def calc_opt_pl(self): if TickData.get_1m_std() > 10000: newpl = self.pl_kijun * math.log( (TickData.get_1m_std() / 100000)) + 5 print('changed opt pl kijun to ' + str(newpl)) LogMaster.add_log( 'action_message - changed opt pl kijun to ' + str(newpl), self.prediction[0], self.ac) LineNotification.send_error('changed opt pl kijun to ' + str(newpl)) return newpl else: return self.pl_kijun
def calc_opt_size(self): collateral = Trade.get_collateral()['collateral'] if TickData.get_1m_std() > 10000: multiplier = 0.5 print('changed opt size multiplier to 0.5') LogMaster.add_log( 'action_message - changed opt size multiplier to 0.5', self.prediction[0], self.ac) LineNotification.send_error('changed opt size multiplier to 0.5') else: multiplier = 1.5 size = round((multiplier * collateral * self.margin_rate) / TickData.get_ltp() * 1.0 / self.leverage, 2) return size