def compute_profit_loss(self):
selection_id = self.list_runner[self.the_draw]["selection_id"]
market_id = self.list_runner[self.the_draw]["market_id"]
pc = Execution(market_id=market_id,
selection_id=selection_id,
customer_order_ref=self.customer_ref,
strategy_id=self.strategy_id)
closed_market_outcome = 0
for key in self.lost.keys():
if key < self.the_draw:
closed_market_outcome += self.lost[key]
current_profit = 0
if pc.ask_for_price():
current_lay = pc.current_lay
if current_lay is None:
return None
current_profit = (
self.win[self.the_draw] +
self.lost[self.the_draw] * current_lay) / current_lay
profit = closed_market_outcome + current_profit
return profit
def cashout(self):
selection_id = self.list_runner[self.active]["selection_id"]
market_id = self.list_runner[self.active]["market_id"]
pc = Execution(market_id=market_id, selection_id=selection_id)
unhedged_position = pc.compute_unhedged_position()
if pc.ask_for_price():
current_lay = pc.current_lay
if current_lay is None:
return None
get_logger().info("cashout",
cashout=unhedged_position / current_lay)
lay_hedge = unhedged_position / current_lay * 0.5
if lay_hedge > self.target_profit:
pc.cashout(0.5)
def compute_profit_loss(self):
selection_id = self.list_runner[self.active]["selection_id"]
market_id = self.list_runner[self.active]["market_id"]
pc = Execution(market_id=market_id, selection_id=selection_id)
closed_market_outcome = 0
for key in self.lost.keys():
if key < self.active:
closed_market_outcome += self.lost[key]
current_profit = 0
if pc.ask_for_price():
current_lay = pc.current_lay
if current_lay is None:
return None
current_profit = (self.win[self.active] + self.lost[self.active] *
current_lay) / current_lay
profit = closed_market_outcome + current_profit
return profit