✨ Add API endpoint to fetch portfolio returns

pyrb/controllers/api/main.py

@@ -2,7 +2,7 @@
 from uuid import UUID
 from zoneinfo import ZoneInfo
 
-from fastapi import FastAPI, HTTPException
+from fastapi import FastAPI, HTTPException, Query
 from fastapi.middleware.cors import CORSMiddleware
 from pydantic import AwareDatetime, BaseModel
 from starlette.status import HTTP_201_CREATED
@@ -12,6 +12,7 @@
 from pyrb.exceptions import InitializationError
 from pyrb.models.account import Account, AccountFactory
 from pyrb.models.order import Order, OrderPlacementResult
+from pyrb.models.portfolio import PortfolioReturn
 from pyrb.models.position import Position
 from pyrb.services.rebalance import Rebalancer
 from pyrb.services.strategy.asset_allocate import AssetAllocationStrategyFactory
@@ -52,6 +53,12 @@ class PortfolioResponse(BaseModel):
     positions: list[Position]
 
 
+class PortfolioReturnsResponse(BaseModel):
+    start_dt: AwareDatetime
+    end_dt: AwareDatetime
+    returns: list[PortfolioReturn]
+
+
 class OrdersPrepareResponse(BaseModel):
     orders: list[Order]
 
@@ -98,6 +105,23 @@ async def get_portfolio(context: RebalanceContextDep) -> PortfolioResponse:
     )
 
 
+@app.get("/portfolio/returns", response_model=PortfolioReturnsResponse)
+async def fetch_portfolio_returns(
+    context: RebalanceContextDep,
+    start_dt: AwareDatetime = Query(),
+    end_dt: AwareDatetime = Query(
+        default_factory=lambda: datetime.datetime.now(ZoneInfo("Asia/Seoul"))
+    ),
+) -> PortfolioReturnsResponse:
+    returns = context.portfolio.fetch_returns(start_dt, end_dt)
+
+    return PortfolioReturnsResponse(
+        start_dt=start_dt,
+        end_dt=end_dt,
+        returns=returns,
+    )
+
+
 @app.get("/strategies/{strategy_type}/orders", response_model=OrdersPrepareResponse)
 async def prepare_orders(
     context: RebalanceContextDep,

pyrb/models/portfolio.py

@@ -0,0 +1,7 @@
+from pydantic import AwareDatetime, BaseModel
+
+
+class PortfolioReturn(BaseModel):
+    dt: AwareDatetime
+    rtn: float
+    pnl: float

pyrb/repositories/brokerages/base/portfolio.py

@@ -1,7 +1,8 @@
 import abc
 
-from pydantic import NonNegativeFloat
+from pydantic import AwareDatetime, NonNegativeFloat
 
+from pyrb.models.portfolio import PortfolioReturn
 from pyrb.models.position import Position
 
 
@@ -73,6 +74,21 @@ def get_position_amount(self, symbol: str) -> NonNegativeFloat:
         """
         ...
 
+    @abc.abstractmethod
+    def fetch_returns(
+        self, start_dt: AwareDatetime, end_dt: AwareDatetime
+    ) -> list[PortfolioReturn]:
+        """Fetches the returns of the portfolio for the given period.
+
+        Args:
+            start_dt (AwareDatetime): The start date of the period.
+            end_dt (AwareDatetime): The end date of the period.
+
+        Returns:
+            list[PortfolioReturn]: A list of PortfolioReturn objects.
+        """
+        ...
+
     @abc.abstractmethod
     def refresh(self) -> None:
         """Refreshes the portfolio object."""

pyrb/repositories/brokerages/ebest/portfolio.py

@@ -1,7 +1,10 @@
+import datetime
 from typing import Any
+from zoneinfo import ZoneInfo
 
-from pydantic import NonNegativeFloat
+from pydantic import AwareDatetime, NonNegativeFloat
 
+from pyrb.models.portfolio import PortfolioReturn
 from pyrb.models.position import Asset, Position
 from pyrb.repositories.brokerages.base.portfolio import Portfolio
 from pyrb.repositories.brokerages.ebest.client import EbestAPIClient
@@ -56,6 +59,35 @@ def get_position_amount(self, symbol: str) -> NonNegativeFloat:
         position = self.get_position(symbol)
         return position.total_amount if position else 0
 
+    def fetch_returns(
+        self, start_date: AwareDatetime, end_date: AwareDatetime
+    ) -> list[PortfolioReturn]:
+        path = "stock/accno"
+        content_type = "application/json; charset=UTF-8"
+
+        headers = {"content-type": content_type, "tr_cd": "FOCCQ33600", "tr_cont": "N"}
+
+        body = {
+            "FOCCQ33600InBlock1": {
+                "QrySrtDt": start_date.strftime("%Y%m%d"),
+                "QryEndDt": end_date.strftime("%Y%m%d"),
+                "TermTp": "1",
+            }
+        }
+
+        response = self._api_client.send_request("POST", path, headers=headers, json=body)
+        print(response.json())
+        return [
+            PortfolioReturn(
+                dt=datetime.datetime.strptime(each["BaseDt"], "%Y%m%d").replace(
+                    tzinfo=ZoneInfo("Asia/Seoul")
+                ),
+                rtn=float(each["TermErnrat"]) / 100,
+                pnl=each["EvalPnlAmt"],
+            )
+            for each in response.json()["FOCCQ33600OutBlock3"]
+        ]
+
     def refresh(self) -> None:
         self._serialized_portfolio = self._fetch_portfolio()
 

tests/conftest.py

@@ -1,10 +1,12 @@
 import tempfile
 from collections.abc import Generator
+from datetime import datetime
 from pathlib import Path
 
 import pytest
 
 from pyrb.models.order import Order
+from pyrb.models.portfolio import PortfolioReturn
 from pyrb.models.position import Asset, Position
 from pyrb.models.price import CurrentPrice
 from pyrb.repositories.account import AccountRepository, LocalConfigAccountRepository
@@ -62,6 +64,9 @@ def get_position_amount(self, symbol: str) -> float:
         position = self.get_position(symbol)
         return position.total_amount if position else 0
 
+    def fetch_returns(self, start_dt: datetime, end_dt: datetime) -> list[PortfolioReturn]:
+        return [PortfolioReturn(dt=start_dt, rtn=0.0, pnl=0.0)]
+
     def refresh(self) -> None: ...
 
 

tests/controllers/test_api.py

@@ -259,6 +259,20 @@ def test_get_portfolio(fake_rebalance_context: RebalanceContext) -> None:
     app.dependency_overrides.clear()
 
 
+def test_fetch_portfolio_returns(fake_rebalance_context: RebalanceContext) -> None:
+    # Given
+    create_account()
+    app.dependency_overrides[context_dep] = lambda: fake_rebalance_context
+
+    # When
+    response = client.get("/portfolio/returns?start_dt=2024-01-01T00:00:00.009Z")
+
+    # Then
+    assert response.status_code == 200
+    data = response.json()
+    assert "returns" in data
+
+
 def test_get_portfolio_without_account() -> None:
     # When
     response = client.get("/portfolio")