def __init__(self, currency: str, quantity: float, source: str, execution_time: dt.datetime): super().__init__(Cash(currency), quantity, generation_time=execution_time, source=source) """ Create a cost order e.g. transaction or servicing cost :param execution_time: the time when the order is executed """ self.execution_time = execution_time
def __init__(self, data_handler: DataHandler): self.data_handler = data_handler self.performance = pd.Series() self.cash_asset = Cash('USD') self.holdings = {} self.orders = [] self.initial_value = 100
def __init__(self, data_handler: DataHandler): self.data_handler = data_handler self.performance = pd.Series() self.cash_asset = Cash('USD') self.holdings = {} self.holdings_projected = {} self.orders = []
def __init__(self, data_handler: DataHandler): self.data_handler = data_handler self.performance = pd.Series() self.cash_asset = Cash('USD') self.holdings = defaultdict(float) self.historical_holdings = pd.Series() self.historical_weights = pd.Series() self.orders = [] self.initial_value = 100 self.results = {}