Portfolio profit-and-loss is context.portfolio.pnl. (Accurate even with margin)
For any individual stock, long or short, this returns profit-and-loss .
def pnl(context, data, s):
pos = context.portfolio.positions[s]
return pos.amount * (pos.last_sale_price - pos.cost_basis)
('s' stands for security or stock)
This returns a dictionary with PnL as keys for accessing high and low, and stocks as values. Optionally specify just 'long' or 'shrt' stocks. 'c' stands for context.
def pnls(c, data, long_shrt=None):
pnl_per_sid = {}
pos = c.portfolio.positions
for s in pos:
amt = pos[s].amount
if long_shrt:
if long_shrt is 'long' and amt <= 0: continue
elif long_shrt is 'shrt' and amt >= 0: continue
pnl = amt * (pos[s].last_sale_price - pos[s].cost_basis)
pnl_per_sid[pnl] = s
#log.info('{} {}'.format(s.symbol, pnl))
return pnl_per_sid
