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16 lines
412 B
Python
16 lines
412 B
Python
import numpy as np
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import pandas as pd
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import plotly.graph_objects as go
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def get_pnl_trace(executors):
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pnl = [e.net_pnl_quote for e in executors]
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cum_pnl = np.cumsum(pnl)
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return go.Scatter(
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x=pd.to_datetime([e.close_timestamp for e in executors], unit="s"),
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y=cum_pnl,
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mode='lines',
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line=dict(color='gold', width=2, dash="dash"),
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name='Cumulative PNL'
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)
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