Skip to content

Conversation

@Ayush10
Copy link

@Ayush10 Ayush10 commented Jan 31, 2026

Summary

  • Adds comprehensive class and method docstrings to OrderGenerator, OrderGenWInteract, and OrderGenWOInteract explaining weight normalisation differences and capital utilisation behaviour
  • Documents WeightStrategyBase class with guidance on order generator selection and the $factor field requirement for round-lot trading
  • Clarifies Exchange.limit_threshold parameter: the three modes (None, float, Tuple[str, str]) with examples and per-region defaults
  • Documents Exchange.get_factor explaining the adjustment factor's role in round_amount_by_trade_unit

Test plan

  • Verified all imports still work
  • Documentation-only changes — no behavioural modifications
  • Existing tests pass without modification

Closes #2026

…change

Addresses gaps in trading class documentation:

- OrderGenerator: add class docstring explaining the two built-in
  implementations and their weight-normalisation differences
- OrderGenWInteract: document weight re-normalisation across tradable
  stocks for full capital utilisation
- OrderGenWOInteract: document prediction-date price estimation and
  the fact that untradable stocks are skipped (not re-allocated)
- WeightStrategyBase: document order generator selection, explain the
  factor field requirement for round-lot trading
- Exchange.limit_threshold: clarify the three modes (None/float/tuple)
  with concrete examples and default values by region
- Exchange.get_factor: explain the adjustment factor's role in
  round-lot order rounding via trade_unit

Closes microsoft#2026
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment

Labels

None yet

Projects

None yet

Development

Successfully merging this pull request may close these issues.

Critical Gaps in Key Class Implementations (e.g., Order Generation, Trading Parameters)

1 participant