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Drift rebalancer 5 #626
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Drift rebalancer 5 #626
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…a before market open
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Created a DriftRebalancerLogic to do all the things.
refactored tests for DriftCalculationLogic. Added relative drift_type
Remove the LimitOrder logic and baseOrder logic and replace with a singlular DriftOrderLogic that can handle limit and market orders
Added some tests for relative drift
Added tests for market orders in drift order logic
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added pytest.ini to gitignore
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update comments of drift rebalancer strategy
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added check when current_weight and target_weight are zero (and test)
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And more tests
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grzesir
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This PR does two things (sorry - i found a bug and just fixed it).
Description by Korbit AI
What change is being made?
Introduce a robust drift rebalancing framework with new components:
DriftCalculationLogic
,DriftRebalancerLogicBase
, andLimitOrderDriftRebalancerLogic
, and integrate these into a refactoredDriftRebalancer
strategy.Why are these changes being made?
The changes enhance the drift rebalancing strategy by modularizing logic into distinct components for improved readability, maintainability, and testing. This refactoring addresses the need for a flexible and efficient approach to maintain target asset allocations, accounting for acceptable slippage and drift thresholds, and supports both rebalancing actions and limit order executions. The new framework also facilitates better testing and validation of each component's functionality, as evidenced by the added tests.