softlandia / portfolioperf

Class that calculates portfolio performance in USD given asset weights in portfolio, asset prices in different currencies and currencies rate to dollar.

Portfolio Performance

Class that calculates portfolio performance in USD given asset weights in portfolio, asset prices in different currencies and currencies rate to dollar. Class have the following methods:

• calculate asset performance(start date, end date);
• calculate currency performance(start date, end date);
• calculate total performance(start date, end date).

Each method return pandas.Series with portfolio performances from start date to end date.

Prerequisits

• Python 3.7
• pip

Installation

pip install pandas
pip install numpy

Tests

test_portfolioPerf.py