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))
def update_mean_diff(self): if self.portfolio.get_is_trade_ready(): self.mean_diff = calculate_delta(self.portfolio.target_mean, self.cash_value)
def _set_portfolio_delta(self): self.portfolio_delta = calculate_delta(self.opening_cash_value, self.cash_value)
def _set_market_delta(self): self.market_delta = calculate_delta(self.opening_price, self.price)
def _set_24h_delta(self): self.delta_24h = calculate_delta(self.open_24h, self.price)
def _set_balance_delta(self): if self.portfolio_balance: self.balance_delta = calculate_delta( self.opening_portfolio_balance, self.portfolio_balance)