async def calc_balance(self) -> None:
# print("BEFORE ATR:")
# print(f"\n{tabulate(self.portfolio, headers='keys', tablefmt='psql')}")
for _, row in self.portfolio.iterrows():
indicator_calculator = StockDataFrame(self.data_bars[row.symbol])
indicator_calculator.ATR_SMMA = self.atr_days
atr = indicator_calculator["atr"][-1]
volatility = (
self.data_bars[row.symbol]
.close.pct_change()
.rolling(20)
.std()
.iloc[-1]
)
qty = int(self.portfolio_size * self.risk_factor // volatility)
self.portfolio.loc[
self.portfolio.symbol == row.symbol, "ATR"
] = atr
self.portfolio.loc[
self.portfolio.symbol == row.symbol, "volatility"
] = volatility
self.portfolio.loc[
self.portfolio.symbol == row.symbol, "qty"
] = qty
self.portfolio.loc[self.portfolio.symbol == row.symbol, "est"] = (
qty * self.data_bars[row.symbol].close[-1]
)
self.portfolio = self.portfolio.loc[self.portfolio.qty > 0]
async def calc_balance(self) -> None:
print("BEFORE ATR:")
print(f"\n{tabulate(self.portfolio, headers='keys', tablefmt='psql')}")
for i, row in self.portfolio.iterrows():
indicator_calculator = StockDataFrame(self.data_bars[row.symbol])
indicator_calculator.ATR_SMMA = self.atr_days
atr = indicator_calculator["atr"][-1]
qty = int(self.portfolio_size * self.risk_factor // atr)
self.portfolio.loc[self.portfolio.symbol == row.symbol,
"ATR"] = atr
self.portfolio.loc[self.portfolio.symbol == row.symbol,
"qty"] = qty
self.portfolio.loc[self.portfolio.symbol == row.symbol,
"est"] = (qty *
self.data_bars[row.symbol].close[-1])
self.portfolio = self.portfolio.loc[self.portfolio.qty > 0]