Mark
00c7614bfc
Fix critical typos in class names and variables that could cause confusion
and runtime errors.
Class name fixes:
- trandeVoter → TradeVoter (market_trade/core/trandeVoter.py)
- decsionManager → DecisionManager (market_trade/core/decisionManager_v2.py)
- coreSignalTrande → CoreSignalTrade (market_trade/core/signals_v2.py)
- coreIndicator → CoreIndicator (market_trade/core/indicators_v2.py)
- indicatorsAgrigator → IndicatorsAggregator (indicators_v2.py)
- signalsAgrigator → SignalsAggregator (signals_v2.py)
- riskManager → RiskManager (market_trade/core/riskManager.py)
Variable typo fixes:
- commision → commission (riskManager.py, lines 8-9, 24)
- probabilityDecsion → probability_decision (decisionManager_v2.py:84)
Type hint corrections:
- Fixed pd.DataFrame() → pd.DataFrame (incorrect syntax in 4 files)
Bug fixes:
- Fixed mutable default argument antipattern in indicators_v2.py:33
(indDict={} → indDict=None)
- Fixed mutable default argument in CoreTradeMath.py:22
(params={} → params=None)
All class references updated throughout the codebase to maintain
consistency.
🤖 Generated with [Claude Code](https://claude.com/claude-code)
Co-Authored-By: Claude <noreply@anthropic.com>
57 lines
1.9 KiB
Python
57 lines
1.9 KiB
Python
import pandas as pd
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import datetime
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import numpy as np
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import random
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class RiskManager:
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"""Manages risk assessment and position sizing for trading decisions.
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Evaluates trading decisions from probability-based signals and applies
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risk management rules including commission calculations and profit targets.
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"""
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def __init__(self, commission: float = 0.04):
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"""Initialize RiskManager with commission rate.
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Args:
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commission: Commission rate as decimal (default 0.04 = 4%).
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"""
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self.commission = commission
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def get_decision(self, probability_decision: dict, price: float, deals: pd.DataFrame = None) -> dict:
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"""Evaluate trading decision with risk management rules.
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Args:
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probability_decision: Dictionary containing 'trande' direction from TradeVoter.
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price: Current market price.
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deals: DataFrame of active positions (optional).
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Returns:
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Dictionary with 'decision' ('buy', 'sell', 'none') and additional fields:
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- For 'buy': includes 'amount' field
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- For 'sell': includes 'deals' list of position UUIDs to close
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"""
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ans = {}
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ans['decision'] = 'none'
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if probability_decision['trande'] == 'up':
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ans['decision'] = 'buy'
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ans['amount'] = 1
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elif probability_decision['trande'] == 'none':
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ans['decision'] = 'none'
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elif probability_decision['trande'] == 'down':
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if deals is not None:
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for i in range(deals.shape[0]):
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ans['decision'] = 'none'
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ans['deals'] = []
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row = deals.iloc[i]
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# Check if position is profitable after commission
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if row.startPrice < price * pow(1 + self.commission, 2):
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ans['decision'] = 'sell'
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ans['deals'].append(row.name)
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return ans
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