valuation#

tradeexecutor.strategy.valuation Python module in Trading Strategy framework.

Module description#

Valuation models for the portfolio.

Valuation models estimate the value of the portfolio.

This is important for

  • Investors understanding if they are profit or loss

  • Accounting (taxes)

For the simplest case, we take all open positions and estimate their sell value at the open market.

Classes#

ValuationModel

Revalue a current position.

ValuationModelFactory

Creates a valuation method.