ValuationModelFactory#

tradeexecutor.strategy.valuation.ValuationModelFactory Python class in Trading Strategy framework.

class ValuationModelFactory[source]#

Bases: Protocol

Creates a valuation method.

  • Valuation method is recreated for each cycle

  • Valuation method takes PricingModel as an input

  • Called after the pricing model has been established for the cycle

__init__(*args, **kwargs)#

Methods

__init__(*args, **kwargs)

__call__(pricing_model)[source]#

Call self as a function.

Parameters:

pricing_model (PricingModel) –

Return type:

ValuationModel

__init__(*args, **kwargs)#