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Remove leftover comments and debug statements

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This commit is contained in:
Mark Veidemanis
2023-01-11 19:59:27 +00:00
parent 23faeb6f71
commit 9a69120695
3 changed files with 7 additions and 29 deletions
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23
core/trading/risk.py
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@@ -9,18 +9,9 @@ def check_max_loss(risk_model, initial_balance, account_balance):
"""
Check that the account balance is within the max loss limit.
"""
# print("Max loss percent", risk_model.max_loss_percent)
# print("Initial balance", initial_balance)
# print("Account balance", account_balance)
# max_loss_percent = risk_model.max_loss_percent
# print("Max loss ratio", (max_loss_percent / 100))
# max_loss = initial_balance * (max_loss_percent / 100)
# print("Max loss", max_loss)
# return account_balance > max_loss
max_loss_percent = risk_model.max_loss_percent
# calculate the inverse of the max loss percent as a ratio
# Calculate the inverse of the max loss percent as a ratio
inverse_loss_multiplier = 1 - max_loss_percent / 100
minimum_balance = initial_balance * inverse_loss_multiplier
@@ -32,10 +23,8 @@ def check_max_risk(risk_model, account_balance_usd, account_trades):
Check that all of the trades in the account are within the max risk limit.
"""
max_risk_percent = D(risk_model.max_risk_percent)
print("Max risk percent", max_risk_percent)
# Calculate the max risk of the account in USD
max_risk_usd = account_balance_usd * (max_risk_percent / D(100))
print("Max risk USD", max_risk_usd)
total_risk = 0
for trade in account_trades:
max_tmp = []
@@ -47,12 +36,9 @@ def check_max_risk(risk_model, account_balance_usd, account_trades):
if "trailing_stop_loss_usd" in trade:
max_tmp.append(trade["trailing_stop_loss_usd"])
if max_tmp:
print("MAX TMP", max_tmp)
total_risk += max(max_tmp)
print("total risk", total_risk)
allowed = total_risk < max_risk_usd
print("check amx risk allowed", allowed)
return allowed
@@ -60,7 +46,6 @@ def check_max_open_trades(risk_model, account_trades):
"""
Check that the number of trades in the account is within the max open trades limit.
"""
print("LEN ACCOUNT TRADES", len(account_trades))
return len(account_trades) < risk_model.max_open_trades
@@ -75,7 +60,6 @@ def check_max_open_trades_per_symbol(risk_model, account_trades):
symbol_map[symbol] = 0
symbol_map[symbol] += 1
print("SUMBOL MAP", symbol_map)
for symbol, count in symbol_map.items():
if count >= risk_model.max_open_trades_per_symbol:
return False
@@ -90,7 +74,6 @@ def check_risk(risk_model, account, proposed_trade):
max_loss_check = check_max_loss(
risk_model, account.initial_balance, account.client.get_balance()
)
print("Max loss check", max_loss_check)
if not max_loss_check:
return {"allowed": False, "reason": "Maximum loss exceeded."}
@@ -104,7 +87,6 @@ def check_risk(risk_model, account, proposed_trade):
account_trades = market.convert_trades_to_usd(account, account_trades)
max_open_trades_check = check_max_open_trades(risk_model, account_trades)
print("Max open trades check: ", max_open_trades_check)
if not max_open_trades_check:
return {"allowed": False, "reason": "Maximum open trades exceeded."}
@@ -112,15 +94,12 @@ def check_risk(risk_model, account, proposed_trade):
max_open_trades_per_symbol_check = check_max_open_trades_per_symbol(
risk_model, account_trades
)
print("Max open trades per symbol check: ", max_open_trades_per_symbol_check)
if not max_open_trades_per_symbol_check:
return {"allowed": False, "reason": "Maximum open trades per symbol exceeded."}
# Check that the max risk is not exceeded
account_balance_usd = account.client.get_balance(return_usd=True)
print("Account balance USD (not)", account_balance_usd)
max_risk_check = check_max_risk(risk_model, account_balance_usd, account_trades)
print("Max risk check: ", max_risk_check)
if not max_risk_check:
return {"allowed": False, "reason": "Maximum risk exceeded."}