Portfolio (algostream.Algostream_domain

module Timestamp = Algostream_domain_common.Timestamp

module Position = Position

type portfolio = {

account_id : Base.string;
positions : (Base.string, Position.position) Base.Map.Poly.t;
cash_balance : Base.float;
initial_capital : Base.float;
total_commission_paid : Base.float;
created_at : Timestamp.t;
updated_at : Timestamp.t;
strategy_allocations : (Base.string, Base.float) Base.Map.Poly.t;

}

val stamp : Timestamp.t option -> Timestamp.t

val create_portfolio : 
  ?ts:Timestamp.t ->
  account_id:Base.string ->
  initial_capital:Base.float ->
  unit ->
  portfolio

val get_position : portfolio -> symbol:Base.string -> Position.position option

val has_position : portfolio -> symbol:Base.string -> Base.bool

val add_trade : 
  ?ts:Timestamp.t ->
  portfolio ->
  symbol:Base.string ->
  trade_quantity:Base__Float.t ->
  trade_price:Base.float ->
  commission:Base__Float.t ->
  ?strategy_id:Base.string ->
  unit ->
  portfolio

val update_position_prices : 
  ?ts:Timestamp.t ->
  portfolio ->
  price_updates:(Base.string, Base__Float.t) Base.Map.Poly.t ->
  portfolio

val total_market_value : portfolio -> Base__Float.t

val net_asset_value : portfolio -> Base__Float.t

val total_unrealized_pnl : portfolio -> Base__Float.t

val total_realized_pnl : portfolio -> Base__Float.t

val total_pnl : portfolio -> Base__Float.t

val portfolio_return : portfolio -> Base__Float.t

val gross_exposure : portfolio -> Base__Float.t

val net_exposure : portfolio -> Base__Float.t

val leverage : portfolio -> Base__Float.t

val long_exposure : portfolio -> Base__Float.t

val short_exposure : portfolio -> Base__Float.t

val position_count : portfolio -> int

val largest_position : 
  portfolio ->
  (Base.string * Position.position * Base.Float.t) option

val diversification_ratio : portfolio -> Base__Float.t

module Risk_metrics : sig ... end

module Portfolio_analytics : sig ... end