From e64357bcd4625eefdd1983db7a4db8a1d7a5da73 Mon Sep 17 00:00:00 2001 From: moshferatu Date: Sat, 3 Feb 2024 06:00:07 -0800 Subject: [PATCH] Update trade report following changes made to backtest and trade tables --- trade_report.py | 28 +++++++++++++++++----------- 1 file changed, 17 insertions(+), 11 deletions(-) diff --git a/trade_report.py b/trade_report.py index 27bdae1..662f2bb 100644 --- a/trade_report.py +++ b/trade_report.py @@ -1,14 +1,21 @@ from database.backtest import backtest_results from database.procedures import backtest_profit, most_recent_trade_date from database.trades import trades +from datetime import datetime + +symbol = 'SPX' +strategy = '10 Delta Iron Condor' trade_date = most_recent_trade_date() print(f'Trade Date: {trade_date}') trade_data = trades(trade_date) +traded_entry_times = set() for _, trade in trade_data.iterrows(): - print(f'Entry Time: {trade["Strategy"][-8:]}') + entry_time = str(trade["Entry Time"])[-8:] + print(f'Entry Time: {entry_time}') + traded_entry_times.add(entry_time) spreads = trade['Spreads'] for spread in spreads: @@ -23,24 +30,23 @@ for _, trade in trade_data.iterrows(): print(f' Long Strike: {long_leg["Strike"]}, Type: {long_leg["Type"]}') print(f' Opening Price: {open_price}') -traded_strategies = set(trade["Strategy"] for _, trade in trade_data.iterrows()) - -backtest_data = backtest_results(date = trade_date) +backtest_data = backtest_results(symbol, strategy, trade_date) for _, backtest in backtest_data.iterrows(): - if backtest["Strategy"] in traded_strategies: - print(f'Backtest Entry Time: {backtest["Strategy"][-8:]}') + entry_time = str(backtest["Entry Time"])[-8:] + if entry_time in traded_entry_times: + print(f'Backtest Entry Time: {entry_time}') spreads = backtest['Spreads'] for spread in spreads: - legs = spread['legs'] - open_price = spread['open'] + legs = spread['Legs'] + open_price = spread['Open'] short_leg = legs[0] long_leg = legs[1] - print(f' Backtest Short Strike: {short_leg["strike"]}, Type: {short_leg["type"]}') - print(f' Backtest Long Strike: {long_leg["strike"]}, Type: {long_leg["type"]}') + print(f' Backtest Short Strike: {short_leg["Strike"]}, Type: {short_leg["Type"]}') + 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(datetime.combine(trade_date, datetime.min.time()))}') \ No newline at end of file