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Implement a strategic strategy #46

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jean-michel-gonet opened this issue Sep 29, 2020 · 0 comments
Closed

Implement a strategic strategy #46

jean-michel-gonet opened this issue Sep 29, 2020 · 0 comments
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Why?

  • Because it is a very common strategy.

Condition of satisfaction

The strategy has the following properties:

  • X% cash.
  • Y1% asset 1
  • Y2% asset 2
  • etc.
  • Where X% + Y1% +Y2% + ... = 100%
@jean-michel-gonet jean-michel-gonet self-assigned this Feb 20, 2021
jean-michel-gonet added a commit that referenced this issue Feb 22, 2021
@jean-michel-gonet
Concerns #46 - Rebalancing unit test
7aa73c0
jean-michel-gonet added a commit that referenced this issue Mar 1, 2021
@jean-michel-gonet
Concerns #46 - Don't execute standing orders if there is not enough p…
02df8e9 
…arts or cash
jean-michel-gonet added a commit that referenced this issue Mar 1, 2021
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Concerns #46 - Wait for settlement time before making parts or cash a…
b34f8f3 
…vailable
jean-michel-gonet added a commit that referenced this issue Mar 2, 2021
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Concerns #46 - Include settlement cash in nav
987f3d4
jean-michel-gonet added a commit that referenced this issue Mar 2, 2021
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Concerns #46 - Rebalances at specified periods, and over specified th…
8586964 
…reshold
jean-michel-gonet added a commit that referenced this issue Mar 3, 2021
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Concerns #46 - Unused imports, comments
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jean-michel-gonet added a commit that referenced this issue Mar 3, 2021
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Concerns #46 - Components to wrap the fixed allocation strategy
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@jean-michel-gonet jean-michel-gonet mentioned this issue Mar 4, 2021
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jean-michel-gonet added a commit that referenced this issue Mar 5, 2021
@jean-michel-gonet
#46 Implement a strategic strategy (#64)
774a49a 
* Created a ``FixedAllocationsStrategy`` class to implement this strategy, and required components to instantiate the class.
* Extended the ``Account`` to have a settlement time:
  * When selling parts, the cash is immediately counted in the NAV, but it is not immediately available for buying other assets.
  * When buying parts, they're immediately counted in the NAV, but they're not immediately available for selling.
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