From d9dca41f18fc5a2ff48696fee7680996df4a707c Mon Sep 17 00:00:00 2001
From: yenru0 <yenru0604@gmail.com>
Date: Sat, 9 May 2026 13:02:28 +0900
Subject: [PATCH] modify state

---
 state.py | 61 ++++++++++++++++----------------------------------------
 1 file changed, 17 insertions(+), 44 deletions(-)

diff --git a/state.py b/state.py
index 9b41d1d..54832d7 100644
--- a/state.py
+++ b/state.py
@@ -1,10 +1,8 @@
-from collections import deque
-
-
 CONVERSION_FEE = 5
 
+
 class StateManager:
-    def __init__(self, tick_size=20):
+    def __init__(self):
         symbols = ["BOND", "VALBZ", "VALE", "GS", "MS", "WFC", "XLF"]
         self.positions = {s: 0 for s in symbols}
         self.orders = {s: {} for s in symbols}
@@ -12,8 +10,6 @@ class StateManager:
         self.ask_prices = {s: None for s in symbols}
         self.bid_depths = {s: 0 for s in symbols}
         self.ask_depths = {s: 0 for s in symbols}
-        self.tick_size = tick_size
-        self.price_ticks = {s: deque(maxlen=tick_size) for s in symbols}
         self.last_prices = {s: None for s in symbols}
         self.fair_values = {
             "BOND": 1000,
@@ -24,42 +20,21 @@ class StateManager:
             "WFC": None,
             "XLF": None,
         }
-        self.last_prices = {}
+        self.predicted_prices = {s: None for s in symbols}
         self.etf_components = {
             "XLF": {"BOND": 3, "GS": 2, "MS": 3, "WFC": 2}
         }
         self.etf_shares = {"XLF": 10}
 
-    def add_price_tick(self, symbol: str, price: int):
-        self.price_ticks[symbol].append(price)
-        self.last_prices[symbol] = price
-
-    def get_price_ticks(self, symbol: str):
-        return list(self.price_ticks.get(symbol, []))
-
     def get_last_price(self, symbol: str):
         return self.last_prices.get(symbol)
 
-    def get_avg_price(self, symbol: str):
-        ticks = self.get_price_ticks(symbol)
-        if ticks:
-            return sum(ticks) / len(ticks)
-        return None
-
-    def get_ma(self, symbol: str, period: int):
-        ticks = self.get_price_ticks(symbol)
-        if len(ticks) >= period:
-            return sum(list(ticks)[-period:]) / period
-        return None
-
     def update_position(self, symbol: str, quantity: int):
         self.positions[symbol] = self.positions.get(symbol, 0) + quantity
 
-    def update_bid_price(self, symbol: str, price: int):
-        self.bid_prices[symbol] = price
-
-    def update_ask_price(self, symbol: str, price: int):
-        self.ask_prices[symbol] = price
+    def update_bid_ask_price(self, symbol: str, bid_price: int, ask_price: int):
+        self.bid_prices[symbol] = bid_price
+        self.ask_prices[symbol] = ask_price
 
     def get_position(self, symbol: str) -> int:
         return self.positions.get(symbol, 0)
@@ -71,9 +46,6 @@ class StateManager:
             return ask - bid
         return None
 
-    def update_last_price(self, symbol: str, price: int):
-        self.last_prices[symbol] = price
-
     def get_mid_price(self, symbol: str):
         bid = self.bid_prices[symbol]
         ask = self.ask_prices[symbol]
@@ -91,22 +63,23 @@ class StateManager:
         return bid_depth - ask_depth
 
     def get_predicted_price(self, symbol: str) -> int:
-        mid_price = self.get_mid_price(symbol)
-        imbalance = self.get_imbalance(symbol)
-        if mid_price is not None:
-            return self.get_last_price(symbol)
-        
+        return self.predicted_prices.get(symbol)
+
+    def update_predicted_price(self, symbol: str):
+        mid = self.get_mid_price(symbol)
+        if mid is not None:
+            self.predicted_prices[symbol] = mid
 
     def update_fair_value(self):
-        valbz_price = self.get_mid_price("VALBZ")
+        valbz_price = self.get_predicted_price("VALBZ")
         if valbz_price is not None:
             self.fair_values["VALBZ"] = valbz_price
             self.fair_values["VALE"] = valbz_price - self.conversion_fee
 
-        bond_price = self.get_mid_price("BOND")
-        gs_price = self.get_mid_price("GS")
-        ms_price = self.get_mid_price("MS")
-        wfc_price = self.get_mid_price("WFC")
+        bond_price = self.get_predicted_price("BOND")
+        gs_price = self.get_predicted_price("GS")
+        ms_price = self.get_predicted_price("MS")
+        wfc_price = self.get_predicted_price("WFC")
         if all(p is not None for p in [bond_price, gs_price, ms_price, wfc_price]):
             component_value = (
                 bond_price * self.etf_components["XLF"]["BOND"]