Source code for tensortrade.oms.instruments.instrument

# Copyright 2019 The TensorTrade Authors.
# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
# You may obtain a copy of the License at
# Unless required by applicable law or agreed to in writing, software
# distributed under the License is distributed on an "AS IS" BASIS,
# See the License for the specific language governing permissions and
# limitations under the License

from typing import Any

from tensortrade.oms.instruments.quantity import Quantity
from tensortrade.oms.instruments.trading_pair import TradingPair

registry = {}

[docs]class Instrument: """A financial instrument for use in trading. Parameters ---------- symbol : str The symbol used on an exchange for a particular instrument. (e.g. AAPL, BTC, TSLA) precision : int The precision the amount of the instrument is denoted with. (e.g. BTC=8, AAPL=1) name : str, optional The name of the instrument being created. """ def __init__(self, symbol: str, precision: int, name: str = None) -> None: self.symbol = symbol self.precision = precision = name registry[symbol] = self
[docs] def __eq__(self, other: "Any") -> bool: """Checks if two instruments are equal. Parameters ---------- other : `Any` The instrument being compared. Returns ------- bool Whether the instruments are equal. """ if not isinstance(other, Instrument): return False c1 = self.symbol == other.symbol c2 = self.precision == other.precision c3 = == return c1 and c2 and c3
[docs] def __ne__(self, other: "Any") -> bool: """Checks if two instruments are not equal. Parameters ---------- other : `Any` The instrument being compared. Returns ------- bool Whether the instruments are not equal. """ return not self.__eq__(other)
[docs] def __rmul__(self, other: float) -> "Quantity": """Enables reverse multiplication. Parameters ---------- other : float The number used to create a quantity. Returns ------- `Quantity` The quantity created by the number and the instrument involved with this operation. """ return Quantity(instrument=self, size=other)
[docs] def __truediv__(self, other: "Instrument") -> "TradingPair": """Creates a trading pair through division. Parameters ---------- other : `Instrument` The instrument that will be the quote of the pair. Returns ------- `TradingPair` The trading pair created from the two instruments. Raises ------ InvalidTradingPair Raised if `other` is the same instrument as `self`. Exception Raised if `other` is not an instrument. """ if isinstance(other, Instrument): return TradingPair(self, other) raise Exception(f"Invalid trading pair: {other} is not a valid instrument.")
def __hash__(self): return hash(self.symbol) def __str__(self): return str(self.symbol) def __repr__(self): return str(self)
# Crypto BTC = Instrument('BTC', 8, 'Bitcoin') ETH = Instrument('ETH', 8, 'Ethereum') XRP = Instrument('XRP', 8, 'XRP') NEO = Instrument('NEO', 8, 'NEO') BCH = Instrument('BCH', 8, 'Bitcoin Cash') LTC = Instrument('LTC', 8, 'Litecoin') ETC = Instrument('ETC', 8, 'Ethereum Classic') XLM = Instrument('XLM', 8, 'Stellar Lumens') LINK = Instrument('LINK', 8, 'Chainlink') ATOM = Instrument('ATOM', 8, 'Cosmos') DAI = Instrument('DAI', 8, 'Dai') USDT = Instrument('USDT', 8, 'Tether') # FX USD = Instrument('USD', 2, 'U.S. Dollar') EUR = Instrument('EUR', 2, 'Euro') JPY = Instrument('JPY', 2, 'Japanese Yen') KWN = Instrument('KWN', 2, 'Korean Won') AUD = Instrument('AUD', 2, 'Australian Dollar') # Commodities XAU = Instrument('XAU', 2, 'Gold futures') XAG = Instrument('XAG', 2, 'Silver futures') # Stocks AAPL = Instrument('AAPL', 2, 'Apple stock') MSFT = Instrument('MSFT', 2, 'Microsoft stock') TSLA = Instrument('TSLA', 2, 'Tesla stock') AMZN = Instrument('AMZN', 2, 'Amazon stock')