Can my strategy query its own P/L info?

jd861983

I'm working on something akin to a genetic algorithm, and the most obvious fitness function is my strategy's own P/L data. Is there an easy way I can query this inside the on_strategy_finish() event?

jd861983

Never mind. I think I figured that part out.

ptunney

account.account_id                            Account Id
account.buying_power                          Buying Power
account.entry_pl                              Entry P&L
account.mtm_pl                                MTM P&L
account.open_capital_long                     Open Capital Long
account.open_capital_short                    Open Capital Short
account.pending_capital_long                  Capital Long
account.pending_capital_short                 Capital Short
account.[self.symbol].pending.capital_long    Capital Long
account.[self.symbol].pending.capital_short   Capital Short
account.[self.symbol].pending.count_long      Count of long orders
account.[self.symbol].pending.count_short     Count of short orders
account.[self.symbol].pending.shares_long     Shares Long
account.[self.symbol].pending.shares_short    Shares Short
account.[self.symbol].position.capital_long   Capital Long
account.[self.symbol].position.capital_short  Capital Short
account.[self.symbol].position.entry_price    Entry Price
account.[self.symbol].position.mtm_price      MTM Price
account.[self.symbol].position.shares         Position Shares
account.[self.symbol].realized_pl.entry_pl    Realized Entry P&L
account.[self.symbol].realized_pl.mtm_pl      Realized MTM P&L