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Fix broken entry slippage calculation

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moshferatu 2024-02-21 08:51:12 -08:00
parent f3c99b3aa0
commit b26c4068ac
1 changed files with 1 additions and 1 deletions
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2
iron_condor.py
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@ -174,7 +174,7 @@ def _enter_iron_condor(entry_time: datetime):
{'Action': 'BUY', 'Strike': long_put_strike, 'Type': 'PUT'} {'Action': 'BUY', 'Strike': long_put_strike, 'Type': 'PUT'}
], ],
'Open': put_spread_fill, 'Open': put_spread_fill,
'Entry Slippage': round(put_spread_mid, put_spread_fill, 3) 'Entry Slippage': round(put_spread_mid - put_spread_fill, 3)
} }
upsert(pd.DataFrame([{ upsert(pd.DataFrame([{