def summarize_account(self):
account_summary = self.ib.accountSummary(self.config["account"]["number"])
click.echo()
click.secho(f"Account summary:", fg="green")
click.echo()
account_summary = account_summary_to_dict(account_summary)
click.secho(
f" Excess liquidity = {justify(account_summary['ExcessLiquidity'].value)}",
fg="cyan",
)
click.secho(
f" Net liquidation = {justify(account_summary['NetLiquidation'].value)}",
fg="cyan",
)
click.secho(
f" Cushion = {account_summary['Cushion'].value} ({round(float(account_summary['Cushion'].value) * 100, 1)}%)",
fg="cyan",
)
click.secho(
f" Full maint margin = {justify(account_summary['FullMaintMarginReq'].value)}",
fg="cyan",
)
click.secho(
f" Buying power = {justify(account_summary['BuyingPower'].value)}",
fg="cyan",
)
click.secho(
f" Total cash value = {justify(account_summary['TotalCashValue'].value)}",
fg="cyan",
)
portfolio_positions = self.get_portfolio_positions()
click.echo()
click.secho("Portfolio positions:", fg="green")
click.echo()
for symbol in portfolio_positions.keys():
click.secho(f" {symbol}:", fg="cyan")
for p in portfolio_positions[symbol]:
if isinstance(p.contract, Stock):
pnl = round(position_pnl(p) * 100, 2)
click.secho(
f" Stock Qty={int(p.position)} Price={round(p.marketPrice,2)} Value={round(p.marketValue,2)} AvgCost={round(p.averageCost,2)} P&L={pnl}%",
fg="cyan",
)
elif isinstance(p.contract, Option):
pnl = round(position_pnl(p) * 100, 2)
def p_or_c(p):
return "Call" if p.contract.right.startswith("C") else "Put "
click.secho(
f" {p_or_c(p)} Qty={int(p.position)} Price={round(p.marketPrice,2)} Value={round(p.marketValue,2)} AvgCost={round(p.averageCost,2)} P&L={pnl}% Strike={p.contract.strike} Exp={p.contract.lastTradeDateOrContractMonth}",
fg="cyan",
)
else:
click.secho(f" {p.contract}", fg="cyan")
return (account_summary, portfolio_positions)
def put_can_be_rolled(self, put):
# Check if this put is ITM, and if it's o.k. to roll
if not self.config["roll_when"]["puts"]["itm"] and self.put_is_itm(
put.contract):
return False
dte = option_dte(put.contract.lastTradeDateOrContractMonth)
pnl = position_pnl(put)
roll_when_dte = self.config["roll_when"]["dte"]
roll_when_pnl = self.config["roll_when"]["pnl"]
roll_when_min_pnl = self.config["roll_when"]["min_pnl"]
if dte <= roll_when_dte:
if pnl >= roll_when_min_pnl:
click.secho(
f" {put.contract.localSymbol} can be rolled because DTE of {dte} is <= {self.config['roll_when']['dte']} and P&L of {round(pnl * 100, 1)}% is >= {round(roll_when_min_pnl * 100, 1)}%",
fg="blue",
)
return True
else:
click.secho(
f" {put.contract.localSymbol} can't be rolled because P&L of {round(pnl * 100, 1)}% is < {round(roll_when_min_pnl * 100, 1)}%",
fg="red",
)
if pnl >= roll_when_pnl:
click.secho(
f" {put.contract.localSymbol} can be rolled because P&L of {round(pnl * 100, 1)}% is >= {round(roll_when_pnl * 100, 1)}",
fg="blue",
)
return True
return False
def call_can_be_rolled(self, call):
# Check if this call is ITM, and it's o.k. to roll
if ("calls" in self.config["roll_when"]
and not self.config["roll_when"]["calls"]["itm"]
) and self.call_is_itm(call.contract):
return False
dte = option_dte(call.contract.lastTradeDateOrContractMonth)
pnl = position_pnl(call)
if dte <= self.config["roll_when"]["dte"]:
click.secho(
f"{call.contract.localSymbol} can be rolled because DTE of {dte} is <= {self.config['roll_when']['dte']}",
fg="blue",
)
return True
if pnl >= self.config["roll_when"]["pnl"]:
click.secho(
f"{call.contract.localSymbol} can be rolled because P&L of {round(pnl * 100, 1)}% is >= {round(self.config['roll_when']['pnl'] * 100, 1)}",
fg="blue",
)
return True
return False
def call_can_be_rolled(self, call):
# Ignore long positions, we only roll shorts
if call.position > 0:
return False
# Check if this call is ITM, and it's o.k. to roll
if not self.config["roll_when"]["calls"]["itm"] and self.call_is_itm(
call.contract
