ProfitData#

API documentation for tradeexecutor.strategy.pnl.ProfitData Python class in Trading Strategy framework.

class ProfitData[source]#

Bases: object

Different profit values for a trading position.

__init__(profit_usd, profit_pct, profit_pct_annualised, realised_usd, unrealised_usd, duration)#
Parameters:
  • profit_usd (float) –

  • profit_pct (float) –

  • profit_pct_annualised (float) –

  • realised_usd (float | None) –

  • unrealised_usd (float | None) –

  • duration (timedelta) –

Return type:

None

Methods

__init__(profit_usd, profit_pct, ...)

is_loss()

is_win()

Attributes

profit_usd

profit_pct

profit_pct_annualised

realised_usd

unrealised_usd

duration

__init__(profit_usd, profit_pct, profit_pct_annualised, realised_usd, unrealised_usd, duration)#
Parameters:
  • profit_usd (float) –

  • profit_pct (float) –

  • profit_pct_annualised (float) –

  • realised_usd (float | None) –

  • unrealised_usd (float | None) –

  • duration (timedelta) –

Return type:

None