51 lines
1.7 KiB
Python
51 lines
1.7 KiB
Python
from database.backtest import backtest_results
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from database.procedures import backtest_profit, most_recent_trade_date
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from database.trades import trades
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symbol = 'SPX'
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strategy = '10 Delta Iron Condor'
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trade_date = most_recent_trade_date()
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print(f'Trade Date: {trade_date}')
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trade_data = trades(trade_date)
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traded_entry_times = set()
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for _, trade in trade_data.iterrows():
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entry_time = str(trade["Entry Time"])[-8:]
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print(f'Entry Time: {entry_time}')
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traded_entry_times.add(entry_time)
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spreads = trade['Spreads']
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for spread in spreads:
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legs = spread['Legs']
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open_price = spread['Open']
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# Assuming the first leg is always short and the second is long.
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short_leg = legs[0]
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long_leg = legs[1]
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print(f' Short Strike: {short_leg["Strike"]}, Type: {short_leg["Type"]}')
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print(f' Long Strike: {long_leg["Strike"]}, Type: {long_leg["Type"]}')
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print(f' Opening Price: {open_price}')
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backtest_data = backtest_results(symbol, strategy, trade_date)
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for _, backtest in backtest_data.iterrows():
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entry_time = str(backtest["Entry Time"])[-8:]
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if entry_time in traded_entry_times:
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print(f'Backtest Entry Time: {entry_time}')
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spreads = backtest['Spreads']
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for spread in spreads:
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legs = spread['Legs']
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open_price = spread['Open']
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short_leg = legs[0]
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long_leg = legs[1]
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print(f' Backtest Short Strike: {short_leg["Strike"]}, Type: {short_leg["Type"]}')
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print(f' Backtest Long Strike: {long_leg["Strike"]}, Type: {long_leg["Type"]}')
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print(f' Backtest Opening Price: {open_price}')
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print(f'Backtest Profit: {backtest_profit(trade_date)}') |