calculate_position_timeline#

API documentation for tradeexecutor.visual.position.calculate_position_timeline Python function.

calculate_position_timeline(strategy_universe, position, end_at=None, pnl_method=<function calculate_pnl>)[source]#

Calculatea visualisation dato for a single position.

  • Price

  • Position size

  • PnL

TODO: Missing vault perf and managemetn fees.

Example data:

                         quantity      delta  executed_price  fee  cumulative_cost  avg_price  mark_price         value  realised_delta  realised_pnl  unrealised_pnl        pnl
timestamp
2025-03-22 00:00:00     51.894608  51.894608        1.002456  0.0        52.022051   0.000000    1.002456     52.022051             0.0      0.000000         0.00000   0.000000
2025-03-22 01:00:00     51.894608   0.000000        1.002456  0.0        52.022051   0.000000    1.002456     52.022051             0.0      0.000000         0.00000   0.000000
2025-03-22 02:00:00     51.894608   0.000000        1.002456  0.0        52.022051   0.000000    1.002456     52.022051             0.0      0.000000         0.00000   0.000000
2025-03-22 03:00:00     51.894608   0.000000        1.002456  0.0        52.022051   0.000000    1.002456     52.022051             0.0      0.000000         0.00000   0.000000
Parameters:

  • end_at (datetime.datetime | None) – End at timestamp for positions that are still open/were open at the end of the backtest.

  • pnl_method (Callable) –

    Method we use to calculate profit and losses over time.

    Only relevant for open positions, as closed positions have no ambiguity of their PnL values.

  • strategy_universe (TradingStrategyUniverse) –

  • position (TradingPosition) –

Returns:

DataFrame with columns as above,

Return type:

DataFrame