YieldWeightingRule#

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

class YieldWeightingRule[source]#

Bases: object

Describe a rule how to optimise yield for spare cash.

__init__(pair, max_concentration, max_pool_participation=None)#
Parameters:
Return type:

None

Methods

__init__(pair, max_concentration[, ...])

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

pair

Either Aave pool or a vault.

max_concentration

How much 0...1 of portfolio we can have in this option.

max_pool_participation

How much of the total TVL of this vault/reserve we can have in this position.
pair: TradingPairIdentifier#

Either Aave pool or a vault.

max_concentration: float#

How much 0…1 of portfolio we can have in this option.

Mostly used to mitigate techinical risk. Do not have too large positions in vaults that are still unproven.

The weight is as the weight of the cash only, not as the weight of the portfolio total equity.

max_pool_participation: float | None#

How much of the total TVL of this vault/reserve we can have in this position.

E.g. 0.01 means we can only be 1% of the pool.

If not given, unlimited and we can be the whole pool ourselves.

__init__(pair, max_concentration, max_pool_participation=None)#
Parameters:
Return type:

None