Portfolio Manager is an end-to-end portfolio booking system which supports multiple asset classes such as equities, fixed income and crypto-currencies. It aims to automate the following:

1. Dividends and Positions Tracking
2. Price, Volume and Dividend Market Data Extraction
3. P&L computation
4. Value at Risk (Phase 2)
5. Trade signals via automated slack notifications
6. Backtesting

• Set PYTHONPATH to the parent directory of the repository
• Create a virtual environment (venv) with dependencies from requirements.txt
• Add venv path to PATH
• Start a mySQL database
• Run scripts/seed_tables.py script in pf_manager > scripts to create and populate the initial tables

• For slack alerts to work, create slackcred.json at the root of the repository
• Create an app in slack by following the steps here
• Put the Bot User OAuth Token into a key value pair in the JSON file,e.g. "BOT_TOKEN": "xoxb-..."
• Create a new channel in slack
• Invite the bot ("app") to the channel by typing /invite -> Add apps to the channel

There are multiple market data engines in this repository:

Dividends are aggregated on ticker and ex-date, by the sum of the total payouts and stored into market_dividends table. The market data extraction is periodically extracted in an automated manner via the relevant market data engines, which reads the required tickers from the reference_data table.

The portfolio manager then takes the market dividends and compute the actual amount received by the respective portfolios before storing it in the dividends table.