proxyquotes_library / e.g. calculating lotsize and margin with leverage using approximation.py
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Upload e.g. calculating lotsize and margin with leverage using approximation.py
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import pxyq # main function call is `pxyq.column('ASSET')`
ASSET = 'AUDCADc'
digits = pxyq.true_decimal_digits(ASSET) # AUDCADc has 5 decimal digits
sl_distance = 0.00841
betsize = 231 # cash
# lotsize = "missing"
lotsize_decimal_digits = 2
cash_decimal_digits = 2
# ml_50 = "missing" # margin with leverage 50
# ml_100 = "missing" # margin with leverage 100
# ml_200 = "missing" # margin with leverage 200
# ml_300 = "missing" # margin with leverage 1000
# use float because the cells we are calling is best suited for floats
proxy_sl_distance = float(pxyq.proxy_stoploss_distance_covering_1_cash(ASSET))
proxy_betsize = 1 # proxies is always cover or equivalent to 1 cash
proxy_lotsize = float(pxyq.proxy_lotsize_covering_1_cash(ASSET))
proxy_ml_50 = float(pxyq.proxy_margin_with_leverage_50_covering_1_cash(ASSET))
proxy_ml_100 = float(pxyq.proxy_margin_with_leverage_100_covering_1_cash(ASSET))
proxy_ml_200 = float(pxyq.proxy_margin_with_leverage_200_covering_1_cash(ASSET))
proxy_ml_1000 = float(pxyq.proxy_margin_with_leverage_1000_covering_1_cash(ASSET))
# calculate for lotsize and margins with leverages
# lotsize
lotsize = ((proxy_sl_distance / proxy_betsize) * proxy_lotsize) / (sl_distance / betsize)
# margin with leverage
ml_50 = (proxy_ml_50 * lotsize) / proxy_lotsize
ml_100 = (proxy_ml_100 * lotsize) / proxy_lotsize
ml_200 = (proxy_ml_200 * lotsize) / proxy_lotsize
ml_1000 = (proxy_ml_1000 * lotsize) / proxy_lotsize
# cli output
print(f"Lotsize for {ASSET}: {lotsize:.{lotsize_decimal_digits}f} lot, which is equivalent to a betsize of {betsize:.{cash_decimal_digits}f} cash")
print(f"The margin with leverage 1:50 for {ASSET} lotsize of {lotsize:.{lotsize_decimal_digits}f} is {ml_50:.{cash_decimal_digits}f} cash")
print(f"The margin with leverage 1:100 for {ASSET} lotsize of {lotsize:.{lotsize_decimal_digits}f} is {ml_100:.{cash_decimal_digits}f} cash")
print(f"The margin with leverage 1:200 for {ASSET} lotsize of {lotsize:.{lotsize_decimal_digits}f} is {ml_200:.{cash_decimal_digits}f} cash")
print(f"The margin with leverage 1:1000 for {ASSET} lotsize of {lotsize:.{lotsize_decimal_digits}f} is {ml_1000:.{cash_decimal_digits}f} cash")
print(f"Which all covers the stoploss distance of {ASSET}: {sl_distance:.{digits}f}")
"""
# cli output sample
Lotsize for AUDCADc: 0.39 lot, which is equivalent to a betsize of 231.00 cash
The margin with leverage 1:50 for AUDCADc lotsize of 0.39 is 767.98 cash
The margin with leverage 1:100 for AUDCADc lotsize of 0.39 is 383.99 cash
The margin with leverage 1:200 for AUDCADc lotsize of 0.39 is 192.09 cash
The margin with leverage 1:1000 for AUDCADc lotsize of 0.39 is 38.42 cash
Which all covers the stoploss distance of AUDCADc: 0.00841
"""