yield_manager#

API documentation for tradeexecutor.strategy.pandas_trader.yield_manager Python module in Trading Strategy.

Module description#

Cash yield management.

Classes#

YieldDecision

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)

YieldDecisionInput

Required inputs to decide yield management rebalances for a single strategy cycle

YieldManager

Generate yield on cash.

YieldResult

Track outcome of yield management.

YieldRuleset

Define how the strategy can allocate idle cash for the yield management.

YieldWeightingRule

Describe a rule how to optimise yield for spare cash.