do. #: **Deprecated** alpha_model = "alpha_model"