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.

Functions#

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.