Trading Strategy Include (old) [1036256]

  double unrealizedProfit() {
    double sum = 0;
    for (p : openPositions())
      sum += p.profit();
    ret sum;
  }
  
  double openMargins() {
    double sum = 0;
    for (p : openPositions())
      sum += p.margin();
    ret sum;
  }
  
  double unrealizedCoinProfit() {
    double sum = 0;
    for (p : openPositions)
      sum += p.coinProfit();
    ret sum;
  }
  
  L<Position> positionsInDirection(int direction) {
    ret filter(openPositions, p -> p.direction == direction);
  }
  
  L<Position> longPositions() { ret positionsInDirection(1); }
  L<Position> shortPositions() { ret positionsInDirection(-1); }
  
  L<Position> shortPositionsAtOrBelowPrice(double openingPrice) {
    ret filter(openPositions, p -> p.isShort() && p.openingPrice <= openingPrice);
  }
  
  L<Position> longPositionsAtOrAbovePrice(double openingPrice) {
    ret filter(openPositions, p -> p.isLong() && p.openingPrice >= openingPrice);
  }
  
  L<Position> negativePositions() {
    ret filter(openPositions, p -> p.profit() < 0);
  }
  
  double debt() {
    ret max(0, -unrealizedCoinProfit());
  }
  
  double profit() {
    ret realizedProfit+unrealizedProfit();
  }
  
  double coinProfit() {
    ret realizedCoinProfit+unrealizedCoinProfit();
  }
  
  S formatProfit(double x) {
    ret plusMinusFix(formatDouble1(x));
  }

1	double unrealizedProfit() {
2	double sum = 0;
3	for (p : openPositions())
4	sum += p.profit();
5	ret sum;
6	}
7
8	double openMargins() {
9	double sum = 0;
10	for (p : openPositions())
11	sum += p.margin();
12	ret sum;
13	}
14
15	double unrealizedCoinProfit() {
16	double sum = 0;
17	for (p : openPositions)
18	sum += p.coinProfit();
19	ret sum;
20	}
21
22	L<Position> positionsInDirection(int direction) {
23	ret filter(openPositions, p -> p.direction == direction);
24	}
25
26	L<Position> longPositions() { ret positionsInDirection(1); }
27	L<Position> shortPositions() { ret positionsInDirection(-1); }
28
29	L<Position> shortPositionsAtOrBelowPrice(double openingPrice) {
30	ret filter(openPositions, p -> p.isShort() && p.openingPrice <= openingPrice);
31	}
32
33	L<Position> longPositionsAtOrAbovePrice(double openingPrice) {
34	ret filter(openPositions, p -> p.isLong() && p.openingPrice >= openingPrice);
35	}
36
37	L<Position> negativePositions() {
38	ret filter(openPositions, p -> p.profit() < 0);
39	}
40
41	double debt() {
42	ret max(0, -unrealizedCoinProfit());
43	}
44
45	double profit() {
46	ret realizedProfit+unrealizedProfit();
47	}
48
49	double coinProfit() {
50	ret realizedCoinProfit+unrealizedCoinProfit();
51	}
52
53	S formatProfit(double x) {
54	ret plusMinusFix(formatDouble1(x));
55	}

Snippet ID:	#1036256
Snippet name:	Trading Strategy Include (old)
Eternal ID of this version:	#1036256/2
Text MD5:	4cb3b929802d3053c3f4bcc7c20db145
Author:	stefan
Category:	javax
Type:	JavaX fragment (include)
Public (visible to everyone):	Yes
Archived (hidden from active list):	No
Created/modified:	2022-11-05 20:13:46
Source code size:	1383 bytes / 55 lines
Pitched / IR pitched:	No / No
Views / Downloads:	363 / 388
Version history:	1 change(s)
Referenced in:	[show references]

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JavaX fragment (include)