update net value calc code.

Author: florije4ex

demeter/gmx/market2.py

@@ -119,7 +119,7 @@ def get_market_balance(self) -> GmxV2Balance:
             # print('net_value', net_value)
 
             positionInfo = ReaderPositionUtils.getPositionInfo(pending_borrowing_time, position, collateralPrice, self._market_status.data, self.pool_config, self.pool)
-            print('executionPrice', positionInfo.executionPriceResult.executionPrice, 'longPrice', pool_data.longPrice, 'shortPrice', pool_data.shortPrice, 'pnlAfterPriceImpactUsd', positionInfo.pnlAfterPriceImpactUsd, 'totalCostAmount', positionInfo.fees.totalCostAmount)
+            # print('executionPrice', positionInfo.executionPriceResult.executionPrice, 'longPrice', pool_data.longPrice, 'shortPrice', pool_data.shortPrice, 'pnlAfterPriceImpactUsd', positionInfo.pnlAfterPriceImpactUsd, 'totalCostAmount', positionInfo.fees.totalCostAmount)
             net_value += Decimal(collateral_value + positionInfo.pnlAfterPriceImpactUsd - positionInfo.fees.totalCostAmount)
 
         return GmxV2Balance(

samples/data/arbitrum-GmxV2-0x70d95587d40a2caf56bd97485ab3eec10bee6336-2025-07-01.minute.csv

@@ -144,6 +144,8 @@ def on_bar(self, snapshot: Snapshot):
 if __name__ == "__main__":
     start_date = date(2023, 8, 14)
     end_date = date(2023, 8, 17)
+    # start_date = date(2025, 6, 1)
+    # end_date = date(2025, 7, 31)
     file_name = f"delta_hedging"
 
     market_key_uni = MarketInfo("uni")

samples/data/arbitrum-GmxV2-0x70d95587d40a2caf56bd97485ab3eec10bee6336-2025-07-02.minute.csv

@@ -57,7 +57,9 @@ def reset_funds(self):
         self.last_collect_fee0 += mb.base_uncollected
         self.last_collect_fee1 += mb.quote_uncollected
         market_uni.remove_all_liquidity()
-        for key, position in market_gmx.position_list.items():
+        import copy
+        position_list = copy.deepcopy(market_gmx.position_list)
+        for key, position in position_list.items():
             market_gmx.decrease_position(
                 initialCollateralToken=position.collateralToken,
                 initialCollateralDeltaAmount=position.collateralAmount,
@@ -116,8 +118,8 @@ def on_bar(self, snapshot: Snapshot):
 
 
 if __name__ == "__main__":
-    start_date = date(2025, 7, 1)
-    end_date = date(2025, 7, 2)
+    start_date = date(2025, 6, 1)
+    end_date = date(2025, 7, 31)
     file_name = f"delta_hedging_gmx_uni"
 
     market_key_uni = MarketInfo("uni")

samples/strategy-example/23_delta_hedging.py

@@ -15,6 +15,8 @@ class GmxV2PositionStrategy(Strategy):
     def initialize(self):
         increase_trigger = AtTimeTrigger(time=datetime(2025, 7, 1, 4, 55, 0), do=self.increase)
         decrease_trigger = AtTimeTrigger(time=datetime(2025, 7, 2, 16, 4, 0), do=self.decrease)
+        # increase_trigger = AtTimeTrigger(time=datetime(2025, 7, 9, 0, 43, 0), do=self.increase)
+        # decrease_trigger = AtTimeTrigger(time=datetime(2025, 7, 21, 15, 57, 0), do=self.decrease)
         self.triggers.append(increase_trigger)
         self.triggers.append(decrease_trigger)
         pass
@@ -39,6 +41,26 @@ def decrease(self, snapshot: Snapshot):
         )
         pass
 
+    # def increase(self, snapshot: Snapshot):
+    #     gmx_market: GmxV2Market = self.markets[market_key]
+    #     result = gmx_market.increase_position(
+    #         initialCollateralToken=pool.short_token,
+    #         initialCollateralDeltaAmount=22.108676,
+    #         sizeDeltaUsd=479.94141989558835,
+    #         isLong=True
+    #     )
+    #     pass
+    #
+    # def decrease(self, snapshot: Snapshot):
+    #     gmx_market: GmxV2Market = self.markets[market_key]
+    #     result = gmx_market.decrease_position(
+    #         initialCollateralToken=pool.short_token,
+    #         initialCollateralDeltaAmount=21.820694,
+    #         sizeDeltaUsd=479.94141989558835,
+    #         isLong=True
+    #     )
+    #     pass
+
 
 if __name__ == "__main__":
     usdc = TokenInfo(name="usdc", decimal=6, address='0xaf88d065e77c8cc2239327c5edb3a432268e5831')