46 lines
970 B
Python
46 lines
970 B
Python
#!/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[ ]:
|
|
|
|
|
|
|
|
|