| 1 | class Trading: |
| 2 | def __init__(self, trading_hyperparameters): |
| 3 | self.long_inventory = 0 |
| 4 | self.short_inventory = 0 |
| 5 | self.long_price = 0 |
| 6 | self.short_price = 0 |
| 7 | self.date_time_entry_long = None |
| 8 | self.date_time_exit_long = None |
| 9 | self.date_time_entry_short = None |
| 10 | self.date_time_exit_short = None |
| 11 | self.trading_history = [] |
| 12 | |
| 13 | def long(self, price, datetime=None): |
| 14 | amount = 1 |
| 15 | self.long_inventory += amount |
| 16 | self.long_price = price |
| 17 | self.date_time_entry_long = datetime |
| 18 | |
| 19 | def short(self, price, datetime=None): |
| 20 | amount = 1 |
| 21 | self.short_inventory += amount |
| 22 | self.short_price = price |
| 23 | self.date_time_entry_short = datetime |
| 24 | |
| 25 | def exit_long(self, price, datetime=None): |
| 26 | self.trading_history.append({'Type': 'Long', 'Entry_Long': self.date_time_entry_long, 'Price_Entry_Long': self.long_price, |
| 27 | 'Exit_Long': datetime, 'Price_Exit_Long': price}) |
| 28 | |
| 29 | self.long_inventory = 0 |
| 30 | self.long_price = 0 |
| 31 | self.date_time_entry_long = None |
| 32 | |
| 33 | def exit_short(self, price, datetime=None): |
| 34 | self.trading_history.append({'Type': 'Short', 'Entry_Short': self.date_time_entry_short, 'Price_Entry_Short': self.short_price, |
| 35 | 'Exit_Short': datetime, 'Price_Exit_Short': price}) |
| 36 | |
| 37 | self.short_inventory = 0 |
| 38 | self.short_price = 0 |
| 39 | self.date_time_entry_short = None |