PNL Tracker

Overview

The PnL Tracker is a real-time profit and loss monitoring feature in OpenAlgo that provides visual insights into intraday trading performance. It displays MTM (Mark-to-Market) PnL curves and drawdown analysis using interactive charts powered by TradingView Lightweight Charts.

PnL Tracker Documentation

Overview

The PnL Tracker is a real-time profit and loss monitoring feature in OpenAlgo that provides visual insights into intraday trading performance. It displays MTM (Mark-to-Market) PnL curves and drawdown analysis using interactive charts powered by TradingView Lightweight Charts.

Features

Key Metrics

• Current MTM: Real-time mark-to-market profit/loss

• Max MTM: Peak profit achieved during the trading day with timestamp

• Min MTM: Maximum loss during the trading day with timestamp

• Max Drawdown: Largest peak-to-trough decline in portfolio value

Visualization

• Interactive intraday PnL curve from 9:00 AM IST to current time

• Drawdown visualization showing portfolio decline from peaks

• IST timezone support with accurate time display

• Theme-aware charts (Light/Dark/Garden themes)

Technical Architecture

Components

1. Blueprint Route (/blueprints/pnltracker.py)

• Endpoint: /pnltracker - Main page

• API Endpoint: /pnltracker/api/pnl - Data API (POST)

• Session Management: Uses check_session_validity decorator

• Authentication: API key based authentication via get_api_key_for_tradingview()

2. Frontend (/templates/pnltracker.html)

• TradingView Lightweight Charts v5.0.8 for visualization

• DaisyUI components for UI

• Manual refresh control (no auto-refresh)

• Responsive design with mobile support

Data Flow

1. User clicks PnL Tracker in navbar
   ↓
2. Frontend loads and requests PnL data
   ↓
3. Backend fetches:
   - Tradebook (executed trades) 
   - Current positions
   - Historical 1-minute data
   ↓
4. Calculate MTM PnL:
   - For trades: (current_price - executed_price) × quantity
   - For positions: (current_price - average_price) × quantity
   ↓
5. Generate time series data from 9 AM IST
   ↓
6. Return formatted data to frontend
   ↓
7. Display interactive charts

PnL Calculation Logic

For Executed Trades

# For each trade in tradebook:
if action == 'BUY':
    pnl = (current_price - executed_price) × quantity
else:  # SELL
    pnl = (executed_price - current_price) × quantity

For Open Positions (No Trades)

# When tradebook is empty but positions exist:
if quantity > 0:  # Long position
    pnl = (current_price - average_price) × quantity
else:  # Short position
    pnl = (average_price - current_price) × abs(quantity)

Portfolio MTM

• Individual symbol PnLs are combined into portfolio PnL

• Time-synchronized data using pandas DataFrame joins

• Forward-fill missing data points for continuity

Timestamp Handling

The system robustly handles different timestamp formats from various brokers:

1. Unix timestamp (seconds): Most common format

2. Unix timestamp (milliseconds): Alternative format

3. String datetime: ISO format strings

4. Timezone handling: Automatic conversion to IST

Error Handling

Graceful Degradation

• Missing historical data: Shows flat PnL line at current value

• Invalid timestamps: Falls back to default time range

• String numeric values: Automatically converts to float

• Empty tradebook: Uses position data if available

• No data: Returns zero PnL metrics

Logging

• Comprehensive logging at INFO, WARNING, and ERROR levels

• Detailed error messages for debugging

• Performance metrics logging

Time Filtering

• Start Time: 9:00 AM IST (market open)

• End Time: Current time

• Frequency: 1-minute intervals

• Timezone: Asia/Kolkata (IST)

Performance Optimization

Manual Refresh Only

• No automatic refresh to reduce server load

• User-initiated refresh via button click

• Prevents unnecessary API calls

Data Batching

• Single API call fetches all required data

• Parallel processing of multiple symbols

• Efficient pandas operations for calculations

Caching Strategy

• Session-based authentication caching

• Reuses auth tokens within session

• Minimizes database queries

Broker Compatibility

Supported Features by Broker

• All brokers supporting tradebook API

• All brokers supporting 1-minute historical data

• Position tracking across all integrated brokers

Special Cases

• MCX/Commodities: Special quantity calculation when trade_value equals average_price (1 lot)

• Different timestamp formats: Automatic detection and conversion

• Missing data fields: Graceful fallback to defaults

Usage

Accessing PnL Tracker

1. Login to OpenAlgo

2. Click profile menu in navbar

3. Select "PnL Tracker" (below "Logs")

4. View real-time PnL metrics and charts

5. Click "Refresh" button to update data

Understanding the Display

• Green values: Profit positions

• Red values: Loss positions

• Purple line: MTM PnL curve

• Pink area: Drawdown from peak

Troubleshooting

Common Issues

1. "No data in TradeBook"

   • Normal when no trades executed

   • Position PnL will still be displayed if positions exist

2. Timestamps showing wrong time

   • Automatic IST conversion handles this

   • Check broker's timestamp format if persistent

3. Zero values displayed

   • Verify API key is configured

   • Check if market is open (after 9 AM IST)

   • Ensure positions or trades exist

4. Chart not loading

   • Verify lightweight-charts.js is loaded

   • Check browser console for errors

   • Try different theme or refresh page