build_expected_asset_map#
API documentation for tradeexecutor.strategy.asset.build_expected_asset_map Python function.
- build_expected_asset_map(portfolio, pair_universe=None, universe_enumaration_threshold=20)[source]#
Get list of tokens that the portfolio should hold.
Open and frozen positions have
AssetToPositionsMappingset to the executed balanceClosed positions have
AssetToPositionsMappingset to zero balance
- Parameters:
portfolio (Portfolio) – Current portfolio
pair_universe (PandasPairUniverse) –
If given, enumerate all pairs here as well.
We might have balance on an asset we have not traded yet, causing accounting incorrectness.
universe_enumaration_threshold –
Max pairs per universe before we do auto enumation.
Prevent denial of service on open-ended universes > 100 pairs.
- Returns:
Token -> (Amount, positions hold across mappings)
- Return type: