VaultValuator#

API documentation for tradeexecutor.ethereum.vault.vault_valuation.VaultValuator Python class in Trading Strategy framework.

class VaultValuator[source]#

Re-value assets based on what vault tells us.

__init__(pricing_model)[source]#

Methods

__init__(pricing_model)

__init__(pricing_model)[source]#

__call__(ts, position)[source]#

Set the new position value and reference price for an asset.

The implementation must check if the position protocol is correct for this valuation model.
The implementation must update valuation_updates
The implementation must set legacy last_token_price and last_pricing_at variables.

Parameters:

ts (datetime) – When to revalue. Used in backesting. Live strategies may ignore.
position (TradingPosition) – Open position

Returns:

(revaluation date, position net value) tuple. Note that revaluation date may differ from the wantead timestamp if there is no data available.

Return type:

ValuationUpdate