position#

API documentation for tradeexecutor.visual.position Python module in Trading Strategy.

Module description#

Single position visualisation.

  • Allow calculate PnL for a trading position with several buys and sells

  • Different PnL methods provided

  • Most of these methods are broken, so write test cases for them before using

Functions#

calculate_lot_level_pnl_fifo(df)

Calculate lot-level realised and unrealised profit using FIFO method.

calculate_macb_pnl(df)

calculate_pnl(df)

calculate_position_timeline(...[, end_at, ...])

Calculatea visualisation dato for a single position.

track_lot_profitability(df)

Tracks per-lot realised and unrealised profit and calculates weighted average return (%).

track_lot_profitability_detailed(df)

Track lot-level realised and unrealised PnL using FIFO method, and return position-level summary metrics at each step.

visualise_position(position, df[, height, ...])

Visualise position as a Plotly figure with subplots.