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This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters. Learn more about bidirectional Unicode charactersOriginal file line number Diff line number Diff line change @@ -0,0 +1,58 @@ pv_export_long_history = '~/Downloads/pv_export_long_history.csv' overrides = { 'RSBY': 'LCSIX', 'LCDS': 'DFSVX', 'MCDS': 'VOE', 'SCDS': 'SPYV', 'NIXT': 'SPY', 'EZBC': cash, 'SPYU': 'UPRO', 'MFUT': 'ASFYX', 'AHLT': 'ASFYX', 'TFPN': 'ASFYX', 'QIS': 'LCSIX', 'VFLO': 'LEXCX', 'ASMF': 'ASFYX', 'CAOS': cash, 'RSBT': 'ASFYX', 'HYGI': 'HYG', 'CTA': 'LCSIX', 'CRIT': 'XME', 'DISV': 'DISVX', 'HGER': 'LCSIX', 'UPAR': 'DBC', 'FLSP': 'QSPIX', 'PFIX': 'TIPZ', 'KMLM': 'ASFYX', 'GOVZ': 'ZROZ', 'CCRV': 'LCSIX', 'KRBN': cash, 'FCPI': 'BTAL', 'AVUV': 'DFSVX', 'DBMF': 'ASFYX', 'IVOL': 'TIPZ', 'DYNF': 'USMV', 'IETC': 'PPA', 'DFEN': 'PPA', 'COWZ': 'LEXCX', 'NANR': 'IEO', 'CIBR': cash, 'AIRR': 'PKB', 'FMF': 'ASFYX', 'WTMF': 'ASFYX', 'USDU': 'UUP', 'RSBA': 'MNA', 'AVES': 'DFEVX', 'GOLY': 'IAU', } overrides_df = pl.DataFrame({'Symbol': list(overrides.keys()), 'Symbol Override': list(overrides.values())}) portfolio = (portfolio .join(overrides_df, on='Symbol', how='left') .group_by(pl.coalesce(pl.col('Symbol Override'), pl.col('Symbol')).alias('Symbol')) .agg(pl.sum('Weight')) .sort(pl.col('Weight'), descending=True) ) portfolio.write_csv(pv_export_long_history) print(f'Wrote {len(portfolio)} securities to {pv_export_long_history}') portfolio This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters. Learn more about bidirectional Unicode charactersOriginal file line number Diff line number Diff line change @@ -1,121 +0,0 @@ This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters. Learn more about bidirectional Unicode charactersOriginal file line number Diff line number Diff line change @@ -0,0 +1,34 @@ import polars as pl fidelity_export = '~/Downloads/Portfolio_Positions_Feb-18-2025.csv' pv_export = '~/Downloads/pv_export.csv' account_name = 'Personal' cash = '^CASHUS' def money_col(name): return pl.col(name).str.replace_all(r'[$,]', '').cast(pl.Float32) portfolio = (pl .read_csv(fidelity_export) .filter(pl.col('Account Name') == account_name) .filter(~pl.col('Symbol').str.starts_with(' -')) # remove options .with_columns([ pl.col('Symbol').str.replace_all(r'^(SPAXX|Pending).*', cash), # Cash positions money_col('Last Price').alias('Price'), pl.col('Quantity'), money_col('Current Value'), ]) # Sometimes current value is empty (e.g when security is in margin) .with_columns(pl.coalesce(pl.col('Current Value'), pl.col('Quantity') * pl.col('Price')).alias('Value')) ) total = portfolio['Value'].sum() portfolio = (portfolio .with_columns((100 * pl.col('Value')/total).alias('Weight')) # sometimes the same security is listed multiple times e.g. when it is loaned out .group_by(pl.col('Symbol')) .agg(pl.sum('Weight')) .sort(pl.col('Weight'), descending=True) ) portfolio.write_csv(pv_export) print(f'Wrote {len(portfolio)} securities to {pv_export}') total, portfolio -
