Skip to content

StackSats Docs

Strategy Object

hypertrial/stacksats

Strategy Object¶

A strategy subclasses BaseStrategy (stacksats/strategy_types.py) and defines:

identity: strategy_id, version, description
hooks: transform_features, build_signals
intent path: propose_weight(...) or build_target_profile(...)

Ownership model¶

Framework vs user

User code owns features/signals/intent. Framework code owns iteration, clipping, and invariants.

Framework-owned behavior remains sealed:

compute kernel (compute_weights in BaseStrategy)
clipping and remaining-budget enforcement
lock semantics and final invariants

Minimal strategy shape¶

class MyStrategy(BaseStrategy):
    strategy_id = "my-strategy"
    version = "1.0.0"

    def transform_features(self, ctx: StrategyContext) -> pd.DataFrame:
        ...

    def build_signals(self, ctx: StrategyContext, features_df: pd.DataFrame) -> dict[str, pd.Series]:
        ...

    def build_target_profile(self, ctx: StrategyContext, features_df: pd.DataFrame, signals: dict[str, pd.Series]) -> TargetProfile:
        ...