Michael Halls-Moore
33 lines
1010 B
Python
33 lines
1010 B
Python
class Position(object):
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def __init__(
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self, side, market, units,
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exposure, avg_price, cur_price
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):
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self.side = side
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self.market = market
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self.units = units
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self.exposure = exposure
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self.avg_price = avg_price
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self.cur_price = cur_price
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self.profit_base = self.calculate_profit_base()
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self.profit_perc = self.calculate_profit_perc()
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def calculate_pips(self):
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mult = 1.0
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if self.side == "SHORT":
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mult = -1.0
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return mult * (self.cur_price - self.avg_price)
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def calculate_profit_base(self):
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pips = self.calculate_pips()
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return pips * self.exposure / self.cur_price
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def calculate_profit_perc(self):
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return self.profit_base / self.exposure * 100.0
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def update_position_price(self, cur_price):
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self.cur_price = cur_price
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self.profit_base = self.calculate_profit_base()
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self.profit_perc = self.calculate_profit_perc()
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