YieldDecision#

API documentation for tradeexecutor.strategy.pandas_trader.yield_manager.YieldDecision Python class in Trading Strategy framework.

class YieldDecision[source]#

Bases: object

YieldDecision(rule: tradeexecutor.strategy.pandas_trader.yield_manager.YieldWeightingRule, weight: float, amount_usd: float, existing_amount_usd: float | None, size_risk: tradeexecutor.state.size_risk.SizeRisk | None = None)

__init__(rule, weight, amount_usd, existing_amount_usd, size_risk=None)#

Parameters:

rule (YieldWeightingRule) –
weight (float) –
amount_usd (float) –
existing_amount_usd (float | None) –
size_risk (tradeexecutor.state.size_risk.SizeRisk | None) –

Return type:

None

Methods

`__init__`(rule, weight, amount_usd, ...[, ...])
`from_dict`(kvs, *[, infer_missing])
`from_json`(s, *[, parse_float, parse_int, ...])
`schema`(*[, infer_missing, only, exclude, ...])
`to_dict`([encode_json])
`to_json`(*[, skipkeys, ensure_ascii, ...])

Attributes

`rule`	Applied rule we used
`weight`	What is the weight we set for this
`amount_usd`	What is the weight in USD
`existing_amount_usd`	How much we had in this position prior the calculation
`size_risk`	Pool participation size risk calculated
`pair`

rule: YieldWeightingRule#: Applied rule we used

weight: float#: What is the weight we set for this

amount_usd: float#: What is the weight in USD

existing_amount_usd: float | None#: How much we had in this position prior the calculation

size_risk: tradeexecutor.state.size_risk.SizeRisk | None#: Pool participation size risk calculated

__init__(rule, weight, amount_usd, existing_amount_usd, size_risk=None)#

Parameters:

rule (YieldWeightingRule) –
weight (float) –
amount_usd (float) –
existing_amount_usd (float | None) –
size_risk (tradeexecutor.state.size_risk.SizeRisk | None) –

Return type:

None