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-rw-r--r--services/portfolio-manager/src/portfolio_manager/pnl.py21
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diff --git a/services/portfolio-manager/src/portfolio_manager/pnl.py b/services/portfolio-manager/src/portfolio_manager/pnl.py
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+++ b/services/portfolio-manager/src/portfolio_manager/pnl.py
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+"""PnL calculation functions for the portfolio manager."""
+from decimal import Decimal
+
+
+def calculate_unrealized_pnl(
+ quantity: Decimal,
+ avg_entry_price: Decimal,
+ current_price: Decimal,
+) -> Decimal:
+ """Calculate unrealized PnL for an open position."""
+ return quantity * (current_price - avg_entry_price)
+
+
+def calculate_realized_pnl(
+ buy_price: Decimal,
+ sell_price: Decimal,
+ quantity: Decimal,
+ fee: Decimal = Decimal("0"),
+) -> Decimal:
+ """Calculate realized PnL for a completed trade."""
+ return quantity * (sell_price - buy_price) - fee