gregasmaximus/pnl

Granular Trade Profit and Loss Calculated using FIFO Method

pnl

Granular Trade Profit and Loss Calculated using FIFO Method

pnl's Issues

Drop new trades if duplicate

Need to avoid duplicating records if same statement is read more than once:

1. Check Order ID in new trades against Opening Order in open trades
2. Check Order ID in new trades against both Opening Order and Closing Order in closed trades
3. to accomplish, extract all three series, concatenate, us "in" keyword

Dangerously assmuming that all option multipliers are 100

The TOS csv import does not contain the option multiplier so I'm assuming that it is 100. This will silently cause errors is multiplier is not 100. This is the case for futures options or non-standard equity options (such as those resulting from a split)

See extract_trades() in tos.py