From 19987f111497dd723877c8538a5d65d11a8d0935 Mon Sep 17 00:00:00 2001
From: moshferatu <gitea@steveharris.sh>
Date: Wed, 28 Feb 2024 05:43:20 -0800
Subject: [PATCH] Add the differences between the backtest and trade spread
 opening prices to the report

---
 trade_report.py | 24 +++++++++++++++++++++---
 1 file changed, 21 insertions(+), 3 deletions(-)

diff --git a/trade_report.py b/trade_report.py
index 2bf5e69..735b1bb 100644
--- a/trade_report.py
+++ b/trade_report.py
@@ -12,6 +12,9 @@ trade_data = trades(trade_date)
 strategy = trade_data['Strategy'].iloc[0]
 
 traded_entry_times = set()
+trade_open_prices = {}
+backtest_open_prices = {}
+
 for _, trade in trade_data.iterrows():
     entry_time = str(trade["Entry Time"])[-8:]
     print(f'Entry Time: {entry_time}')
@@ -19,10 +22,12 @@ for _, trade in trade_data.iterrows():
 
     spreads = trade['Spreads']
     for spread in spreads:
-        legs = spread['Legs']
         open_price = spread['Open']
+        spread_type = 'CALL' if spread['Legs'][0]['Type'] == 'CALL' else 'PUT'
+        trade_open_prices[(entry_time, spread_type)] = open_price
 
         # Assuming the first leg is always short and the second is long.
+        legs = spread['Legs']
         short_leg = legs[0]
         long_leg = legs[1]
 
@@ -39,9 +44,11 @@ for _, backtest in backtest_data.iterrows():
 
         spreads = backtest['Spreads']
         for spread in spreads:
-            legs = spread['Legs']
             open_price = spread['Open']
+            spread_type = 'CALL' if spread['Legs'][0]['Type'] == 'CALL' else 'PUT'
+            backtest_open_prices[(entry_time, spread_type)] = open_price
 
+            legs = spread['Legs']
             short_leg = legs[0]
             long_leg = legs[1]
 
@@ -49,4 +56,15 @@ for _, backtest in backtest_data.iterrows():
             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)}')
\ No newline at end of file
+print(f'Backtest Profit: {backtest_profit(trade_date)}')
+
+price_differences = []
+
+for (entry_time, spread_type), backtest_open_price in backtest_open_prices.items():
+    trade_open_price = trade_open_prices[(entry_time, spread_type)]
+    price_difference = backtest_open_price - trade_open_price
+    price_differences.append(price_difference)
+    print(f'{entry_time} {spread_type} Spread Difference: {round(price_difference, 2)}')
+
+average_price_difference = sum(price_differences) / len(price_differences)
+print(f'Average Spread Difference: {round(average_price_difference, 2)}')
\ No newline at end of file