Class: StockPivot::Trading

Inherits:
Object
  • Object
show all
Defined in:
lib/stock_pivot/trading.rb

Instance Attribute Summary collapse

Instance Method Summary collapse

Constructor Details

#initialize(args) ⇒ Trading

Returns a new instance of Trading.



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# File 'lib/stock_pivot/trading.rb', line 8

def initialize(args)
  args = defaults.merge(args)
  @quotes = args.fetch(:quotes)
  @margin_balance = args.fetch(:margin_balance).to_d
  @margin_ratio = args.fetch(:margin_ratio).to_d
  @risk_ratio = args.fetch(:risk_ratio).to_d
  @commission = args.fetch(:commission).to_d
end

Instance Attribute Details

#commission ⇒ Object

Returns the value of attribute commission.



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# File 'lib/stock_pivot/trading.rb', line 4

def commission
  @commission
end

#long_all_in ⇒ Object

Returns the value of attribute long_all_in.



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# File 'lib/stock_pivot/trading.rb', line 4

def long_all_in
  @long_all_in
end

#margin_balance ⇒ Object

Returns the value of attribute margin_balance.



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# File 'lib/stock_pivot/trading.rb', line 4

def margin_balance
  @margin_balance
end

#margin_ratio ⇒ Object

Returns the value of attribute margin_ratio.



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# File 'lib/stock_pivot/trading.rb', line 4

def margin_ratio
  @margin_ratio
end

#quotes ⇒ Object

Returns the value of attribute quotes.



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# File 'lib/stock_pivot/trading.rb', line 4

def quotes
  @quotes
end

#risk_ratio ⇒ Object

Returns the value of attribute risk_ratio.



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# File 'lib/stock_pivot/trading.rb', line 4

def risk_ratio
  @risk_ratio
end

#short_all_in ⇒ Object

Returns the value of attribute short_all_in.



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# File 'lib/stock_pivot/trading.rb', line 4

def short_all_in
  @short_all_in
end

Instance Method Details

#buying_power ⇒ Object 



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# File 'lib/stock_pivot/trading.rb', line 21

def buying_power
  @buying_power ||= ((@margin_balance / @margin_ratio) - (commission * 2)).to_d.floor
end

#defaults ⇒ Object 



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# File 'lib/stock_pivot/trading.rb', line 17

def defaults
  {margin_ratio: 0.50, risk_ratio: 0.01, commission: 9.99}
end

#last_eod ⇒ Object 



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# File 'lib/stock_pivot/trading.rb', line 29

def last_eod
  @last_eod ||= StockPivot::EodQuote.new(@quotes.first.to_h)
end

#long_risk_amount ⇒ Object 



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# File 'lib/stock_pivot/trading.rb', line 46

def long_risk_amount
  if @long_all_in
    (long_share_size * last_eod.range).to_d.floor
  else
    risk_amount
  end
end

#long_share_size ⇒ Object 



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# File 'lib/stock_pivot/trading.rb', line 37

def long_share_size
  if (share_size * last_eod.high) > buying_power
    @long_all_in = true
    (buying_power / last_eod.high).floor
  else
    share_size
  end
end

#risk_amount ⇒ Object 



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# File 'lib/stock_pivot/trading.rb', line 25

def risk_amount
  @risk_amount ||= (buying_power * @risk_ratio).to_d.floor
end

#share_size ⇒ Object 



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# File 'lib/stock_pivot/trading.rb', line 33

def share_size
  @share_size ||= (risk_amount / last_eod.range).to_d.floor
end

#short_risk_amount ⇒ Object 



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# File 'lib/stock_pivot/trading.rb', line 63

def short_risk_amount
  if @short_all_in
    (short_share_size * last_eod.range).to_d.floor
  else
    risk_amount
  end
end

#short_share_size ⇒ Object 



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# File 'lib/stock_pivot/trading.rb', line 54

def short_share_size
  if (share_size * last_eod.low) > buying_power
    @short_all_in = true
    (buying_power / last_eod.low).floor
  else
    share_size
  end
end