docs: add docstrings for order generators, WeightStrategyBase, and Exchange#2115
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ayushozha wants to merge 1 commit intomicrosoft:mainfrom
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docs: add docstrings for order generators, WeightStrategyBase, and Exchange#2115ayushozha wants to merge 1 commit intomicrosoft:mainfrom
ayushozha wants to merge 1 commit intomicrosoft:mainfrom
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…change Addresses gaps in trading class documentation: - OrderGenerator: add class docstring explaining the two built-in implementations and their weight-normalisation differences - OrderGenWInteract: document weight re-normalisation across tradable stocks for full capital utilisation - OrderGenWOInteract: document prediction-date price estimation and the fact that untradable stocks are skipped (not re-allocated) - WeightStrategyBase: document order generator selection, explain the factor field requirement for round-lot trading - Exchange.limit_threshold: clarify the three modes (None/float/tuple) with concrete examples and default values by region - Exchange.get_factor: explain the adjustment factor's role in round-lot order rounding via trade_unit Closes microsoft#2026
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Summary
OrderGenerator,OrderGenWInteract, andOrderGenWOInteractexplaining weight normalisation differences and capital utilisation behaviourWeightStrategyBaseclass with guidance on order generator selection and the$factorfield requirement for round-lot tradingExchange.limit_thresholdparameter: the three modes (None,float,Tuple[str, str]) with examples and per-region defaultsExchange.get_factorexplaining the adjustment factor's role inround_amount_by_trade_unitTest plan
Closes #2026