Function buy

finagent/trajectory/dynamic_programming_threshold.py:78–82

(cash, position, price, fee_ratio)

"""

def buy(cash, position, price, fee_ratio):
    buy_position = int(np.floor(cash / (price * (1 + fee_ratio))))
    position += buy_position
    cash -= buy_position * price * (1 + fee_ratio)
    return cash, position

def sell(cash, position, price, fee_ratio):
    cash += position * price * (1 - fee_ratio)