touchups

deephaven-examples · Sep 10, 2024 · 3779514 · 3779514
1 parent a7229c7
commit 3779514
Show file tree

Hide file tree

Showing 2 changed files with 30 additions and 5 deletions.
diff --git a/src/deephaven_ib/__init__.py b/src/deephaven_ib/__init__.py
@@ -384,7 +384,7 @@ class IbSessionTws:
         * **accounts_summary**: account summary.  Automatically populated.
         * **accounts_positions**: account positions.  Automatically populated.
         * **accounts_pnl**: account PNL.  Automatically populated.
-
+        * **accounts_pnl_single**: single PNL.  populated by calling request_single_pnl() on a specific contract.
         ####
         # News
         ####
@@ -608,6 +608,15 @@ def deephaven_ib_parse_note(note:str, key:str) -> Optional[str]:
                 .move_columns_up(["RequestId", "ReceiveTime", "Account", "ModelCode"]) \
                 .drop_columns("Note") \
                 .last_by("RequestId"),
+            "accounts_pnl_single": tables_raw["raw_accounts_pnl_single"] \
+                .natural_join(tables_raw["raw_requests"], on="RequestId", joins="Note") \
+                .update([
+                    "Account=(String)deephaven_ib_parse_note(Note,`account`)",
+                    "ModelCode=(String)deephaven_ib_parse_note(Note,`model_code`)",
+                    "ConId=(String)deephaven_ib_parse_note(Note,`conid`)"]) \
+                .move_columns_up(["RequestId", "ReceiveTime", "Account", "ModelCode"]) \
+                .drop_columns("Note") \
+                .last_by("RequestId"),
             "contracts_matching": tables_raw["raw_contracts_matching"] \
                 .natural_join(tables_raw["raw_requests"], on="RequestId", joins="Pattern=Note") \
                 .move_columns_up(["RequestId", "ReceiveTime", "Pattern"]) \
@@ -776,6 +785,24 @@ def request_account_positions(self, account: str, model_code: str = "") -> Reque
         req_id = self._client.request_account_positions(account, model_code)
         return Request(request_id=req_id)
 
+    def request_single_pnl(self, account: str, model_code: str = "", conid: int = 0) -> Request:
+        """Request PNL updates for a single position.  Results are returned in the ``accounts_pnl_single`` table.
+
+        Args:
+            account (str): Account to request PNL for.
+            model_code (str): Model portfolio code to request PNL for.
+            conid (int): Contract ID to request PNL for.
+
+        Returns:
+            A Request.
+
+        Raises:
+              Exception: problem executing action.
+        """
+        self._assert_connected()
+        req_id = self._client.request_single_pnl(account, model_code, conid)
+        return Request(request_id=req_id)
+
 
     ####################################################################################################################
     ####################################################################################################################
@@ -1161,7 +1188,7 @@ def order_place(self, contract: RegisteredContract, order: Order) -> Request:
             order.orderId = req_id
         else:
             req_id = order.orderId
-            
+
         cd = contract.contract_details[0]
         self._client.log_request(req_id, "PlaceOrder", cd.contract, {"order": f"Order({order})"})
         self._client.placeOrder(req_id, cd.contract, order)

diff --git a/src/deephaven_ib/_tws/tws_client.py b/src/deephaven_ib/_tws/tws_client.py
@@ -628,9 +628,7 @@ def managedAccounts(self, accountsList: str):
                 self.request_account_pnl(account)
                 self.request_account_overview(account)
                 self.request_account_positions(account)
-
-                # TODO: Implement PnL requests for individual positions
-
+
 
     ####
     # reqFamilyCodes