from .strategy import Strategy from ..event import SignalEvent class Benchmark(Strategy): """Simple buy and hold SPX strategy""" def __init__(self, data_handler, events): self.data_handler = data_handler self.events = events self._bought = False def generate_signals(self, event): if not self._bought: buy_signal = SignalEvent( symbol="SPX", direction="BUY", strength=(1.0, 100)) self.events.put(buy_signal) self._bought = True