flexfolio 1.0.3

IB FlexStatement to PyFolio bridge

flexfolio

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

Usage

$ 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

License

Copyright (c) 2019 xridge.io

Licensed under the Apache License, Version 2.0 (the “License”); you may not use this file except in compliance with the License. You may obtain a copy of the License at

Apache License Version 2.0

Unless required by applicable law or agreed to in writing, software distributed under the License is distributed on an “AS IS” BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. See the License for the specific language governing permissions and limitations under the License.