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hub / github.com/FinancialComputingUCL/LOBFrame / __init__

Method __init__

simulator/trading_agent.py:2–11  ·  view source on GitHub ↗
(self, trading_hyperparameters)

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1class 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

Callers

nothing calls this directly

Calls

no outgoing calls

Tested by

no test coverage detected