PointInTimePortfolio

QuantConnect.Report.PointInTimePortfolio

PointInTimePortfolio(
    order: Order, portfolio: SecurityPortfolioManager
)

PointInTimePortfolio(
    portfolio: PointInTimePortfolio,
    time: Union[datetime, date],
)

Bases: Object

Lightweight portfolio at a point in time

Signature descriptions:

Parameters:

Name	Type	Description	Default
`order`	`Optional[Order]`	Order applied to the portfolio	`None`
`portfolio`	`SecurityPortfolioManager \| PointInTimePortfolio`	Algorithm portfolio at a point in time	required
`time`	`Optional[Union[datetime, date]]`	Time	`None`

time: datetime

Time that this point in time portfolio is for

total_portfolio_value: float

The total value of the portfolio. This is cash + absolute value of holdings

cash: float

The cash the portfolio has

order: Order

The order we just processed

holdings: List[PointInTimeHolding]

A list of holdings at the current moment in time

leverage: float

Portfolio leverage - provided for convenience

PointInTimeHolding(
    symbol: Union[Symbol, str, BaseContract],
    holdings_value: float,
    holdings_quantity: float,
)

Bases: Object

Holding of an asset at a point in time

Creates an instance of PointInTimeHolding, representing a holding at a given point in time

Parameters:

Name	Type	Description	Default
`symbol`	`Union[Symbol, str, BaseContract]`	Symbol of the holding	required
`holdings_value`	`float`	Value of the holding	required
`holdings_quantity`	`float`	Quantity of the holding	required

symbol: Symbol

Symbol of the holding

holdings_value: float

Value of the holdings of the asset. Can be negative if shorting an asset

quantity: float

Quantity of the asset. Can be negative if shorting an asset

absolute_holdings_value: float

Absolute value of the holdings.

absolute_holdings_quantity: float

Absolute value of the quantity

no_empty_holdings() -> PointInTimePortfolio

Filters out any empty holdings from the current holdings

Returns:

Type	Description
`PointInTimePortfolio`	Current object, but without empty holdings.