Welcome to Pyfolio Performance’s documentation!

Installation can be done through pip install pyfolio-performance or via Github.

API

In the following, we have the documentation of the library’s classes.

Portfolio

class pyfolio_performance.Portfolio(filename)[source]

The main class to parse and access different aspects of a portfolio stored in a XML file.

Uses the XML file created by portfolio performance.

Parameters:: filename (str) – The path of the XML file to parse.

evaluateCluster(clusters, fn_filter, fn_getClusterId, fn_aggregation)[source]

Evaluates all transactions of the portfolio as follows. Every transaction that is successfully filtered by fn_filter, gets put in a cluster through fn_getClusterId. The objects in the cluster are aggregated through the fn_aggregation function.

Parameters:

clusters (dict(object) / {k->v}) – The overall clusters.
fn_filter (function(transaction) -> bool) – Filter function. An entry needs to pass the filter with True to be considered.
fn_getClusterId (function({k->v}, Transaction) -> k) – Given the cluster and the transaction, this method gives the key to the cluster the transaction belongs to.
fn_aggregation (function(v, Transaction) -> v) – The aggregation function that combines cluster values. This updates the cluster itself at the position cluster-id for every considered transaction.

Returns:

Nothing is returned.

Type:

None

getAccounts()[source]

Returns the list of Account objects in the portfolio.

Returns:: The extracted Account list.
Type:: list(Account)

getDepots()[source]

Returns the list of Depot objects in the portfolio.

Returns:: The extracted Depot list.
Type:: list(Depot)

getInvestmentInto(security, before=None)[source]

Computes how much is invested into a specific security before a given date. If no date is given, the total investment is calculated.

Returns:: value in cents of investement
Type:: int

getSecurities()[source]: Returns the list of all unique securities in any depot. :return: The list. :type: list(Security)

getShares(theSecurity)[source]

Returns the number of shares that the given security objects has in the portfolio overall.

Parameters:: theSecurity (Security) – The security queried.
Returns:: The number of shares in all depots summed up.
Type:: float

getTotalTransactions()[source]

Returns the list of all transactions in the portfolio across all depots and accounts.

Returns:: The extracted transaction list.
Type:: list(Transaction)

Account

class pyfolio_performance.Account[source]

The class that manages a money account and its transactions.

getBalance()[source]

Returns:: Balance of the account in cents.
Type:: int

getName()[source]

Returns:: Name of the account.
Type:: str

getTransactions()[source]

Returns:: list of transactions in the account.
Type:: list(Transaction)

Depot

class pyfolio_performance.Depot(name, xml)[source]

The class that manages a depot and its transactions.

static getDepotByName(name)[source]

If no such Depot exists, it returns an empty depot with the name. If it exists, it returns the corresponding Depot.

Param:: Name of the depot that should be returned
Type:: str
Returns:: Existing or new Depot
Type:: Depot

getName()[source]

Returns:: Name of the depot.
Type:: str

getSecurities()[source]

Returns:: Mapping of currently Securities to the number of contained shares
Type:: dict(Security -> float)

getTransactions()[source]

Returns:: list of transactions in the depot.
Type:: list(Transaction)

Security

class pyfolio_performance.Security(xml)[source]

A class that manages securities.

getMostRecentValue()[source]

Returns:: Current security price from the file in Euro.
Type:: float

getName() → str[source]

Returns:: Name of the security
Type:: str

static getSecurityByIsin(isin)[source]

Param:: Isin of security that should be returned.
Type:: str
Returns:: existing security object or None
Type:: Security

static getSecurityByName(name)[source]

Param:: Name of security that should be returned.
Type:: str
Returns:: existing security object or None
Type:: Security

static getSecurityByWkn(wkn)[source]

Param:: Wkn of security that should be returned.
Type:: str
Returns:: existing security object or None
Type:: Security

Portfolio Performance Object

class pyfolio_performance.PortfolioPerformanceObject[source]

Base class for most objects in the library. Offers basic functionality needed, such as: - cache of already parsed objects, - resolution of objects that are defined by references, - general parsing methods.

classmethod getObjectByAttribute(attr, value)[source]

Note it only works if there is a single object for the attribute and the value. For example, we can ask for the attribute isin of a security with the value DE0005190003 leading to BMW.

Parameters:

attr (str) – the attribute we are looknig for
value (str) – the value the attribute should have

Returns:

the store object for the value

Type:

object

classmethod parse(root, xml)[source]

This methods parses portfolio performance objects. It returns the parsed result of the referenced xml.

Parameters:

root (xml) – Root of the parsing, in case it is needed to resolve references.
xml (xml) – Object to be parsed.

Returns:

Parsed object.

Type:

Subclass of PortfolioPerformanceObject

classmethod parseByReference(root, reference)[source]

This methods resolves the attribute referenced. It returns the parsed result of the referenced xml.

Parameters:

root (xml) – Root from where the reference is searched in the XML.
reference (str) – Encoding of the reference

Returns:

Parsed object.

Type:

Subclass of PortfolioPerformanceObject

Date Object

class pyfolio_performance.DateObject(dateStr)[source]

Represents a data of a transaction.

