Crossover

systematica.api.signal_models.crossover

Crossover1d

Crossover1d()

Generate trading signals based on 1d crossover conditions.

Method generated by attrs for class Crossover1d.

Ancestors

• systematica.signals.base.BaseSignal
• abc.ABC

Static methods

run

run(
    model_output: numpy.ndarray,
    long_entries: float,
    long_exits: float,
    short_entries: float,
    short_exits: float,
    clean: bool = True,
) ‑> systematica.signals.base.Signals

Run the 1d crossover signal generation.

Parameters:

Name	Type	Default	Description
model_output	tp.Array	--	The model output containing the crossover values.
long_entries	float	--	The threshold for long entry signals.
long_exits	float	--	The threshold for long exit signals.
short_entries	float	--	The threshold for short entry signals.
short_exits	float	--	The threshold for short exit signals.
clean	bool	to	True Clean signals. Defaults to True.

Returns:

Type	Description
Signals	The generated trading signals based on the 1d crossover strategy.

Crossover

Crossover()

Generate trading signals based on 2d crossover conditions.

Method generated by attrs for class Crossover.

Ancestors

• systematica.signals.base.BaseSignal
• abc.ABC

Static methods

run

run(
    model_output: numpy.ndarray,
    long_entries: float,
    long_exits: float,
    short_entries: float,
    short_exits: float,
    clean: bool = True,
) ‑> systematica.signals.base.Signals

Run the 2d crossover signal generation.

Parameters:

Name	Type	Default	Description
model_output	tp.Array	--	The model output containing the crossover values.
long_entries	float	--	The threshold for long entry signals.
long_exits	float	--	The threshold for long exit signals.
short_entries	float	--	The threshold for short entry signals.
short_exits	float	--	The threshold for short exit signals.
clean	bool	to	True Clean signals. Defaults to True.

Returns:

Type	Description
Signals	The generated trading signals based on the 2d crossover strategy.