- class CashBufferedOrderSizer#
Creates a target portfolio of quantities for each Asset using its provided weight and total equity available in the Broker portfolio.
Includes an optional cash buffer due to the non-fractional amount of share/unit sizes. The cash buffer defaults to 5% of the total equity, but can be modified.
- cash_buffer_percentagefloat, optional
The percentage of the portfolio equity to retain in cash to avoid generating Orders that exceed account equity (assuming no margin available).
- __init__(state, pricing_model, cash_buffer_percentage=0.05)#
__init__(state, pricing_model[, ...])