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