Fix Day P/L and BWD calculations for option spreads#27
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- Add position direction multiplier (m) to all pnl_day calculations - Fix BWD calculation to use underlying stock price instead of option mark price Fixes incorrect Day P/L signs for short positions and inflated BWD values.
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Thanks! Let me test this tomorrow when the market is open, sometimes the prices are weird after hours. |
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Issue
The new
tt pf positionscommand added in v1.0.0 shows incorrect Day P/L and Beta Weighted Delta values for vertical spreads.What was wrong
Changes
Testing
Tested with real option spreads and compared output to Tastytrade website. Values now match within normal market fluctuation range. There might be issues with other position types that I don't use.