alpheast.portfolio package

Submodules

• alpheast.portfolio.benchmark_calculator module
  • BenchmarkCalculator
    • BenchmarkCalculator.initialize_benchmark_holdings()
    • BenchmarkCalculator.calculate_and_record_benchmark_value()
    • BenchmarkCalculator.is_initialized()
    • BenchmarkCalculator.get_daily_values()
• alpheast.portfolio.portfolio module
  • Portfolio
    • Portfolio.get_holding_quantity()
    • Portfolio.can_buy()
    • Portfolio.buy()
    • Portfolio.sell()
    • Portfolio.get_current_value()
    • Portfolio.get_total_value()
    • Portfolio.record_daily_value()
    • Portfolio.get_summary()
• alpheast.portfolio.portfolio_manager module
  • PortfolioManager
    • PortfolioManager.on_market_event()
    • PortfolioManager.on_signal_event()
    • PortfolioManager.on_fill_event()
    • PortfolioManager.on_daily_update_event()
    • PortfolioManager.reset()
    • PortfolioManager.get_daily_values()
    • PortfolioManager.get_benchmark_daily_values()
    • PortfolioManager.get_trade_log()
    • PortfolioManager.get_summary()

Module contents

This package is responsible for managing the user’s portfolio during the backtesting loop.