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IB FlexStatement to PyFolio bridge

Project description

docker build docker pulls license


Python Package & Docker image to fetch Flex Statements from Interactive Brokers and convert it into PyFolio compatible data structures.


$ docker run -v $(pwd)/workdir:/workdir xridge/flexfolio:latest fetch_statement IB_API_KEY QUERY_ID /workdir/flex_report.xml
2019-04-06 16:23:17,097 - flexfolio.cli - INFO - Requesting statement
2019-04-06 16:23:17,770 - flexfolio.cli - INFO - Downloading statement

$ docker run -v $(pwd)/workdir:/workdir xridge/flexfolio:latest statement_to_pyfolio --output-format hdf5 /workdir/flex_report.xml /workdir
2019-04-06 16:24:42,153 - flexfolio.cli - INFO - Storing returns to /workdir/flex_report-returns.hdf5
2019-04-06 16:24:57,202 - flexfolio.cli - INFO - Storing positions to /workdir/flex_report-positions.hdf5
2019-04-06 16:24:57,280 - flexfolio.cli - INFO - Storing transactions to /workdir/flex_report-transactions.hdf5

Project details

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