Files
qsforex/portfolio/portfolio.py
T

139 lines
4.9 KiB
Python

from copy import deepcopy
from decimal import Decimal, getcontext, ROUND_HALF_DOWN
from qsforex.event.event import OrderEvent
from qsforex.portfolio.position import Position
class Portfolio(object):
def __init__(
self, ticker, events, base="GBP", leverage=20,
equity=Decimal("100000.00"), risk_per_trade=Decimal("0.02")
):
self.ticker = ticker
self.events = events
self.base = base
self.leverage = leverage
self.equity = equity
self.balance = deepcopy(self.equity)
self.risk_per_trade = risk_per_trade
self.trade_units = self.calc_risk_position_size()
self.positions = {}
def calc_risk_position_size(self):
return self.equity * self.risk_per_trade
def add_new_position(
self, side, market, units, exposure,
add_price, remove_price
):
ps = Position(
side, market, units, exposure,
add_price, remove_price
)
self.positions[market] = ps
def add_position_units(
self, market, units, exposure,
add_price, remove_price
):
if market not in self.positions:
return False
else:
ps = self.positions[market]
new_total_units = ps.units + units
new_total_cost = ps.avg_price*ps.units + add_price*units
ps.exposure += exposure
ps.avg_price = new_total_cost/new_total_units
ps.units = new_total_units
ps.update_position_price(remove_price, exposure)
return True
def remove_position_units(
self, market, units, remove_price
):
if market not in self.positions:
return False
else:
ps = self.positions[market]
ps.units -= units
exposure = Decimal(str(units))
ps.exposure -= exposure
ps.update_position_price(remove_price, exposure)
pnl = ps.calculate_pips() * exposure / remove_price
self.balance += pnl.quantize(Decimal("0.01", ROUND_HALF_DOWN))
return True
def close_position(
self, market, remove_price
):
if market not in self.positions:
return False
else:
ps = self.positions[market]
ps.update_position_price(remove_price, ps.exposure)
pnl = ps.calculate_pips() * ps.exposure / remove_price
self.balance += pnl.quantize(Decimal("0.01", ROUND_HALF_DOWN))
del[self.positions[market]]
return True
def execute_signal(self, signal_event):
side = signal_event.side
market = signal_event.instrument
units = int(self.trade_units)
# Check side for correct bid/ask prices
if side == "buy":
add_price = Decimal(str(self.ticker.cur_ask))
remove_price = Decimal(str(self.ticker.cur_bid))
else:
add_price = Decimal(str(self.ticker.cur_bid))
remove_price = Decimal(str(self.ticker.cur_ask))
exposure = Decimal(str(units))
# If there is no position, create one
if market not in self.positions:
self.add_new_position(
side, market, units, exposure,
add_price, remove_price
)
order = OrderEvent(market, units, "market", side)
self.events.put(order)
# If a position exists add or remove units
else:
ps = self.positions[market]
# Check if the sides equal
if side == ps.side:
# Add to the position
add_position_units(
market, units, exposure,
add_price, remove_price
)
else:
# Check if the units close out the position
if units == ps.units:
# Close the position
self.close_position(market, remove_price)
order = OrderEvent(market, units, "market", side)
self.events.put(order)
elif units < ps.units:
# Remove from the position
self.remove_position_units(
market, units, remove_price
)
else: # units > ps.units
# Close the position and add a new one with
# additional units of opposite side
new_units = units - ps.units
self.close_position(market, remove_price)
if side == "buy":
new_side = "sell"
else:
new_side = "buy"
new_exposure = Decimal(str(units))
self.add_new_position(
new_side, market, new_units,
new_exposure, add_price, remove_price
)
print "Balance: %0.2f" % self.balance