Merge branch 'master' of github.com:tradingstrategy-ai/trade-executor

tradingstrategy-ai · Feb 3, 2025 · 2dbb905 · 2dbb905
2 parents ac5d8fe + 0c0918e
commit 2dbb905
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Showing 3 changed files with 16 additions and 7 deletions.
diff --git a/tests/enzyme/test_enzyme_redeem.py b/tests/enzyme/test_enzyme_redeem.py
@@ -232,8 +232,8 @@ def test_enzyme_redeem_open_position(
     assert len(state.portfolio.open_positions[1].balance_updates) == 1
 
     reserve = state.portfolio.get_default_reserve_position()
-    assert position.get_value() == pytest.approx(100)
+    assert position.get_value() == pytest.approx(50)
     assert reserve.get_value() == pytest.approx(200)
-    assert state.portfolio.calculate_total_equity() == pytest.approx(300)
+    assert state.portfolio.calculate_total_equity() == pytest.approx(250)
 
 
diff --git a/tests/legacy/test_repair_trade_missing_tx.py b/tests/legacy/test_repair_trade_missing_tx.py
@@ -53,8 +53,8 @@ def test_repair_trade_missing_tx(
     assert pos.trades[8].is_missing_blockchain_transactions()
     assert len(pos.trades) == 4
 
-    assert pos.get_value() == pytest.approx(2831.946809553303)
-    assert portfolio.calculate_total_equity() == pytest.approx(4062.6783229397383)
+    assert pos.get_value() == pytest.approx(2822.223554)
+    assert portfolio.calculate_total_equity() == pytest.approx(4049.33755226)
 
     repair_trades = repair_tx_not_generated(state, interactive=False)
     assert len(repair_trades) == 7  # 7 repairs across two positions
@@ -68,5 +68,5 @@ def test_repair_trade_missing_tx(
 
     assert len(pos.trades) == 7  # 4 original + 3 repairs added
 
-    assert pos.get_value() == pytest.approx(2831.946809553303)
-    assert portfolio.calculate_total_equity() == pytest.approx(4062.6783229397383)
+    assert pos.get_value() == pytest.approx(2822.223554)
+    assert portfolio.calculate_total_equity() == pytest.approx(4049.33755226)
diff --git a/tradeexecutor/state/position.py b/tradeexecutor/state/position.py
@@ -733,7 +733,16 @@ def calculate_value_using_price(
 
         reserve_quantity = sum([t.get_equity_for_reserve() for t in self.trades.values() if t.is_accounted_for_equity()])
 
-        return float(token_quantity) * token_price + float(reserve_quantity) * reserve_price
+        direct_balance_updates = self.get_base_token_balance_update_quantity()
+
+        value = float(token_quantity) * token_price + float(reserve_quantity) * reserve_price
+
+        if self.is_short():
+            value -= float(direct_balance_updates) * token_price
+        else:
+            value += float(direct_balance_updates) * token_price
+
+        return value
 
     def get_equity(self) -> USDollarAmount:
         """Get equity tied to this position.