StrategyFactory

tradeexecutor.strategy.factory.StrategyFactory Python class in Trading Strategy framework.

class StrategyFactory

Bases: Protocol

A callable that creates a new strategy when loaded from an external script.

__init__(*args, **kwargs)

Methods

__init__(*args, **kwargs)

__call__(*, execution_model, sync_method, pricing_model_factory, valuation_model_factory, client, timed_task_context_manager, approval_model, routing_model=None, **kwargs)

Parameters:

• ignore –

• execution_model (ExecutionModel) – TODO

• sync_method (Callable[[Portfolio, datetime, List[AssetIdentifier]], List[ReserveUpdateEvent]]) – TODO

• pricing_model_factory (Callable[[ExecutionModel, StrategyExecutionUniverse, RoutingModel], PricingModel]) – TODO

• valuation_model_factory (ValuationModelFactory) – TODO

• client (Optional[Client]) – TODO

• timed_task_context_manager (AbstractContextManager) – TODO

• approval_model (ApprovalModel) – TODO

• routing_model (Optional[RoutingModel]) – Strategy factory can create its own routing model, or accept the passed one. Passing it here is mainly used in the tests as a shortcut.

• kwargs –

Returns:

Return type:

StrategyExecutionDescription

__init__(*args, **kwargs)