def plotAccountPnl(pyTradeMonster,
transactionType,
accountNumber,
start,
end,
filterTicker=None):
'''
Retrieve all live accounts' activity and plot cumulative pnl for a given transaction type and account
Filter ticker filters out PNL by an individual ticker, i.e. 'GOOG'
'''
accountService = AccountServices(pyTradeMonster)
accounts = accountService.getParsedAccountObjects()
graphFrame = pd.DataFrame()
for account in accounts.itervalues():
if account.accountNumber == accountNumber and account.accountType != TradeMonsterConstants.AccountRequests.ACCOUNT_TYPES.OPTION:
log.info('Processing account: {0}'.format(account))
accountHistory = accountService.getParsedAccountHistory(
account, MAX_TRANSACTIONS, transactionType, start, end)
historyList = [{
key: value
for key, value in x.__dict__.items()
if not key.startswith('__') and not callable(key)
} for x in accountHistory]
historyFrame = pd.DataFrame(historyList)
historyFrame = historyFrame.reindex(
index=historyFrame.index[::-1]
) #make dataframe sorted in ascending chronological order
historyFrame.transactionDate = historyFrame.transactionDate.str[:
-6]
if filterTicker:
historyFrame = historyFrame[
historyFrame['symbol'].str.contains(filterTicker)]
historyFrame['date'] = historyFrame.transactionDate.apply(
lambda d: datetime.strptime(
d, TradeMonsterConstants.TRANSACTION_TIME))
historyFrame['cumPnl'] = historyFrame.amount.astype(float).cumsum()
graphFrame = graphFrame.append(historyFrame)
plot = ggplot(aes(x='date', y='cumPnl'), data=graphFrame) + geom_line()
print plot
def setUpClass(self):
self.pyTradeMonster = PyTradeMonster('../cred.dat')
self.positionService = PositionServices(self.pyTradeMonster)
self.accountsService = AccountServices(self.pyTradeMonster)
self.accounts = self.accountsService.getParsedAccountObjects()
