def go_long(self):
qty1 = utils.size_to_qty(2000, self.price + 2)
qty2 = utils.size_to_qty(2000, self.price + 4)
self.buy = [
(qty1, self.price + 2),
(qty2, self.price + 4),
]
def test_size_to_qty():
assert utils.size_to_qty(100, 50) == 2
assert utils.size_to_qty(100, 49) == 2.041
with pytest.raises(TypeError):
utils.size_to_qty(100, 'invalid_input')
utils.size_to_qty('invalid_input', 100)
with pytest.raises(TypeError):
utils.size_to_qty(100, None)
utils.size_to_qty(None, 100)
def go_short(self):
# Open short position and use entire balance to sell
qty = utils.size_to_qty(self.capital,
self.price,
fee_rate=self.fee_rate)
self.sell = qty, self.price
def go_long(self):
# Open long position and use entire balance to buy
qty = utils.size_to_qty(self.capital,
self.price,
fee_rate=self.fee_rate)
self.buy = qty, self.price
def go_short(self):
qty = utils.size_to_qty(self.capital * 0.1,
self.price,
fee_rate=self.fee_rate)
self.sell = qty, self.price
self.vars['greed'] = self.greed
self.take_profit = qty * 0.33, self.price - (self.price * self.greed *
0.4 / 100)
def go_long(self):
qty = utils.size_to_qty(self.capital,
self.price,
3,
fee_rate=self.fee_rate)
self.buy = qty, self.price
self.stop_loss = qty, (self.price * .95) # Willing to lose 5%
self.take_profit = qty, (self.price * 1.10) # Take profits at 10%
def go_long(self):
# Determines exact entry price "self.buy" and quantity in case we go long
# self.price can be mearket price (then market order), or different from market (then stop or limit order)
# Open long position and use entire balance to buy
qty = utils.size_to_qty(self.capital,
self.price,
fee_rate=self.fee_rate)
self.buy = qty, self.price
def should_long(self):
qty = utils.size_to_qty(self.capital,
self.price,
3,
fee_rate=self.fee_rate)
if utils.crossed(
self.rsi, 35, direction="above"
) and qty > 0 and self.available_margin > (qty * self.price):
return True
def go_long(self):
qty = utils.size_to_qty(self.capital * 0.1,
self.price,
fee_rate=self.fee_rate)
self.buy = qty, self.price
self.take_profit = [(qty / 3, self.price + (self.price * 0.01)),
(qty / 3, self.price + (self.price * 0.02)),
(qty / 3, self.price + (self.price * 0.03))]
def go_short(self):
qty = utils.size_to_qty(self.capital * 0.1,
self.price,
fee_rate=self.fee_rate)
self.sell = qty, self.price
self.take_profit = [(qty / 3, self.price - (self.price * 0.01)),
(qty / 3, self.price - (self.price * 0.02)),
(qty / 3, self.price - (self.price * 0.03))]
def go_long(self):
entry = self.price
qty = utils.size_to_qty(self.capital, entry, fee_rate=self.fee_rate)
self.buy = qty, entry
def go_long(self):
qty = utils.size_to_qty(self.capital,
self.price,
fee_rate=self.fee_rate)
self.buy = qty, self.price
def test_size_to_qty():
assert utils.size_to_qty(100, 50) == 2
assert utils.size_to_qty(100, 49) == 2.04
with pytest.raises(TypeError):
utils.size_to_qty(100, 'invalid_input')
utils.size_to_qty('invalid_input', 100)
with pytest.raises(TypeError):
utils.size_to_qty(100, None)
utils.size_to_qty(None, 100)
# when fee is included
assert utils.size_to_qty(100, 50, fee_rate=0.001) == 1.994
def go_short(self):
qty = utils.size_to_qty(10, self.price)
self.sell = qty, self.price
def go_long(self):
qty = utils.size_to_qty(100, self.price)
self.buy = qty, self.price
def go_long(self):
qty = utils.size_to_qty(2000, 12)
self.buy = qty, 12
self.take_profit = qty, 20
self.stop_loss = qty, 10
