portfolio_toolkit.portfolio.time_series package

Submodules

portfolio_toolkit.portfolio.time_series.plot module

portfolio_toolkit.portfolio.time_series.plot.plot_evolution(df_portfolio)

Generates a chart showing the evolution of the portfolio value over time.

Parámetros:

df_portfolio (pd.DataFrame) – Structured DataFrame with the portfolio evolution.

Devuelve:

None

portfolio_toolkit.portfolio.time_series.plot.plot_evolution_stacked(df_portfolio)

Generates a stacked area chart showing the evolution of the portfolio value by ticker.

Parámetros:

df_portfolio (pd.DataFrame) – Structured DataFrame with the portfolio evolution.

Devuelve:

None

portfolio_toolkit.portfolio.time_series.plot.plot_evolution_vs_cost(df_portfolio)

Plots the evolution of the portfolio value along with the cost of the shares.

Parámetros:

df_portfolio (pd.DataFrame) – DataFrame with the portfolio evolution.

Devuelve:

None

portfolio_toolkit.portfolio.time_series.plot.plot_evolution_ticker(df_portfolio, ticker)

Plots the evolution of the value of a specific ticker in the portfolio, including the accumulated cost.

Parámetros:

• df_portfolio (pd.DataFrame) – Structured DataFrame with the portfolio evolution.

• ticker (str) – The asset symbol.

Devuelve:

None

portfolio_toolkit.portfolio.time_series.plot_evolution module

portfolio_toolkit.portfolio.time_series.plot_evolution.plot_portfolio_evolution(portfolio: PortfolioTimeSeries) → LineChartData

Plot open positions in the portfolio

portfolio_toolkit.portfolio.time_series.portfolio_time_series module

class portfolio_toolkit.portfolio.time_series.portfolio_time_series.PortfolioTimeSeries(name: str, currency: str, assets: List[PortfolioAsset], data_provider: DataProvider, account: Account, start_date: str)

Bases: Portfolio

DataFrame with the following structure:

Columns: - Date (str): Date of the transaction or calculation. - Ticker (str): Asset symbol (including synthetic cash tickers like __EUR). - Quantity (int): Accumulated quantity of shares/units on the date. - Price (float): Share price on the date in original currency (1.0 for cash tickers). - Price_Base (float): Share price converted to portfolio base currency, including fees for purchase transactions. - Value (float): Total value of the shares/units on the date (Quantity * Price). - Value_Base (float): Total value in portfolio base currency (Quantity * Price_Base). - Cost (float): Total accumulated cost of the shares/units on the date in base currency. - Sector (str): Sector to which the asset belongs (Cash for synthetic tickers). - Country (str): Country to which the asset belongs.

Each row represents the state of an asset on a specific date. Cash transactions use synthetic tickers (e.g., __EUR) with constant price of 1.0.

portfolio_timeseries: DataFrame

classmethod from_portfolio(portfolio: Portfolio) → PortfolioTimeSeries

Alternate constructor that builds PortfolioTimeSeries from a Portfolio.

print() → None

plot_evolution() → LineChartData

__init__(name: str, currency: str, assets: List[PortfolioAsset], data_provider: DataProvider, account: Account, start_date: str) → None

name: str

currency: str

assets: List[PortfolioAsset]

data_provider: DataProvider

account: Account

start_date: str

portfolio_toolkit.portfolio.time_series.print_date_frame module

portfolio_toolkit.portfolio.time_series.print_date_frame.print_data_frame(portfolio: PortfolioTimeSeries)

Prints the portfolio DataFrame in a readable format for debugging purposes.

portfolio_toolkit.portfolio.time_series.utils module

portfolio_toolkit.portfolio.time_series.utils.get_ticker_holding_intervals(assets, ticker)

Returns the date intervals where a specific ticker was held in the portfolio.

Parámetros:

ticker (str) – The ticker symbol to analyze.

Devuelve:

List of tuples with (start_date, end_date) intervals where the ticker was held.

Returns empty list if ticker was never held or is not found.

Tipo del valor devuelto:

list

Ejemplo

[(“2025-06-01”, “2025-06-10”), (“2025-06-20”, “2025-07-03”)]

portfolio_toolkit.portfolio.time_series.utils.create_date_series_from_intervals(intervals)

Creates a pandas Series with all dates from multiple intervals.

Parámetros:

intervals (list) – List of tuples with (start_date, end_date)

Devuelve:

Series with all dates from the intervals

Tipo del valor devuelto:

pd.DatetimeIndex

Module contents

class portfolio_toolkit.portfolio.time_series.PortfolioTimeSeries(name: str, currency: str, assets: List[PortfolioAsset], data_provider: DataProvider, account: Account, start_date: str)

Bases: Portfolio

DataFrame with the following structure:

Columns: - Date (str): Date of the transaction or calculation. - Ticker (str): Asset symbol (including synthetic cash tickers like __EUR). - Quantity (int): Accumulated quantity of shares/units on the date. - Price (float): Share price on the date in original currency (1.0 for cash tickers). - Price_Base (float): Share price converted to portfolio base currency, including fees for purchase transactions. - Value (float): Total value of the shares/units on the date (Quantity * Price). - Value_Base (float): Total value in portfolio base currency (Quantity * Price_Base). - Cost (float): Total accumulated cost of the shares/units on the date in base currency. - Sector (str): Sector to which the asset belongs (Cash for synthetic tickers). - Country (str): Country to which the asset belongs.

Each row represents the state of an asset on a specific date. Cash transactions use synthetic tickers (e.g., __EUR) with constant price of 1.0.

__init__(name: str, currency: str, assets: List[PortfolioAsset], data_provider: DataProvider, account: Account, start_date: str) → None

classmethod from_portfolio(portfolio: Portfolio) → PortfolioTimeSeries

Alternate constructor that builds PortfolioTimeSeries from a Portfolio.

plot_evolution() → LineChartData

print() → None

portfolio_timeseries: DataFrame

name: str

currency: str

assets: List[PortfolioAsset]

data_provider: DataProvider

account: Account

start_date: str