Drop `virt_cost: str` from df output
parent
94ebe1e87e
commit
a51a61090d
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@ -493,7 +493,7 @@ def ledger_to_dfs(
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]).with_columns([
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]).with_columns([
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pl.lit(0, dtype=pl.Utf8).alias('virt_cost'),
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# pl.lit(0, dtype=pl.Utf8).alias('virt_cost'),
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pl.lit(0, dtype=pl.Float64).alias('applied_cost'),
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pl.lit(0, dtype=pl.Float64).alias('applied_cost'),
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pl.lit(0, dtype=pl.Float64).alias('pos_ppu'),
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pl.lit(0, dtype=pl.Float64).alias('pos_ppu'),
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pl.lit(0, dtype=pl.Float64).alias('per_txn_pnl'),
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pl.lit(0, dtype=pl.Float64).alias('per_txn_pnl'),
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@ -516,6 +516,7 @@ def ledger_to_dfs(
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'expiry',
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'expiry',
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'bs_mktid',
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'bs_mktid',
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'etype',
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'etype',
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# 'is_enter',
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]),
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]),
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]).collect()
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]).collect()
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@ -576,7 +577,7 @@ def ledger_to_dfs(
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virt_costs = [cum_costs_size, cumcpu]
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virt_costs = [cum_costs_size, cumcpu]
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txn_cost = txn_cost + virt_cost
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txn_cost = txn_cost + virt_cost
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df[i, 'virt_cost'] = f'{-virt_cost} FROM {cumcpu}@{cum_costs_size}'
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# df[i, 'virt_cost'] = f'{-virt_cost} FROM {cumcpu}@{cum_costs_size}'
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# a cumulative mean of the price-per-unit acquired
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# a cumulative mean of the price-per-unit acquired
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# in the destination asset:
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# in the destination asset:
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@ -627,9 +628,9 @@ def ledger_to_dfs(
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cum_costs_size: float = last_cum_costs_size - abs(size)
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cum_costs_size: float = last_cum_costs_size - abs(size)
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virt_costs = [cum_costs_size, last_cpu]
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virt_costs = [cum_costs_size, last_cpu]
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df[i, 'virt_cost'] = (
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# df[i, 'virt_cost'] = (
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f'{-prev_virt_cost} FROM {last_cpu}@{cum_costs_size}'
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# f'{-prev_virt_cost} FROM {last_cpu}@{cum_costs_size}'
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)
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# )
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# the per-txn profit or loss (PnL) given we are
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# the per-txn profit or loss (PnL) given we are
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# (partially) "closing"/"exiting" the position via
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# (partially) "closing"/"exiting" the position via
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