Graphic display of portfolio stock values
Sketching Curves

© auris, Fotolia
We'll show you a Perl script that helps you draw area graphs to keep track of your portfolio's performance.
When it comes to wealth management, the performance of a single stock in your portfolio is less important than the overall performance. Although online financial services might give you neat graphs of share price developments for individual stocks, or even a comparison of two values, they do not offer you a tool that lets you monitor the share price development of your complete portfolio at a glance. A Perl script changes this.
Figure 1 shows the configuration file (pofo1.txt) for a portfolio in a text editor. Each line starts with a date in ISO notation followed by the transaction type – a purchase (in) or a sale (out) – of an individual share, the ticker symbol, and the number of shares. The file also can handle cash transactions; instead of the ticker symbol, you see the word cash.

To keep portfolio management from becoming a tedious typing session, the script automatically calculates the costs and returns of share transactions at the current rate and modifies the cash balance. The program does not take charges into account, instead, it relies on the user adjusting the balance every now and then manually by using a cash entry and a chk transaction.
The balance of the portfolio in Figure 1 is exactly US$ 20,000 on January 1, 2007. Nine days later, the owner has acquired 50 Amazon shares, 20 IBM shares, 10 Google shares, and 200 Motorola shares at the applicable daily rates. The investor doesn't touch the portfolio for the rest of the year. The graph in Figure 3 shows how these four stocks have developed. While the Amazon and Google shares made considerable gains, Motorola performed poorly, affecting the performance of the portfolio as a whole at year end. All told, the portfolio was up slightly.
Meanwhile, the portfolio owner in Figure 2 invested US$ 20,000 and immediately spent the money on 200 CVS (the drugstore) shares. A week later, the investor bought 150 Amazon shares, which were sold again four months later. In September, the investor predicted a rise in the Google share price and invested in 30 shares.

The graph in Figure 4 shows a far higher return and also shows that the stack of share price graphs can cause confusion. The order in which the stocks are shown stays the same, but with some jumps on days in which the portfolio owner buys or sells shares. Also note the pink area at the bottom of the graph that represents the cash balance.
The portfolio graphs for both investors (Figures 3 and 4) were created by the pofo Perl script (Listing 2), which retrieves the buying and selling data of shares from a configuration file.
Later in this article, I will describe how the script works. The input files are shown in Figures 1 and 2. The script expects the configuration file as command-line parameter. Calling pofo pofo1.txt outputs an image file named positions.png with the graphs after a computation that can take up to several minutes if many different stock or long time frames need to be calculated.
Listing 2
pofo
001 #!/usr/bin/perl -w 002 ############################# 003 # pofo - draw a stacked 004 # portfolio graph 005 # Mike Schilli, 2008 006 # (m@perlmeister.com) 007 ############################# 008 use strict; 009 use CachedQuote; 010 use DateTime; 011 use RRDTool::OO; 012 use Log::Log4perl qw(:easy); 013 # Log::Log4perl->easy_init( 014 $DEBUG); 015 016 my @colors = 017 qw(f35b78 e80707 7607e8 018 0a5316 073f6f 59b0fb); 019 my $cq = CachedQuote->new(); 020 021 my ($cfg_file) = @ARGV; 022 die "usage: $0 cfgfile" 023 unless $cfg_file; 024 025 my @symbols; 026 my $acts = 027 cfg_read($cfg_file, 028 \@symbols); 029 my %pos = (); 030 031 my $end = DateTime->today(); 032 my $start = 033 $end->clone->subtract( 034 years => 2); 035 036 for 037 my $act (sort keys %$acts) 038 { 039 next 040 if $acts->{$act}->[0]->[0] 041 >= $start; 042 pos_add(\%pos, $_) 043 for @{ $acts->{$act} }; 044 } 045 046 my $counter = 0; 047 my %symbol_colors; 048 for (@symbols) { 049 my $idx = 050 ($counter++ % @colors); 051 $symbol_colors{$_} = 052 $colors[$idx]; 053 } 054 055 unlink my $rrdfile = 056 "holdings.rrd"; 057 