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use Rob system
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bug-or-feature committed Jan 13, 2025
1 parent 84c5104 commit c83f36d
Showing 1 changed file with 6 additions and 4 deletions.
10 changes: 6 additions & 4 deletions sysproduction/strategy_code/run_dynamic_optimised_system.py
Original file line number Diff line number Diff line change
Expand Up @@ -73,13 +73,15 @@ def dynamic_system(
from systems.forecasting import Rules
from systems.basesystem import System
from systems.forecast_combine import ForecastCombine
from systems.forecast_scale_cap import ForecastScaleCap
from systems.rawdata import RawData
from systems.provided.rob_system.rawdata import myFuturesRawData
from systems.positionsizing import PositionSizing
from systems.portfolio import Portfolios
from systems.provided.dynamic_small_system_optimise.optimised_positions_stage import (
optimisedPositions,
)
from systems.provided.attenuate_vol.vol_attenuation_forecast_scale_cap import (
volAttenForecastScaleCap,
)
from systems.risk import Risk
from systems.provided.dynamic_small_system_optimise.accounts_stage import (
accountForOptimisedStage,
Expand All @@ -94,9 +96,9 @@ def futures_system(data, config):
optimisedPositions(),
Portfolios(),
PositionSizing(),
RawData(),
myFuturesRawData(),
ForecastCombine(),
ForecastScaleCap(),
volAttenForecastScaleCap(),
Rules(),
],
data,
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