pikers
/
piker
3
0
Fork 0
Code Issues 5 Pull Requests 7 Packages Projects Releases Wiki Activity

Use pnl calc in order mode (i.e. no x100%)

fsp_feeds
Tyler Goodlet 2021-08-30 17:44:48 -04:00
parent 4247f28e04
commit 30dfcc4530
1 changed files with 11 additions and 17 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

28
piker/ui/order_mode.py
View File

@ -33,7 +33,7 @@ import tractor
import trio import trio
from .. import brokers from .. import brokers
from ..calc import percent_change from ..calc import pnl
from ..clearing._client import open_ems, OrderBook from ..clearing._client import open_ems, OrderBook
from ..data._source import Symbol from ..data._source import Symbol
from ..data._normalize import iterticks from ..data._normalize import iterticks
@ -587,14 +587,11 @@ async def open_order_mode(
# compute and display pnl status immediately # compute and display pnl status immediately
mode.pane.pnl_label.format( mode.pane.pnl_label.format(
pnl=round( pnl=copysign(1, size) * pnl(
copysign(1, size) * percent_change( live_pp.avg_price,
live_pp.avg_price, # last historical close price
# last historical close price feed.shm.array[-1][['close']][0],
feed.shm.array[-1][['close']][0], ),
),
ndigits=2,
)
) )
# spawn updater task # spawn updater task
@ -682,7 +679,7 @@ async def display_pnl(
for sym, quote in quotes.items(): for sym, quote in quotes.items():
for tick in iterticks(quote, types): for tick in iterticks(quote, types):
# print(f'{1/period} Hz') print(f'{1/period} Hz')
size = live.size size = live.size
@ -696,13 +693,10 @@ async def display_pnl(
else: else:
# compute and display pnl status # compute and display pnl status
order_mode.pane.pnl_label.format( order_mode.pane.pnl_label.format(
pnl=round( pnl=copysign(1, size) * pnl(
copysign(1, size) * percent_change( live.avg_price,
live.avg_price, tick['price'],
tick['price'], ),
),
ndigits=2,
)
) )
last_tick = time.time() last_tick = time.time()