edgeyopt/execution/trade.py

'''
'''

class Trade:
    '''
    '''
    
    LONG = 1
    SHORT = 2

    def __init__(self, entry_price, exit_price, entry_bar, exit_bar, direction = LONG):
        '''
        Constructor
        '''
        
        self.direction = direction
        self.entry_price = entry_price
        self.exit_price = exit_price
        self.entry_bar = entry_bar
        self.exit_bar = exit_bar
        
        
    def pnl(self):
        if self.direction == Trade.LONG:
            return self.exit_price - self.entry_price
        else:
            return self.entry_price - self.exit_price
        
    def pnl_percentage(self):
        if self.direction == Trade.LONG:
            return (self.exit_price - self.entry_price) / self.entry_price * 100 
        else:
            return (self.entry_price - self.exit_price) / self.entry_price * 100