This repository has been archived by the owner on Jan 26, 2021. It is now read-only.
Summer Bank Holiday
- [fidelity] Cash interest earned is now included in
Activity
- [schwab] Cash interest earned and margin interest charged is now included in
Activity
- [ibkr] Fixed market data quotes for futures and futures options
- Added optional
exchange
field toInstrument
type, which is necessary to quote futures, and possibly more
- Added optional
- Added
analysis.timelineForSymbol()
, which transforms an activity log into position information (e.g., size and realized profit) over time - Exposed
analysis.normalizeSymbol()
andanalysis.normalizeInstrument()
, for aligning cross-brokerage data - Exposed
analysis.activityAffectsSymbol()
, which can be used as a sort of pattern-matching over activity logs