rebalance#

tradeexecutor.strategy.pandas_trader.rebalance Python module in Trading Strategy framework.

Module description#

Alpha model rebalancing.

Based on the new alpha model weights, rebalance the existing portfolio.

`get_existing_portfolio_weights`(portfolio)	Calculate the existing portfolio weights.
`get_weight_diffs`(existing_weights, new_weights)	Get the weight diffs.
`rebalance_portfolio_old`(position_manager, ...)	Rebalance a portfolio based on alpha model weights.