StrategyType#

tradeexecutor.strategy.strategy_type.StrategyType class.

class StrategyType[source]#

Bases: Enum

Which kind of strategy types we support.

__init__()#

Attributes

managed_positions

Pandas + position manager based strategy.

alpha_model

Alpha model based strategy.

managed_positions = 'managed_positions'#

Pandas + position manager based strategy. Uses position_manager instance to tell what trades to do. The strategy contains a decide_trades function that takes strategy cycle timestamp, trading universe and state as an input. See Strategy types for more information.

alpha_model = 'alpha_model'#

Alpha model based strategy. Return alpha weightings of assets it wants to buy. This is what old QSTrader based strategies do. Deprecated