modular_trader.framework.asset_selection.base

Classes

BaseAssetSelection

Base class for asset selection.

Module Contents

class modular_trader.framework.asset_selection.base.BaseAssetSelection

Bases: abc.ABC

Base class for asset selection.

This class defines the interface for all asset selection strategies.

__call__(context: modular_trader.context.Context)

Selects the assets to be used in the backtest.

Called by the framework to select the assets to be used in the backtest.

Parameters:

context (modular_trader.context.Context)

abstract run(context: modular_trader.context.Context) → Iterable[str]

Selects the assets to be used in the backtest.

Must be implemented by subclasses.

Parameters:

context (modular_trader.context.Context)

Return type:

Iterable[str]