simple_portfolio's Introduction

simple_metrics for Robinhood

Simple portfolio metrics applied to your Robinhood portfolio.

example 1

from simple_metrics import fetch, export

account = {
        'username': 'my username',
        'password': 'my password'}

#
# export stock trades to -> stock_orders.csv
#
stock_orders = fetch.stock_trades(account, {})
export.stock_orders(stock_orders, {})

#
# export -> option_orders.csv
#
option_orders = fetch.option_orders(account, {})
export.option_orders(option_orders, {})

example 2

Run the calculate_options.py script in the examples folder, it generates total and daily returns, as well as fetching greeks for open option positions.

install

pip install simple_metrics

package api

Functionality includes:

Fetch Stock order history
Fetch Option order history
Export Stock order history
Export Option order history

local development

Git clone this repo and run,

pip install . --process-dependency-links --editable

Adding --editable allows you to pull in code changes without having to run pip install.

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simple_portfolio's Issues

bring in comparisons from this PR

robinhood-unofficial/pyrh#127

dynamically generate P/L statement per symbol

delta calculation issue

I believe there is a problem with the delta calculation for aggregated positions. In particular, if quantity is >1, the delta should be multiplied by the number of contracts.

This diff should take care of it:

diff --git a/simple_portfolio/calculate.py b/simple_portfolio/calculate.py
index 765278b..90efc93 100644
--- a/simple_portfolio/calculate.py
+++ b/simple_portfolio/calculate.py
@@ -55,6 +55,7 @@ def doit():
ops["return_today"] = ops["market_value"] - ops["pv_prev"]
ops["return_total"] = ops["market_value"] - ops["pv_orig"]

+ ops["delta"] = ops["delta"] * abs(ops["quantity"]) * 100

agg_ops = ( ops[["symbol", "market_value", "return_today", "pv_prev",
"return_total", "pv_orig", "delta", "theta"]].

Apparently delta has the right sign already when exported, but quantity is either positive or negative (bought vs. sold), thus the abs().