alpacahq / alpacahq/Alpaca-API

Rest API get_portfolio_history returns incorrect data beyond 1 day

Open
#223 1 comment 0 reactions 0 assignees View on GitHub
Dominant language
No language data
Stars
173
Forks
17
PR merge metrics
No merged PRs in 30d

Description

When requesting get_portfolio_history intraday equity appears to be calculated by profit_loss added to base_value. When requesting more than one day, intraday profit_loss returns are relative to their respective day base_value, however equity appears to be calculated by adding profit_loss to the initial day base_value. The result is incorrect equity values when requesting timeframes <1 day on periods >1 day.

**To Reproduce**
![image](https://user-images.githubusercontent.com/4991768/158005220-a065bb18-09c6-4ad2-b5d7-fecc204b3cd7.png)

Crude client side fix example below. Not sure if this comes from the raw api output or is isolated to the python rest api, but in either case there are probably more efficient ways to do it.

> data = api.get_portfolio_history(period='4D', timeframe='1Min')
> history = np.array(data.equity)
>
> base_values = np.array(api.get_portfolio_history(period='5D', timeframe='1D').equity)
> base_values = (base_values - base_values[0])[:-1]
>
> for bvd in range(len(base_values)):
> history[(bvd * 391):(bvd * 391)+391] = history[(bvd * 391):(bvd * 391)+391] + base_values[bvd]

Contributor guide

No contributing guide indexed for this repository

Assessment

This issue has not been assessed yet.

Get new issues in your inbox

A short digest of beginner-friendly GitHub issues.