tensortrade.wallets.portfolio module¶

class tensortrade.wallets.portfolio.Portfolio(base_instrument, wallets=None, order_listener=None, performance_listener=None)[source]¶

Bases: tensortrade.base.component.Component, tensortrade.base.core.TimedIdentifiable, tensortrade.data.stream.listeners.FeedListener

A portfolio of wallets on exchanges.

add(wallet)[source]¶

balance(instrument)[source]¶

The total balance of the portfolio in a specific instrument available for use.

Return type:	`Quantity`

balances¶

The current unlocked balance of each instrument over all wallets.

Return type:	`List`[`Quantity`]

base_balance¶

The current balance of the base instrument over all wallets.

Return type:	`Quantity`

base_instrument¶

The exchange instrument used to measure value and performance statistics.

Return type:	`Instrument`

exchange_pairs¶

Return type:	`List`[`ForwardRef`]

exchanges¶

Return type:	`List`[`ForwardRef`]

static find_keys(data)[source]¶

get_wallet(exchange_id, instrument)[source]¶

initial_balance¶

The initial balance of the base instrument over all wallets, set by calling reset.

Return type:	`Quantity`

initial_net_worth¶

locked_balance(instrument)[source]¶

The total balance of the portfolio in a specific instrument locked in orders.

Return type:	`Quantity`

locked_balances¶

The current locked balance of each instrument over all wallets.

Return type:	`List`[`Quantity`]

net_worth¶

Calculate the net worth of the active account on thenge.

Return type:	`float`
Returns:	The total portfolio value of the active account on the exchange.

on_next(data)[source]¶

order_listener¶

The order listener to set for all orders executed by this portfolio.

Return type:	`Instrument`

performance¶

The performance of the active account on the exchange since the last reset.

Return type:	`DataFrame`
Returns:	A pandas.DataFrame with the locked and unlocked balance of each wallet at each time step.

performance_listener¶

The performance listener to send all portfolio updates to.

Return type:	`Instrument`

profit_loss¶

Calculate the percentage change in net worth since the last reset.

Return type:	`float`
Returns:	The percentage change in net worth since the last reset. i.e. A return value of 2 would indicate a 100% increase in net worth (e.g. $100 -> $200)

registered_name = 'portfolio'¶

remove(wallet)[source]¶

remove_pair(exchange, instrument)[source]¶

reset()[source]¶

total_balance(instrument)[source]¶

The total balance of the portfolio in a specific instrument, both available for use and locked in orders.

Return type:	`Quantity`

total_balances¶

The current total balance of each instrument over all wallets.

Return type:	`List`[`Quantity`]

wallets¶

Return type:	`List`[`Wallet`]