def __init__(self):
Market.__init__(self)
self.balance = 0
self.trades = 0
self.profit_trades = 0
self.buy_price = 0
self.bag = []
self.ticks = 0
def tick(self,ticker):
Market.tick(self,ticker)
self.ticks += 1
for order in ticker.orders:
if order.action == "NEW_ORDER" and order.status == ACTIVE:
if order.operation == BUY and order.price >= ticker.price:
order.status = EXECUTED
self.balance -= ticker.price
self.buy_price = ticker.price
self.bag.append(ticker)
self.trades += 1
log.info("Buy %s: balance: %.2f", ticker, self.balance )
order.onexecuted()
order.delete()
if order.operation == SELL and order.price <= ticker.price:
order.status = EXECUTED
self.balance += ticker.price
profit = ticker.price - self.buy_price
if profit > 0:
self.profit_trades +=1
self.bag.remove(ticker)
log.info("Sell %s: balance: %.2f profit: %.2f", ticker, self.balance, profit )
order.onexecuted()
order.delete()