position-sizing-data

Reference data and arithmetic for risk-based position sizing across forex, stocks and crypto futures.

The same tables are published as a citable dataset: doi:10.5281/zenodo.22840538, and used by the web calculator at https://positionsizetool.com/. Source repository: https://github.com/tk25719/position-sizing-data.

Install

pip install position-sizing-data

What is in it

Read the tables:

from position_sizing_data import contract_specifications

rows = contract_specifications()
print(rows[0])

Compute a size:

from position_sizing_data import position_size

result = position_size(
    balance=10000.0,
    risk_percent=1.0,
    entry=1.1000,
    stop=1.0980,
    unit_step=1000.0,   # 0.01 lot
)
print(result)
# {'risk_budget': 100.0, 'units': 50000.0, 'tradable_units': 50000.0, 'worst_case_loss': 100.0}

The formula

units = (risk_budget - commission) / ((|entry - stop| + spread) x quote_rate)

The tradable size is that number rounded down to unit_step. position_size returns the worst-case loss recomputed from the rounded size, which is what the account actually loses when the stop is hit.

Where the numbers come from

The rows in contract_specifications() are typical retail contract specifications, not exchange-published official values. Verify the contract size and unit step against your own broker before placing an order. The other three tables are closed-form arithmetic:

• losing streak: remaining = (1 - risk)^n
• drawdown recovery: gain_required = 1 / (1 - drawdown) - 1
• pip value: pip_value = units x pip_size

Licence

MIT for the code. Data files are CC0 1.0 Universal, to the extent applicable. This is not investment advice.