modular_trader.framework.portfolio_construction.equal ===================================================== .. py:module:: modular_trader.framework.portfolio_construction.equal Classes ------- .. autoapisummary:: modular_trader.framework.portfolio_construction.equal.EqualWeightPortfolioConstruction Module Contents --------------- .. py:class:: EqualWeightPortfolioConstruction Bases: :py:obj:`modular_trader.framework.portfolio_construction.base.BasePortfolioConstruction` .. autoapi-inheritance-diagram:: modular_trader.framework.portfolio_construction.equal.EqualWeightPortfolioConstruction :parts: 1 :private-bases: Assigns equal weight to all signals. Liquidates positions no longer in signals. .. py:method:: run(context: modular_trader.context.Context, signals: modular_trader.signal.SignalCollection) -> collections.abc.Iterable[modular_trader.allocation.Allocation] Must be implemented by subclasses. Called by `__call__` to perform portfolio construction.