Software Development
PyBroker Rotational Trading
Build ranked-signal and rotational PyBroker strategies using the bundled PyBroker wiki references generated from the local docs. Use when an agent needs to rank symbols with ctx.long_score or ctx.short_score, cap positions with Strategy.set_max_long_positions or set_max_short_positions, rotate a portfolio into its top-ranked symbols with Strategy.enable_rotation and a worst_rank_held hold band, write a custom rotation sizer over RotationContext long_ranks and short_ranks, choose between ranked-cap prioritization and full rotation, carry stops and fill prices into rotation orders, handle unrankable NaN scores or long/short overlap, screen a dynamic universe with a SymbolSelector before ranking, search position caps or worst_rank_held as hyperparams, migrate deprecated StrategyConfig.max_long_positions code, or debug rotation errors such as worst_rank_held below a position cap or a sizer without rotation enabled.
- Publisher / source
- edtechre/pybroker (found on GitHub top repositories)
- Upstream record
- edtechre/pybroker
- Version
- Version 1
- Published
- Publication review
- Approved for publication
- Content fingerprint
72a29d1def028a140eb4a617fe08deac83eba75262b848c86f08223adf116e11