Implementation:HKUDS AI Trader Calculate Portfolio Values

Knowledge Sources	AI-Trader
Domains	Quantitative_Finance, Portfolio_Management
Last Updated	2026-02-09 14:00 GMT

Overview

Concrete tool for computing daily portfolio values from position records and price data.

Description

The calculate_portfolio_values function iterates over position entries, computing the market value of held stocks via get_price_at_date() and combining with cash to produce a DataFrame of daily portfolio values. It supports both equity and crypto markets via the is_crypto flag, which adjusts price lookup behavior.

Usage

Call with position records (loaded from position.jsonl) and price data (from load_all_price_files()) to produce the portfolio value DataFrame needed by calculate_metrics().

Code Reference

Source Location

• Repository: AI-Trader
• File: tools/calculate_metrics.py
• Lines: L146-191

Signature

def calculate_portfolio_values(positions, price_data, is_crypto=False, verbose=True):
    """
    Compute daily portfolio values from positions and price data.

    Args:
        positions: List of position dicts from position.jsonl
        price_data: Dict mapping symbol to price data (from load_all_price_files)
        is_crypto: If True, adjusts price lookup for crypto symbols
        verbose: If True, prints progress info

    Returns:
        pd.DataFrame with columns: date, cash, stock_value, total_value
    """

Import

from tools.calculate_metrics import calculate_portfolio_values, load_all_price_files

I/O Contract

Inputs

Name	Type	Required	Description
positions	List[dict]	Yes	Position records from position.jsonl
price_data	Dict[str, dict]	Yes	Symbol-to-price-data mapping from load_all_price_files()
is_crypto	bool	No	Crypto mode flag (default False)
verbose	bool	No	Print progress (default True)

Outputs

Name	Type	Description
portfolio_df	pd.DataFrame	Columns: date, cash, stock_value, total_value

Usage Examples

Compute Portfolio Values

from tools.calculate_metrics import calculate_portfolio_values, load_all_price_files
import json

# Load position log
with open("data/agent_data/gpt-4o/position/position.jsonl") as f:
    positions = [json.loads(line) for line in f]

# Load all price files
price_data = load_all_price_files("data/")

# Calculate portfolio values
df = calculate_portfolio_values(positions, price_data)
print(df[["date", "total_value"]].tail())
# Output:
#          date  total_value
# 60 2025-03-28     11234.56
# 61 2025-03-31     11189.23

Related Pages

Uses Heuristic

• Heuristic:HKUDS_AI_Trader_Market_Type_Auto_Detection

Implements Principle

• Principle:HKUDS_AI_Trader_Portfolio_Valuation