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:
Initial decision to run on the start date of the strategy.
Extend the end of the strategy to allow for streaming live data.
Schedules a trading process in the priority queue.
Schedule a process in the priority queue.
Schedule a trading decision of the strategy.
Perform a FX spot trade.
Schedule a process to clean up margin offsets.
Add decision to stop all further processing.
Get the weight for an instrument in a strategy.
Evaluate the remaining notional cash in weight.
Return the price in base currency on a given valuation date.
Returns a PositionWrapper to access positions of the strategy.
Returns a AnalyticsWrapper to access analytics of the strategy.
Returns a PlotWrapper to produce plots of the strategy.
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.