Added suggested_quantity keyword argument to SignalEvent in order to …

…transmit quantity information to PositionSizer. Added NaivePositionSizer to 'blindly' accept suggested quantities from SignalEvents.

qstrader/event.py

@@ -147,17 +147,22 @@ class SignalEvent(Event):
     Handles the event of sending a Signal from a Strategy object.
     This is received by a Portfolio object and acted upon.
     """
-    def __init__(self, ticker, action):
+    def __init__(self, ticker, action, suggested_quantity=None):
         """
         Initialises the SignalEvent.
 
         Parameters:
         ticker - The ticker symbol, e.g. 'GOOG'.
         action - 'BOT' (for long) or 'SLD' (for short).
+        suggested_quantity - Optional positively valued integer
+            representing a suggested absolute quantity of units
+            of an asset to transact in, which is used by the 
+            PositionSizer and RiskManager.
         """
         self.type = EventType.SIGNAL
         self.ticker = ticker
         self.action = action
+        self.suggested_quantity = suggested_quantity
 
 
 class OrderEvent(Event):

qstrader/portfolio_handler.py

@@ -41,7 +41,9 @@ def _create_order_from_signal(self, signal_event):
         RiskManager will either verify, modify or eliminate.
         """
         order = SuggestedOrder(
-            signal_event.ticker, signal_event.action
+            signal_event.ticker, 
+            signal_event.action,
+            quantity=signal_event.suggested_quantity
         )
         return order
 

qstrader/position_sizer/fixed.py

@@ -7,7 +7,7 @@ def __init__(self, default_quantity=100):
 
     def size_order(self, portfolio, initial_order):
         """
-        This TestPositionSizer object simply modifies
+        This FixedPositionSizer object simply modifies
         the quantity to be 100 of any share transacted.
         """
         initial_order.quantity = self.default_quantity

qstrader/position_sizer/naive.py

@@ -0,0 +1,16 @@
+from .base import AbstractPositionSizer
+
+
+class NaivePositionSizer(AbstractPositionSizer):
+    def __init__(self, default_quantity=100):
+        self.default_quantity = default_quantity
+
+    def size_order(self, portfolio, initial_order):
+        """
+        This NaivePositionSizer object follows all
+        suggestions from the initial order without
+        modification. Useful for testing simpler
+        strategies that do not reside in a larger
+        risk-managed portfolio.
+        """
+        return initial_order