alpheast.portfolio.portfolio module

class alpheast.portfolio.portfolio.Portfolio(initial_cash, transaction_cost_percent=Decimal('0.001'))

Bases: object

get_holding_quantity(symbol)

Return type:

Decimal

can_buy(price, quantity)

Return type:

bool

buy(symbol, quantity, price, timestamp, commission=Decimal('0.0'))

Executes a buy order, updates cash, holdings, and logs the trade. Assumes the order is valid (e.g., sufficient cash checked externally by PortfolioManager). Accepts commission directly from the fill event.

Return type:

Dict[str, Any]

sell(symbol, quantity, price, timestamp, commission=Decimal('0.0'))

Executes a sell order, updates cash, holdings, and logs the trade. Assumes the order is valid (e.g., sufficient holdings checked externally by PortfolioManager). Accepts commission directly from the fill event.

Return type:

Dict[str, Any]

get_current_value(current_prices)

Calculates the current total value of the portfolio(cash + value of holdings).

Parameters:

current_prices (Dict[str, Decimal]) – A dictionary of {symbol: current_price} for held assets. This will be passed from the Backtester using the current day’s close price.

Return type:

Decimal

get_total_value(current_market_prices)

Calculates the total current value of the portfolio (cash + value of holdings).

Parameters:

current_market_prices (Dict[str, Decimal]) – A dictionary mapping symbol (str) to its latest price (Decimal). This dict should contain prices for all symbols currently held.

Return type:

Decimal

Returns:

The total value of the portfolio as a Decimal.

record_daily_value(date, current_prices)

Records the portfolio’s state and value at the end of a trading day.

get_summary()

Provides a summary of the portfolio’s final state.

Return type:

Dict[str, Any]