modular_trader.framework#

Submodules#

Classes#

FrameworkCollection

Collection of all the components of a framework.

Package Contents#

class modular_trader.framework.FrameworkCollection(/, **data: Any)#

Bases: pydantic.BaseModel

Inheritance diagram of modular_trader.framework.FrameworkCollection

Collection of all the components of a framework.

Contains:

  • asset_selection: Instance of BaseAssetSelection

  • signal_generation: Instance of BaseSignalGeneration

  • portfolio_construction: Instance of BasePortfolioConstruction

  • order_execution: Instance of BaseOrderExecution

  • risk_management: Instance of BaseRiskManagement

Attributes:

asset_selection: Instance of BaseAssetSelection signal_generation: Instance of BaseSignalGeneration portfolio_construction: Instance of BasePortfolioConstruction order_execution: Instance of BaseOrderExecution risk_management: Instance of BaseRiskManagement

Parameters:

data (Any)

asset_selection: modular_trader.framework.asset_selection.base.BaseAssetSelection#
model_config#

Configuration for the model, should be a dictionary conforming to [ConfigDict][pydantic.config.ConfigDict].

order_execution: modular_trader.framework.order_execution.base.BaseOrderExecution#
portfolio_construction: modular_trader.framework.portfolio_construction.base.BasePortfolioConstruction#
risk_management: modular_trader.framework.risk_management.base.BaseRiskManagement#
signal_generation: modular_trader.framework.signal_generation.base.BaseSignalGeneration#