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from typing import List
import pandas as pd # type: ignore
from ..orders import Long
from ..interfaces import Strategy, Order, PTFState
class Hold(Strategy):
"""Just hold some stock."""
def __init__(self, to_hold: str):
"""Init the class"""
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].
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.
List[Order]: A list of orders to execute.
orders = []
# if I have some money
if (balance := state.balance) > 0:
# I calculate the value of the stock
market_price = data.loc[data.index[-1][0]].close.to_dict().get(self.to_hold)
if market_price is None:
# retry later
return []
amount = balance / market_price
# and I buy it all at market price
orders.append(Long(stock=self.to_hold, amount=amount, price=market_price))
return orders # type: ignore