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m5l14i11 committed Apr 30, 2024
1 parent a6320fd commit c051a8a
Showing 1 changed file with 1 addition and 1 deletion.
2 changes: 1 addition & 1 deletion portfolio/_service.py
Original file line number Diff line number Diff line change
Expand Up @@ -79,7 +79,7 @@ async def handle_close_positon(self, event: PositionClosed):
+ f"cagr={round(performance.cagr * 100, 2)}%, return={round(performance.expected_return * 100, 2)}%, volatility={round(performance.ann_volatility * 100, 2)}%, "
+ f"smart_sharpe={round(performance.smart_sharpe_ratio, 4)}, smart_sortino={round(performance.smart_sortino_ratio, 4)}, "
+ f"skew={round(performance.skew, 2)}, kurtosis={round(performance.kurtosis, 2)}, omega={round(performance.omega_ratio, 2)}, upi={round(performance.upi, 2)}, "
+ f"pnl={round(performance.total_pnl, 4)}, fee={round(performance.total_fee, 4)}"
+ f"max_dd={round(performance.max_drawdown * 100, 2)}%, pnl={round(performance.total_pnl, 4)}, fee={round(performance.total_fee, 4)}"
)

await self.dispatch(
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