any idea how can I implement my spread in adjust_sl_func_nb or if there is any other option?

[FCNealVillangca]

in my data there is a spread each rows. I was thinking to calculate this in no_adjust_sl_func_nb and no_adjust_tp_func_nb but I don't know if the entry is long or short so I'm having a hard time to calculate the spread.

current code is

import vectorbt as vbt
import pandas as pd
from numba import njit
data = pd.read_csv('EURJPY.csv')
data.set_index('time', inplace=True)
fast_ma = vbt.MA.run(data['close'], 10, short_name='fast MA')
slow_ma = vbt.MA.run(data['close'], 50, short_name='fast MA')
long_entries = fast_ma.ma_crossed_above(slow_ma)
short_entries = fast_ma.ma_crossed_below(slow_ma)


@njit
def adjust_sl_func_nb(c, *args):
    """Placeholder function that returns the initial stop-loss value and trailing flag."""
    return c.curr_stop, c.curr_trail


pf = vbt.Portfolio.from_signals(
    data['close'],
    entries=long_entries,
    short_entries=short_entries,
    sl_stop=.05,
    upon_opposite_entry='close',
    adjust_sl_func_nb=adjust_sl_func_nb,
    freq='15min'
)
print(pf.stats())