Parameters:: dateStr – Date string as used by portfolio performance in the XML.

getDay()[source]

Returns:: Returns the day in the month of the date.
Type:: int

getMonth()[source]

Returns:: Returns the month of the date.
Type:: int

getOrderValue()[source]: Used to order dates. Gives a comparable int s.t. getOrderValue(a) < getOrderValue(b) iff the date a was before the date b. :return: Returns an int representing the position in an order of the date. :type: int

getYear()[source]

Returns:: Returns the year of the date.
Type:: int

Filters

class pyfolio_performance.Filters[source]

Class that provides usefull filtering functions for the cluster analysis.

static fAnd(f1, f2)[source]

Parameters:

f1 – First function.
f2 – Second function.

Type:

function entry -> bool

Type:

function entry -> bool

Returns:

Returns a function that first evaluates both functions and returns the and.

Type:

Entry -> bool

static fBefore(date)[source]

Parameters:: year (DateObject) – The date to filter for.
Returns:: A filter function that ensures the entry was made before or on the date (<=).
Type:: Entry -> bool

static fDay(day)[source]

Parameters:: day (int) – The day to filter for.
Returns:: A filter function that ensures the entry was made in the specified day.
Type:: Entry -> bool

static fDepotTransaction()[source]

Returns:: A filter function that ensures the entry is a Depot Transaction.
Type:: Entry -> bool

static fEnsureTypeList(typelist)[source]

Parameters:: typelist (list(str)) – List of types that are required by the filter.
Returns:: A filter function that ensures the entry has a type contained in the typelist.
Type:: Entry -> bool

static fExcludeTypeList(typelist)[source]

Parameters:: typelist (list(str)) – List of types that are not allowed by the filter.
Returns:: A filter function that ensures the entry has not a type contained in the typelist.
Type:: Entry -> bool

static fMonth(month)[source]

Parameters:: month (int) – The month to filter for.
Returns:: A filter function that ensures the entry was made in the specified month.
Type:: Entry -> bool

static fOr(f1, f2)[source]

Parameters:

f1 – First function.
f2 – Second function.

Type:

function entry -> bool

Type:

function entry -> bool

Returns:

Returns a function that first evaluates both functions and returns the or.

Type:

Entry -> bool

static fSecurityTransaction(sec)[source]

Parameters:: sec (Security) – A security to filter for.
Returns:: A filter function that ensures the entry is a transaction about the given security.
Type:: Entry -> bool

static fYear(year)[source]

Parameters:: year (int) – The year to filter for.
Returns:: A filter function that ensures the entry was made in the specified year.
Type:: Entry -> bool

Examples

Some examples of how the pyfolio performance library can be used to analyse to analyse your portfolio.

First Example: Loading the portfolio

In this example we load the portfolio and display some content.

from pyfolio-performance import Portfolio

portfolio = Portfolio("portfolio.xml")

print(portfolio.getAccounts())
print(portfolio.getDepots())

The result will look like:

[Account/Comdirect Cash: 2500, Account/Norisbank: 30100, Account/P2P Bondora: 80000]
[Depot/Comdirect, Depot/Consorsbank]

The string method for the accounts and the depots returns the type followed by a / and then the name of the object as it appears in portfolio performance.

The account representation also includes the value of the account in cents.

Analysis: Dividend of the month

In the following example we compute the dividends received this month in 2 different way. The first one simply aggregates the dividend. The second examlpe aggregates it by security.

from pyfolio_performance import Portfolio, Filters
from datetime import datetime
portfolio = Portfolio("portfolio.xml")
currentNow = datetime.now()

def filter_month(entry, month, year):
    if year != entry.getYear() or month != entry.getMonth():
        return False
    return True

filter_dividend = Filters.fAnd(Filters.fEnsureTypeList(['DIVIDENDS']),
    lambda entry: filter_month(entry, currentNow.month, currentNow.year) )

# different clustering
def cluster_dividend(allCluster, entry):
    return "val"
    
def aggregate_dividend(cluster, entry):
    return cluster + entry.getValue()

divicluster = {'val': 0}
portfolio.evaluateCluster(divicluster, filter_dividend, cluster_dividend, aggregate_dividend)
print(divicluster)

# Dividends are clustered by their name
def cluster_dividend2(allCluster, entry):
    k = entry.getSourceName()
    if k not in allCluster:
        allCluster[k] = 0
    return k
divicluster = {}
portfolio.evaluateCluster(divicluster, filter_dividend, cluster_dividend2, aggregate_dividend)
print(divicluster)

The code leads to the following two outputs. The first one simply gives the sum of all dividends. The second one aggregates it by the security that distributes the dividend.

The value is returned in cents. There were 13,79 received through the securities AT + T, Realty Income and Proctor and Gamble. The displayed name and corresponding key used in the code reflects the name given in portfolio performance’s security section.

{'val': 1379}
{'AT + T': 190, 'Realty Income': 781, 'Proctor and Gamble': 408}

Welcome to Pyfolio Performance’s documentation!

API

Portfolio

Account

Depot

Security

Portfolio Performance Object

Date Object

Filters

Examples

First Example: Loading the portfolio

Analysis: Dividend of the month

Indices and tables