Track drawdown for each position #311
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sli-tao
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jbonilla-tao,
taoshidev1 and
trdougherty
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trdougherty
approved these changes
Aug 7, 2024
jbonilla-tao
reviewed
Aug 7, 2024
| for hotkey, positions in hotkey_to_positions.items(): | ||
| for p in positions: | ||
| p.rebuild_position_with_updated_orders() | ||
| self.save_miner_position_to_disk(p, delete_open_position_if_exists=False) |
jbonilla-tao
reviewed
Aug 8, 2024
| # calculate_drawdown | ||
| self.max_return = max(self.max_return, self.return_at_close) | ||
| self.drawdown = 1.0 + ((self.return_at_close - self.max_return) / self.max_return) | ||
| self.mdd = min(self.mdd, self.drawdown) |
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this code should go in the set_returns function so these values get updated in mdd_checker periodically.
sli-tao
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Taoshi Pull Request
Description
Add drawdown attribute to position
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