Python round_if_near_integerの例

コード例 #1

    def handle_data(self, data):
        if self.target_shares == 0:
            assert 0 not in self.portfolio.positions
            self.order(self.sid(0), 10)
            self.target_shares = 10
            return
        else:

            assert self.portfolio.positions[0].amount == \
                self.target_shares, "Orders not filled immediately."
            assert self.portfolio.positions[0].last_sale_price == \
                data.current(sid(0), "price"), \
                "Orders not filled at current price."

        self.order_percent(self.sid(0), .001)

        if isinstance(self.sid(0), Equity):
            price = data.current(sid(0), "price")
            new_shares = (.001 * self.portfolio.portfolio_value) / price
        elif isinstance(self.sid(0), Future):
            new_shares = (.001 * self.portfolio.portfolio_value) / \
                (data.current(sid(0), "price") *
                    self.sid(0).contract_multiplier)

        new_shares = int(round_if_near_integer(new_shares))
        self.target_shares += new_shares

コード例 #2

ファイル: test_algorithms.py プロジェクト: chaoyeung/zipline

    def handle_data(self, data):
        if self.target_shares == 0:
            assert 0 not in self.portfolio.positions
            self.order(self.sid(0), 10)
            self.target_shares = 10
            return
        else:

            assert self.portfolio.positions[0].amount == \
                self.target_shares, "Orders not filled immediately."
            assert self.portfolio.positions[0].last_sale_price == \
                data.current(sid(0), "price"), \
                "Orders not filled at current price."

        self.order_percent(self.sid(0), .001)

        if isinstance(self.sid(0), Equity):
            price = data.current(sid(0), "price")
            new_shares = (.001 * self.portfolio.portfolio_value) / price
        elif isinstance(self.sid(0), Future):
            new_shares = (.001 * self.portfolio.portfolio_value) / \
                (data.current(sid(0), "price") *
                    self.sid(0).contract_multiplier)

        new_shares = int(round_if_near_integer(new_shares))
        self.target_shares += new_shares

コード例 #3

 def round_order(self, amount: float) -> float:
     return int(round_if_near_integer(amount))

コード例 #4

 def round_order(self, amount: float) -> float:
     return int(round_if_near_integer(
         amount / self._precision)) * self._precision

コード例 #5

ファイル: algorithm_live.py プロジェクト: ajmal017/sharadar_db_bundle

 def round_order(amount):
     if pd.isna(amount):
         return 0
     return int(round_if_near_integer(amount))