def calculate_properties()

in src/backend/domain/services/steps/calculate_trading.py [0:0]

• 52 lines of code
• 8 McCabe index (conditional complexity)

    def calculate_properties(apply_execution_cost: bool = False):
        total_size = quantity + trading_stats_by_symbol[s]["total_size"][check_idx]
        quote_ccy_value = total_size * array_close_price_by_symbol[s][idx]
        acct_ccy_value = quote_ccy_value / array_fx_rates[fx_rate_symbol_by_symbol[s]][idx]
        buy_alert = quantity > 1e-10
        sell_alert = quantity < -1e-10
        if apply_execution_cost:
            base_price = list_trade_fill_price_by_symbol[s][idx]
            execution_cost = (
                (base_price + abs(base_price) * session_dict["execution_cost_bps"] / 10000)
                if buy_alert
                else ((base_price - abs(base_price) * session_dict["execution_cost_bps"] / 10000) if sell_alert else 0.0)
            )
            quote_ccy_cost = -quantity * execution_cost
        else:
            quote_ccy_cost = -quantity * list_trade_fill_price_by_symbol[s][idx]
        acct_ccy_cost = quote_ccy_cost / array_fx_rates[fx_rate_symbol_by_symbol[s]][idx]
        quote_ccy_total_cost = quote_ccy_cost + trading_stats_by_symbol[s]["quote_ccy_total_cost"][check_idx]
        acct_ccy_total_cost = acct_ccy_cost + trading_stats_by_symbol[s]["acct_ccy_total_cost"][check_idx]
        quote_ccy_pnl = quote_ccy_total_cost + quote_ccy_value
        if apply_dividends:
            cur_dividends = total_size * array_dividends_by_symbol[s][idx] if s in array_dividends_by_symbol else 0.0
            cum_dividends = trading_stats_by_symbol[s]["cum_dividends"][check_idx] + cur_dividends
            quote_ccy_pnl += cum_dividends
        quote_ccy_day_pnl = quote_ccy_pnl - trading_stats_by_symbol[s]["quote_ccy_pnl"][check_idx]
        acct_ccy_pnl = acct_ccy_total_cost + acct_ccy_value
        if apply_dividends:
            acct_ccy_cum_dividends = (
                trading_stats_by_symbol[s]["acct_ccy_cum_dividends"][check_idx]
                + cur_dividends / array_fx_rates[fx_rate_symbol_by_symbol[s]][idx]
            )
            acct_ccy_pnl += acct_ccy_cum_dividends
        acct_ccy_day_pnl = acct_ccy_pnl - trading_stats_by_symbol[s]["acct_ccy_pnl"][check_idx]
        properties = {
            "quote_ccy_cost": quote_ccy_cost,
            "acct_ccy_cost": acct_ccy_cost,
            "quote_ccy_total_cost": quote_ccy_total_cost,
            "acct_ccy_total_cost": acct_ccy_total_cost,
            "total_size": total_size,
            "quote_ccy_value": quote_ccy_value,
            "acct_ccy_value": acct_ccy_value,
            "quote_ccy_pnl": quote_ccy_pnl,
            "quote_ccy_day_pnl": quote_ccy_day_pnl,
            "acct_ccy_pnl": acct_ccy_pnl,
            "acct_ccy_day_pnl": acct_ccy_day_pnl,
            "buy_alert": buy_alert,
            "sell_alert": sell_alert,
        }
        if apply_dividends:
            properties["cum_dividends"] = cum_dividends
            properties["acct_ccy_cum_dividends"] = acct_ccy_cum_dividends
        return properties