def decide(self, date: datetime.date, next_trading_date: datetime.datetime):
close_pos = False
open_pos = False
# check if we need to close position
if self.in_pos:
if next_trading_date is None or not is_same_week(date, next_trading_date):
close_pos = True
self.in_pos = False
if not self.in_pos:
if next_trading_date is not None:
if not is_same_week(date, next_trading_date):
open_pos = True
self.in_pos = True
return close_pos, open_pos
def decide(self, date: datetime.date, next_trading_date: datetime.datetime):
predict = True
close_pos = True
open_pos = True
if next_trading_date is None:
open_pos = False
predict = False
else:
if not is_same_week(date, next_trading_date):
open_pos = False
predict = False
return predict, close_pos, open_pos
def decide(self, date: datetime.date, next_trading_date: datetime.datetime):
predict = False
close_pos = False
open_pos = False
# check if we need to close position
if self.in_pos:
if next_trading_date is not None:
if is_same_week(date, next_trading_date):
close_pos = True
self.in_pos = False
if not self.in_pos:
if next_trading_date is not None:
if is_same_week(date, next_trading_date):
predict = True
self.has_prediction = True
if self.has_prediction:
open_pos = True
self.in_pos = True
return predict, close_pos, open_pos
def decide(self, date: datetime.date, next_trading_date: datetime.datetime):
predict = False
close_pos = False
open_pos = False
# check if we need to close position
if self.in_pos:
if next_trading_date is None or not is_same_week(date, next_trading_date) or (self.prev_trading_date is not None and not is_same_week(self.prev_trading_date, date)):
close_pos = True
self.in_pos = False
# predict and open position in any day
if not self.in_pos:
if next_trading_date is not None:
predict = True
open_pos = True
self.in_pos = True
self.prev_trading_date = date
return predict, close_pos, open_pos