revalue_portfolio#

API documentation for tradeexecutor.strategy.valuation.revalue_portfolio Python function.

revalue_portfolio(valuation_model, ts, portfolio, revalue_frozen=True)[source]#

Revalue all open positions in the portfolio.

  • Reserves are not revalued

  • Credit supply positions are not revalued

Parameters:

  • ts (datetime) –

    Timestamp.

    Strategy cycle time if valuation performed in pre-tick. otherwise wall clock time.

  • valuation_model (ValuationModel) – The model we use to reassign values to the positions

  • revalue_frozen – Revalue frozen positions as well

  • portfolio (Portfolio) –