Money Counter
Portfolio analytics utilities
This is the beginning of a work in progress. I expect it will be in pretty good shape early in 2023 and then evolve from there.
This is a supporting package for a larger project I am working on and should be useful to others as is.
Installation
$ pip install moneycounter
Prerequisite Trades Data Frame
A trades dataframe has these columns:
columns = Index(['dt', 'q', 'p', 'cs', 't', 'a'], dtype='object')
It must be ordered by dt.
Where:
| Column | Description |
|---|---|
dt |
execution time as datetime.datetime |
q |
quantity traded, signed with negative as a sale |
p |
execution price |
cs |
contract size, typically 1.0 |
t |
ticker |
a |
account |
Example Calculations
from datetime import date
from moneycounter import pnl, realized_gains, wap_calc
# Calculate realized, unrealized and total pnl from trades dataframe.
realized, unrealized, total = pnl(df, price=price)
# Calculate weighted average price of open positions from trades data frame.
wap = wap_calc(df)
# Calculate realized gains from trades data frame.
realized = realized_gains(df)
$` \phi = c * Q * (p - p_wap) `$
1 maintainer
Release files for moneycounter 1.4.4
For a detailed explanation of source distributions (sdists) and built distributions (wheels), please see the package formats documentation.
Source distribution (sdist)
| File | Size | Uploaded | |
|---|---|---|---|
| moneycounter-1.4.4.tar.gz | 146.7 kB | Details |
Built distribution (wheel)
| File | Interpreter | ABI | Platform | Reset |
|---|---|---|---|---|
| moneycounter-1.4.4-py3-none-any.whl | Python 3 | none | any | Details |
Total release size: 152.2 kB
Release files / moneycounter-1.4.4.tar.gz
| Download URL | moneycounter-1.4.4.tar.gz |
|---|---|
| Size | 146.7 kB |
| Tags | Source |
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Release files / moneycounter-1.4.4-py3-none-any.whl
| Download URL | moneycounter-1.4.4-py3-none-any.whl |
|---|---|
| Size | 5.4 kB |
| Tags | Python 3 |
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