> ## Documentation Index > Fetch the complete documentation index at: https://systematica.mintlify.site/llms.txt > Use this file to discover all available pages before exploring further. # Pipelines > systematica.portfolio.pipelines ## `portfolio_pipeline` ```python theme={null} portfolio_pipeline( data: vectorbtpro.data.base.Data, s1: str, s2: str, model_func: Callable, signal_func: Callable, long_entries: float, long_exits: float, short_entries: float, short_exits: float, preprocess_func: Callable = None, metrics: str | List[str] = None, use_close: bool = True, size: float | numpy.ndarray = 50, size_type: str | numpy.ndarray = 'valuepercent100', allow_partial: float | numpy.ndarray = None, fees: float | numpy.ndarray = None, fixed_fees: float | numpy.ndarray = None, slippage: float | numpy.ndarray = None, min_size: float | numpy.ndarray = None, max_size: float | numpy.ndarray = None, size_granularity: float | numpy.ndarray = None, sl_stop: float | numpy.ndarray = None, tsl_stop: float | numpy.ndarray = None, tp_stop: float | numpy.ndarray = None, accumulate: bool | str | numpy.ndarray = None, init_cash: float | numpy.ndarray = None, cash_sharing: bool = True, group_by: bool = True, call_seq: str | bool = 'auto', fill_pos_info: bool = False, log: bool | numpy.ndarray = None, portfolio_kwargs: Dict[str, Any] = None, **model_params, ) ‑> vectorbtpro.portfolio.base.Portfolio | float | List[float] | pandas.core.series.Series | pandas.core.frame.DataFrame ``` Executes the portfolio pipeline. **Parameters**: | Name | Type | Default | Description | | ------------------ | ------------- | ----------------- | ---------------------------------------------------------- | | `data` | `vbt.Data` | `--` | The input data. | | `s1` | `str` | `--` | First symbol. | | `s2` | `str` | `--` | Second symbol. | | `model_func` | `tp.Callable` | `--` | Function to compute model output. | | `signal_func` | `tp.Callable` | `--` | Function to generate signals. | | `long_entries` | `float` | `--` | Long entry signals. | | `long_exits` | `float` | `--` | Long exit signals. | | `short_entries` | `float` | `--` | Short entry signals. | | `short_exits` | `float` | `--` | Short exit signals. | | `preprocess_func` | `tp.Callable` | `None` | Preprocessing function(s) to apply (default is None). | | `metrics` | `str` | `None` | Metrics to compute (default is None). | | `use_close` | `bool` | `True` | Whether to use 'Close' prices (default is True). | | `size` | `float` | `50` | Size of each order (default is 50). | | `size_type` | `str` | `valuepercent100` | Type of size (default is "valuepercent100"). | | `allow_partial` | `float` | `None` | Whether to allow partial fills (default is None). | | `fees` | `float` | `None` | Fees per order (default is None). | | `fixed_fees` | `float` | `None` | Fixed fees per order (default is None). | | `slippage` | `float` | `None` | Slippage per order (default is None). | | `min_size` | `float` | `None` | Minimum size of each order (default is None). | | `max_size` | `float` | `None` | Maximum size of each order (default is None). | | `size_granularity` | `float` | `None` | Granularity of size (default is None). | | `sl_stop` | `float` | `None` | Stop-loss level (default is None). | | `tsl_stop` | `float` | `None` | Trailing stop-loss level (default is None). | | `tp_stop` | `float` | `None` | Take-profit level (default is None). | | `accumulate` | `bool` | `None` | Whether to accumulate orders (default is None). | | `init_cash` | `float` | `None` | Initial cash (default is None). | | `cash_sharing` | `bool` | `True` | Whether to share cash between assets (default is True). | | `group_by` | `bool` | `True` | Whether to group by symbol (default is True). | | `call_seq` | `bool` | `auto` | Call sequence (default is "auto"). | | `fill_pos_info` | `bool` | `False` | Whether to fill position info (default is False). | | `log` | `bool` | `None` | Whether to log orders (default is None). | | `portfolio_kwargs` | `tp.Kwargs` | `None` | Additional keyword arguments for the portfolio simulation. | | `model_params` | `tp.Kwargs` | `--` | Additional parameters for `model_func`. | **Returns**: | Type | Description | | ------------------------------------------------------------ | --------------------------------------- | | `vbt.Portfolio or float or tp.List[float] or tp.SeriesFrame` | The result of the portfolio simulation. | ## `portfolio_pipeline_nb` ```python theme={null} portfolio_pipeline_nb( open: numpy.ndarray, high: numpy.ndarray, low: numpy.ndarray, close: numpy.ndarray, preprocess_func_nb: Callable, model_func_nb: Callable, metrics_func_nb: Callable, signal_func_nb: Callable, long_entries: float = -1.0, long_exits: float = 0.0, short_entries: float = 1.0, short_exits: float = 0.0, size: int | float = 50, sl_stop: float = nan, tsl_stop: float = nan, tp_stop: float = nan, ) ‑> Any ``` Executes the portfolio pipeline. **Parameters**: | Name | Type | Default | Description | | -------------------- | ------------- | -------- | ---------------------------------------------------------- | | `open` | `tp.Array1d` | `--` | Open prices. | | `high` | `tp.Array1d` | `--` | High prices. | | `low` | `tp.Array1d` | `--` | Low prices. | | `close` | `tp.Array1d` | `--` | Close prices. | | `model_func_nb` | `tp.Callable` | `--` | Function to compute model output. | | `metrics_func_nb` | `tp.Callable` | `--` | Function to compute metrics. | | `signal_func_nb` | `tp.Callable` | `--` | Function to generate signals. | | `long_entries` | `float` | `-1.0` | Long entry signals. Defaults to `-1.0`. | | `long_exits` | `float` | `0.0` | Long exit signals. Defaults to `0.0`. | | `short_entries` | `float` | `1.0` | Short entry signals. Defaults to `1.0`. | | `short_exits` | `float` | `0.0` | Short exit signals. Defaults to `0.0`. | | `preprocess_func_nb` | `tp.Callable` | `None` | Preprocessing function(s) to apply. Defaults to `None`. | | `size` | `int` | `--` | or float, default 50 Size of each order. Defaults to `50`. | | `sl_stop` | `float` | `np.nan` | Stop-loss level. Defaults to `np.nan`. | | `tsl_stop` | `float` | `np.nan` | Trailing stop-loss level. Defaults to `np.nan`. | | `tp_stop` | `float` | `np.nan` | Take-profit level. Defaults to `np.nan`. | **Returns**: | Type | Description | | -------- | --------------------------------------- | | `tp.Any` | The result of the portfolio simulation. |