my $rrd = 058 RRDTool::OO->new( 059 file => $rrdfile,); 060 061 $rrd->create( 062 step => 24 * 3600, 063 start => $start->epoch() - 064 1, 065 map({ 066 ( 067 data_source => { 068 name => $_, 069 type => "GAUGE", 070 }, 071 ) 072 } @symbols), 073 archive => { 074 rows => 5000, 075 cfunc => "MAX" 076 } 077 ); 078 079 for ( my $dt = $start->clone; 080 $dt <= $end; 081 $dt->add(days => 1)) { 082 083 if (exists $acts->{$dt}) { 084 pos_add(\%pos, $_) 085 for @{ $acts->{$dt} }; 086 } 087 088 my %parts = (); 089 my $total = 090 sum_up(\%pos, $dt, 091 \%parts); 092 INFO 093 "*** TOTAL *** = $total\n"; 094 095 $rrd->update( 096 time => $dt->epoch(), 097 values => \%parts, 098 ) 099 if scalar keys %parts; 100 } 101 102 $rrd->graph( 103 width => 800, 104 height => 600, 105 lower_limit => 0, 106 image => "positions.png", 107 vertical_label => 108 "Positions", 109 start => $start->epoch(), 110 end => $end->epoch(), 111 map { 112 ( 113 draw => { 114 type => "stack", 115 dsname => $_, 116 color => 117 $symbol_colors{$_}, 118 legend => $_, 119 } 120 ) 121 } @symbols, 122 ); 123 124 ############################# 125 sub sum_up { 126 ############################# 127 my ($all, $dt, $parts) = @_; 128 129 my $sum = 0; 130 131 for my $tick (keys %$all) { 132 my $q = 1; 133 $q = $cq->quote($dt, $tick) 134 if $tick ne 'cash'; 135 my $add = 136 $all->{$tick} * $q; 137 $parts->{$tick} = $add; 138 $sum += $add; 139 140 DEBUG "Add: ", 141 "$all->{$tick} $tick $add"; 142 } 143 return $sum; 144 } 145 146 ############################# 147 sub pos_add { 148 ############################# 149 my ($all, $pos) = @_; 150 151 my ($dt, $act, $tick, $n) = 152 @{$pos}; 153 die "pos: @$pos" 154 if !defined $n; 155 DEBUG 156 "Action: $act $n $tick"; 157 158 my $q = 1; 159 $q = $cq->quote($dt, $tick) 160 if $tick ne 'cash'; 161 my $val = $n * $q; 162 163 if ($tick eq "cash") { 164 $all->{cash} += $val 165 if $act eq "in"; 166 $all->{cash} -= $val 167 if $act eq "out"; 168 $all->{cash} = $val 169 if $act eq "chk"; 170 } else { 171 if ($act eq "in") { 172 $all->{$tick} += $n; 173 $all->{cash} -= $val; 174 } elsif ($act eq "out") { 175 $all->{$tick} -= $n; 176 $all->{cash} += $val; 177 } elsif ($act eq "find") { 178 $all->{$tick} += $n; 179 } 180 DEBUG "After: ", 181 "$tick: $all->{$tick}"; 182 } 183 184 $all->{cash} ||= 0; 185 DEBUG "After: ", 186 "Cash: $all->{cash}"; 187 } 188 189 ############################# 190 sub cfg_read { 191 ############################# 192 my ($cfgfile, $symbols) = 193 @_; 194 195 my %by_date = (); 196 197 open FILE, "<$cfgfile" 198 or die 199 "Cannot open $cfgfile ($!)"; 200 201 while (<FILE>) { 202 chomp; 203 s/#.*//; 204 my @fields = split ' ', $_; 205 # empty line 206 next unless @fields; 207 208 my $dt = 209 dt_parse($fields[0]); 210 $fields[0] = $dt; 211 212 push @$symbols, $fields[2] 213 unless 214 grep { $_ eq $fields[2] } 215 @$symbols; 216 217 push @{ $by_date{$dt} }, 218 [@fields]; 219 } 220 221 close FILE; 222 return \%by_date; 223 } 224 225 ############################# 226 sub dt_parse { 227 ############################# 228 my ($string) = @_; 229 230 my $fmt = 231 DateTime::Format::Strptime 232 ->new( 233 pattern => "%Y-%m-%d"); 234 return $fmt->parse_datetime( 235 $string); 236 }
Daily Rates
For each day in the graph, pofo ascertains the individual stocks in the portfolio, retrieves the daily prices, and multiplies them by the number of shares. The RRDtool (Round Robin Database tool) [1], which is designed to visualize network traffic and computer load, stores the daily data and then pours it into an easily readable area graph. It assigns colors to the various stocks/securities from a predefined palette, and draws a legend at the bottom of the graph to explain the assignments.
Historic share prices for all known shares are available online; however, the script would be unbelievably slow if it were to retrieve the figures for each day you ask it to display. Instead, the script uses the CachedQuote module from Listing 1, so the first time you request the price for a share, it retrieves all the prices in a time window starting one year in the past and reaching up to the current day. All values, whether it needs them or not, are stored locally in an SQLite database for subsequent use.
