Rebalancing only with buy orders #427
Unanswered
genesobolev
asked this question in
Q&A
Replies: 0 comments
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Uh oh!
There was an error while loading. Please reload this page.
Uh oh!
There was an error while loading. Please reload this page.
-
Hey everyone,
I'm building on top of the example in the PortfolioOptimization notebook. I'm using the
from_order_func
module for monthly rebalancing with PyPortfolioOpt.I'm trying to rebalance without selling, constrained by a monthly contribution amount (buy and buy more). I'd like to get as close to the new weights as possible with buy orders only. I tried modifying the
settings
,call_seq
,OrderSide
,AccumulationMode
,TradesType
,pre_segment_func
,order_nb
but these don't do what I'm looking for. I can build this functionality in a hacky way usingfrom_signals
(without exits) as a callback, but I don't know what side effects this will have.I feel like it's something fairly simple but I don't understand the library well enough at this point. Did anyone try this? How would I achieve rebalancing only with buy orders constrained by monthly contributions?
Beta Was this translation helpful? Give feedback.
All reactions