http://code.activestate.com/recipes/tags/trading/2015-02-10T13:34:48-08:00ActiveState Code Recipes2015-02-10T13:34:48-08:00alexander bakerhttp://code.activestate.com/recipes/users/4166679/http://code.activestate.com/recipes/579024-simple-fifo-trading-model-for-pnl/

<p style="color: grey"> Python recipe 579024 by <a href="/recipes/users/4166679/">alexander baker</a> (<a href="/recipes/tags/analysis/">analysis</a>, <a href="/recipes/tags/pnl/">pnl</a>, <a href="/recipes/tags/trading/">trading</a>). Revision 2. </p> <p>Simple approach to calculating FIFO pnl.</p>