Beispiel #1
0
 def action_would_bring_closer_to_mean(self):
     if self._need_to_buy_some():
         return abs(self.mean_diff) > abs(
             calculate_delta(self.cash_value,
                             self.cash_value + self.trade_minimum))
     if self._need_to_sell_some():
         return self.mean_diff > abs(
             calculate_delta(self.cash_value,
                             self.cash_value - self.trade_minimum))
Beispiel #2
0
 def update_mean_diff(self):
     if self.portfolio.get_is_trade_ready():
         self.mean_diff = calculate_delta(self.portfolio.target_mean,
                                          self.cash_value)
Beispiel #3
0
 def _set_portfolio_delta(self):
     self.portfolio_delta = calculate_delta(self.opening_cash_value,
                                            self.cash_value)
Beispiel #4
0
 def _set_market_delta(self):
     self.market_delta = calculate_delta(self.opening_price, self.price)
Beispiel #5
0
 def _set_24h_delta(self):
     self.delta_24h = calculate_delta(self.open_24h, self.price)
Beispiel #6
0
 def _set_balance_delta(self):
     if self.portfolio_balance:
         self.balance_delta = calculate_delta(
             self.opening_portfolio_balance, self.portfolio_balance)