Strategies

[ChrisAllisonMalta]

Am I correct to assume that a Strategy when it comes to a production system is the 'final' version of the backtest with all the instruments you want with their weights and rules with their associated parameters?

So to take an example

## Strategy configuration
# This won't actually work unless you have a strategy called example.. so don't uncomment use as a template
strategy_list:
  rob_system:
    object: systems.provided.rob_system.run_system
    function: futures_system
  reporting_code:
#      function: sysproduction.strategy_code.report_system_classic.report_system_classic
#
# Allocate capital to strategies
# strategy_weights *must* be defined in private config
strategy_capital_allocation:
  function: sysproduction.strategy_code.strategy_allocation.weighted_strategy_allocation
rob_system:
  example: 100.0

What would the reporting_code be?

[robcarver17]

That wouldn't actually work. You need to hook into production objects that run the backtest and then save the results or nothing will happen.

I suggest you (re)read this

https://github.com/robcarver17/pysystemtrade/blob/master/docs/production.md#system-runner

[ChrisAllisonMalta]

Thanks