Trade Analytics Mini

A Python library for trading analytics providing data models and portfolio calculations.

Features

• Data Models: Immutable Trade, Position, and MarketData classes with validation
• Portfolio Calculator: Calculate total value, P&L, and exposure by symbol
• Type Safety: Full type hints for IDE support and static analysis
• Validation: Comprehensive input validation with clear error messages
• Serialization: Built-in to_dict() and from_dict() methods for JSON compatibility

Installation

Prerequisites

• Python 3.8 or higher

Install from source

git clone <repository>
cd trade-analytics-mini
pip install -e .

Quick Start

from datetime import datetime, timezone
from decimal import Decimal
from trade_analytics import (
    Trade, TradeSide, Position, MarketData,
    PortfolioCalculator
)

# Create a trade
trade = Trade(
    symbol="AAPL",
    side=TradeSide.BUY,
    quantity=Decimal("100"),
    price=Decimal("150.50"),
    timestamp=datetime.now(timezone.utc)
)

# Create a position
position = Position(
    symbol="AAPL",
    quantity=Decimal("100"),
    avg_price=Decimal("150.00")
)

# Get current market data
market_data = {
    "AAPL": MarketData(
        symbol="AAPL",
        bid=Decimal("155.00"),
        ask=Decimal("155.10"),
        last=Decimal("155.05"),
        volume=1000000
    )
}

# Calculate portfolio metrics
total_value = PortfolioCalculator.calculate_total_value([position], market_data)
pnl = PortfolioCalculator.calculate_pnl([position], market_data)

print(f"Total Value: ${total_value}")  # Total Value: $15505.00
print(f"P&L: ${pnl}")                   # P&L: $505.00

Documentation

• API Reference - Complete API documentation
• Examples - Usage examples and patterns

Development

Install development dependencies

pip install -e ".[dev]"

Run tests

pytest

Run tests with coverage

pytest --cov=src/trade_analytics

License

MIT