コード例 #1
0
ファイル: Position.py プロジェクト: wcy/jesse
    def _reduce(self, qty: float, price: float) -> None:
        if self.is_open is False:
            raise EmptyPosition('The position is closed.')

        # just to prevent confusion
        qty = abs(qty)

        estimated_profit = jh.estimate_PNL(qty, self.entry_price, price,
                                           self.type)

        if self.exchange:
            # self.exchange.increase_futures_balance(qty * self.entry_price + estimated_profit)
            self.exchange.add_realized_pnl(estimated_profit)
            self.exchange.temp_reduced_amount[jh.base_asset(
                self.symbol)] += abs(qty * price)

        if self.type == trade_types.LONG:
            self.qty = subtract_floats(self.qty, qty)
        elif self.type == trade_types.SHORT:
            self.qty = sum_floats(self.qty, qty)

        info_text = 'REDUCED position: {}, {}, {}, {}, ${}'.format(
            self.exchange_name, self.symbol, self.type, self.qty,
            round(self.entry_price, 2))

        if jh.is_debuggable('position_reduced'):
            logger.info(info_text)

        if jh.is_live(
        ) and config['env']['notifications']['events']['updated_position']:
            notifier.notify(info_text)
コード例 #2
0
ファイル: Position.py プロジェクト: wcy/jesse
    def _increase(self, qty: float, price: float) -> None:
        if not self.is_open:
            raise OpenPositionError(
                'position must be already open in order to increase its size')

        qty = abs(qty)
        size = qty * price

        # if self.exchange:
        #     self.exchange.decrease_futures_balance(size)

        self.entry_price = jh.estimate_average_price(qty, price, self.qty,
                                                     self.entry_price)

        if self.type == trade_types.LONG:
            self.qty = sum_floats(self.qty, qty)
        elif self.type == trade_types.SHORT:
            self.qty = subtract_floats(self.qty, qty)

        info_text = 'INCREASED position: {}, {}, {}, {}, ${}'.format(
            self.exchange_name, self.symbol, self.type, self.qty,
            round(self.entry_price, 2))

        if jh.is_debuggable('position_increased'):
            logger.info(info_text)

        if jh.is_live(
        ) and config['env']['notifications']['events']['updated_position']:
            notifier.notify(info_text)
コード例 #3
0
def test_subtract_floats():
    assert utils.subtract_floats(9.813, 9.71) == 0.103
    assert utils.subtract_floats(-1.123, 1.2) == -2.323
    assert utils.subtract_floats(1.123, -1.2) == 2.323
    assert utils.subtract_floats(-1.123, -1.2) == 0.077