SimplePositionSizer¶
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class
qf_lib.backtesting.position_sizer.simple_position_sizer.SimplePositionSizer(broker: qf_lib.backtesting.broker.broker.Broker, data_provider: qf_lib.data_providers.data_provider.DataProvider, order_factory: qf_lib.backtesting.order.order_factory.OrderFactory, signals_register: qf_lib.backtesting.signals.signals_register.SignalsRegister)[source]¶ Bases:
qf_lib.backtesting.position_sizer.position_sizer.PositionSizerThis SimplePositionSizer converts signals to orders which are the size of 100% of the current portfolio value