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discountry
a629bc940c
- Introduced `normalizeEnvValue` function to improve handling of environment variable values, including trimming, unquoting, and stripping inline comments. - Updated `resolveSymbolFromEnv` and parsing functions to utilize the new normalization logic. - Added `validateAccountSnapshotForSymbol` function to validate account snapshots, ensuring numeric fields are correctly formatted and flagging any issues. - Implemented tests for environment variable parsing and account snapshot validation to ensure robustness and correctness.
37 lines
1.3 KiB
TypeScript
37 lines
1.3 KiB
TypeScript
import type { PositionSnapshot } from "./strategy";
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export function computePositionPnl(
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position: PositionSnapshot,
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bestBid?: number | null,
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bestAsk?: number | null
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): number {
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const priceForPnl = position.positionAmt > 0 ? bestBid : bestAsk;
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if (!Number.isFinite(priceForPnl as number)) return 0;
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const absAmt = Math.abs(position.positionAmt);
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return position.positionAmt > 0
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? ((priceForPnl as number) - position.entryPrice) * absAmt
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: (position.entryPrice - (priceForPnl as number)) * absAmt;
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}
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export function computeStopLossPnl(
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position: PositionSnapshot,
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bestBid?: number | null,
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bestAsk?: number | null
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): number | null {
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const absAmt = Math.abs(position.positionAmt);
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if (!Number.isFinite(absAmt) || absAmt <= 0) return 0;
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// If entry price is missing, prefer the exchange-provided unrealized PnL.
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if (!Number.isFinite(position.entryPrice) || position.entryPrice <= 0) {
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return Number.isFinite(position.unrealizedProfit) ? position.unrealizedProfit : null;
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}
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const priceForPnl = position.positionAmt > 0 ? bestBid : bestAsk;
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if (!Number.isFinite(priceForPnl as number) || (priceForPnl as number) <= 0) {
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return Number.isFinite(position.unrealizedProfit) ? position.unrealizedProfit : null;
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}
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return computePositionPnl(position, bestBid, bestAsk);
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}
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