I see there is no documentation for several important catalyst objects, so I don’t really know what they include:
portfolio object, context object, performance object. Anyone knows where I can find it?
when in doubt, check Quantopian’s API reference. The portfolio fields are explained there. I never thought about it since it was a natural move from Quantopian to Catalyst. Context is just a way of setting fields in initialize and carrying them over to handle_data without having to define again.