How to calculate realized P&L exchange trading using FIFO method in Python?

I am looking for a Python plugin that will calculate the implemented P & L for a series of stock transactions using the FIFO method.

For example, suppose we have the following three MSFT transactions:

+75 MSFT 25.10
+50 MSFT 25.12
-100 MSFT 25.22

The sale of 100 shares at a price of 25.22 will be completely clean against a purchase of 75 at 25.10 and partially clean against a purchase of 50 at 25.12 ie

Realized P & L = 75 * (25.22 - 25.10) + 25 * (25.22 - 25.12) = $ 11.50

Prominence:

+25 MSFT 25.12

+5
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2 answers

Python, R project blotter --- / TradeAnalytics R-Forge .

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+4

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