Fix P/L calculations#29
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…recedence for short positions
Graeme22
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May 26, 2026
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Thanks for opening! I think a couple expressions are still incorrect. As you can see, I haven't had time to test the CLI very extensively 🥲
Correct order of ops Co-authored-by: Graeme Holliday <graeme.holliday@pm.me>
correct order of ops Co-authored-by: Graeme Holliday <graeme.holliday@pm.me>
Graeme22
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Total P/L for equity options and futures options was not multiplied by pos.quantity, positions with more than one contract showed per-contract P/L instead of total. Also fixed operator precedence in the equity and cryptocurrency (for completeness only at least at this time) P/L formulas where the direction multiplier m was only applied to the cost basis instead of the whole expression, producing incorrect values for short positions.
Follows up on #27 which fixed the related pnl_day and BWD calculations. Many thanks!