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)
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