):
return False
dte = option_dte(call.contract.lastTradeDateOrContractMonth)
pnl = position_pnl(call)
roll_when_dte = self.config["roll_when"]["dte"]
roll_when_pnl = self.config["roll_when"]["pnl"]
roll_when_min_pnl = self.config["roll_when"]["min_pnl"]
if (
"max_dte" in self.config["roll_when"]
and dte > self.config["roll_when"]["max_dte"]
):
return False
if dte <= roll_when_dte:
if pnl >= roll_when_min_pnl:
click.secho(
f" {call.contract.localSymbol} can be rolled because DTE of {dte} is <= {self.config['roll_when']['dte']} and P&L of {round(pnl * 100, 1)}% is >= {round(roll_when_min_pnl * 100, 1)}%",
fg="blue",
)
return True
else:
click.secho(
f" {call.contract.localSymbol} can't be rolled because P&L of {round(pnl * 100, 1)}% is < {round(roll_when_min_pnl * 100, 1)}%",
fg="red",
)
if pnl >= roll_when_pnl:
click.secho(
f" {call.contract.localSymbol} can be rolled because P&L of {round(pnl * 100, 1)}% is >= {round(roll_when_pnl * 100, 1)}",
fg="blue",
)
return True
return False
def call_can_be_rolled(self, call):
dte = option_dte(call.contract.lastTradeDateOrContractMonth)
pnl = position_pnl(call)
if dte <= self.config["roll_when"]["dte"]:
click.secho(
f"{call.contract.localSymbol} can be rolled because DTE of {dte} is <= {self.config['roll_when']['dte']}",
fg="blue",
)
return True
if pnl >= self.config["roll_when"]["pnl"]:
click.secho(
f"{call.contract.localSymbol} can be rolled because P&L of {round(pnl * 100, 1)}% is >= {round(self.config['roll_when']['pnl'] * 100,1)}",
fg="blue",
)
return True
return False
def put_can_be_rolled(self, put):
# Check if this put is ITM. Do not roll ITM puts.
if self.put_is_itm(put.contract):
return False
dte = option_dte(put.contract.lastTradeDateOrContractMonth)
pnl = position_pnl(put)
if dte <= self.config["roll_when"]["dte"]:
click.secho(
f" {put.contract.localSymbol} can be rolled because DTE of {dte} is <= {self.config['roll_when']['dte']}",
fg="blue",
)
return True
if pnl >= self.config["roll_when"]["pnl"]:
click.secho(
f" {put.contract.localSymbol} can be rolled because P&L of {round(pnl * 100, 1)}% is >= {round(self.config['roll_when']['pnl'] * 100,1)}",
fg="blue",
)
return True
return False
def test_position_pnl():
qqq_put = PortfolioItem(
contract=Option(
conId=397556522,
symbol="QQQ",
lastTradeDateOrContractMonth="20201218",
strike=300.0,
right="P",
multiplier="100",
primaryExchange="AMEX",
currency="USD",
localSymbol="QQQ 201218P00300000",
tradingClass="QQQ",
),
position=-1.0,
marketPrice=4.1194396,
marketValue=-411.94,
averageCost=222.4293,
unrealizedPNL=-189.51,
realizedPNL=0.0,
account="DU2962946",
)
assert round(position_pnl(qqq_put), 2) == -0.85
spy = PortfolioItem(
contract=Stock(
conId=756733,
symbol="SPY",
right="0",
primaryExchange="ARCA",
currency="USD",
localSymbol="SPY",
tradingClass="SPY",
),
position=100.0,
marketPrice=365.4960022,
marketValue=36549.6,
averageCost=368.42,
unrealizedPNL=-292.4,
realizedPNL=0.0,
account="DU2962946",
)
assert round(position_pnl(spy), 4) == -0.0079
spy_call = PortfolioItem(
contract=Option(
conId=454208258,
symbol="SPY",
lastTradeDateOrContractMonth="20201214",
strike=373.0,
right="C",
multiplier="100",
primaryExchange="AMEX",
currency="USD",
localSymbol="SPY 201214C00373000",
tradingClass="SPY",
),
position=-1.0,
marketPrice=0.08,
marketValue=-8.0,
averageCost=96.422,
unrealizedPNL=88.42,
realizedPNL=0.0,
account="DU2962946",
)
assert round(position_pnl(spy_call), 2) == 0.92
spy_put = PortfolioItem(
contract=Option(
conId=458705534,
symbol="SPY",
lastTradeDateOrContractMonth="20210122",
strike=352.5,
right="P",
multiplier="100",
primaryExchange="AMEX",
currency="USD",
localSymbol="SPY 210122P00352500",
tradingClass="SPY",
),
position=-1.0,
marketPrice=5.96710015,
marketValue=-596.71,
averageCost=528.9025,
unrealizedPNL=-67.81,
realizedPNL=0.0,
account="DU2962946",
)
assert round(position_pnl(spy_put), 2) == -0.13
