diff --git a/iron_condor.py b/iron_condor.py index a525e87..eb6f139 100644 --- a/iron_condor.py +++ b/iron_condor.py @@ -162,7 +162,8 @@ def _enter_iron_condor(entry_time: datetime): {'Action': 'SELL', 'Strike': short_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) } put_spread_details = { @@ -170,7 +171,8 @@ def _enter_iron_condor(entry_time: datetime): {'Action': 'SELL', 'Strike': short_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) } upsert(pd.DataFrame([{