33 lines
1.1 KiB
Python
33 lines
1.1 KiB
Python
import datetime
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from database.trades import trades
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def average_slippage(date: datetime.date):
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trade_records = trades(date)
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entry_slippages = []
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exit_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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entry_slippages.append(spread['Entry Slippage'])
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if 'Exit Slippage' in spread:
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exit_slippages.append(spread['Exit Slippage'])
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average_entry_slippage = sum(entry_slippages) / len(entry_slippages) if entry_slippages else None
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average_exit_slippage = sum(exit_slippages) / len(exit_slippages) if exit_slippages else None
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return average_entry_slippage, average_exit_slippage
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if __name__ == '__main__':
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target_date = datetime.date(2024, 2, 27)
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entry_slippage, exit_slippage = average_slippage(target_date)
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if entry_slippage is not None:
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print(f'Average Entry Slippage: {entry_slippage}')
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if exit_slippage is not None:
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print(f'Average Exit Slippage: {exit_slippage}')
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else:
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print(f'No trades found for {target_date}.') |