options-automation/slippage_analysis.py

import datetime

from database.trades import trades

def average_slippage(date: datetime):
    trade_records = trades(date)

    slippages = []
    for spreads in trade_records['Spreads']:
        for spread in spreads:
            if 'Entry Slippage' in spread:
                slippages.append(spread['Entry Slippage'])

    if slippages:
        average_slippage = sum(slippages) / len(slippages)
        return average_slippage
    else:
        return None

if __name__ == "__main__":
    target_date = datetime.date(2024, 2, 23)

    average_slippage = average_slippage(target_date)

    if average_slippage is not None:
        print(f"{target_date} Average Entry Slippage: {average_slippage}")
    else:
        print(f"No trades found for {target_date}.")