added notebooks

notebooks/RiskManager.ipynb

@@ -0,0 +1,78 @@
+{
+ "cells": [
+  {
+   "cell_type": "code",
+   "execution_count": 1,
+   "id": "ad08f522",
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "import pandas as pd\n",
+    "import datetime\n",
+    "import numpy as np\n",
+    "import random"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": 2,
+   "id": "b9b18667",
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "class riskManager:\n",
+    "    \n",
+    "    def __init__(self,commision=0.04):\n",
+    "        self.commision = commision\n",
+    "        pass\n",
+    "    def getDecision(self,signalDecision,probabilityDecision, price, deals=None) -> dict:\n",
+    "        ans = {}\n",
+    "        if probabilityDecision['trande'] == 'up':\n",
+    "            ans['decision'] = 'buy'\n",
+    "            ans['amount'] = 1\n",
+    "        elif probabilityDecision['trande'] == 'none':\n",
+    "            ans['decision'] = 'none'\n",
+    "        elif probabilityDecision['trande'] == 'down': \n",
+    "            for i in deals.shape[0]:\n",
+    "                ans['decision'] = 'None'\n",
+    "                ans['deals'] = []\n",
+    "                row = deals.iloc[i]\n",
+    "                if row.startPrice < price*pow(1+self.commission,2):\n",
+    "                    ans['decision'] = 'sell'\n",
+    "                    ans['deals'].append(row.name)\n",
+    "        return ans\n",
+    "        \n",
+    "    "
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "id": "8f5dd64e",
+   "metadata": {},
+   "outputs": [],
+   "source": []
+  }
+ ],
+ "metadata": {
+  "kernelspec": {
+   "display_name": "Python 3 (ipykernel)",
+   "language": "python",
+   "name": "python3"
+  },
+  "language_info": {
+   "codemirror_mode": {
+    "name": "ipython",
+    "version": 3
+   },
+   "file_extension": ".py",
+   "mimetype": "text/x-python",
+   "name": "python",
+   "nbconvert_exporter": "python",
+   "pygments_lexer": "ipython3",
+   "version": "3.11.8"
+  }
+ },
+ "nbformat": 4,
+ "nbformat_minor": 5
+}