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slippage_analysis.py
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28
slippage_analysis.py
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import datetime
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from database.trades import trades
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def average_slippage(date: datetime):
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trade_records = trades(date)
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slippages = []
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for spreads in trade_records['Spreads']:
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for spread in spreads:
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if 'Entry Slippage' in spread:
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slippages.append(spread['Entry Slippage'])
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if slippages:
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average_slippage = sum(slippages) / len(slippages)
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return average_slippage
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else:
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return None
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if __name__ == "__main__":
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target_date = datetime.date(2024, 2, 23)
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average_slippage = average_slippage(target_date)
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if average_slippage is not None:
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print(f"{target_date} Average Entry Slippage: {average_slippage}")
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else:
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print(f"No trades found for {target_date}.")
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