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
465
backend/app/services/position_tracker.py
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465
backend/app/services/position_tracker.py
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"""Service for tracking and calculating trading positions."""
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from sqlalchemy.orm import Session
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from sqlalchemy import and_
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from typing import List, Optional, Dict
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from decimal import Decimal
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from collections import defaultdict
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from datetime import datetime
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import re
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from app.models import Transaction, Position, PositionTransaction
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from app.models.position import PositionType, PositionStatus
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from app.utils import parse_option_symbol
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class PositionTracker:
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"""
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Service for tracking trading positions from transactions.
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Matches opening and closing transactions using FIFO (First-In-First-Out) method.
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Handles stocks, calls, and puts including complex scenarios like assignments and expirations.
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"""
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def __init__(self, db: Session):
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"""
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Initialize position tracker.
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Args:
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db: Database session
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"""
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self.db = db
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def rebuild_positions(self, account_id: int) -> int:
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"""
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Rebuild all positions for an account from transactions.
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Deletes existing positions and recalculates from scratch.
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Args:
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account_id: Account ID to rebuild positions for
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Returns:
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Number of positions created
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"""
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# Delete existing positions
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self.db.query(Position).filter(Position.account_id == account_id).delete()
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self.db.commit()
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# Get all transactions ordered by date
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transactions = (
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self.db.query(Transaction)
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.filter(Transaction.account_id == account_id)
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.order_by(Transaction.run_date, Transaction.id)
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.all()
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)
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# Group transactions by symbol and option details
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# For options, we need to group by the full option contract (symbol + strike + expiration)
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# For stocks, we group by symbol only
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symbol_txns = defaultdict(list)
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for txn in transactions:
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if txn.symbol:
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# Create a unique grouping key
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grouping_key = self._get_grouping_key(txn)
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symbol_txns[grouping_key].append(txn)
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# Process each symbol/contract group
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position_count = 0
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for grouping_key, txns in symbol_txns.items():
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positions = self._process_symbol_transactions(account_id, grouping_key, txns)
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position_count += len(positions)
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self.db.commit()
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return position_count
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def _process_symbol_transactions(
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self, account_id: int, symbol: str, transactions: List[Transaction]
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) -> List[Position]:
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"""
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Process all transactions for a single symbol to create positions.
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Args:
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account_id: Account ID
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symbol: Trading symbol
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transactions: List of transactions for this symbol
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Returns:
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List of created Position objects
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"""
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positions = []
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# Determine position type from first transaction
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position_type = self._determine_position_type_from_txn(transactions[0]) if transactions else PositionType.STOCK
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# Track open positions using FIFO
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open_positions: List[Dict] = []
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for txn in transactions:
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action = txn.action.upper()
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# Determine if this is an opening or closing transaction
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if self._is_opening_transaction(action):
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# Create new open position
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open_pos = {
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"transactions": [txn],
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"quantity": abs(txn.quantity) if txn.quantity else Decimal("0"),
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"entry_price": txn.price,
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"open_date": txn.run_date,
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"is_short": "SELL" in action or "SOLD" in action,
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}
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open_positions.append(open_pos)
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elif self._is_closing_transaction(action):
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# Close positions using FIFO
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close_quantity = abs(txn.quantity) if txn.quantity else Decimal("0")
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remaining_to_close = close_quantity
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while remaining_to_close > 0 and open_positions:
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open_pos = open_positions[0]
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open_qty = open_pos["quantity"]
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if open_qty <= remaining_to_close:
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# Close entire position
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open_pos["transactions"].append(txn)
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position = self._create_position(
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account_id,
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symbol,
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position_type,
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open_pos,
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close_date=txn.run_date,
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exit_price=txn.price,
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close_quantity=open_qty,
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)
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positions.append(position)
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open_positions.pop(0)
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remaining_to_close -= open_qty
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else:
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# Partially close position
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# Split into closed portion
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closed_portion = {
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"transactions": open_pos["transactions"] + [txn],
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"quantity": remaining_to_close,
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"entry_price": open_pos["entry_price"],
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"open_date": open_pos["open_date"],
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"is_short": open_pos["is_short"],
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}
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position = self._create_position(
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account_id,
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symbol,
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position_type,
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closed_portion,
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close_date=txn.run_date,
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exit_price=txn.price,
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close_quantity=remaining_to_close,
