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
