PositionManager#
tradeexecutor.strategy.pandas_trader.position_manager.PositionManager class.
- class PositionManager[source]#
Bases:
object
Open/closing of positions.
Abstracts the complex logic with prices and such from the strategy writer.
Takes the price feed and current execution state as an input and produces the execution instructions to change positions.
- __init__(timestamp, universe, state, pricing_model)[source]#
- Parameters
timestamp (datetime) –
universe (Universe) –
state (State) –
pricing_model (PricingModel) –
Methods
__init__
(timestamp, universe, state, ...)Close all open positions.
close_position
(position[, trade_type])Close a single position.
Do we have any positions open.
open_1x_long
(pair, value[, take_profit_pct, ...])Open a long.
- __init__(timestamp, universe, state, pricing_model)[source]#
- Parameters
timestamp (datetime) –
universe (Universe) –
state (State) –
pricing_model (PricingModel) –
- open_1x_long(pair, value, take_profit_pct=None, stop_loss_pct=None)[source]#
Open a long.
For simple buy and hold trades
Open a spot market buy.
Checks that there is not existing position - cannot increase position
- Parameters
pair (DEXPair) – Trading pair where we take the position
value (USDollarAmount) – How large position to open, in US dollar terms
take_profit_pct (Optional[float]) – If set, set the position take profit relative to the current market price. 1.0 is the current market price. If asset opening price is $1000, take_profit_pct=1.05 will sell the asset when price reaches $1050.
stop_loss_pct (Optional[float]) – If set, set the position to trigger stop loss relative to the current market price. 1.0 is the current market price. If asset opening price is $1000, stop_loss_pct=0.95 will sell the asset when price reaches 950.
- Returns
A list of new trades. Opening a position may general several trades for complex DeFi positions, though usually the result contains only a single trade.
- Return type
- close_position(position, trade_type=TradeType.rebalance)[source]#
Close a single position.
The position may already have piled up selling trades. In this case calling close_position() again on the same position does nothing and None is returned.
- Parameters
position (TradingPosition) – Position to be closed
trade_type (TradeType) – What’s the reason to close the position
- Returns
A trade that will close the position fully. If there is nothing left to close, return None.
- Return type