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from typing import Dict, List
import pandas as pd # type: ignore
from ..orders import Long, Short
from ..interfaces import Indicator, Strategy, Order, PTFState
class BuyUpSellDown(Strategy):
"""Just hold some stock."""
def __init__(self, to_hold: str, indicators: Dict[str, Indicator]):
"""Init the class"""
super().__init__(indicators=indicators)
self.to_hold = to_hold
def execute(
self, data: pd.DataFrame, indicators_results: pd.DataFrame, state: PTFState
) -> List[Order]:
"""Just hold the value [to_hold].
Args:
data (DataFrame): The Data broker output.
For each time and each stock give (high, low, open, close).
indicators_results (DataFrame): Indicator-Stock valuated float.
For each indicator and each stock give -1 if realy bad and +1 if realy good.
Returns:
List[Order]: A list of orders to execute.
"""
nb_stock_type = len(indicators_results.columns)
orders = []
# if I have some money
for stock_name in indicators_results.columns:
#for each stock
if (balance := state.balance) > 0:
# I calculate the value of the stock
market_price = data.loc[data.index[-1][0]].close.to_dict().get(stock_name)
trust = int(indicators_results[stock_name])
print(trust)
if market_price is None:
# retry later
return []
amount = balance / (market_price * nb_stock_type)
if trust > 0:
# and I buy it all at market price
orders.append(Long(stock=stock_name, amount=amount, price=market_price))
elif trust < 0:
# and I sell it all at market price
orders.append(Short(stock=stock_name, amount=amount, price=market_price))
return orders # type: ignore