mirror of
https://github.com/KhizarImran/backtestingfx.git
synced 2026-07-27 20:17:44 +00:00
fn: added close_position to broker.rs
This commit is contained in:
@@ -18,6 +18,7 @@ impl Broker {
|
||||
|
||||
pub fn buy(&mut self, price: f64, lot_size: f64, timestamp: i64) { // needs to modify the broker with new position. (.push works with the Vec::)
|
||||
self.positions.push(Position {
|
||||
id: 0,
|
||||
entry_price: price,
|
||||
lot_size,
|
||||
is_long: true,
|
||||
@@ -27,6 +28,7 @@ impl Broker {
|
||||
|
||||
pub fn sell(&mut self, price: f64, lot_size: f64, timestamp: i64) { // needs to modify the broker with new position. (.push works with the Vec::)
|
||||
self.positions.push(Position {
|
||||
id : 0,
|
||||
entry_price: price,
|
||||
lot_size,
|
||||
is_long: false,
|
||||
@@ -34,6 +36,29 @@ impl Broker {
|
||||
});
|
||||
}
|
||||
|
||||
pub fn close_position (&mut self, id: u64, price:f64, timestamp:i64) {
|
||||
if let Some(index) = self.positions.iter().position(|p| p.id == id) {
|
||||
let position = self.positions.remove(index);
|
||||
|
||||
let pnl = if position.is_long {
|
||||
(price - position.entry_price) * position.lot_size
|
||||
} else {
|
||||
(position.entry_price - price) * position.lot_size
|
||||
};
|
||||
|
||||
self.cash += pnl;
|
||||
self.trade_history.push(Trade {
|
||||
entry_price: position.entry_price,
|
||||
lot_size: position.lot_size,
|
||||
is_long: position.is_long,
|
||||
pnl,
|
||||
entry_timestamp: position.entry_timestamp,
|
||||
exit_timestamp: timestamp,
|
||||
exit_price: price
|
||||
});
|
||||
}
|
||||
}
|
||||
|
||||
pub fn close_all (&mut self, price:f64, timestamp: i64) { // Instead of .push it uses drain to calculate the close all positions
|
||||
for position in self.positions.drain(..) {
|
||||
let pnl = if position.is_long {
|
||||
|
||||
@@ -10,6 +10,7 @@ pub struct Bar { // Initialises the interface for the bar
|
||||
|
||||
#[derive(Debug, Clone)]
|
||||
pub struct Position { // this is for the trading position
|
||||
pub id: u64,
|
||||
pub entry_price: f64,
|
||||
pub lot_size: f64,
|
||||
pub is_long: bool,
|
||||
|
||||
Reference in New Issue
Block a user