YieldDecision#

API documentation for tradeexecutor.strategy.pandas_trader.yield_manager.YieldDecision Python class in Trading Strategy framework.

class YieldDecision[source]#

Bases: object

YieldDecision(rule: tradeexecutor.strategy.pandas_trader.yield_manager.YieldWeightingRule, weight: float, amount_usd: float, existing_amount_usd: float | None, existing_position_id: int | None = None, size_risk: tradeexecutor.state.size_risk.SizeRisk | None = None)

__init__(rule, weight, amount_usd, existing_amount_usd, existing_position_id=None, size_risk=None)#
Parameters:
Return type:

None

Methods

__init__(rule, weight, amount_usd, ...[, ...])

from_dict(kvs, *[, infer_missing])

from_json(s, *[, parse_float, parse_int, ...])

schema(*[, infer_missing, only, exclude, ...])

to_dict([encode_json])

to_json(*[, skipkeys, ensure_ascii, ...])

Attributes

rule

Applied rule we used

weight

What is the weight we set for this

amount_usd

What is the weight in USD

existing_amount_usd

How much we had in this position prior the calculation

existing_position_id

What is the current position id if we have one

size_risk

Pool participation size risk calculated

pair

rule: YieldWeightingRule#

Applied rule we used

weight: float#

What is the weight we set for this

amount_usd: float#

What is the weight in USD

existing_amount_usd: float | None#

How much we had in this position prior the calculation

existing_position_id: int | None#

What is the current position id if we have one

size_risk: tradeexecutor.state.size_risk.SizeRisk | None#

Pool participation size risk calculated

__init__(rule, weight, amount_usd, existing_amount_usd, existing_position_id=None, size_risk=None)#
Parameters:
Return type:

None