INNER CODE UNIT · Python
get_profit
5ymph0en1x/SyDOM · sydom.py:195
def get_profit(instr_bmex):
naming = str(instr_bmex) + '_position.csv'
try:
open(naming)
except Exception as e:
return None
df = pd.read_csv(naming)
base = df['price'].iloc[0]
if df['direction'].iloc[0] == 'long':
profit = df['size'].iloc[0] * (1/base - 1/get_bid(0)) * get_bid(0)
return profit
elif df['direction'].iloc[0] == 'short':
profit = df['size'].iloc[0] * (1/base - 1/get_ask(0)) * get_ask(0)
return profit
else:
return 0