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Added some more unit tests for Portfolio and Position. Added a README and a requirements file now that qsforex is open-source under an MIT license.

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Michael Halls-Moore
2015-03-17 07:48:37 +00:00
parent 6c77cc1deb
commit d9a7444fc2
8 changed files with 189 additions and 39 deletions
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portfolio/position.py
+9 -9
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@@ -12,8 +12,8 @@ class Position(object):
self.exposure = Decimal(str(exposure))
self.avg_price = Decimal(str(avg_price))
self.cur_price = Decimal(str(cur_price))
self.profit_base = self.calculate_profit_base()
self.profit_perc = self.calculate_profit_perc()
self.profit_base = self.calculate_profit_base(self.exposure)
self.profit_perc = self.calculate_profit_perc(self.exposure)
def calculate_pips(self):
getcontext.prec = 6
@@ -24,19 +24,19 @@ class Position(object):
Decimal("0.00001"), ROUND_HALF_DOWN
)
def calculate_profit_base(self):
def calculate_profit_base(self, exposure):
pips = self.calculate_pips()
return (pips * self.exposure / self.cur_price).quantize(
return (pips * exposure / self.cur_price).quantize(
Decimal("0.00001"), ROUND_HALF_DOWN
)
def calculate_profit_perc(self):
return (self.profit_base / self.exposure * Decimal("100.00")).quantize(
def calculate_profit_perc(self, exposure):
return (self.profit_base / exposure * Decimal("100.00")).quantize(
Decimal("0.00001"), ROUND_HALF_DOWN
)
def update_position_price(self, cur_price):
def update_position_price(self, cur_price, exposure):
self.cur_price = cur_price
self.profit_base = self.calculate_profit_base()
self.profit_perc = self.calculate_profit_perc()
self.profit_base = self.calculate_profit_base(exposure)
self.profit_perc = self.calculate_profit_perc(exposure)