{ "cells": [ { "cell_type": "code", "execution_count": 1, "id": "ad08f522", "metadata": {}, "outputs": [], "source": [ "import pandas as pd\n", "import datetime\n", "import numpy as np\n", "import random" ] }, { "cell_type": "code", "execution_count": 2, "id": "b9b18667", "metadata": {}, "outputs": [], "source": [ "class riskManager:\n", " \n", " def __init__(self,commision=0.04):\n", " self.commision = commision\n", " pass\n", " def getDecision(self,signalDecision,probabilityDecision, price, deals=None) -> dict:\n", " ans = {}\n", " if probabilityDecision['trande'] == 'up':\n", " ans['decision'] = 'buy'\n", " ans['amount'] = 1\n", " elif probabilityDecision['trande'] == 'none':\n", " ans['decision'] = 'none'\n", " elif probabilityDecision['trande'] == 'down': \n", " for i in deals.shape[0]:\n", " ans['decision'] = 'None'\n", " ans['deals'] = []\n", " row = deals.iloc[i]\n", " if row.startPrice < price*pow(1+self.commission,2):\n", " ans['decision'] = 'sell'\n", " ans['deals'].append(row.name)\n", " return ans\n", " \n", " " ] }, { "cell_type": "code", "execution_count": null, "id": "8f5dd64e", "metadata": {}, "outputs": [], "source": [] } ], "metadata": { "kernelspec": { "display_name": "Python 3 (ipykernel)", "language": "python", "name": "python3" }, "language_info": { "codemirror_mode": { "name": "ipython", "version": 3 }, "file_extension": ".py", "mimetype": "text/x-python", "name": "python", "nbconvert_exporter": "python", "pygments_lexer": "ipython3", "version": "3.11.8" } }, "nbformat": 4, "nbformat_minor": 5 }