TrinityCore

Library "TrinityCore"
TRINITY STRATEGY CORE [LIBRARY] v1.10 (Golden Master)

calc_target_weights(_stk_c, _vol_tgt)
Parameters:
_stk_c (float)
_vol_tgt (simple float)

TrinityWeights
Fields:
stock (series float)
s1 (series float)
s2 (series float)
s3 (series float)
cash (series float)

Versionshinweise

v2

Обновлено:
calc_target_weights(_stk_c, _vol_tgt, _ma_len, _vol_len, _u1, _u2, _u3)
Parameters:
_stk_c (float)
_vol_tgt (simple float)
_ma_len (simple int)
_vol_len (simple int)
_u1 (simple bool)
_u2 (simple bool)
_u3 (simple bool)

Versionshinweise

v3

Добавлено:
calc_weights_flat(sym, cp, cs, s1, s2, s3, s4, s5, en, l20, w20, l63, w63, l126, w126, l252, w252, rf, fac, tvs, tvsf, gmm, kl, kd, ks, tk, bl, wcp, wcd, wvs, wdd, sp, sv, ft, rf2, ra, r_cp, r_dd, pen_v, rb)
Parameters:
sym (string)
cp (string)
cs (string)
s1 (string)
s2 (string)
s3 (string)
s4 (string)
s5 (string)
en (bool)
l20 (int)
w20 (float)
l63 (int)
w63 (float)
l126 (int)
w126 (float)
l252 (int)
w252 (float)
rf (float)
fac (float)
tvs (float)
tvsf (float)
gmm (float)
kl (int)
kd (float)
ks (float)
tk (int)
bl (float)
wcp (float)
wcd (float)
wvs (float)
wdd (float)
sp (float)
sv (float)
ft (float)
rf2 (float)
ra (float)
r_cp (float)
r_dd (float)
pen_v (float)
rb (int)

get_simulation_snapshot(sym, cp, cs, s1, s2, s3, s4, s5, en, l20, w20, l63, w63, l126, w126, l252, w252, rf, fac, tvs, tvsf, gmm, kl, kd, ks, tk, bl, wcp, wcd, wvs, wdd, sp, sv, ft, rf2, ra, r_cp, r_dd, pen_v, rb)
Parameters:
sym (string)
cp (string)
cs (string)
s1 (string)
s2 (string)
s3 (string)
s4 (string)
s5 (string)
en (bool)
l20 (int)
w20 (float)
l63 (int)
w63 (float)
l126 (int)
w126 (float)
l252 (int)
w252 (float)
rf (float)
fac (float)
tvs (float)
tvsf (float)
gmm (float)
kl (int)
kd (float)
ks (float)
tk (int)
bl (float)
wcp (float)
wcd (float)
wvs (float)
wdd (float)
sp (float)
sv (float)
ft (float)
rf2 (float)
ra (float)
r_cp (float)
r_dd (float)
pen_v (float)
rb (int)

core_build()

TrinityDiagLite
Fields:
is_ready (series bool)
ready_code (series int)
core_build (series int)
risk_gate (series bool)
wroc_stock (series float)
valid_safe_count (series int)
passed_safe_count (series int)
sum_ok (series bool)

TrinityDiagFull
Fields:
raw_stock (series float)
mvol_stock (series float)
mdecel_stock (series float)
gov_stock (series float)
safe_budget (series float)
top1_id (series int)
top2_id (series int)
sum_weights (series float)

SafeDiag
Fields:
enabled (series bool)
valid (series bool)
sqs (series float)
final_w (series float)
drop_code (series int)

TrinityConfig
Fields:
enabled (series bool)
len_20 (series int)
w_20 (series float)
len_63 (series int)
w_63 (series float)
len_126 (series int)
w_126 (series float)
len_252 (series int)
w_252 (series float)
risk_floor (series float)
risk_factor (series float)
target_vol_stock (series float)
target_vol_safe (series float)
gov_min_mult (series float)
k_len (series int)
k_decay (series float)
k_scale (series float)
top_k (series int)
baseline (series float)
w_cp (series float)
w_cd (series float)
w_vs (series float)
w_ddg (series float)
shock_price (series float)
shock_vol (series float)
fall_thr (series float)
rate_fall (series float)
rate_accel (series float)
penalty_val (series float)
range_cp (series float)
range_dd (series float)
ready_bars (series int)

Обновлено:
TrinityWeights
Fields:
stock (series float)
safe1 (series float)
safe2 (series float)
safe3 (series float)
safe4 (series float)
safe5 (series float)
cash (series float)

Удалено:
calc_target_weights(_stk_c, _vol_tgt, _ma_len, _vol_len, _u1, _u2, _u3)

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