Final Step: Profit & Loss Calculation

In this final step, this code snippet will calculate the P&L for the specified token over the specified time period. You can modify the code to calculate the P&L for multiple tokens, different time periods, or to use a different P&L calculation formula.

1. Import the necessary libraries:

import pandas as pd

2. Get the final and initial balance from the combined_df DataFrame:

final_balance=Balances[0]
initial_balance = Balances.tail(1).values[0]

3. Get the initial and final price from the trade_earliest and trade_latest DataFrames:

initial_price=trade_earliest['Trade'][0]['Price']
final_price=trade_latest['Trade'][0]['Price']

4. Convert the string values to floats:

initial_balance = float(initial_balance)
final_balance = float(final_balance)
initial_price = float(initial_price)
final_price = float(final_price)

5. Calculate the change in balance and change in price:

change_in_balance = final_balance - initial_balance
change_in_price = final_price - initial_price

6. Calculate the P&L:

pnl = change_in_balance * change_in_price

7. Print the change in balance and P&L:

print("change_in_balance ",change_in_balance)
if pnl>0:
    print("Profit",pnl)
else:
    print("Loss",pnl)