Initial release v1.1.0
- Complete MVP for tracking Fidelity brokerage account performance - Transaction import from CSV with deduplication - Automatic FIFO position tracking with options support - Real-time P&L calculations with market data caching - Dashboard with timeframe filtering (30/90/180 days, 1 year, YTD, all time) - Docker-based deployment with PostgreSQL backend - React/TypeScript frontend with TailwindCSS - FastAPI backend with SQLAlchemy ORM Features: - Multi-account support - Import via CSV upload or filesystem - Open and closed position tracking - Balance history charting - Performance analytics and metrics - Top trades analysis - Responsive UI design Co-Authored-By: Claude Sonnet 4.5 <noreply@anthropic.com>
This commit is contained in:
Chris
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backend/app/api/endpoints/transactions.py
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backend/app/api/endpoints/transactions.py
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"""Transaction API endpoints."""
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from fastapi import APIRouter, Depends, HTTPException, Query, status
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from sqlalchemy.orm import Session
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from sqlalchemy import and_, or_
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from typing import List, Optional, Dict
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from datetime import date
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from app.api.deps import get_db
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from app.models import Transaction, Position, PositionTransaction
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from app.schemas import TransactionResponse
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router = APIRouter()
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@router.get("", response_model=List[TransactionResponse])
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def list_transactions(
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account_id: Optional[int] = None,
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symbol: Optional[str] = None,
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start_date: Optional[date] = None,
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end_date: Optional[date] = None,
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skip: int = 0,
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limit: int = Query(default=50, le=500),
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db: Session = Depends(get_db),
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):
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"""
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List transactions with optional filtering.
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Args:
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account_id: Filter by account ID
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symbol: Filter by symbol
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start_date: Filter by start date (inclusive)
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end_date: Filter by end date (inclusive)
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skip: Number of records to skip (pagination)
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limit: Maximum number of records to return
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db: Database session
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Returns:
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List of transactions
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"""
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query = db.query(Transaction)
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# Apply filters
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if account_id:
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query = query.filter(Transaction.account_id == account_id)
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if symbol:
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query = query.filter(Transaction.symbol == symbol)
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if start_date:
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query = query.filter(Transaction.run_date >= start_date)
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if end_date:
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query = query.filter(Transaction.run_date <= end_date)
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# Order by date descending
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query = query.order_by(Transaction.run_date.desc(), Transaction.id.desc())
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# Pagination
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transactions = query.offset(skip).limit(limit).all()
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return transactions
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@router.get("/{transaction_id}", response_model=TransactionResponse)
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def get_transaction(transaction_id: int, db: Session = Depends(get_db)):
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"""
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Get transaction by ID.
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Args:
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transaction_id: Transaction ID
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db: Database session
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Returns:
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Transaction details
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Raises:
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HTTPException: If transaction not found
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"""
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transaction = (
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db.query(Transaction).filter(Transaction.id == transaction_id).first()
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)
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if not transaction:
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raise HTTPException(
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status_code=status.HTTP_404_NOT_FOUND,
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detail=f"Transaction {transaction_id} not found",
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)
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return transaction
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@router.get("/{transaction_id}/position-details")
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def get_transaction_position_details(
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transaction_id: int, db: Session = Depends(get_db)
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) -> Dict:
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"""
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Get full position details for a transaction, including all related transactions.
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This endpoint finds the position associated with a transaction and returns:
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- All transactions that are part of the same position
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- Position metadata (type, status, P&L, etc.)
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- Strategy classification for options (covered call, cash-secured put, etc.)
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Args:
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transaction_id: Transaction ID
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db: Database session
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Returns:
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Dictionary with position details and all related transactions
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Raises:
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HTTPException: If transaction not found or not part of a position
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"""
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# Find the transaction
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transaction = (
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db.query(Transaction).filter(Transaction.id == transaction_id).first()
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)
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if not transaction:
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raise HTTPException(
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status_code=status.HTTP_404_NOT_FOUND,
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detail=f"Transaction {transaction_id} not found",
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)
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# Find the position this transaction belongs to
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position_link = (
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db.query(PositionTransaction)
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.filter(PositionTransaction.transaction_id == transaction_id)
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.first()
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)
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if not position_link:
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raise HTTPException(
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status_code=status.HTTP_404_NOT_FOUND,
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detail=f"Transaction {transaction_id} is not part of any position",
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)
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# Get the position with all its transactions
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position = (
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db.query(Position)
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.filter(Position.id == position_link.position_id)
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.first()
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)
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if not position:
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raise HTTPException(
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status_code=status.HTTP_404_NOT_FOUND,
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detail=f"Position not found",
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)
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# Get all transactions for this position
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all_transactions = []
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for link in position.transaction_links:
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txn = link.transaction
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all_transactions.append({
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"id": txn.id,
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"run_date": txn.run_date.isoformat(),
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"action": txn.action,
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"symbol": txn.symbol,
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"description": txn.description,
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"quantity": float(txn.quantity) if txn.quantity else None,
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"price": float(txn.price) if txn.price else None,
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"amount": float(txn.amount) if txn.amount else None,
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"commission": float(txn.commission) if txn.commission else None,
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"fees": float(txn.fees) if txn.fees else None,
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})
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# Sort transactions by date
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all_transactions.sort(key=lambda t: t["run_date"])
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# Determine strategy type for options
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strategy = _classify_option_strategy(position, all_transactions)
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return {
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"position": {
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"id": position.id,
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"symbol": position.symbol,
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"option_symbol": position.option_symbol,
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"position_type": position.position_type.value,
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"status": position.status.value,
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"open_date": position.open_date.isoformat(),
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"close_date": position.close_date.isoformat() if position.close_date else None,
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"total_quantity": float(position.total_quantity),
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"avg_entry_price": float(position.avg_entry_price) if position.avg_entry_price is not None else None,
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"avg_exit_price": float(position.avg_exit_price) if position.avg_exit_price is not None else None,
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"realized_pnl": float(position.realized_pnl) if position.realized_pnl is not None else None,
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"unrealized_pnl": float(position.unrealized_pnl) if position.unrealized_pnl is not None else None,
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"strategy": strategy,
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},
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"transactions": all_transactions,
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}
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def _classify_option_strategy(position: Position, transactions: List[Dict]) -> str:
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"""
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Classify the option strategy based on position type and transactions.
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Args:
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position: Position object
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transactions: List of transaction dictionaries
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Returns:
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Strategy name (e.g., "Long Call", "Covered Call", "Cash-Secured Put")
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"""
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if position.position_type.value == "stock":
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return "Stock"
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# Check if this is a short or long position
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is_short = position.total_quantity < 0
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# For options
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if position.position_type.value == "call":
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if is_short:
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# Short call - could be covered or naked
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# We'd need to check if there's a corresponding stock position to determine
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# For now, just return "Short Call" (could enhance later)
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return "Short Call (Covered Call)"
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else:
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return "Long Call"
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elif position.position_type.value == "put":
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if is_short:
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# Short put - could be cash-secured or naked
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return "Short Put (Cash-Secured Put)"
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else:
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return "Long Put"
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return "Unknown"
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