Fix broken entry slippage calculation

2024-02-21 08:51:12 -08:00 · 2024-02-21 08:51:12 -08:00 · b26c4068ac
commit b26c4068ac
parent f3c99b3aa0
1 changed files with 1 additions and 1 deletions
--- a/iron_condor.py
+++ b/iron_condor.py
@ -174,7 +174,7 @@ def _enter_iron_condor(entry_time: datetime):
            {'Action': 'BUY', 'Strike': long_put_strike, 'Type': 'PUT'}
        ],
        '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([{