diff options
Diffstat (limited to 'python/analytics/portfolio.py')
| -rw-r--r-- | python/analytics/portfolio.py | 5 |
1 files changed, 4 insertions, 1 deletions
diff --git a/python/analytics/portfolio.py b/python/analytics/portfolio.py index 508201f1..004288f2 100644 --- a/python/analytics/portfolio.py +++ b/python/analytics/portfolio.py @@ -52,7 +52,7 @@ class Portfolio: def items(self): for trade_id, trade in zip(self.trade_ids, self.trades): - yield(trade_id, trade) + yield (trade_id, trade) @property def pnl(self): @@ -88,6 +88,9 @@ class Portfolio: for t in self.trades: t.mark(**kwargs) + def shock(self, params=["pnl"], **kwargs): + return {trade_id: trade.shock(params, **kwargs) for trade_id, trade in self.items()} + @property def ref(self): if len(self.indices) == 1: |