Comments (1)
jiripik
commented on August 16, 2024
Hello:
Thank you for your question.
The issue is more complex:
- you want to calculate the PnL using the original trade prices
- the presented algorithm for calculation of PnL is overcomplex, for sure, and it should be considered a mere approximation of the real PnL
- you cannot remove the sell_sum_qty from the formula since then it would be considered twice in the calculations - see the line 104 and 106
- See the comment "# long position and some sell trades have been made against it, close that amount based on how much was sold against this long position"
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