options-automation/trade_report.py

from database.backtest import backtest_results
from database.procedures import backtest_profit, most_recent_trade_date
from database.trades import trades

symbol = 'SPX'

trade_date = most_recent_trade_date()
print(f'Trade Date: {trade_date}')

trade_data = trades(trade_date)

strategy = trade_data['Strategy'].iloc[0]

traded_entry_times = set()
for _, trade in trade_data.iterrows():
    entry_time = str(trade["Entry Time"])[-8:]
    print(f'Entry Time: {entry_time}')
    traded_entry_times.add(entry_time)

    spreads = trade['Spreads']
    for spread in spreads:
        legs = spread['Legs']
        open_price = spread['Open']

        # Assuming the first leg is always short and the second is long.
        short_leg = legs[0]
        long_leg = legs[1]

        print(f'  Short Strike: {short_leg["Strike"]}, Type: {short_leg["Type"]}')
        print(f'  Long Strike: {long_leg["Strike"]}, Type: {long_leg["Type"]}')
        print(f'  Opening Price: {open_price}')

backtest_data = backtest_results(symbol, strategy, trade_date)

for _, backtest in backtest_data.iterrows():
    entry_time = str(backtest["Entry Time"])[-8:]
    if entry_time in traded_entry_times:
        print(f'Backtest Entry Time: {entry_time}')

        spreads = backtest['Spreads']
        for spread in spreads:
            legs = spread['Legs']
            open_price = spread['Open']

            short_leg = legs[0]
            long_leg = legs[1]

            print(f'  Backtest Short Strike: {short_leg["Strike"]}, Type: {short_leg["Type"]}')
            print(f'  Backtest Long Strike: {long_leg["Strike"]}, Type: {long_leg["Type"]}')
            print(f'  Backtest Opening Price: {open_price}')

print(f'Backtest Profit: {backtest_profit(trade_date)}')