A portfolio that tracks fill orders and prints P&L with each price update.
fills:
F 1388534400000 MSFT 42.43 300 B
F 1388534400000 AAPL 181.26 300 B
F 1388534472953 MSFT 42.93 300 S
prices:
P 1388534400000 MSFT 42.43
P 1388534400000 AAPL 181.26
terencezl/portfolio-simulator
A portfolio that tracks fill orders and prints P&L with each price update.
Python