Portfolio¶

The Python Portfolio exposes read‑only account, PnL, exposure, margin, and snapshot queries. Instrument PnL and exposure queries accept fresh price overrides where applicable, and all eight scalar and collection PnL and exposure queries accept an optional target currency. Conversion failure returns no value for scalar methods and net_exposures, while PnL collection methods raise. No method returns a partial mixed‑currency total. The authoritative update and lifecycle commands remain internal to the Rust engine.

class Portfolio¶

Bases: object

Wrapper providing shared access to [Portfolio] from Python.

account(venue=None, account_id=None)¶

Returns a detached, point-in-time copy of the account.

The copy does not reflect later account updates, and changing it does not affect the Portfolio. Call account() again to obtain the latest account state.

balances_locked(venue=None, account_id=None)¶

build_snapshot(account_id)¶

equity(venue=None, account_id=None)¶

instrument_initial_margins(venue=None, account_id=None)¶

instrument_maintenance_margins(venue=None, account_id=None)¶

is_completely_net_flat(account_id=None)¶

is_initialized()¶

is_net_flat(instrument_id, account_id=None)¶

is_net_long(instrument_id, account_id=None)¶

is_net_short(instrument_id, account_id=None)¶

mark_values(venue=None, account_id=None)¶

missing_price_instruments(venue, account_id=None)¶

net_exposure(instrument_id, price=None, account_id=None, target_currency=None)¶

net_exposures(venue=None, account_id=None, target_currency=None)¶

net_position(instrument_id, account_id=None)¶

realized_pnl(instrument_id, account_id=None, target_currency=None)¶

realized_pnls(venue=None, account_id=None, target_currency=None)¶

snapshots(account_id)¶

statistics()¶

total_pnl(instrument_id, price=None, account_id=None, target_currency=None)¶

total_pnls(venue=None, account_id=None, target_currency=None)¶

unrealized_pnl(instrument_id, price=None, account_id=None, target_currency=None)¶

unrealized_pnls(venue=None, account_id=None, target_currency=None)¶

class PortfolioConfig¶

Bases: object

Configuration for Portfolio instances.

bar_updates¶

convert_to_account_base_currency¶

debug¶

equity_curve¶

min_account_state_logging_interval_ms¶

snapshot_interval_ms¶

use_mark_prices¶

use_mark_xrates¶