calculate_lot_level_pnl_fifo#

API documentation for tradeexecutor.visual.position.calculate_lot_level_pnl_fifo Python function.

calculate_lot_level_pnl_fifo(df)[source]#

Calculate lot-level realised and unrealised profit using FIFO method.

Parameters: df (pd.DataFrame): A DataFrame containing:

‘quantity’: Positive for buy, negative for sell

‘executed_price’: Price at which trade executed

‘mark_price’: Market price at that timestamp

Returns: pd.DataFrame: With additional columns for:

‘realised_profit’

‘unrealised_profit’

‘total_profit’

‘total_return_pct’