First commit

2015-01-27 18:29:27 +00:00
commit e223aa5751
6 changed files with 316 additions and 0 deletions
@@ -0,0 +1,32 @@
+class Position(object):
+    def __init__(
+        self, side, market, units, 
+        exposure, avg_price, cur_price
+    ):
+        self.side = side
+        self.market = market
+        self.units = units
+        self.exposure = exposure
+        self.avg_price = avg_price
+        self.cur_price = cur_price
+        self.profit_base = self.calculate_profit_base()
+        self.profit_perc = self.calculate_profit_perc()
+
+    def calculate_pips(self):
+        mult = 1.0
+        if self.side == "SHORT":
+            mult = -1.0
+        return mult * (self.cur_price - self.avg_price)
+
+    def calculate_profit_base(self):
+        pips = self.calculate_pips()
+        return pips * self.exposure / self.cur_price
+
+    def calculate_profit_perc(self):
+        return self.profit_base / self.exposure * 100.0
+
+    def update_position_price(self, cur_price):
+        self.cur_price = cur_price
+        self.profit_base = self.calculate_profit_base()
+        self.profit_perc = self.calculate_profit_perc()
+