PortfolioStatistics#
tradeexecutor.state.statistics.PortfolioStatistics class.
- class PortfolioStatistics[source]#
Bases:
object
PortfolioStatistics(calculated_at: datetime.datetime, total_equity: tradingstrategy.types.USDollarAmount, free_cash: tradingstrategy.types.USDollarAmount, open_position_count: int, open_position_equity: tradingstrategy.types.USDollarAmount, frozen_position_count: int, frozen_position_equity: tradingstrategy.types.USDollarAmount, closed_position_count: int, unrealised_profit_usd: tradingstrategy.types.USDollarAmount, first_trade_at: datetime.datetime, last_trade_at: datetime.datetime, realised_profit_usd: tradingstrategy.types.USDollarAmount = 0)
- __init__(calculated_at, total_equity, free_cash, open_position_count, open_position_equity, frozen_position_count, frozen_position_equity, closed_position_count, unrealised_profit_usd, first_trade_at, last_trade_at, realised_profit_usd=0)#
- Parameters
calculated_at (datetime) –
total_equity (USDollarAmount) –
free_cash (USDollarAmount) –
open_position_count (int) –
open_position_equity (USDollarAmount) –
frozen_position_count (int) –
frozen_position_equity (USDollarAmount) –
closed_position_count (int) –
unrealised_profit_usd (USDollarAmount) –
first_trade_at (datetime) –
last_trade_at (datetime) –
realised_profit_usd (USDollarAmount) –
- Return type
None
Methods
__init__
(calculated_at, total_equity, ...[, ...])from_dict
(kvs, *[, infer_missing])from_json
(s, *[, parse_float, parse_int, ...])schema
(*[, infer_missing, only, exclude, ...])to_dict
([encode_json])to_json
(*[, skipkeys, ensure_ascii, ...])Attributes
realised_profit_usd
Real-time clock when these stats were calculated
total_equity
free_cash
open_position_count
open_position_equity
frozen_position_count
frozen_position_equity
closed_position_count
unrealised_profit_usd
first_trade_at
last_trade_at
- __init__(calculated_at, total_equity, free_cash, open_position_count, open_position_equity, frozen_position_count, frozen_position_equity, closed_position_count, unrealised_profit_usd, first_trade_at, last_trade_at, realised_profit_usd=0)#
- Parameters
calculated_at (datetime) –
total_equity (USDollarAmount) –
free_cash (USDollarAmount) –
open_position_count (int) –
open_position_equity (USDollarAmount) –
frozen_position_count (int) –
frozen_position_equity (USDollarAmount) –
closed_position_count (int) –
unrealised_profit_usd (USDollarAmount) –
first_trade_at (datetime) –
last_trade_at (datetime) –
realised_profit_usd (USDollarAmount) –
- Return type
None