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)
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positions.append(position)
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# Update open position with remaining quantity
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open_pos["quantity"] -= remaining_to_close
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remaining_to_close = Decimal("0")
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elif self._is_expiration(action):
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# Handle option expirations
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expire_quantity = abs(txn.quantity) if txn.quantity else Decimal("0")
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remaining_to_expire = expire_quantity
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while remaining_to_expire > 0 and open_positions:
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open_pos = open_positions[0]
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open_qty = open_pos["quantity"]
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if open_qty <= remaining_to_expire:
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# Expire entire position
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open_pos["transactions"].append(txn)
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position = self._create_position(
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account_id,
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symbol,
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position_type,
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open_pos,
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close_date=txn.run_date,
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exit_price=Decimal("0"), # Expired worthless
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close_quantity=open_qty,
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)
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positions.append(position)
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open_positions.pop(0)
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remaining_to_expire -= open_qty
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else:
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# Partially expire
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closed_portion = {
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"transactions": open_pos["transactions"] + [txn],
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"quantity": remaining_to_expire,
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"entry_price": open_pos["entry_price"],
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"open_date": open_pos["open_date"],
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"is_short": open_pos["is_short"],
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}
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position = self._create_position(
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account_id,
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symbol,
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position_type,
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closed_portion,
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close_date=txn.run_date,
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exit_price=Decimal("0"),
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close_quantity=remaining_to_expire,
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)
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positions.append(position)
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open_pos["quantity"] -= remaining_to_expire
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remaining_to_expire = Decimal("0")
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# Create positions for any remaining open positions
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for open_pos in open_positions:
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position = self._create_position(
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account_id, symbol, position_type, open_pos
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)
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positions.append(position)
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return positions
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def _create_position(
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self,
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account_id: int,
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symbol: str,
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position_type: PositionType,
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position_data: Dict,
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close_date: Optional[datetime] = None,
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exit_price: Optional[Decimal] = None,
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close_quantity: Optional[Decimal] = None,
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) -> Position:
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"""
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Create a Position database object.
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Args:
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account_id: Account ID
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symbol: Trading symbol
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position_type: Type of position
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position_data: Dictionary with position information
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close_date: Close date (if closed)
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exit_price: Exit price (if closed)
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close_quantity: Quantity closed (if closed)
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Returns:
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Created Position object
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"""
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is_closed = close_date is not None
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quantity = close_quantity if close_quantity else position_data["quantity"]
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# Calculate P&L if closed
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realized_pnl = None
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if is_closed and position_data["entry_price"] and exit_price is not None:
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if position_data["is_short"]:
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# Short position: profit when price decreases
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realized_pnl = (
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position_data["entry_price"] - exit_price
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) * quantity * 100
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else:
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# Long position: profit when price increases
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realized_pnl = (
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exit_price - position_data["entry_price"]
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) * quantity * 100
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# Subtract fees and commissions
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for txn in position_data["transactions"]:
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if txn.commission:
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realized_pnl -= txn.commission
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if txn.fees:
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realized_pnl -= txn.fees
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# Extract option symbol from first transaction if this is an option
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option_symbol = None
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if position_type != PositionType.STOCK and position_data["transactions"]:
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first_txn = position_data["transactions"][0]
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# Try to extract option details from description
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option_symbol = self._extract_option_symbol_from_description(
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first_txn.description, first_txn.action, symbol
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)
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# Create position
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position = Position(
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account_id=account_id,
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symbol=symbol,
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option_symbol=option_symbol,
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position_type=position_type,
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status=PositionStatus.CLOSED if is_closed else PositionStatus.OPEN,
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open_date=position_data["open_date"],
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close_date=close_date,
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total_quantity=quantity if not position_data["is_short"] else -quantity,
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avg_entry_price=position_data["entry_price"],
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avg_exit_price=exit_price,
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realized_pnl=realized_pnl,
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)
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self.db.add(position)
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self.db.flush() # Get position ID
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# Link transactions to position
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for txn in position_data["transactions"]:
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link = PositionTransaction(
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position_id=position.id, transaction_id=txn.id
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)
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self.db.add(link)
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return position
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def _extract_option_symbol_from_description(
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self, description: str, action: str, base_symbol: str
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) -> Optional[str]:
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"""
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Extract option symbol from transaction description.
