AccountPerformance

class saxo_openapi.endpoints.accounthistory.performance.AccountPerformance(ClientKey, params=None)

Get a collection of performance metrics for a specific account. The account performance returns confidencial information that is only allowed to be viewed by the account owner / owners. The required fields are ClientKey and either StandardPeriod or FromDate/ToDate.

ENDPOINT = 'openapi/hist/v3/perf/{ClientKey}'

EXPECTED_STATUS = 200

METHOD = 'GET'

__init__(ClientKey, params=None)

Instantiate an AccountPerformance request.

Parameters:

• ClientKey (string (required)) – the ClientKey
• params (dict (optional)) – dict with parameters representing the queringstring parameters

>>> import saxo_openapi
>>> import saxo_openapi.endpoints.accounthistory as ah
>>> import json
>>> client = saxo_openapi.API(access_token=...)
>>> ClientKey = 'Cf4xZWiYL6W1nMKpygBLLA=='
>>> params =
        {
          "FromDate": "2019-03-01",
          "ToDate": "2019-03-10"
        }

>>> r = ah.performance.AccountPerformance(ClientKey=ClientKey,
...                                       params=params)
>>> client.request(r)
>>> print(json.dumps(r.response, indent=2))

Output:

{
  "AccountSummary": {
    "AverageTradeDurationInMinutes": 34260,
    "AverageTradesPerWeek": 48.2325728770595,
    "NumberOfDaysTraded": 1589,
    "NumberOfLongTrades": 5434,
    "NumberOfShortTrades": 5263,
    "TopTradedInstruments": [
      "DAX.I",
      "DJI.I",
      "EURUSD",
      "GBPUSD",
      "NAS100.I",
      "NOKSEK",
      "EURNOK",
      "SP500.I"
    ],
    "TotalReturnFraction": -0.9999963956455,
    "TradedInstruments": [
      "FxSpot",
      "Stock",
      "FxVanillaOption",
      "ContractFutures"
    ],
    "TradesTotalCount": 10697,
    "TradesWonCount": 6499,
    "WinFraction": 0.61
  },
  "Allocation": {
    "TradesPerAssetType": {
      "ClosedTradesAllocations": [
        {
          "AssetClassType": "Equity",
          "ReturnAttribution": 1,
          "TradeCount": 168,
          "TradePercent": 0.38009049773755654
        },
        {
          "AssetClassType": "Currency",
          "ReturnAttribution": 0.249937016456527,
          "TradeCount": 112,
          "TradePercent": 0.25339366515837103
        },
        {
          "AssetClassType": "Commodity",
          "ReturnAttribution": 0.5628789450009563,
          "TradeCount": 105,
          "TradePercent": 0.23755656108597284
        },
        {
          "AssetClassType": "Fixed Income",
          "ReturnAttribution": -0.013150856136249162,
          "TradeCount": 57,
          "TradePercent": 0.12895927601809956
        }
      ]
    },
    "TradesPerInstrument": {
      "ClosedTradesAllocations": [
        {
          "AssetType": "ContractFutures",
          "InstrumentDescription": "30-Year U.S. Treasury Bond - Sep 2016",
          "InstrumentSymbol": "ZBU6",
          "InstrumentUic": 3626018,
          "ReturnAttribution": -0.15987101005684304,
          "TradeCount": 40,
          "TradePercent": 0.09049773755656108
        },
        {
          "AssetType": "FxSpot",
          "InstrumentDescription": "British Pound/US Dollar",
          "InstrumentSymbol": "GBPUSD",
          "InstrumentUic": 31,
          "ReturnAttribution": 0.14685155225185834,
          "TradeCount": 37,
          "TradePercent": 0.083710407239819
        }
      ]
    }
  },
  "BalancePerformance": {
    "AccountBalanceTimeSeries": [
      {
        "Date": "2016-03-28",
        "Value": 0
      },
      {
        "Date": "2016-03-29",
        "Value": 0
      }
    ],
    "AccountValueTimeSeries": [
      {
        "Date": "2016-03-28",
        "Value": 0
      },
      {
        "Date": "2016-03-29",
        "Value": 0
      }
    ],
    "MonthlyProfitLossTimeSeries": [
      {
        "Date": "2015-11-30",
        "Value": 0
      },
      {
        "Date": "2015-12-31",
        "Value": 0
      }
    ],
    "SecurityTransferTimeSeries": [
      {
        "Date": "2016-03-28",
        "Value": 0
      },
      {
        "Date": "2016-03-29",
        "Value": 0
      }
    ],
    "YearlyProfitLossTimeSeries": [
      {
        "Date": "2015-12-31",
        "Value": 0
      },
      {
        "Date": "2016-12-31",
        "Value": 0
      },
      {
        "Date": "2017-12-31",
        "Value": 0
      }
    ]
  },
  "From": "2016-03-28",
  "InceptionDay": "2015-11-24",
  "LastTradeDay": "2017-03-27",
  "Thru": "2017-03-27",
  "TimeWeightedPerformance": {
    "AccumulatedTimeWeightedTimeSeries": [
      {
        "Date": "2016-03-25",
        "Value": 0
      }
    ],
    "MonthlyReturnTimeSeries": [
      {
        "Date": "2016-03-25",
        "Value": 0
      }
    ],
    "PerformanceFraction": -1,
    "PerformanceKeyFigures": {
      "ClosedTradesCount": 0,
      "DrawdownReport": {
        "Drawdowns": [
          {
            "DaysCount": 3,
            "DepthInPercent": 1,
            "FromDate": "2016-08-05",
            "ThruDate": "2016-08-08"
          }
        ],
        "MaxDaysInDrawdownFromTop10Drawdowns": 3
      },
      "LosingDaysFraction": 0.03,
      "MaxDrawDownFraction": 1,
      "ReturnFraction": -1,
      "SampledStandardDeviation": 0.0618018874919214,
      "SharpeRatio": -0.952069751000777,
      "SortinoRatio": -0.0591710418985739
    },
    "YearlyReturnTimeSeries": [
      {
        "Date": "2016-03-25",
        "Value": 0
      }
    ]
  },
  "TotalCashBalance": 20226.02,
  "TotalCashBalancePerCurrency": [
    {
      "StringValue": "CAD",
      "Value": -491.707122366824
    }
  ],
  "TotalOpenPositionsValue": 29571.057,
  "TotalPositionsValuePerCurrency": [
    {
      "StringValue": "CAD",
      "Value": -491.707122366824
    }
  ],
  "TotalPositionsValuePerProductPerSecurity": [
    {
      "Description": "Abengoa SA - Warrants",
      "ProductName": "Shares",
      "Symbol": "LOCK - 1496:xxxx",
      "Value": 0
    }
  ]
}

expected_status

response

response - get the response of the request.

status_code