modular_trader.framework.asset_selection

Submodules

• modular_trader.framework.asset_selection.base
• modular_trader.framework.asset_selection.manual

Classes

BaseAssetSelection	Base class for asset selection.
ManualAssetSelection	Selects the assets based on a predefined list of symbols.

Package Contents

class modular_trader.framework.asset_selection.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]

class modular_trader.framework.asset_selection.ManualAssetSelection

Bases: modular_trader.framework.asset_selection.base.BaseAssetSelection

Selects the assets based on a predefined list of symbols.

This class is used when the assets to be traded are known in advance.

Attributes:

symbols (list[str]): A list of symbol strings.

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

Selects the assets based on a predefined list of symbols.

Args:

context (Context): The framework context.

Returns:

Iterable[str]: An iterable of symbol strings.

Parameters:

context (modular_trader.context.Context)

Return type:

Iterable[str]

symbols: list[str]