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Round entry slippage to 3 decimal places when inserting into the trades table

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moshferatu 2024-02-21 08:44:58 -08:00
parent 5807aa076c
commit 09ba7dfed3
1 changed files with 2 additions and 2 deletions
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4
iron_condor.py
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@ -165,7 +165,7 @@ def _enter_iron_condor(entry_time: datetime):
{'Action': 'BUY', 'Strike': long_call_strike, 'Type': 'CALL'} {'Action': 'BUY', 'Strike': long_call_strike, 'Type': 'CALL'}
], ],
'Open': call_spread_fill, 'Open': call_spread_fill,
'Entry Slippage': (call_spread_fill - call_spread_mid) 'Entry Slippage': round(call_spread_fill - call_spread_mid, 3)
} }
put_spread_details = { put_spread_details = {
@ -174,7 +174,7 @@ def _enter_iron_condor(entry_time: datetime):
{'Action': 'BUY', 'Strike': long_put_strike, 'Type': 'PUT'} {'Action': 'BUY', 'Strike': long_put_strike, 'Type': 'PUT'}
], ],
'Open': put_spread_fill, 'Open': put_spread_fill,
'Entry Slippage': (put_spread_fill - put_spread_mid) 'Entry Slippage': round(put_spread_fill - put_spread_mid, 3)
} }
upsert(pd.DataFrame([{ upsert(pd.DataFrame([{