Gahow Wang
149a00c458
- main.py: add IBKR-style tiered fee schedule (fee_base + fee_per_share), PIT universe support, and open-to-close execution improvements - metrics.py: add raw_summary helper for JSON-safe metric export - Misc strategy fixes: deprecation warnings, NaN handling Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
16 lines
416 B
Python
16 lines
416 B
Python
import pandas as pd
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from strategies.base import Strategy
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class BuyAndHoldStrategy(Strategy):
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"""
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A simple buy and hold strategy.
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"""
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def generate_signals(self, data):
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"""
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Generates equal weights for all assets.
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"""
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tickers = data.columns
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weights = pd.DataFrame(1 / len(tickers), index=data.index, columns=tickers)
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return weights.shift(1).fillna(0.0)
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