valuate_portfolio¶

coin2086.valuate_portfolio(trades, initial_portfolio=None)¶

Determines the valuation of the porfolio before each sale

The formula used to compute your taxable PnL (profit and loss) from each sale requires determining the total value of your portfolio of crypto-currencies before each sale. This is the purpose of this function. This function retrieves the prices of crypto-currencies from the public Bitstamp API to determine the value of your portfolio. Even if you did not trade on Bistamp, the prices should be close enough for our purposes. This function returns a column multi-indexed DataFrame. The first level of the column index is either quantity, sell_price, public_price, ref_price and value. The second level of the index are the crypto-currencies. For instance:

               quantity      sell_price         public_price
cryptocurrency      BTC  ETH        BTC     ETH          BTC     ETH
2                   1.0  5.0    8722.70     NaN      8722.70  300.84
3                   0.5  5.0        NaN  285.07      8509.24  285.07
6                   1.5  5.0   19531.69     NaN     19531.69  527.45

               ref_price              value
cryptocurrency       BTC     ETH        BTC      ETH      TOTAL
2                8722.70  300.84   8722.700  1504.20  10226.900
3                8509.24  285.07   4254.620  1425.35   5679.970
6               19531.69  527.45  29297.535  2637.25  31934.785

The meaning of each column is as follows:

quantity: The quantity of each crypto-currency in the porfolio
sell_price: The price you sold a crypto-currency at. It will be a non-null value for the crypto-currency you sold, and NaN for the other ones
public_price: The known price on Bitstamp of each crypto-currency at the moment of your sale trade (the close price of the minute you traded is used)
ref_public: The union of sell_price and public_price. For a given crypto-currency, if the sale price is known, it is used, otherwise public_price is used
value: The value of each of your crypto-currencies holdings. This is computed by multiplying quantity by ref_price. This column has an additional TOTAL sub-column that gives the total value of your portfolio

Note that the indexes of this DataFrame are the indexes of the sales (trades with trade_side = SELL) of your trades DataFrame.

Parameters

trades (pandas.DataFrame) – A normalized DataFrame of trades (see paragraph above). It must include all your buy and sell trades since you bought your first crypto-currency. If this is not the case, you will have to determine your initial portfolio (see initial_portfolio argument), and the purchase price of your initial porfolio.
initial_portfolio (dict) –
A dictionary representing your portfolio of crypto-currencies as it was before the first trade in the trades DataFrame (see trades argument). The keys of the initial_portfolio dictionary are the crypto-currencies, and the values are the quantities. For example:
```
{
    'BTC': 2,
    'ETH': 50,
    'LTC': 100
}
```

Returns

The DataFrame containing the composition of the: portfolio, the valuation of the portfolio and the reference prices used for valuation before each sale.

Return type

pandas.DataFrame