diff --git a/dev/.documenter-siteinfo.json b/dev/.documenter-siteinfo.json index b6d08e0..e780b6f 100644 --- a/dev/.documenter-siteinfo.json +++ b/dev/.documenter-siteinfo.json @@ -1 +1 @@ -{"documenter":{"julia_version":"1.10.4","generation_timestamp":"2024-07-16T22:47:02","documenter_version":"1.5.0"}} \ No newline at end of file +{"documenter":{"julia_version":"1.10.4","generation_timestamp":"2024-07-16T23:11:00","documenter_version":"1.5.0"}} \ No newline at end of file diff --git a/dev/api/index.html b/dev/api/index.html index 863b9c7..36f282b 100644 --- a/dev/api/index.html +++ b/dev/api/index.html @@ -18,4 +18,4 @@ broker; name::String = "", portfolio_id::String = string(UUIDs.uuid1()), -)

Create a portolio using the broker's cash balance to fund the initial capital.

Parameters

source
SaguaroTrader.subscribe_funds! — Function
subscribe_funds!(broker, amount::Real)
subscribe_funds!(broker, amount::Real, currency::String)

Add funds to broker

Parameters

  • broker
  • amount::Real
  • currency::String
source
SaguaroTrader.withdraw_funds! — Function
withdraw_funds!(broker, amount::Real)
withdraw_funds!(broker, amount::Real, currency::String)

Withdraw funds from broker

Parameters

  • broker
  • amount::Real
  • currency::String
source
SaguaroTrader.subscribe_funds_to_portfolio! — Function
subscribe_funds_to_portfolio!(broker, portfolio_id::String, amount::Real)

Add funds to portfolio from the broker

Parameters

  • broker
  • portfolio_id::String
  • amount::Real
source
SaguaroTrader.withdraw_funds_from_portfolio! — Function
withdraw_funds_from_portfolio!(broker, portfolio_id::String, amount::Real)

Withdraw funds from portfolio into the broker

Parameters

  • broker
  • portfolio_id::String
  • amount::Real
source

Order Sizer

SaguaroTrader.OrderSizer — Type

Create target asset quantities for portfolios

source
SaguaroTrader.DollarWeightedOrderSizer — Type

Create target portfolio quantities using the total equity available to the order sizer.

Fields

  • broker
  • portfolio_id::String
  • cash_buffer_percentage::Float64=0.05
source
SaguaroTrader.LongShortOrderSizer — Type

Create target portfolio quantities using the total equity available to the order sizer.

Fields

  • broker
  • portfolio_id::String
  • gross_leverage::Float64=1.0
source

Portfolio Construction Model

SaguaroTrader.PortfolioConstructionModel — Type

Struct needed to generate target portfolio weights

Fields

  • broker
  • portfolio_id::String
  • universe
  • order_sizer
  • portfolio_optimizer
  • alpha_model
source

Rebalance

SaguaroTrader.Rebalance — Type

Rebalance periods for backtesting

source
SaguaroTrader.BuyAndHoldRebalance — Type

Only rebalance at the start date

Fields

  • start_dt::DateTime
  • rebalances::AbstractVector{DateTime}
source
SaguaroTrader.DailyRebalance — Type

Rebalance daily

Fields

  • start_date::Date
  • end_date::Date
  • market_time::DateTime
  • rebalances::AbstractVector{DateTime}
source
SaguaroTrader.MonthlyRebalance — Type

Rebalance monthly

Fields

  • start_date::Date
  • end_date::Date
  • market_time::DateTime
  • rebalances::AbstractVector{DateTime}
source
+)

Create a portolio using the broker's cash balance to fund the initial capital.

Parameters

source
SaguaroTrader.subscribe_funds! — Function
subscribe_funds!(broker, amount::Real)
subscribe_funds!(broker, amount::Real, currency::String)

Add funds to broker

Parameters

  • broker
  • amount::Real
  • currency::String
source
SaguaroTrader.withdraw_funds! — Function
withdraw_funds!(broker, amount::Real)
withdraw_funds!(broker, amount::Real, currency::String)

Withdraw funds from broker

Parameters

  • broker
  • amount::Real
  • currency::String
source
SaguaroTrader.subscribe_funds_to_portfolio! — Function
subscribe_funds_to_portfolio!(broker, portfolio_id::String, amount::Real)

Add funds to portfolio from the broker

Parameters

  • broker
  • portfolio_id::String
  • amount::Real
source
SaguaroTrader.withdraw_funds_from_portfolio! — Function
withdraw_funds_from_portfolio!(broker, portfolio_id::String, amount::Real)

Withdraw funds from portfolio into the broker

Parameters

  • broker
  • portfolio_id::String
  • amount::Real
source

Order Sizer

SaguaroTrader.OrderSizer — Type

Create target asset quantities for portfolios

source
SaguaroTrader.DollarWeightedOrderSizer — Type

Create target portfolio quantities using the total equity available to the order sizer.

Fields

  • broker
  • portfolio_id::String
  • cash_buffer_percentage::Float64=0.05
source
SaguaroTrader.LongShortOrderSizer — Type

Create target portfolio quantities using the total equity available to the order sizer.

Fields

  • broker
  • portfolio_id::String
  • gross_leverage::Float64=1.0
source

Portfolio Construction Model

SaguaroTrader.PortfolioConstructionModel — Type

Struct needed to generate target portfolio weights

Fields

  • broker
  • portfolio_id::String
  • universe
  • order_sizer
  • portfolio_optimizer
  • alpha_model
source

Rebalance

SaguaroTrader.Rebalance — Type

Rebalance periods for backtesting

source
SaguaroTrader.BuyAndHoldRebalance — Type

Only rebalance at the start date

Fields

  • start_dt::DateTime
  • rebalances::AbstractVector{DateTime}
source
SaguaroTrader.DailyRebalance — Type

Rebalance daily

Fields

  • start_date::Date
  • end_date::Date
  • market_time::DateTime
  • rebalances::AbstractVector{DateTime}
source
SaguaroTrader.MonthlyRebalance — Type

Rebalance monthly

Fields

  • start_date::Date
  • end_date::Date
  • market_time::DateTime
  • rebalances::AbstractVector{DateTime}
source
diff --git a/dev/examples/index.html b/dev/examples/index.html index 1ca6b4b..85367b2 100644 --- a/dev/examples/index.html +++ b/dev/examples/index.html @@ -307,4 +307,4 @@ benchmark_trading_session; title="Buy and Hold GLD vs SPY Benchmark", ) -savefig(plt_tearsheet, "./buy_and_hold.png")

Buy and Hold Tearsheet

+savefig(plt_tearsheet, "./buy_and_hold.png")

Buy and Hold Tearsheet

diff --git a/dev/index.html b/dev/index.html index 4026ae9..8fda089 100644 --- a/dev/index.html +++ b/dev/index.html @@ -1,4 +1,4 @@ Home · SaguaroTrader.jl

SaguaroTrader.jl Docs

Installation

From the Julia General Registry:

julia> ]  # enters the pkg interface
 pkg> add SaguaroTrader
julia> using Pkg; Pkg.add("SaguaroTrader")

From source:

julia> using Pkg; Pkg.add(url="https://github.com/SaguaroCapital/SaguaroTrader.jl/")
julia> ]  # enters the pkg interface
-Pkg> add https://github.com/SaguaroCapital/SaguaroTrader.jl/
+Pkg> add https://github.com/SaguaroCapital/SaguaroTrader.jl/