Built-in methods

This page will showcase some of the key functionality that should be used when creating custom strategies on the SigTech platform. The methods that will be shown here will be available due to the inheritance from relevant Base class.

The following methods are some of the key methods that are part of the Strategy class and the DailyStrategy class and could be used within the scope of a custom strategy:

Method	Description
strategy_initialization	Initial decision to run on the start date of the strategy.
strategy_extension	Extend the end of the strategy to allow for streaming live data.
add_position_target	Schedules a trading process in the priority queue.
add_method	Schedule a process in the priority queue.
add_trade	Schedule a trading decision of the strategy.
add_fx_spot_trade	Perform a FX spot trade.
add_margin_cleanup	Schedule a process to clean up margin offsets.
add_break_point	Add decision to stop all further processing.
get_weight	Get the weight for an instrument in a strategy.
cash_weight_remaining	Evaluate the remaining notional cash in weight.
valuation_price_base	Return the price in base currency on a given valuation date.
positions	Returns a PositionWrapper to access positions of the strategy.
analytics	Returns a AnalyticsWrapper to access analytics of the strategy.
plot	Returns a PlotWrapper to produce plots of the strategy.
inspect	Returns a InspectWrapper to inspect positions and actions of the strategy.

See the API documentation for further information on the different methods, their arguments and more explanations.