Decision Types#

Decision Objects#

DecisionBase()

Base type for all decision objects.

CompositeDecision(decisions)

Decision containing multiple sub-decisions.

HoldDecision()

Decision that leaves the portfolio unchanged.

MakeTradeDecision(direction, qty, security)

Decision representing an explicit buy or sell instruction.

ReallocateDecision(fraction, ...)

Decision to move exposure from one security set to another.

TargetHoldingsDecision(target_holdings, ...)

Decision targeting discrete share counts for each security.

TargetWeightsDecision(target_weights, fill_cash)

Decision targeting portfolio weights for each security.

ReallocationMode(*values)

Modes for allocating out of and into security sets.

TradeDirection(*values)

Direction for trade decisions created by trade().