turtle_trading.position_sizing.algorithms package
Submodules
turtle_trading.position_sizing.algorithms.get_n module
The underlying volatility of an asset.
- class turtle_trading.position_sizing.algorithms.get_n.N(dataframe: DataFrameLoader, date: date | None = None)
Bases:
object
This class represents the process for calculating N.
- Parameters:
dataframe – A DataFrameLoader object.
date – Optional, a datetime.date object.
- get_n() float
Calculate N.
- get_pdn() float
Calculate the previous day’s N.
- turtle_trading.position_sizing.algorithms.get_n.getn(dataframe: DataFrameLoader, date: date | None = None)
A shortcut function for class: N.
- Parameters:
dataframe – A DataFrameLoader object.
date – Optional, a datetime.date object.
- Returns:
N of an asset in the given time date.
turtle_trading.position_sizing.algorithms.get_unit_size module
Volatility adjusted position units.
- class turtle_trading.position_sizing.algorithms.get_unit_size.Unit(dataframe: DataFrameLoader, account: float, n: float | None = None, date: date | None = None)
Bases:
object
this class represents the process for calculating unit size
- dollar_volatility_adjustment() float
calculating the dollar volatility of the asset
- get_unit_size() float
calculating unit size
- turtle_trading.position_sizing.algorithms.get_unit_size.getunits(dataframe: DataFrameLoader, account: float, n: float | None = None, date: date | None = None)
A shortcut function for class: Unit.
- Parameters:
dataframe – A DataFrameLoader object.
account –
n –
date –
- Returns:
N of an asset in the given time date.