Listing 1
CachedQuote.pm
001 ############################# 002 package CachedQuote; 003 # Cache stock closing prices 004 # Mike Schilli, 2008 005 # (m@perlmeister.com) 006 ############################# 007 use strict; 008 use warnings; 009 use Cache::Historical; 010 use Log::Log4perl qw(:easy); 011 use 012 Finance::QuoteHist::Yahoo; 013 014 ############################# 015 sub new { 016 ############################# 017 my ($class, %options) = @_; 018 019 my $self = { 020 file => 021 "/tmp/cached-quote.dat", 022 %options, 023 }; 024 025 $self->{cache} = 026 Cache::Historical->new( 027 sqlite_file => 028 $self->{file}); 029 030 bless $self, $class; 031 } 032 033 ############################# 034 sub quote { 035 ############################# 036 my ($self, $date, $key) = 037 @_; 038 039 my $quote = 040 $self->{cache} 041 ->get($date, $key); 042 043 return $quote 044 if defined $quote; 045 $self->quote_refresh($date, 046 $key); 047 048 return $self->{cache} 049 ->get_interpolated($date, 050 $key); 051 } 052 053 ############################# 054 sub quote_refresh { 055 ############################# 056 my ($self, $date, $symbol) = 057 @_; 058 059 my ($from, $to) = 060 $self->{cache} 061 ->time_range($symbol); 062 063 my $upd = 064 $self->{cache} 065 ->since_last_update( 066 $symbol); 067 068 # Date available, no refresh 069 if ( defined $to 070 and defined $from 071 and $date <= $to 072 and $date >= $from) 073 { 074 DEBUG 075 "Date within, no refresh"; 076 return 1; 077 } 078 079 if ( defined $date 080 and defined $to 081 and defined $upd 082 and $date > $to 083 and $upd->delta_days < 1) { 084 DEBUG "Date ($date) above", 085 " cached range $from-$to", 086 " but cache up-to-date."; 087 return 1; 088 } 089 090 my $start = 091 $date->clone->subtract( 092 years => 1); 093 if ( defined $start 094 and defined $from 095 and $start > $from 096 and $to > $start) 097 { 098 099 # no need to refresh old data 100 $start = $to; 101 } 102 103 $self->quotes_fetch($start, 104 DateTime->today(), 105 $symbol); 106 } 107 108 ############################# 109 sub quotes_fetch { 110 ############################# 111 my ($self, $start, 112 $end, $symbol) = @_; 113 114 DEBUG "Refreshing $symbol ", 115 "($start - $end)"; 116 117 my $q = 118 Finance::QuoteHist::Yahoo 119 ->new( 120 symbols => [$symbol], 121 start_date => 122 date_format($start), 123 end_date => 124 date_format($end), 125 ); 126 127 foreach 128 my $row ($q->quotes()) { 129 my ($symbol, $date, $open, 130 $high, $low, $close, 131 $volume) = @$row; 132 133 $self->{cache} 134 ->set(dt_parse($date), 135 $symbol, $close); 136 } 137 } 138 139 ############################# 140 sub date_format { 141 ############################# 142 my ($dt) = @_; 143 return $dt->strftime( 144 "%m/%d/%Y"); 145 } 146 147 ############################# 148 sub dt_parse { 149 ############################# 150 my ($string) = @_; 151 my $fmt = 152 DateTime::Format::Strptime 153 ->new( 154 pattern => "%Y/%m/%d"); 155 $fmt->parse_datetime( 156 $string); 157 } 158 159 1;
Speed Boost
When the client requests the next daily share price, CachedQuote simply reads the value from its database repository instead of loading the values over the network. The client does not notice anything, apart from a far faster response to subsequent requests.
If a customer queries a share price on a Sunday, CachedQuote notices that there is no share price for the day in question because stock exchanges do not work on weekends and public holidays. In this case, CachedQuote is intelligent enough to return the last available price instead of a black hole.
Share Price
The CachedQuote.pm module uses the Finance::QuoteHist::Yahoo CPAN module to retrieve the share price data off the web (Listing 1, lines 12, 109-137). The cache retrieves the closing price, which it stores in the $close variable. On receiving a web request, the Yahoo server can return the share price data for a single share for many years. CachedQuote.pm leverages this and sends a request to the server, requesting the data for one year prior to the requested time up to the current day (line 103). If the data is available in the cache, the module does not issue a new request (line 43).
CachedQuote.pm uses the Cache::Historical CPAN module to store and retrieve the share price data. The module has a convenient interface for setting date-based values, set(date, key, value). To retrieve stored values it offers the get(date, key) and get_interpolated(date, key) methods. The key parameter works like the key in a hash. If a share price is missing for a specific day, get_interpolated() retrieves the last available price prior to the given date while get will return the data on a specific date or undef if no data exists for that date.
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