yield_manager#
API documentation for tradeexecutor.strategy.pandas_trader.yield_manager Python module in Trading Strategy.
Module description#
Cash yield management.
Classes#
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) |
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Required inputs to decide yield management rebalances for a single strategy cycle |
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Generate yield on cash. |
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Track outcome of yield management. |
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Define how the strategy can allocate idle cash for the yield management. |
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Describe a rule how to optimise yield for spare cash. |