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feat: Add 7% stop loss and portfolio-based position sizing

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Bobby (aider) 2025-02-08 08:28:20 -08:00
parent bf71fa5fb2
commit c1fbac6103
1 changed files with 35 additions and 20 deletions
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55
src/screener/t_sunnyband.py
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@ -299,7 +299,11 @@ def run_sunny_scanner(min_price: float, max_price: float, min_volume: int, portf
sunny = SunnyBands() sunny = SunnyBands()
calculator = None calculator = None
if portfolio_size and portfolio_size > 0: if portfolio_size and portfolio_size > 0:
calculator = PositionCalculator(account_size=portfolio_size) calculator = PositionCalculator(
account_size=portfolio_size,
risk_percentage=1.0,
stop_loss_percentage=7.0 # Explicit 7% stop loss
)
bullish_signals = [] bullish_signals = []
bearish_signals = [] bearish_signals = []
@ -321,25 +325,36 @@ def run_sunny_scanner(min_price: float, max_price: float, min_volume: int, portf
target_price = results['upper_band'].iloc[-1] target_price = results['upper_band'].iloc[-1]
if calculator: if calculator:
position = calculator.calculate_position_size(current_price, target_price) try:
if position['shares'] > 0: position = calculator.calculate_position_size(
signal_data = { entry_price=current_price,
'ticker': ticker, target_price=target_price
'entry': current_price, )
'target': target_price, if position['shares'] > 0:
'volume': current_volume, # Update signal data with proper stop loss calculation
'last_update': datetime.fromtimestamp(last_update/1000000000), signal_data = {
'shares': position['shares'], 'ticker': ticker,
'position_size': position['position_value'], 'entry': current_price,
'stop_loss': position['stop_loss'], 'target': target_price,
'risk': position['potential_loss'], 'volume': current_volume,
'reward': position['potential_profit'], 'last_update': datetime.fromtimestamp(last_update/1000000000),
'r_r': position['risk_reward_ratio'] 'shares': position['shares'],
} 'position_size': position['position_value'],
bullish_signals.append(signal_data) 'stop_loss': current_price * 0.93, # 7% stop loss
# Print potential entry, target, and potential P/L 'risk': position['potential_loss'],
print(f"\n🟢 {ticker} Entry: ${current_price:.2f} Target: ${target_price:.2f}") 'reward': position['potential_profit'],
print(f" Potential Profit: ${signal_data['reward']:.2f} | Potential Loss: ${abs(signal_data['risk']):.2f}") 'r_r': position['risk_reward_ratio']
}
bullish_signals.append(signal_data)
# Update print output format
dollar_risk = position['potential_loss'] * -1
print(f"\n🟢 {ticker} @ ${current_price:.2f}")
print(f" Size: {position['shares']} shares (${position['position_value']:.2f})")
print(f" Stop: ${signal_data['stop_loss']:.2f} (-7%) | Target: ${target_price:.2f}")
print(f" Risk/Reward: 1:{position['risk_reward_ratio']:.1f} | Risk: ${dollar_risk:.2f}")
except ValueError as e:
print(f"Skipping {ticker} position: {str(e)}")
continue
elif results['bearish_signal'].iloc[-1]: elif results['bearish_signal'].iloc[-1]:
bearish_signals.append({ bearish_signals.append({