-

strategy/buy_and_hold.py

@@ -0,0 +1,49 @@
+import math
+from enum import Enum, auto
+from typing import override
+
+from internal_types.types import Instrument, Position, Quote
+from strategy.strategy import Strategy
+from utils.utils import Portfolio
+
+
+class State(Enum):
+  POS_0 = auto()
+  POS_1 = auto()
+
+
+class BuyAndHold(Strategy):
+
+  def __init__(self, init_balance, instr: Instrument):
+    self.state = State.POS_0
+    self.balance = init_balance
+    self.instr = instr
+    self.portfolio = Portfolio()
+    self.desired_pos = 0
+
+  @override
+  def curr_position(self) -> int:
+    return self.portfolio.curr_position(self.instr)
+
+  @override
+  def desired_position(self) -> int:
+    return self.desired_pos
+
+  @override
+  def order_filled(self, new_pos: Position):
+    self.portfolio.add_pos(new_pos)
+
+  @override
+  def process_quote(self, quote: Quote):
+    match self.state:
+      case State.POS_0:
+        self.desired_pos = math.floor(self.balance / quote.close / self.instr.multiplier)
+        self.state = State.POS_1
+      case State.POS_1:
+        pass
+      case _:
+        raise RuntimeError('invalid state')
+
+  @override
+  def net_liquid_value(self, closing_price: float) -> float:
+    return self.balance + self.portfolio.total_gains(self.instr, closing_price)