Portfolio

class qf_lib.backtesting.portfolio.portfolio.Portfolio(data_provider: AbstractPriceDataProvider, initial_cash: float, currency: str | None = None)

Bases: object

leverage_series() → QFSeries

Leverage = GrossPositionValue / NetLiquidation

net_liquidation_in_currency(currency: str = None) → float

Converts the current net liquidation from the portfolio currency into the specified currency

portfolio_eod_series() → PricesSeries

Returns a timeseries of value of the portfolio expressed in currency units

positions_history() → QFDataFrame

Returns a QFDataFrame containing summary of the positions in the portfolio for each day.

transact_transaction(transaction: Transaction)

Adjusts positions to account for a transaction. Handles any new position or modification to a current position

update(record=False)

Updates the value of all positions that are currently open by getting the most recent price. The function is called at the end of the day (after market close) and after each executed transaction. If the flag record is set to True, it records the current assets values and the portfolio value (this is performed once per day, after the market close).