def get_orders(self, action: int, portfolio: 'Portfolio') -> 'Order':
order = None
# print(action, '-', self.action, ' =====action step: ', self.clock.step)
'''action | sel.action | trade
1 | 0 | BUY
0 | 1 | SELL
0 | 0 | Do NTH
1 | 1 | Do NTH
'''
hasOrder = False
if abs(action - self.action) > 0:
src = self.cash if self.action == 0 else self.asset
tgt = self.asset if self.action == 0 else self.cash
if src.balance == 0: # We need to check, regardless of the proposed order, if we have balance in 'src'
return [] # Otherwise just return an empty order list
order = proportion_order(portfolio, src, tgt, 1.0)
self.action = action
hasOrder = True
for listener in self.listeners:
listener.on_action(action, hasOrder, self.clock.step)
return [order]
def get_orders(self, action: int, portfolio: 'Portfolio'):
order = None
if abs(action - self.action) > 0:
src = self.cash if self.action == 0 else self.asset
tgt = self.asset if self.action == 0 else self.cash
order = proportion_order(portfolio, src, tgt, 1.0)
self.action = action
for listener in self.listeners:
listener.on_action(action)
return [order]
def get_orders(self, action: int, portfolio: 'Portfolio') -> 'Order':
order = None
if abs(action - self.action) > 0:
src = self.cash if self.action == 0 else self.asset
tgt = self.asset if self.action == 0 else self.cash
if src.balance == 0: # We need to check, regardless of the proposed order, if we have balance in 'src'
return [] # Otherwise just return an empty order list
order = proportion_order(portfolio, src, tgt, 1.0)
self.action = action
for listener in self.listeners:
listener.on_action(action)
return [order]
def get_orders(self, action: int, portfolio: 'Portfolio'):
order = None
action = Actions(action)
if self.action != action:
src = self.cash if action == Actions.BUY else self.asset
tgt = self.asset if action == Actions.BUY else self.cash
# if src.balance.free().as_float() > 0:
order = proportion_order(portfolio, src, tgt, 1.0)
self.action = action
for listener in self.listeners:
listener.on_order(order)
for listener in self.listeners:
listener.on_action(action)
return [order]
