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