Factor cumsize sign to var

account_tests
Tyler Goodlet 2023-08-07 10:13:31 -04:00
parent eba6a77966
commit 85a38d057b
1 changed files with 3 additions and 2 deletions

View File

@ -649,11 +649,12 @@ def ledger_to_dfs(
if (
abs(cumsize) > 0 # non-exit-to-zero position txn
):
cumsize_sign: float = copysign(1, cumsize)
ledger_bep: float = (
(
(ppu * cumsize)
-
(last_ledger_pnl * copysign(1, cumsize))
(last_ledger_pnl * cumsize_sign)
) / cumsize
)
@ -671,7 +672,7 @@ def ledger_to_dfs(
(
(ppu * cumsize)
-
(last_pos_pnl * copysign(1, cumsize))
(last_pos_pnl * cumsize_sign)
) / cumsize
)