def handle_data(context, data):
cash = context.portfolio.cash
target_hodl_value = TARGET_HODL_RATIO * context.portfolio.starting_cash
reserve_value = RESERVE_RATIO * context.portfolio.starting_cash
# Cancel any outstanding orders
orders = get_open_orders(context.asset) or []
for order in orders:
cancel_order(order)
# Stop buying after passing the reserve threshold
if cash <= reserve_value:
context.is_buying = False
# Retrieve current asset price from pricing data
price = data[context.asset].price
# Check if still buying and could (approximately) afford another purchase
if context.is_buying and cash > price:
# Place order to make position in asset equal to target_hodl_value
order_target_value(
context.asset,
target_hodl_value,
limit_price=price * 1.1,
stop_price=price * 0.9,
)
record(
price=price,
cash=cash,
starting_cash=context.portfolio.starting_cash,
leverage=context.account.leverage,
)
def handle_data(self, data):
from catalyst.api import (
order_percent,
order_target,
order_target_percent,
order_target_value,
order_value,
)
for style in [MarketOrder(), LimitOrder(10),
StopOrder(10), StopLimitOrder(10, 10)]:
with assert_raises(UnsupportedOrderParameters):
order(self.asset, 10, limit_price=10, style=style)
with assert_raises(UnsupportedOrderParameters):
order(self.asset, 10, stop_price=10, style=style)
with assert_raises(UnsupportedOrderParameters):
order_value(self.asset, 300, limit_price=10, style=style)
with assert_raises(UnsupportedOrderParameters):
order_value(self.asset, 300, stop_price=10, style=style)
with assert_raises(UnsupportedOrderParameters):
order_percent(self.asset, .1, limit_price=10, style=style)
with assert_raises(UnsupportedOrderParameters):
order_percent(self.asset, .1, stop_price=10, style=style)
with assert_raises(UnsupportedOrderParameters):
order_target(self.asset, 100, limit_price=10, style=style)
with assert_raises(UnsupportedOrderParameters):
order_target(self.asset, 100, stop_price=10, style=style)
with assert_raises(UnsupportedOrderParameters):
order_target_value(self.asset, 100,
limit_price=10,
style=style)
with assert_raises(UnsupportedOrderParameters):
order_target_value(self.asset, 100,
stop_price=10,
style=style)
with assert_raises(UnsupportedOrderParameters):
order_target_percent(self.asset, .2,
limit_price=10,
style=style)
with assert_raises(UnsupportedOrderParameters):
order_target_percent(self.asset, .2,
stop_price=10,
style=style)
def handle_data(context, data):
context.i += 1
if context.i == 1:
order_target_value(context.asset, context.target_hodl_value, limit_price=context.price * 1.1)
# Stop buying after passing the reserve threshold
context.cash = context.portfolio.cash
if context.cash <= context.reserve_value:
context.is_buying = False
context.price = data.current(context.asset, "price")
def handle_data(context, data):
context.i += 1
starting_cash = context.portfolio.starting_cash
target_hodl_value = context.TARGET_HODL_RATIO * starting_cash
reserve_value = context.RESERVE_RATIO * starting_cash
# Cancel any outstanding orders
orders = get_open_orders(context.asset) or []
for order in orders:
cancel_order(order)
# Stop buying after passing the reserve threshold
cash = context.portfolio.cash
if cash <= reserve_value:
context.is_buying = False
# Retrieve current asset price from pricing data
price = data.current(context.asset, 'price')
# Check if still buying and could (approximately) afford another purchase
if context.is_buying and cash > price:
print('buying')
# Place order to make position in asset equal to target_hodl_value
order_target_value(
context.asset,
target_hodl_value,
limit_price=price * 1.1,
)
record(
price=price,
volume=data.current(context.asset, 'volume'),
cash=cash,
starting_cash=context.portfolio.starting_cash,
leverage=context.account.leverage,
)
def buy(context):
order_target_value(context.asset, context.target_hodl_value, limit_price=context.price * 1.1)
