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
Installation
pip install pandas
pip install numpy
Tests
test_portfolioPerf.py