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minor: rename

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This commit is contained in:
Oleg Sheynin 2025-07-19 01:49:46 +00:00
parent c776c95d69
commit fb3dc68a1d
1 changed files with 9 additions and 9 deletions
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18
lib/pt_trading/trading_pair.py
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@ -376,16 +376,16 @@ class TradingPair:
open_trades = self.user_data_["open_trades"]
if len(open_trades) == 0:
return 0.0
def _stock_return(stock: str) -> float:
stock_open_trades = open_trades[open_trades["symbol"] == stock]
stock_sign = -1 if stock_open_trades["action"].iloc[0] == "SELL" else 1
stock_price = predicted_row[f"{self.price_column_}_{stock}"]
stock_return = stock_sign * (stock_price - stock_open_trades["price"].iloc[0]) / stock_open_trades["price"].iloc[0]
return float(stock_return)
def _single_instrument_return(symbol: str) -> float:
instrument_open_trades = open_trades[open_trades["symbol"] == symbol]
instrument_sign = -1 if instrument_open_trades["action"].iloc[0] == "SELL" else 1
instrument_price = predicted_row[f"{self.price_column_}_{symbol}"]
instrument_return = instrument_sign * (instrument_price - instrument_open_trades["price"].iloc[0]) / instrument_open_trades["price"].iloc[0]
return float(instrument_return)
stock_a_return = _stock_return(self.symbol_a_)
stock_b_return = _stock_return(self.symbol_b_)
return (stock_a_return + stock_b_return) * 100.0
instrument_a_return = _single_instrument_return(self.symbol_a_)
instrument_b_return = _single_instrument_return(self.symbol_b_)
return (instrument_a_return + instrument_b_return) * 100.0
return 0.0
def __repr__(self) -> str: