Merge pull request #159 from alpacahq/feature/equity-history

Add equity history endpoint support

Author: ttt733

alpaca_trade_api/entity.py

@@ -155,3 +155,28 @@ def __getattr__(self, key):
 
 class Watchlist(Entity):
     pass
+
+
+class PortfolioHistory(Entity):
+    def __init__(self, raw):
+        self._raw = raw
+
+    @property
+    def df(self):
+        if not hasattr(self, '_df'):
+            df = pd.DataFrame(
+                self._raw, columns=(
+                    'timestamp', 'profit_loss', 'profit_loss_pct', 'equity'
+                ),
+            )
+            df.set_index('timestamp', inplace=True)
+            if not df.empty:
+                df.index = pd.to_datetime(
+                    (df.index * 1e6).astype('int64'), utc=True,
+                ).tz_convert(NY)
+            else:
+                df.index = pd.to_datetime(
+                    df.index, utc=True
+                )
+            self._df = df
+        return self._df

alpaca_trade_api/rest.py

@@ -12,7 +12,7 @@
 from .entity import (
     Account, AccountConfigurations, AccountActivity,
     Asset, Order, Position, BarSet, Clock, Calendar,
-    Watchlist
+    Watchlist, PortfolioHistory
 )
 from . import polygon
 from . import alpha_vantage
@@ -435,3 +435,22 @@ def delete_watchlist(self, watchlist_id):
 
     def delete_from_watchlist(self, watchlist_id, symbol):
         self.delete('/watchlists/{}/{}'.format(watchlist_id, symbol))
+
+    def get_portfolio_history(
+        self, date_start=None, date_end=None, period=None,
+        timeframe=None, extended_hours=None
+    ):
+        params = {}
+        if date_start is not None:
+            params['date_start'] = date_start
+        if date_end is not None:
+            params['date_end'] = date_end
+        if period is not None:
+            params['period'] = period
+        if timeframe is not None:
+            params['timeframe'] = timeframe
+        if extended_hours is not None:
+            params['extended_hours'] = extended_hours
+        return PortfolioHistory(
+            self.get('/account/portfolio/history', data=params)
+        )