Coverage for source/agent/agents/simple_trading_algorithm.py: 29%

1# agent/agents/simple_trading_algorithm.py 

2 

3# global imports 

4import numpy as np 

5 

6# local imports 

7from source.agent import TradingAlgorithmBase 

8 

9class SimpleTradingAlgorithm(TradingAlgorithmBase): 

10 """""" 

11 

12 def perform_action(self, trend_predictions: int, market_data: np.ndarray) -> int: 

13 """ 

14 Performs the trading action based on the trend predictions and market data. 

15 

16 Parameters: 

17 trend_predictions (np.ndarray): The predicted trends. 

18 market_data (np.ndarray): The current market data. 

19 

20 Returns: 

21 (int): The result of the trading action. 

22 """ 

23 

24 current_trades_occupancy_coeff = market_data[1] 

25 import logging 

26 

27 action = None 

28 # UP_TREND 

29 if trend_predictions == 0: 

30 action = 0 if current_trades_occupancy_coeff < 1 else 1 

31 # DOWN_TREND 

32 elif trend_predictions == 1: 

33 action = 2 if current_trades_occupancy_coeff < 1 else 1 

34 # NO_TREND 

35 else: 

36 action = 1 

37 

38 logging.info(f"Performing action with trend_predictions: {current_trades_occupancy_coeff}, {action}") 

39 return action