Core Class Definitions
base_class.Strategy
The Strategy class is the highest level abstract class that stores all of the details of a Surmount trading strategy.
It is not passed any inputs on instantiation, but the concrete implementation overload to do so.
interval: str
abstractmethod
property
assets: List[str]
abstractmethod
property
data
property
run(data)
abstractmethod
Runs the core logic of the strategy and returns a TargetAllocation object.
:param data: a dictionary identifiying OHLCV and alternative data.
base_class.TargetAllocation
The TargetAllocation class is a simple class that allows strategy output to be checked for validity and consistent across all strategies.
:param target_allocation: a dictionary mapping string tickers to float portfolio allocations (sum must be <= 1)