diff --git a/piker/pp.py b/piker/pp.py index bdd2fae0..1bf3580e 100644 --- a/piker/pp.py +++ b/piker/pp.py @@ -25,6 +25,7 @@ from contextlib import contextmanager as cm # from pprint import pformat import os from os import path +from math import copysign import re import time from typing import ( @@ -264,7 +265,7 @@ class Position(Struct): self.be_price = ( abs(size) * price # weight of current exec + - cost # transaction cost + copysign(1, size)*cost # transaction cost + self.be_price * abs(self.size) # weight of previous pp ) / abs(new_size)