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Implement PNL and PNL% for inverse futures

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This commit is contained in:
Saleh Mir
2021-03-09 17:47:45 +01:00
parent e3bbd8a4fc
commit 7953fbc90b
1 changed files with 7 additions and 3 deletions
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10
jesse/models/Position.py
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@@ -80,7 +80,8 @@ class Position:
def roi(self) -> float:
"""
Return on Investment in percentage
More at: https://www.binance.com/en/support/faq/5b9ad93cb4854f5990b9fb97c03cfbeb
For futures: https://www.binance.com/en/support/faq/5b9ad93cb4854f5990b9fb97c03cfbeb
"""
return self.pnl / self.total_cost * 100
@@ -115,9 +116,12 @@ class Position:
if self.qty == 0:
return 0
diff = self.value - abs(self.entry_price * self.qty)
if self.exchange.type != 'inverse futures':
diff = self.value - abs(self.entry_price * self.qty)
return -diff if self.type == 'short' else diff
return -diff if self.type == 'short' else diff
# PNL = side * Qty * contract_multiplier * (1 / entry price - 1 / exit price)
return self.qty * self.exchange.contract_size * (1 / self.entry_price - 1 / self.current_price)
@property
def is_open(self) -> bool: