AssetSnapshot#

tradingstrategy.analysis.portfolioanalyzer.AssetSnapshot Python class in Trading Strategy framework.

class AssetSnapshot[source]#

Bases: object

Asset holdings at a specific timepoint.

__init__(quantity, market_value, realised_pnl, unrealised_pnl, total_pnl)#
Parameters:
Return type:

None

Methods

__init__(quantity, market_value, ...)

Attributes

quantity

How many tokens of the asset we had

market_value

Daily market value of the tokens

realised_pnl

unrealised_pnl

total_pnl

quantity: float#

How many tokens of the asset we had

market_value: float#

Daily market value of the tokens

__init__(quantity, market_value, realised_pnl, unrealised_pnl, total_pnl)#
Parameters:
Return type:

None