modular_trader.framework.signal_generation.base

Classes

BaseSignalGeneration

Abstract base class for signal generation.

Module Contents

class modular_trader.framework.signal_generation.base.BaseSignalGeneration

Bases: abc.ABC

Abstract base class for signal generation.

Attributes:

context: Context

The framework context.

universe: AssetUniverse

The asset universe to generate signals for.

Methods:

run(context: Context, universe: AssetUniverse) -> Iterable[Signal]:

Must be implemented by subclasses. Called by __call__() to generate signals.

__call__(context: modular_trader.context.Context, universe: modular_trader.universe.AssetUniverse)

Generate signals.

Args:

context: Context

The framework context.

universe: AssetUniverse

The asset universe to generate signals for.

Returns:

Iterable[Signal]:

An iterable of signals.

Parameters:

• context (modular_trader.context.Context)

• universe (modular_trader.universe.AssetUniverse)

abstract run(context: modular_trader.context.Context, universe: modular_trader.universe.AssetUniverse) → Iterable[modular_trader.signal.Signal]

Must be implemented by subclasses.

Called by __call__() to generate signals.

Parameters:

• context (modular_trader.context.Context)

• universe (modular_trader.universe.AssetUniverse)

Return type:

Iterable[modular_trader.signal.Signal]