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msm_portfolios Knowledge

msm_portfolios owns portfolio construction workflows. It is kept outside the core msm package because portfolios behave like a small application layer over assets, accounts, signals, rebalance strategies, and portfolio DataNodes.

The package may depend on core msm tables such as assets, accounts, and portfolio identity, but portfolio-specific metadata, calculation DataNodes, and examples belong here. Virtual-fund identity and holdings allocation belong to core msm account allocation.

Install portfolio workflows with the ms-markets[portfolios] extra. That extra owns portfolio-only runtime helpers such as pandas-market-calendars; the core ms-markets install does not require them.

Areas

  • Portfolios: portfolio identity, asset linkage, metadata, signals, rebalance strategies, and canonical portfolio DataNodes.
  • Virtual Funds Boundary: historical boundary note pointing to core msm virtual-fund documentation.

Package Boundary

User-facing portfolio rows should import from msm_portfolios.api.*. Portfolio schema/bootstrap workflows should call msm_portfolios.start_engine.

Core market reference data, account allocation, and virtual-fund state remain in msm. Pricing engines and QuantLib-backed market-data configuration remain in msm_pricing.