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Example: "CALL (TGT) TARGET CORP JAN 16 26 $95 (100 SHS)"
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Returns: "-TGT260116C95"
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Args:
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description: Transaction description
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action: Transaction action
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base_symbol: Underlying symbol
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Returns:
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Option symbol in standard format, or None if can't parse
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"""
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if not description:
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return None
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# Determine if CALL or PUT
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call_or_put = None
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if "CALL" in description.upper():
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call_or_put = "C"
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elif "PUT" in description.upper():
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call_or_put = "P"
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else:
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return None
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# Extract date and strike: "JAN 16 26 $95"
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# Pattern: MONTH DAY YY $STRIKE
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date_strike_pattern = r'([A-Z]{3})\s+(\d{1,2})\s+(\d{2})\s+\$([\d.]+)'
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match = re.search(date_strike_pattern, description)
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if not match:
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return None
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month_abbr, day, year, strike = match.groups()
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# Convert month abbreviation to number
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month_map = {
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'JAN': '01', 'FEB': '02', 'MAR': '03', 'APR': '04',
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'MAY': '05', 'JUN': '06', 'JUL': '07', 'AUG': '08',
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'SEP': '09', 'OCT': '10', 'NOV': '11', 'DEC': '12'
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}
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month = month_map.get(month_abbr.upper())
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if not month:
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return None
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# Format: -SYMBOL + YYMMDD + C/P + STRIKE
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# Remove decimal point from strike if it's a whole number
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strike_num = float(strike)
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strike_str = str(int(strike_num)) if strike_num.is_integer() else strike.replace('.', '')
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option_symbol = f"-{base_symbol}{year}{month}{day.zfill(2)}{call_or_put}{strike_str}"
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return option_symbol
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def _determine_position_type_from_txn(self, txn: Transaction) -> PositionType:
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"""
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Determine position type from transaction action/description.
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Args:
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txn: Transaction to analyze
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Returns:
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PositionType (STOCK, CALL, or PUT)
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"""
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# Check action and description for option indicators
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action_upper = txn.action.upper() if txn.action else ""
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desc_upper = txn.description.upper() if txn.description else ""
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# Look for CALL or PUT keywords
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if "CALL" in action_upper or "CALL" in desc_upper:
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return PositionType.CALL
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elif "PUT" in action_upper or "PUT" in desc_upper:
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return PositionType.PUT
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# Fall back to checking symbol format (for backwards compatibility)
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if txn.symbol and txn.symbol.startswith("-"):
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option_info = parse_option_symbol(txn.symbol)
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if option_info:
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return (
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PositionType.CALL
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if option_info.option_type == "CALL"
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else PositionType.PUT
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)
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return PositionType.STOCK
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def _get_base_symbol(self, symbol: str) -> str:
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"""Extract base symbol from option symbol."""
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if symbol.startswith("-"):
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option_info = parse_option_symbol(symbol)
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if option_info:
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return option_info.underlying_symbol
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return symbol
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def _is_opening_transaction(self, action: str) -> bool:
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"""Check if action represents opening a position."""
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opening_keywords = [
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"OPENING TRANSACTION",
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"YOU BOUGHT OPENING",
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"YOU SOLD OPENING",
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]
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return any(keyword in action for keyword in opening_keywords)
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def _is_closing_transaction(self, action: str) -> bool:
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"""Check if action represents closing a position."""
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closing_keywords = [
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"CLOSING TRANSACTION",
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"YOU BOUGHT CLOSING",
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"YOU SOLD CLOSING",
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"ASSIGNED",
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]
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return any(keyword in action for keyword in closing_keywords)
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def _is_expiration(self, action: str) -> bool:
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"""Check if action represents an expiration."""
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return "EXPIRED" in action
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def _get_grouping_key(self, txn: Transaction) -> str:
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"""
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Create a unique grouping key for transactions.
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For options, returns: symbol + option details (e.g., "TGT-JAN16-100C")
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For stocks, returns: just the symbol (e.g., "TGT")
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Args:
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txn: Transaction to create key for
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Returns:
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Grouping key string
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"""
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# Determine if this is an option transaction
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action_upper = txn.action.upper() if txn.action else ""
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desc_upper = txn.description.upper() if txn.description else ""
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is_option = "CALL" in action_upper or "CALL" in desc_upper or "PUT" in action_upper or "PUT" in desc_upper
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if not is_option or not txn.description:
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# Stock transaction - group by symbol only
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return txn.symbol
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# Option transaction - extract strike and expiration to create unique key
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# Pattern: "CALL (TGT) TARGET CORP JAN 16 26 $100 (100 SHS)"
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date_strike_pattern = r'([A-Z]{3})\s+(\d{1,2})\s+(\d{2})\s+\$([\d.]+)'
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match = re.search(date_strike_pattern, txn.description)
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if not match:
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# Can't parse option details, fall back to symbol only
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return txn.symbol
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month_abbr, day, year, strike = match.groups()
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# Determine call or put
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call_or_put = "C" if "CALL" in desc_upper else "P"
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# Create key: SYMBOL-MONTHDAY-STRIKEC/P
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# e.g., "TGT-JAN16-100C"
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strike_num = float(strike)
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strike_str = str(int(strike_num)) if strike_num.is_integer() else strike
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grouping_key = f"{txn.symbol}-{month_abbr}{day}-{strike_str}{call_or_put}"
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return grouping_key
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