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 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]:
click.secho(f" {p.contract}", fg="cyan")
click.secho(f" P&L {round(position_pnl(p) * 100, 1)}%",
fg="cyan")
return (account_summary, portfolio_positions)
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)
justified_values = {
"ExcessLiquidity":
f"{float(account_summary['ExcessLiquidity'].value):,.0f}",
"NetLiquidation":
f"{float(account_summary['NetLiquidation'].value):,.0f}",
"FullMaintMarginReq":
f"{float(account_summary['FullMaintMarginReq'].value):,.0f}",
"BuyingPower":
f"{float(account_summary['BuyingPower'].value):,.0f}",
"TotalCashValue":
f"{float(account_summary['TotalCashValue'].value):,.0f}",
"Cushion": f"{float(account_summary['Cushion'].value) * 100:.1f}%",
}
padding = max([len(v) for v in justified_values.values()])
justified_values = {
k: v.rjust(padding)
for k, v in justified_values.items()
}
click.secho(
f" Net liquidation = {justified_values['NetLiquidation']}",
fg="cyan",
)
click.secho(
f" Excess liquidity = {justified_values['ExcessLiquidity']}",
fg="cyan",
)
click.secho(
f" Full maint margin = {justified_values['FullMaintMarginReq']}",
fg="cyan",
)
click.secho(
f" Buying power = {justified_values['BuyingPower']}",
fg="cyan",
)
click.secho(
f" Total cash value = {justified_values['TotalCashValue']}",
fg="cyan",
)
click.secho(
f" Cushion = {justified_values['Cushion']}",
fg="cyan",
)
portfolio_positions = self.get_portfolio_positions()
click.echo()
click.secho("Portfolio positions:", fg="green")
click.echo()
position_values = {}
for symbol in portfolio_positions.keys():
for p in portfolio_positions[symbol]:
position_values[p.contract.conId] = {
"qty": str(int(p.position)),
"mktprice": f"{p.marketPrice:,.2f}",
"avgprice": f"{p.averageCost:,.2f}",
"value": f"{p.marketValue:,.0f}",
"cost": f"{(p.averageCost * p.position):,.0f}",
"p&l": f"{(position_pnl(p) * 100):.2f}%",
}
if isinstance(p.contract, Option):
position_values[p.contract.conId][
"avgprice"] = f"{p.averageCost/float(p.contract.multiplier):,.2f}"
position_values[p.contract.conId][
"strike"] = f"{float(p.contract.strike):,.2f}"
position_values[p.contract.conId]["dte"] = str(
option_dte(p.contract.lastTradeDateOrContractMonth))
position_values[p.contract.conId]["exp"] = str(
p.contract.lastTradeDateOrContractMonth)
padding = {
"qty": len("Qty"),
"mktprice": len("MktPrice"),
"avgprice": len("AvgPrice"),
"value": len("Value"),
"cost": len("Cost"),
"p&l": len("P&L"),
"strike": len("Strike"),
"dte": len("DTE"),
"exp": len("Exp"),
}
for _id, p in position_values.items():
for col, value in p.items():
padding[col] = max(padding[col], len(value))
# Print column headers
def pcol(c):
return c.rjust(padding[c.lower()])
click.secho(
f" {pcol('Qty')} {pcol('MktPrice')} {pcol('AvgPrice')} {pcol('Value')} {pcol('Cost')} {pcol('P&L')} {pcol('Strike')} {pcol('DTE')} {pcol('Exp')}",
fg="green",
)
for symbol in portfolio_positions.keys():
click.secho(f" {symbol}:", fg="cyan")
sorted_positions = sorted(
portfolio_positions[symbol],
key=lambda p: option_dte(
p.contract.lastTradeDateOrContractMonth) if isinstance(
p.contract, Option) else -1, # Keep stonks on top
)
def pad(col, id):
return position_values[id][col].rjust(padding[col])
for p in sorted_positions:
id = p.contract.conId
qty = pad("qty", id)
mktPrice = pad("mktprice", id)
avgPrice = pad("avgprice", id)
value = pad("value", id)
cost = pad("cost", id)
pnl = pad("p&l", id)
if isinstance(p.contract, Stock):
click.secho(
f" Stock {qty} {mktPrice} {avgPrice} {value} {cost} {pnl}",
fg="cyan",
)
elif isinstance(p.contract, Option):
strike = pad("strike", id)
dte = pad("dte", id)
exp = pad("exp", id)
def p_or_c(p):
return "Call" if p.contract.right.startswith(
"C") else "Put "
click.secho(
f" {p_or_c(p)} {qty} {mktPrice} {avgPrice} {value} {cost} {pnl} {strike} {dte} {exp}",
fg="cyan",
)
else:
click.secho(f" {p.contract}", fg="cyan")
return (account_summary, portfolio_positions)
