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This repository has been archived by the owner on Jan 26, 2021. It is now read-only.

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@jspahrsummers jspahrsummers released this 10 Aug 20:22
· 63 commits to master since this release
  • [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 to Instrument type, which is necessary to quote futures, and possibly more
  • Added analysis.timelineForSymbol(), which transforms an activity log into position information (e.g., size and realized profit) over time
  • Exposed analysis.normalizeSymbol() and analysis.normalizeInstrument(), for aligning cross-brokerage data
  • Exposed analysis.activityAffectsSymbol(), which can be used as a sort of pattern-matching over activity logs