groping equal positions that are sequential

[alessiaf12]

Hi everyone,
I need some information. It is possible to group sequential trades with same positions (long or short) in a single trade?

Esemple

It is possible group trades 0 and 1 (both short)? Or trades 71, 72, 73 in a single trade?

I hope I explained the matter enought.

Thanks to anyone who will answer :)

[alessiaf12]

Hey @kernc I really need your help!

[kernc]

You can write your own simple grouper in Python? Writing blocks of custom Python code somewhat exceeds free support I'm willing to provide here, but the way I'd do it is use itertools.groupby(), which doesn't by itself sort the items, with boolean
key=lambda x: x['Size'] > 0 (pseudo code). This should group successive entries with the same trade direction.