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Divyant EPAT Project - quantity_calc()
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| def quantity_calc(self): | |
| if self.hedge_ratio > 0: | |
| for i in range(len(self.df)): | |
| if self.df.iloc[i, 8] == 1: | |
| stock1_qty = 1000 | |
| stock2_qty = stock1_qty * round(self.hedge_ratio, 3) *-1 | |
| self.stock1_qty_list.append(stock1_qty) | |
| self.stock2_qty_list.append(stock2_qty) | |
| elif self.df.iloc[i, 8] == -1: | |
| stock1_qty = -1000 | |
| stock2_qty = stock1_qty * round(self.hedge_ratio, 3) *-1 | |
| self.stock1_qty_list.append(stock1_qty) | |
| self.stock2_qty_list.append(stock2_qty) | |
| elif (self.df.iloc[i, 8] == 'TP')or(self.df.iloc[i, 8] == 'SL'): | |
| self.stock1_qty_list.append(stock1_qty) | |
| self.stock2_qty_list.append(stock2_qty) | |
| else: | |
| self.stock1_qty_list.append(0) | |
| self.stock2_qty_list.append(0) | |
| self.df['stock1_qty'] = self.stock1_qty_list | |
| self.df['stock2_qty'] = self.stock2_qty_list | |
| return self.df |
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