valuation#

API documentation for tradeexecutor.strategy.valuation Python module in Trading Strategy.

Module description#

Valuation models for the portfolio.

Valuation models estimate the value of the portfolio.

This is important for

  • Investors understanding if they are profit or loss

  • Accounting (taxes)

For the simplest case, we take all open positions and estimate their sell value at the open market.

Classes#

ValuationModel

Revalue an open position.

ValuationModelFactory

Creates a valuation method.

Functions#

revalue_portfolio(valuation_model, ts, portfolio)

Revalue all open positions in the portfolio.

revalue_state(state, ts, valuation_model)

Revalue all open positions in the portfolio.