Profit Loss

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Profit Loss¶

The feature of list_profit_loss is used to query realized profit loss of account.

In

api.list_profit_loss?

Out

Signature:
    api.list_profit_loss(
        account: shioaji.account.Account = None,
        begin_date: str = '',
        end_date: str = '',
        timeout: int = 5000,
        cb: Callable[[List[shioaji.position.ProfitLoss]], NoneType] = None,
    ) -> List[shioaji.position.ProfitLoss]
Docstring:
    query account of profit loss

    Args:
        account (:obj:Account): 
            choice the account from listing account (Default: stock account)
        begin_date (str): the start date of query profit loss (Default: today)
        end_date (str): the end date of query profit loss (Default: today)

Enter the time interval you want to query. begin_date is the start time, and end_date is the end time.

In

profitloss = api.list_profit_loss(api.stock_account,'2020-05-05','2020-05-30')
profitloss

Out

[
    StockProfitLoss(
        id=0, 
        code='2890', 
        seqno='14816', 
        dseq='ID111', 
        quantity=1, 
        price=10.1, 
        pnl=1234.0, 
        pr_ratio=0.1237, 
        cond='Cash', 
        date='2020-05-22'
    )
]

To DataFrame

In

df = pd.DataFrame(pnl.__dict__ for pnl in profitloss)
df

Out

id	code	cond	date	pnl	pr_ratio	price	quantity	seqno	dseq
0	2890	StockOrderCond.Cash	2020-05-22	1000.0	0.1237	10.1	1	14816	ID111

StockProfitLoss

id (int): use to find detail
code (str): contract id
seqno (str): seqno no
dseq (str): seqno no
quantity (int): quantity
price (float): price
pnl (float): profit and loss
pr_ratio (float): profit rate
cond (StockOrderCond): {Cash, Netting, MarginTrading, ShortSelling}
date (str): trade date

FutureProfitLoss

id (int): use to find detail
code (str): contract id
quantity (int): quantity
pnl (float): profit and loss
date (str): trade date
entry_price (int): entry price
cover_price (int): cover price
tax (int): tax
fee (int): transaction fee

Profit Loss Detail¶

The feature of list_profit_loss_detail is used to query profit loss detail of account.

In

api.list_profit_loss_detail?

Out

Signature:
api.list_profit_loss_detail(
    account: shioaji.account.Account = None,
    detail_id: int = 0,
    timeout: int = 5000,
    cb: Callable[[List[Union[shioaji.position.StockProfitDetail, shioaji.position.FutureProfitDetail]]], NoneType] = None,
) -> List[Union[shioaji.position.StockProfitDetail, shioaji.position.FutureProfitDetail]]
Docstring:
query account of profit loss detail

Args:
    account (:obj:Account):
        choice the account from listing account (Default: stock account)
    detail_id (int): the id is from ProfitLoss object, ProfitLoss is from list_profit_loss

In

profitloss_detail = api.list_profit_loss_detail(api.stock_account, 2)
profitloss_detail

Out

[
    StockProfitDetail(
        date='2020-01-01', 
        code='2890', 
        quantity=1, 
        dseq='IX000', 
        fee=20, 
        tax=0, 
        currency='TWD', 
        price=10.8, 
        cost=10820, 
        rep_margintrading_amt=0, 
        rep_collateral=0, 
        rep_margin=0, 
        shortselling_fee=0, 
        ex_dividend_amt=0, 
        interest=0
    )
]

To DataFrame

In

df = pd.DataFrame(pnl.__dict__ for pnl in profitloss_detail)
df

Out

date	code	quantity	dseq	fee	tax	currency	price	cost	rep_margintrading_amt	rep_collateral	rep_margin	shortselling_fee	ex_dividend_amt	interest	trade_type	cond
2020-01-01	2890	1	IX000	20	0	TWD	10.8	10820	0	0	0	0	0	0	Common	Cash

StockProfitDetail

date (str): trade date
code (str): contract id
quantity (int): quantity
dseq (str): detail seqno no
fee (int): fee
tax (int): trading tax
currency (str): {NTD, USD, HKD, EUR, CAD, BAS}
price (float): price
cost (int): cost of price
rep_margintrading_amt (int): repay amount of margin trading
rep_collateral (int): repay collateral
rep_margin (int): repay margin
shortselling_fee (int): fee of short selling
ex_dividend_amt: ex-dividend amount
interest (int): interest
trade_type (TradeType): {Common, DayTrade}
cond (StockOrderCond): {Cash, Netting, MarginTrading, ShortSelling}

FutureProfitDetail

date (str): trade date
code (str): contract id
quantity (int): quantity
dseq (str): detail seqno no
fee (int): fee
tax (int): trading tax
currency (str): {NTD, USD, HKD, EUR, CAD, BAS}
direction (Action): {Buy, Sell}
entry_price (int): entry price
cover_price (int): cover price
pnl (int): profit and loss

Profit Loss Summary¶

The feature of list_profit_loss_summary is used to query summary of profit loss for a period of time.

In

api.list_profit_loss_summary?

Out

Signature:
api.list_profit_loss_summary(
    account: shioaji.account.Account = None,
    begin_date: str = '',
    end_date: str = '',
    timeout: int = 5000,
    cb: Callable[[ProfitLossSummaryTotal], NoneType] = None,
) -> ProfitLossSummaryTotal
Docstring:
query summary profit loss of a period time

Args:
    account (:obj:Account):
        choice the account from listing account (Default: stock account)
    begin_date (str): the start date of query profit loss (Default: today)
    end_date (str): the end date of query profit loss (Default: today)

Enter the time interval you want to query. begin_date is the start time, and end_date is the end time.

In

profitloss_summary = api.list_profit_loss_summary(api.stock_account,'2020-05-05','2020-05-30')
profitloss_summary

Out

ProfitLossSummaryTotal(
    status=<FetchStatus.Fetched: 'Fetched'>, 
    profitloss_summary=[
        StockProfitLossSummary(
            code='2890', 
            quantity=2000, 
            entry_price=17, 
            cover_price=10, 
            pnl=-11585.0, 
            currency='NTD', 
            entry_cost=34550, 
            cover_cost=21600, 
            buy_cost=33112, 
            sell_cost=21527, 
            pr_ratio=-34.99
        )
    ], 
    total=ProfitLossTotal(
        quantity=2000, 
        buy_cost=33112, 
        sell_cost=21527, 
        pnl=-11585.0, 
        pr_ratio=-34.99
    )
)

To DataFrame

In

df = pd.DataFrame(pnl.__dict__ for pnl in profitloss_summary.profitloss_summary) 
df

Out

code	quantity	entry_price	cover_price	pnl	currency	entry_cost	cover_cost	buy_cost	sell_cost	pr_ratio	cond
2890	2000	17	10	-11585	NTD	34550	21600	33112	21527	-34.99	Cash

StockProfitLossSummary

code (str): contract id
quantity (int): quantity
entry_price (int): price of entry
cover_price (int): price of cover
pnl (float): profit and loss
currency (str): currency
entry_cost (int): cost of entry
cover_cost (int): cost of cover
buy_cost (int): cost of buy
sell_cost (int): cost of sell
pr_ratio (float): profit rate
cond (StockOrderCond): {Cash, Netting, MarginTrading, ShortSelling}

FutureProfitLossSummary

code (str): contract id
quantity (int): quantity
entry_price (int): price of entry
cover_price (int): price of cover
pnl (float): profit and loss
currency (str): currency
direction (Action): {Buy, Sell}
tax (int): tax
fee (int): fee