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This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters. Learn more about bidirectional Unicode charactersOriginal file line number Diff line number Diff line change @@ -0,0 +1,121 @@ { "cells": [ { "cell_type": "code", "execution_count": null, "metadata": {}, "outputs": [], "source": [ "import polars as pl\n", "\n", "fidelity_export = '~/Downloads/Portfolio_Positions_Sep-29-2024.csv'\n", "pv_export = '~/Downloads/pv_export.csv'\n", "account_name = 'Personal'\n", "cash = '^CASHUS'\n", "\n", "def money_col(name): return pl.col(name).str.replace_all(r'[\\$,]', '').cast(pl.Float32)\n", "\n", "portfolio = (pl\n", " .read_csv(fidelity_export)\n", " .filter(pl.col('Account Name') == account_name)\n", " .filter(~pl.col('Symbol').str.starts_with(' -')) # remove options\n", " .with_columns([\n", " pl.col('Symbol').str.replace_all(r'^(SPAXX|Pending).*', cash), # Cash positions\n", " money_col('Last Price').alias('Price'),\n", " pl.col('Quantity'),\n", " money_col('Current Value'),\n", " ])\n", " # Sometimes current value is empty (e.g when security is in margin)\n", " .with_columns(pl.coalesce(pl.col('Current Value'), pl.col('Quantity') * pl.col('Price')).alias('Value'))\n", ")\n", "\n", "total = portfolio['Value'].sum()\n", "portfolio = (portfolio\n", " .with_columns((100 * pl.col('Value')/total).alias('Weight'))\n", " # sometimes the same security is listed multiple times e.g. when it is loaned out\n", " .group_by(pl.col('Symbol'))\n", " .agg(pl.sum('Weight'))\n", " .sort(pl.col('Weight'), descending=True)\n", ")\n", "portfolio.write_csv(pv_export)\n", "print(f'Wrote {len(portfolio)} securities to {pv_export}')\n", "total, portfolio" ] }, { "cell_type": "code", "execution_count": null, "metadata": {}, "outputs": [], "source": [ "# Sometimes a security is too new to be properly backtested;\n", "# we override with a similar ticker that has a longer history\n", "\n", "pv_export_long_history = '~/Downloads/pv_export_long_history.csv'\n", "overrides = {\n", " 'RSBY': 'LCSIX',\n", " 'LCDS': 'DFSVX',\n", " 'MCDS': 'VOE',\n", " 'SCDS': 'SPYV',\n", " 'NIXT': 'SPY',\n", " 'EZBC': cash,\n", " 'SPYU': 'UPRO',\n", " 'MFUT': 'ASFYX',\n", " 'AHLT': 'ASFYX',\n", " 'TFPN': 'ASFYX',\n", " 'QIS': 'LCSIX',\n", " 'VFLO': 'LEXCX',\n", " 'ASMF': 'ASFYX',\n", " 'CAOS': cash,\n", " 'RSBT': 'ASFYX',\n", " 'HYGI': 'HYG',\n", " 'CTA': 'LCSIX',\n", " 'CRIT': 'XME',\n", " 'DISV': 'DISVX',\n", " 'HGER': 'LCSIX',\n", " 'UPAR': 'DBC',\n", " 'FLSP': 'QSPIX',\n", " 'PFIX': 'TIPZ',\n", " 'KMLM': 'ASFYX',\n", " 'GOVZ': 'ZROZ',\n", " 'CCRV': 'LCSIX',\n", " 'KRBN': cash,\n", " 'FCPI': 'BTAL',\n", " 'AVUV': 'DFSVX',\n", " 'DBMF': 'ASFYX',\n", " 'IVOL': 'TIPZ',\n", " 'DYNF': 'USMV',\n", " 'IETC': 'PPA',\n", " 'DFEN': 'PPA',\n", " 'COWZ': 'LEXCX',\n", " 'NANR': 'IEO',\n", " 'CIBR': cash,\n", " 'AIRR': 'PKB',\n", " 'FMF': 'ASFYX',\n", " 'WTMF': 'ASFYX',\n", " 'USDU': 'UUP',\n", "}\n", "overrides_df = pl.DataFrame({'Symbol': list(overrides.keys()), 'Symbol Override': list(overrides.values())})\n", "portfolio = (portfolio\n", " .join(overrides_df, on='Symbol', how='left')\n", " .group_by(pl.coalesce(pl.col('Symbol Override'), pl.col('Symbol')).alias('Symbol'))\n", " .agg(pl.sum('Weight'))\n", " .sort(pl.col('Weight'), descending=True)\n", ")\n", "\n", "portfolio.write_csv(pv_export_long_history)\n", "print(f'Wrote {len(portfolio)} securities to {pv_export_long_history}')\n", "portfolio" ] } ], "metadata": { "kernelspec": { "display_name": "Python 3 (ipykernel)", "language": "python", "name": "python3" } }, "nbformat": 4, "nbformat_minor": 2 }