market_cap
mainsequence.virtualfundbuilder.contrib.time_series.market_cap
FixedWeights
Bases: WeightsBase, TimeSerie
__init__(asset_symbol_weights, *args, **kwargs)
Args: asset_symbol_weights (List[SymbolWeight]): List of SymbolWeights that map asset symbols to weights
MarketCap
Bases: WeightsBase, TimeSerie
__init__(historical_market_cap_ts_unique_identifier, minimum_atvr_ratio=0.1, rolling_atvr_volume_windows=[60, 360], frequency_trading_percent=0.9, source_frequency='1d', min_number_of_assets=3, volatility_control_configuration=None, num_top_assets=None, *args, **kwargs)
Signal Weights using weighting by Market Capitalization or Equal Weights
Args: source_frequency (str): Frequency of market cap source. num_top_assets (Optional[int]): Number of largest assets by market cap to use for signals. Leave empty to include all assets.
update(update_statistics)
Args: latest_value (Union[datetime, None]): The timestamp of the most recent data point.
Returns: DataFrame: A DataFrame containing updated signal weights, indexed by time and asset symbol.