Files
strat-playground/strategy/buy_and_hold.py
2026-03-12 08:16:39 +08:00

50 lines
1.2 KiB
Python

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)