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