Signal Strategy
The
SignalStrategy
building block is a user-friendly class that easily converts a DataFrame of signals to a strategy, while providing generalised strategy options. The signal strategy works well for most common strategies.
Setting up your environment takes three steps:
- Import the relevant internal and external libraries
- Configure the environment parameters
- Initialise the environment
import sigtech.framework as sig
import pandas as pd
import numpy as np
import datetime as dtm
import seaborn as sns
# default rolling futures strategy objects
from sigtech.framework.default_strategy_objects.rolling_futures import (
hg_comdty_f_0, ty_comdty_front, cl_comdty_f_0, ng_comdty_f_0)
sns.set(rc={'figure.figsize': (18, 6)})
sig.config.init();