Add script for computing the average slippage incurred for a given trading day

slippage_analysis.py

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+import datetime
+
+from database.trades import trades
+
+def average_entry_slippage(date: datetime):
+    trade_records = trades(date)
+
+    slippages = []
+    for spreads in trade_records['Spreads']:
+        for spread in spreads:
+            if 'Entry Slippage' in spread:
+                slippages.append(spread['Entry Slippage'])
+
+    if slippages:
+        average_slippage = sum(slippages) / len(slippages)
+        return average_slippage
+    else:
+        return None
+
+if __name__ == "__main__":
+    target_date = datetime.date(2024, 2, 23)
+
+    average_slippage = average_entry_slippage(target_date)
+
+    if average_slippage is not None:
+        print(f"{target_date} Average Entry Slippage: {average_slippage}")
+    else:
+        print(f"No trades found for {target_date}.")