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feat(account): make average notional position optional #17

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Merged
rodionlim merged 1 commit into from
Feb 13, 2026
Merged

feat(account): make average notional position optional #17

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5 changes: 4 additions & 1 deletion src/quantlib_st/systems/accounts/account_forecast.py
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Original file line number Diff line number Diff line change
Expand Up @@ -295,8 +295,8 @@ def pandl_for_instrument_forecast(

def pandl_for_position(
notional_position: pd.Series,
average_notional_position: pd.Series,
price: pd.Series,
average_notional_position: Optional[pd.Series] = None,
capital: float = ARBITRARY_FORECAST_CAPITAL,
fx=None,
daily_returns_volatility: Optional[pd.Series] = None,
Expand All @@ -305,6 +305,9 @@ def pandl_for_position(
roundpositions: bool = False,
value_per_point=ARBITRARY_VALUE_OF_PRICE_POINT,
) -> accountCurve:
if average_notional_position is None:
average_notional_position = pd.Series(1.0, index=price.index)

pandl_calculator = pandlCalculationWithSRCosts(
price,
SR_cost=SR_cost,
Expand Down