Signal - roboquant

The output of a Strategy is a list of Signal objects. Each signal contains three pieces of information:

asset — the asset the signal applies to.
rating — a float, normally between -1.0 (strong sell) and 1.0 (strong buy). This range is however not enforced.
type — a SignalType flag indicating how the signal may be used: ENTRY (open or increase a position), EXIT (close or reduce a position), or ENTRY_EXIT (both, the default).

There are several ways to create a signal:

Constructor	rating	type	Use
`Signal.buy(asset)`	1.0	`ENTRY_EXIT`	Strong buy
`Signal.sell(asset)`	-1.0	`ENTRY_EXIT`	Strong sell
`Signal.buy(asset, SignalType.ENTRY)`	1.0	`ENTRY`	Only open/increase a position
`Signal.sell(asset, SignalType.EXIT)`	-1.0	`EXIT`	Only close/reduce a position
`Signal(asset, rating, type)`	custom	custom	Full control

from roboquant import Stock, Signal, SignalType

apple = Stock("AAPL")

buy = Signal.buy(apple)
print(buy)

sell = Signal.sell(apple, SignalType.EXIT)
print(sell)

custom = Signal(apple, 0.5, SignalType.ENTRY)
print(custom)

Signal(asset=Stock(symbol='AAPL', currency='USD'), rating=1.0, type=ENTRY_EXIT)
Signal(asset=Stock(symbol='AAPL', currency='USD'), rating=-1.0, type=EXIT)
Signal(asset=Stock(symbol='AAPL', currency='USD'), rating=0.5, type=ENTRY)

Some of the convenience properties on a signal: is_buy, is_sell, is_entry, and is_exit.