''' ''' 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