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Add entry slippage to call and put spread details before insertion into the trades table

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moshferatu 2024-02-20 14:33:31 -08:00
parent df932568b4
commit 0f12e6932c
1 changed files with 4 additions and 2 deletions
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6
iron_condor.py
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@ -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([{