track_lot_profitability#
API documentation for tradeexecutor.visual.position.track_lot_profitability Python function.
- track_lot_profitability(df)[source]#
Tracks per-lot realised and unrealised profit and calculates weighted average return (%). Assumes FIFO matching for sells.
- Parameters:
- df (pd.DataFrame): Must contain columns:
‘quantity’: positive for buy, negative for sell
‘executed_price’: trade execution price
‘mark_price’: current market price for unrealised PnL
- Returns:
pd.DataFrame: Original dataframe + total_pnl and weighted_return_pct columns
- Parameters:
df (DataFrame) –
- Return type:
DataFrame