config_handling
mainsequence.virtualfundbuilder.config_handling
AssetMixin
Bases: BaseObjectOrm, BasePydanticModel
filter_with_asset_class(timeout=None, include_relationship_details_depth=None, *args, **kwargs)
classmethod
Filters assets and returns instances with their correct asset class,
pretty_print()
Print all asset properties in a neat, aligned table.
AssetMixinOverwrite
Bases: VFBConfigBaseModel
The Asset for evaluating the portfolio.
Attributes: unique_identifier (str): The unique_identifier of the asset.
AssetsConfiguration
Bases: VFBConfigBaseModel
Configuration for assets included in a portfolio.
Attributes: assets_category_unique_id (str): Unique Identifier of assets category price_type (PriceTypeNames): Type of price used for backtesting. prices_configuration (PricesConfiguration): Configuration for price data handling.
BacktestingWeightsConfig
Bases: VFBConfigBaseModel
Configuration for backtesting weights.
Attributes: rebalance_strategy_name (str): Strategy used for rebalancing. rebalance_strategy_configuration (Dict): Placeholder dict for the rebalance strategy configuration. signal_weights_name (str): Type of signal weights strategy. signal_weights_configuration (Dict): Placeholder dict for the signal weights configuration.
MarketsTimeSeries
Bases: VFBConfigBaseModel
MarketsTimeSeries based on their unique id. Used as the data sources for the prices. Values include alpaca_1d_bars, binance_1d_bars etc.
Attributes: unique_identifier (str): Identfier of the MarketsTimeSeries.
ModelList
Bases: list
Necessary for configuration
PortfolioBuildConfiguration
Bases: VFBConfigBaseModel
Main class for configuring and building a portfolio.
This class defines the configuration parameters needed for building a portfolio, including asset configurations, backtesting weights, and execution parameters.
Attributes: assets_configuration (AssetsConfiguration): Configuration details for assets. portfolio_prices_frequency (str): Frequency to upsample portoflio. Optional. backtesting_weights_configuration (BacktestingWeightsConfig): Weights configuration used for backtesting. execution_configuration (PortfolioExecutionConfiguration): Execution settings for the portfolio. valuation_asset (AssetMixin): The Asset for evaluating the portfolio.
PortfolioConfiguration
Bases: VFBConfigBaseModel
Configuration for a complete portfolio, including build configuration,
TDAG updates, and VAM settings.
This class aggregates different configurations required for the
management and operation of a portfolio.
Attributes: portfolio_build_configuration (PortfolioBuildConfiguration): Configuration for building the portfolio. portfolio_markets_configuration (PortfolioMarketsConfig): VAM execution configuration.
PortfolioExecutionConfiguration
Bases: VFBConfigBaseModel
Configuration for portfolio execution.
Attributes: commission_fee (float): Commission fee percentage.
PortfolioMarketsConfig
Bases: VFBConfigBaseModel
Configuration for Virtual Asset Management (VAM) portfolio.
Attributes: portfolio_name (str): Name of the portfolio. execution_configuration (VAMExecutionConfiguration): Execution configuration for VAM. tracking_funds_expected_exposure_from_latest_holdings (bool): If tracking funds should get the expected exposure from weights or from latest holdings.
PricesConfiguration
Bases: VFBConfigBaseModel
Configuration for price data handling in a portfolio.
Attributes: bar_frequency_id (str): The frequency of price bars. upsample_frequency_id (str): Frequency to upsample intraday data to. intraday_bar_interpolation_rule (str): Rule for interpolating missing intraday bars. is_live (bool): Boolean flag indicating if the price feed is live.
TemplateFactory
A factory for creating template-based objects, for example, market indices.
create_market_index(index_name)
staticmethod
Creates a market index portfolio object based on a predefined template configuration.
Args: index_name (str): The name of the index to create, which corresponds to a specific template configuration.
Returns: PortfolioStrategy: A PortfolioStrategy object configured according to the template.
configuration_sanitizer(configuration)
Verifies that a configuration has all the required attributes. Args: configuration (dict): The configuration dictionary to sanitize. Returns: PortfolioConfiguration: The sanitized portfolio configuration.
replace_none_and_empty_dict_with_python_none(config)
Recursively replace all string 'None' with Python None in the given dictionary and log the path where replacements occur.
Args: config (dict): The configuration dictionary.
Returns: dict: Updated dictionary with 'None' replaced by Python None.