yield_manager#
API documentation for tradeexecutor.strategy.pandas_trader.yield_manager Python module in Trading Strategy.
Module description#
Cash yield management.
Classes#
| 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) | |
| Required inputs to decide yield management rebalances for a single strategy cycle | |
| Generate yield on cash. | |
| Track outcome of yield management. | |
| Define how the strategy can allocate idle cash for the yield management. | |
| Describe a rule how to optimise yield for spare cash. |