Source code for penaltyblog.backtest.account
"""
Account module
Used to make and track bets made during the backtest
"""
from typing import Any, Dict, List
[docs]
class Account:
"""Used to make and track bets made during the backtest
Methods
-------
place_bet(odds, stake, outcome)
Places a virtual bet
"""
def __init__(self, bankroll: float):
"""
Parameters
----------
bankroll : float
The initial starting bankroll
"""
self.bankroll = self.current_bankroll = bankroll
self.current_date = None
self.history: List[Dict[str, Any]] = []
self.tracker: List[float] = []
[docs]
def place_bet(self, odds: float, stake: float, outcome: int):
"""
Parameters
----------
odds : float
The odds for the bet in European decimal format
stake : float
The number of units to be staked on the bet
outcome : int
The outcome of the bet, 1 for successful and 0 for failed
"""
profit = (stake * odds * outcome) - stake
bet = {
"odds": odds,
"stake": stake,
"outcome": outcome,
"date": self.current_date,
"profit": profit,
}
self.history.append(bet)
if self.tracker:
self.current_bankroll = self.tracker[-1] + profit
else:
self.current_bankroll = self.bankroll + profit
self.tracker.append(self.current_bankroll)
