pnl

API documentation for tradeexecutor.strategy.pnl Python module in Trading Strategy.

Module description

Profit and Loss (PnL) calculation helperes for trading positions.

Classes

ProfitData

Different profit values for a trading position.

Functions

calculate_pnl(position[, end_at, ...])	Calculate the Profit and Loss (PnL) for a given trading position.
calculate_pnl_generic(position[, end_at, ...])	Handle different position types generically.