Context.account object documentation gone

Quantopian's community platform is shutting down. Please read this post for more information and download your code.

Back to Community

Context.account object documentation gone

posted Mar 29, 2019

Hello Team Q!

The section about the context.account object has vanished from the documentation, so I'm looking for the exact definition for these attributes:

context.account.accrued_interest
context.account.available_funds
context.account.buying_power
context.account.cushion
context.account.day_trades_remaining
context.account.equity_with_loan
context.account.excess_liquidity
context.account.initial_margin_requirement
context.account.leverage
context.account.maintenance_margin_requirement
context.account.net_leverage
context.account.net_liquidation
context.account.regt_equity
context.account.regt_margin
context.account.settled_cash
context.account.total_positions_exposure
context.account.total_positions_value

1 response

Found an old copy of the docs, it doesn't have everything but it's good enough:

context.account.accrued_interest (IB: AccruedCash)

(Float) Interest that has accumulated but has not been paid or charged.

Backtest value: 0

context.account.available_funds (IB: AvailableFunds)

(Float) Equity with loan value less the initial margin requirement.

Backtest value: context.portfolio.cash

context.account.buying_power (IB: BuyingPower)

(Float)

IB Cash Account: Minimum (Equity with Loan Value, Previous Day Equity with Loan Value)-Initial Margin.
IB Margin Account: Available Funds * 4.
Backtest value: Infinity

context.account.cushion (IB: Cushion)

(Float) Excess liquidity as a percentage of net liquidation.

Backtest value: context.portfolio.cash / context.portfolio.portfolio_value

context.account.day_trades_remaining (IB: DayTradesRemaining)

(Float) The number of open/close trades a user can place before pattern day trading is detected.

Backtest value: Infinity

context.account.equity_with_loan (IB: EquityWithLoanValue)

(Float)

IB Cash Account: Settled Cash.
IB Margin Account: Total cash value + stock value + bond value + (non-U.S. & Canada securities options value).
Backtest value: context.portfolio.portfolio_value

context.account.excess_liquidity (IB: ExcessLiquidity)

(Float) Equity with loan value less the maintenance margin.

Backtest value: context.portfolio.cash

context.account.initial_margin_requirement (IB: InitMarginReq)

(Float) The minimum portion of a new security purchase that an investor must pay for in cash.

Backtest value: 0

context.account.leverage (IB: GrossLeverage)

(Float) Gross position value divided by net liquidation.

Backtest value: (long value + abs(short_value)) / context.portfolio.portfolio_value

context.account.maintenance_margin_requirement (IB: MaintMarginReq)

(Float) The amount of equity which must be maintained in order to continue holding a position.

Backtest value: 0

context.account.net_leverage (IB: NetLeverage)

(Float) The default value is also used for live trading.

Backtest value: Net exposure value divided by net liquidation.

context.account.net_liquidation (IB: NetLiquidation)

(Float) Total cash, stock, securities options, bond, and fund value.

Backtest value: context.portfolio.portfolio_value

context.account.regt_equity (IB: RegTEquity)

(Float)

IB Cash Account: Settled Cash.
IB Margin Account: Total cash value + stock value + bond value + (non-U.S. & Canada securities options value).
Backtest value: context.portfolio.cash

context.account.regt_margin (IB: RegTMargin)

(Float) The margin requirement calculated under US Regulation T rules.

Backtest value: Infinity

context.account.settled_cash (IB: SettledCash)

(Float) Cash recognized at the time of settlement less purchases at the time of trade, commissions, taxes, and fees.

Backtest value: context.portfolio.cash

context.account.total_positions_value (IB: GrossPositionValue)

(Float) The sum of the absolute value of all stock and equity option positions.

Backtest value: context.portfolio.positions_value

You've successfully submitted a support ticket.

Our support team will be in touch soon.

Need help? Contact support.

The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian.

In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.

About Quantopian

The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian.

In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.