#!/usr/bin/env python # coding: utf-8 # In[1]: import pandas as pd import datetime import numpy as np import random # In[2]: class riskManager: def __init__(self,commision=0.04): self.commision = commision pass def getDecision(self,signalDecision,probabilityDecision, price, deals=None) -> dict: ans = {} if probabilityDecision['trande'] == 'up': ans['decision'] = 'buy' ans['amount'] = 1 elif probabilityDecision['trande'] == 'none': ans['decision'] = 'none' elif probabilityDecision['trande'] == 'down': for i in deals.shape[0]: ans['decision'] = 'None' ans['deals'] = [] row = deals.iloc[i] if row.startPrice < price*pow(1+self.commission,2): ans['decision'] = 'sell' ans['deals'].append(row.name) return ans # In[ ]: