calculate_required_new_cash#

API documentation for tradeexecutor.strategy.alpha_model.calculate_required_new_cash Python function.

calculate_required_new_cash(trades)[source]#

How much cash we need to cover the positions to run the rebalance.

  • Calculate the cash needed to open the positions

  • The cash can come from cash in hand, credit supply

  • We ignore: The closing of previous positions, as these asset sales will release new cash

Returns:

The amount of cash needed from cash reserves or credit supplies to run the rebalance

Parameters:

trades (list[tradeexecutor.state.trade.TradeExecution]) –

Return type:

float