intraday_trend
mainsequence.virtualfundbuilder.contrib.time_series.intraday_trend
IntradayTrend
Bases: WeightsBase, TimeSerie
__init__(calendar, source_frequency='1d', *args, **kwargs)
Signal Weights
Arguments source_frequency (str): Frequency of market cap source
update(latest_value, params_for_tree_run=None, *args, **kwargs)
Updates the weights considering rebalance periods and execution frequency.
Args: latest_value Union[datetime, None]: The timestamp of the latest available data.