Expand description
Portfolio management and risk analysis for PoseiTrader.
The portfolio crate provides comprehensive portfolio management capabilities including real-time position tracking, performance calculations, and risk management. This includes sophisticated portfolio analytics and multi-currency support:
- Portfolio tracking: Real-time portfolio state management with position and balance monitoring.
- Account management: Support for cash and margin accounts across multiple venues.
- Performance calculations: Real-time unrealized PnL, realized PnL, and mark-to-market valuations.
- Risk management: Initial margin calculations, maintenance margin tracking, and exposure monitoring.
- Multi-currency support: Currency conversion and cross-currency risk exposure analysis.
- Configuration options: Flexible settings for price types, currency conversion, and portfolio behavior.
The crate handles complex portfolio scenarios including multi-venue trading, currency conversions, and sophisticated margin calculations for both live trading and backtesting environments.
§Platform
PoseiTrader is an open-source, high-performance, production-grade algorithmic trading platform, providing quantitative traders with the ability to backtest portfolios of automated trading strategies on historical data with an event-driven engine, and also deploy those same strategies live, with no code changes.
PoseiTrader’s design, architecture, and implementation philosophy prioritizes software correctness and safety at the highest level, with the aim of supporting mission-critical, trading system backtesting and live deployment workloads.
§Feature flags
This crate provides feature flags to control source code inclusion during compilation, depending on the intended use case, i.e. whether to provide Python bindings for the posei_trader Python package, or as part of a Rust only build.
python: Enables Python bindings from PyO3.
Re-exports§
pub use portfolio::Portfolio;