alator::strategy::staticweight

Struct StaticWeightStrategy

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pub struct StaticWeightStrategy { /* private fields */ }
Expand description

Basic implementation of an investment strategy which takes a set of fixed-weight allocations and rebalances over time towards those weights.

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impl StaticWeightStrategy

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pub fn run(&mut self)

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pub fn perf(&self, freq: Frequency) -> BacktestOutput

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pub fn get_snapshot(&mut self) -> StrategySnapshot

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