class Iro::Purse
def self.list
def self.list [[nil,nil]] + all.map { |p| [p, p.id] } end
def available
def available available_amount end
def balance
def balance 0.01 end
def delta_to_plot_p( *args )
# delta to plot percentage
def delta_to_plot_p( *args ) x = delta_wt_avg( *args ).abs if x < 0.5 y = 1 else y = 2 - 1/( 1.5 - x ) end y_ = "#{ (y*100) .to_i}%" return y_ end
def delta_wt_avg( begin_end, long_short, inner_outer )
def delta_wt_avg( begin_end, long_short, inner_outer ) max_loss_total = 0 out = positions.send( long_short ).map do |pos| max_loss_total += pos.max_loss * pos.q pos.max_loss * pos.q * pos.send( inner_outer ).send( "#{begin_end}_delta" ) end # puts! out, 'delta_wt_avg 1' out = out.reduce( &:+ ) / max_loss_total rescue 0 # puts! out, 'delta_wt_avg 2' return out end
def to_s
def to_s slug end