Assign pnl calc output for use when debugging
parent
bc7fe6114d
commit
414866fc6b
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@ -41,7 +41,11 @@ from ._anchors import (
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pp_tight_and_right, # wanna keep it straight in the long run
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pp_tight_and_right, # wanna keep it straight in the long run
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gpath_pin,
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gpath_pin,
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)
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)
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from ..calc import humanize, pnl, puterize
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from ..calc import (
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humanize,
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pnl,
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puterize,
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)
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from ..clearing._allocate import Allocator
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from ..clearing._allocate import Allocator
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from ..pp import Position
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from ..pp import Position
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from ..data._normalize import iterticks
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from ..data._normalize import iterticks
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@ -105,6 +109,7 @@ async def update_pnl_from_feed(
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# period = now - last_tick
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# period = now - last_tick
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for sym, quote in quotes.items():
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for sym, quote in quotes.items():
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# print(f'{key} PnL: sym:{sym}')
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# TODO: uggggh we probably want a better state
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# TODO: uggggh we probably want a better state
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# management then this sincce we want to enable
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# management then this sincce we want to enable
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@ -113,6 +118,10 @@ async def update_pnl_from_feed(
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if sym != key:
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if sym != key:
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continue
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continue
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# watch out for wrong quote msg-data if you muck
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# with backend feed subs code..
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# assert sym == quote['fqsn']
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for tick in iterticks(quote, types):
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for tick in iterticks(quote, types):
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# print(f'{1/period} Hz')
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# print(f'{1/period} Hz')
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@ -125,14 +134,17 @@ async def update_pnl_from_feed(
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else:
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else:
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# compute and display pnl status
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# compute and display pnl status
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# print(f'formatting PNL {sym}: {quote}')
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pnl_val = (
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order_mode.pane.pnl_label.format(
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copysign(1, size)
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pnl=copysign(1, size) * pnl(
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*
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# live.ppu,
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pnl(
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order_mode.current_pp.live_pp.ppu,
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# live.ppu,
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tick['price'],
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order_mode.current_pp.live_pp.ppu,
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),
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tick['price'],
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)
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)
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)
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# print(f'formatting PNL {sym} => {pnl_val}')
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order_mode.pane.pnl_label.format(pnl=pnl_val)
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# last_tick = time.time()
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# last_tick = time.time()
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finally:
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finally:
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