trade_count error and transaction price trace

[spickering-git]

http://149.56.126.25:28864/api/campaigns/series/?campaign=ZC_Bidirectional%20V3&starting_date=2017-03-08&end_date=2017-03-10&include_price=1

returns:

trade count = 0 but costs = -24
trades did go on but not showing up in this field

[alexveden]

Probably because I have 'trade_count': 0, hardcoded in the sources. Because it was a questionable feature, I can't extract number of trades from commission value. But I could extract number of contracts traded dividing commission value by 3 (default cost per contract).

[spickering-git]

@alexveden please review

Can you fill the trade_count then with the contracts/commissions?

Can we also have 2 columns with the model data analogous to the GMI data Real_Buys and Real_Sells?

in the notebook https://10.0.1.2:8888/notebooks/tools/All_Production_Campaign_Settlements.ipynb

Finally,
I am trying to track the difference between the model and the real trading that happened on 2017-03-09 and 2017-03-14 in the CL_Bidirectional V3 campaign and account CLX60129
https://10.0.1.2:8888/notebooks/tools/All_Production_Campaign_Settlements-CrudeAccount.ipynb
I would like to check and compare the transaction prices to see how much slippage there was. Can you please review and advise the best approach.

[alexveden]

I've added trade count, but unfortunately there is not way to separate But/Sell contracts in campaign report.

But I can create notebook for occasional use, #124 (comment)

[nikolas-joyce]

@spickering-git do you want a notebook for occasional use otherwise i will close this. thx

[spickering-git]

A notebook for occasional use would be helpful to trace discrepancies and slippage

[spickering-git]

@alexveden
this is still an issue, we just need to understand what is being displayed here.
if we make this call http://66.70.157.69:28864/api/campaigns/series/?campaign=ZC_Bidirectional%20V3&include_price=1

Can you please explain how the value for total_cost is calculated. We just need to be able to explain this.

[alexveden]

commission_dollars - means commission dollar value per option or future contract
total_costs - number contracts traded * commission_dollars
total_number_of_trades - count of days when non zero costs occurred