AssetSnapshot

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

class AssetSnapshot

Bases: object

Asset holdings at a specific timepoint.

__init__(quantity, market_value, realised_pnl, unrealised_pnl, total_pnl)

Parameters:

• quantity (float) –

• market_value (float) –

• realised_pnl (float) –

• unrealised_pnl (float) –

• total_pnl (float) –

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:

• quantity (float) –

• market_value (float) –

• realised_pnl (float) –

• unrealised_pnl (float) –

• total_pnl (float) –

Return type:

None