46 lines
1.6 KiB
Python
46 lines
1.6 KiB
Python
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from database.backtest import backtest_results
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from database.procedures import backtest_profit, most_recent_trade_date
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from database.trades import trades
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trade_date = most_recent_trade_date()
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print(f'Trade Date: {trade_date}')
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trade_data = trades(trade_date)
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for _, trade in trade_data.iterrows():
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print(f'Entry Time: {trade["Strategy"][-8:]}')
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spreads = trade['Spreads']
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for spread in spreads:
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legs = spread['Legs']
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open_price = spread['Open']
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# Assuming the first leg is always short and the second is long.
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short_leg = legs[0]
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long_leg = legs[1]
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print(f' Short Strike: {short_leg["Strike"]}, Type: {short_leg["Type"]}')
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print(f' Long Strike: {long_leg["Strike"]}, Type: {long_leg["Type"]}')
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print(f' Opening Price: {open_price}')
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traded_strategies = set(trade["Strategy"] for _, trade in trade_data.iterrows())
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backtest_data = backtest_results(date = trade_date)
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for _, backtest in backtest_data.iterrows():
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if backtest["Strategy"] in traded_strategies:
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print(f'Backtest Entry Time: {backtest["Strategy"][-8:]}')
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spreads = backtest['Spreads']
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for spread in spreads:
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legs = spread['legs']
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open_price = spread['open']
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short_leg = legs[0]
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long_leg = legs[1]
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print(f' Backtest Short Strike: {short_leg["strike"]}, Type: {short_leg["type"]}')
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print(f' Backtest Long Strike: {long_leg["strike"]}, Type: {long_leg["type"]}')
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print(f' Backtest Opening Price: {open_price}')
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print(f'Backtest Profit: {backtest_profit(trade_date)}')
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