ib flexstatement到pyfolio桥
flexfolio的Python项目详细描述
柔性活页
从交互式代理获取flex语句的python包和docker映像 并将其转换为与pyfolio兼容的数据结构。
使用量
$ docker run -v $(pwd)/workdir:/workdir xridge/flexfolio:latest fetch_statement IB_API_KEY QUERY_ID /workdir/flex_report.xml 2019-04-06 16:23:17,097 - flexfolio.cli - INFO - Requesting statement 2019-04-06 16:23:17,770 - flexfolio.cli - INFO - Downloading statement $ docker run -v $(pwd)/workdir:/workdir xridge/flexfolio:latest statement_to_pyfolio --output-format hdf5 /workdir/flex_report.xml /workdir 2019-04-06 16:24:42,153 - flexfolio.cli - INFO - Storing returns to /workdir/flex_report-returns.hdf5 2019-04-06 16:24:57,202 - flexfolio.cli - INFO - Storing positions to /workdir/flex_report-positions.hdf5 2019-04-06 16:24:57,280 - flexfolio.cli - INFO - Storing transactions to /workdir/flex_report-transactions.hdf5
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