Plan#

Planning Types#

Plan(steps)

Ordered collection of plan operations.

PlanOp()

Marker base class for plan operations.

PlanGenerator(*args, **kwargs)

Protocol for converting decisions into executable plans.

TradeOrder(direction, qty, security, price)

Order describing a trade for a single security.

Planning Operations#

TargetWeightsOp(weights, cash, fill_cash)

Plan operation targeting portfolio weights.

TargetHoldingsOp(holdings, cash, fill_cash)

Plan operation targeting discrete holdings.

MakeTradeOp(trade)

Plan operation for executing a trade.

ReallocateOp(inner)

Plan operation for reallocating between security sets.

TargettingOp

Represent a union type