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33 lines
847 B
33 lines
847 B
''' |
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''' |
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class Trade: |
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''' |
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''' |
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LONG = 1 |
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SHORT = 2 |
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def __init__(self, entry_price, exit_price, entry_bar, exit_bar, direction = LONG): |
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''' |
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Constructor |
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''' |
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self.direction = direction |
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self.entry_price = entry_price |
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self.exit_price = exit_price |
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self.entry_bar = entry_bar |
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self.exit_bar = exit_bar |
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def pnl(self): |
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if self.direction == Trade.LONG: |
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return self.exit_price - self.entry_price |
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else: |
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return self.entry_price - self.exit_price |
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def pnl_percentage(self): |
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if self.direction == Trade.LONG: |
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return (self.exit_price - self.entry_price) / self.entry_price * 100 |
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else: |
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return (self.entry_price - self.exit_price) / self.entry_price * 100 |