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refactored positionwrapper. added on_new_tick for strategy. refactored names in symbolstatus

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This commit is contained in:
Giulio De Pasquale 2020-12-15 16:31:04 +00:00
parent 672a55d229
commit 15cad71afc
1 changed files with 12 additions and 12 deletions
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24
bfxbot/models.py
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@ -79,18 +79,11 @@ class Event:
class PositionWrapper: class PositionWrapper:
def __init__(self, position: Position): def __init__(self, position: Position):
self.position: Position = position self.position: Position = position
self.stop_percentage: float = None
self.state: PositionState = PositionState.LOSS self.state: PositionState = PositionState.LOSS
def get_stop_percentage(self) -> float:
return self.stop_percentage
def get_state(self) -> PositionState: def get_state(self) -> PositionState:
return self.state return self.state
def set_stop_percentage(self, perc: float):
self.stop_percentage = perc
def set_state(self, state: PositionState): def set_state(self, state: PositionState):
if not isinstance(state, PositionState): if not isinstance(state, PositionState):
return return
@ -128,13 +121,13 @@ class SymbolStatus:
def all_ticks(self) -> List[int]: def all_ticks(self) -> List[int]:
return [x for x in range(1, self.current_tick + 1)] return [x for x in range(1, self.current_tick + 1)]
def last_events(self, n) -> List[Event]: def current_positions(self) -> List[PositionWrapper]:
return self.events[-n:]
def last_positions(self) -> List[PositionWrapper]:
return self.positions[self.current_tick] return self.positions[self.current_tick]
def previous_position_w(self, pid: int) -> PositionWrapper: def current_price(self):
return self.prices[self.current_tick]
def previous_pw(self, pid: int) -> PositionWrapper:
if self.current_tick == 1: if self.current_tick == 1:
return None return None
@ -167,6 +160,13 @@ class SymbolStatus:
class Strategy: class Strategy:
"""
Defines a list of events on a new tick
"""
def on_new_tick(self, ss: SymbolStatus) -> List[Event]:
pass
""" """
Defines new position state and events after tick. Defines new position state and events after tick.
""" """