mirror of
https://github.com/wassname/options_backtester.git
synced 2026-07-01 03:59:03 +08:00
Juan Pablo Amoroso
30 lines
851 B
Python
30 lines
851 B
Python
from .strategy import Strategy
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from ..event import SignalEvent
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class Balanced(Strategy):
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"""Balanced portfolio strategy.
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Inspired by Ray Dalio's all weather portfolio.
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"""
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def __init__(self,
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data_handler,
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events,
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symbols=[
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"VOO", "GLD", "VNQ", "VNQI", "TLT", "TIP", "BNDX", "EEM",
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"RJI"
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]):
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self.data_handler = data_handler
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self.symbols = symbols
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self.events = events
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self._bought = False
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def generate_signals(self, event):
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if not self._bought:
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for symbol in self.symbols:
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buy_signal = SignalEvent(
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symbol=symbol, direction="BUY", strength=(1.0, 100))
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self.events.put(buy_signal)
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self._bought = True
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