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Consolidate the inputs required when updating the trades table into an options order

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moshferatu 2024-02-28 10:34:47 -08:00
parent 19987f1114
commit a9023f8594
2 changed files with 9 additions and 6 deletions
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4
iron_condor.py
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@ -14,7 +14,7 @@ from ibkr.order_action import BUY, SELL
from iron_condor_trade import IronCondorTrade from iron_condor_trade import IronCondorTrade
from options_chain import OptionsChain from options_chain import OptionsChain
from option_type import OptionType from option_type import OptionType
from trades_table import insert_trade, update_on_stop_loss from trades_table import insert_trade, update_trade
load_dotenv() load_dotenv()
@ -64,7 +64,7 @@ def monitor_spread_price(trade: IronCondorTrade, short_leg: OptionLeg, long_leg:
exit_slippage = round(exit_order.fill_price - stop_price, 3) exit_slippage = round(exit_order.fill_price - stop_price, 3)
logging.info(f'Exit Slippage: {exit_slippage}') logging.info(f'Exit Slippage: {exit_slippage}')
update_on_stop_loss(trade, short_leg.option_type, exit_order.fill_price, exit_slippage) update_trade(trade, exit_order)
# Unsubscribe from market data updates once the trade has exited. # Unsubscribe from market data updates once the trade has exited.
for leg in [short_leg, long_leg]: for leg in [short_leg, long_leg]:

11
trades_table.py
View File

@ -50,7 +50,7 @@ def insert_trade(iron_condor: IronCondorTrade, call_spread_order: OptionOrder, p
}]) }])
) )
def update_on_stop_loss(iron_condor: IronCondorTrade, option_type: str, close_price: float, exit_slippage: float): def update_trade(iron_condor: IronCondorTrade, stop_order: OptionOrder):
date = iron_condor.entry_time.date() date = iron_condor.entry_time.date()
trade_record = trade( trade_record = trade(
@ -61,10 +61,13 @@ def update_on_stop_loss(iron_condor: IronCondorTrade, option_type: str, close_pr
) )
spreads = trade_record['Spreads'].iloc[0] spreads = trade_record['Spreads'].iloc[0]
spread_index = 0 if option_type == 'C' else 1 # 'C' for call spread, 'P' for put spread. option_type = translate_option_type(stop_order.legs[0].option_type)
spread_index = 0 if (option_type == OptionType.CALL) else 1
spreads[spread_index]['Close'] = close_price spreads[spread_index]['Close'] = stop_order.fill_price
spreads[spread_index]['Exit Slippage'] = exit_slippage
stop_price = spreads[spread_index]['Open'] * iron_condor.stop_multiple
spreads[spread_index]['Exit Slippage'] = round(stop_order.fill_price - stop_price, 3)
upsert( upsert(
DataFrame([{ DataFrame([{