#region Namespaces
# ---------- DON'T REMOVE OR EDIT THESE LINES -------------------
# These lines are required for integrating Python with our .NET platform.
import clr
clr.AddReference("Tickblaze.Model")
import ScriptCode
from DynamicAllocationAPI import *
from AssemblyDynamicAllocation_3000_ImportedScripts import *
# ---------------------------------------------------------------
#endregion
## <summary>
## Dynamic allocation scripts are used for systematically redistributing cash between desktop strategies based on their performance or some other heuristic.
## </summary>
class MyDynamicAllocation(ScriptCode.DynamicAllocationScriptBase): # NEVER CHANGE THE CLASS NAME
#region Variables
# Variables Content
#endregion
#region OnInitialize
## <summary>
## This function is used for accepting the script parameters and for initializing the script prior to all other function calls.
## Once the script is assigned to a desktop, its parameter values can be specified by the user and can be selected for optimization.
## </summary>
## --------------------------------------------------------------------------------------------------
## INSTRUCTIONS - PLEASE READ CAREFULLY
## --------------------------------------------------------------------------------------------------
## YOU MUST SET A PARAM TAG FOR EACH PARAMETER ACCEPTED BY THIS FUNCTION.
## ALL PARAM TAGS SHOULD BE SET IN THE 'OnInitialize' REGION, RIGHT ABOVE THE 'OnInitialize' FUNCTION.
## THE ORDER OF THE TAGS MUST MATCH THE ORDER OF THE ACTUAL PARAMETERS.
## REQUIRED ATTRIBUTES:
## (1) name: The exact parameter name.
## (2) type: The type of data to collect from the user:
## Set to "Integer" when the data type is 'int'
## Set to "IntegerArray" when the data type is 'int[]'
## Set to "DateTime" when the data type is 'long' (The 'long' data type can only be used for date/time representation)
## Set to "DateTimeArray" when the data type is 'long[]' (The 'long' data type can only be used for date/time representation)
## Set to "Boolean" when the data type is 'bool'
## Set to "BooleanArray" when the data type is 'bool[]'
## Set to "Double" when the data type is 'double'
## Set to "DoubleArray" when the data type is 'double[]'
## Set to "String" when the data type is 'string'
## Set to "StringArray" when the data type is 'string[]'
## OPTIONAL ATTRIBUTES:
## (3) default: The default parameter value is only valid when the type is Integer, Boolean, Double, String or an API Type.
## (4) min: The minimum parameter value is only valid when the type is Integer or Double.
## (5) max: The maximum parameter value is only valid when the type is Integer or Double.
## --------------------------------------------------------------------------------------------------
## <param name="day" type="C_Weekday" default="SUNDAY">The day of the week the transfer will take place.</param>
## <param name="sourceStrategyNumber" type="Integer" default="0">The number of the strategy from which cash will be deducted. This strategy must be active.</param>
## <param name="destinationStrategyNumber" type="Integer" default="1">The number of the strategy that will receive the cash. This strategy must be active.</param>
## <param name="amount" type="Double" default="100">The amount of cash to transfer.</param>
def OnInitialize(self,day,sourceStrategyNumber,destinationStrategyNumber,amount):
# Set the script parameters.
self._day = day
self._sourceStrategyNumber = sourceStrategyNumber
self._destinationStrategyNumber = destinationStrategyNumber
self._amount = amount
# Set time zone to local time zone.
DateTimeSetLocalZone()
#endregion
#region OnDynamicAllocation
## <summary>
## This function is called daily at the desktop EOD time,
## at which point it may redistribute cash between desktop strategies (see the StrategyTransfer function).
## </summary>
def OnDynamicAllocation(self):
# Check whether this is the day for rebalancing.
if DateTimeDayOfWeek(DateTimeCurrent()) == self._day:
# Transfer the amount from the source strategy to the destination strategy.
StrategyTransferCash(self._sourceStrategyNumber, self._destinationStrategyNumber, self._amount, "Transferring cash between strategies.")
#endregion
#region OnShutdown
## <summary>
## This function is called when the script is shutdown.
## </summary>
def OnShutdown(self):
# OnShutdown Content
pass
#endregion