Metadata-Version: 2.1
Name: ibflex
Version: 0.13
Summary: Parse Interactive Brokers Flex XML reports and convert to Python types
Home-page: https://github.com/csingley/ibflex
Author: Christopher Singley
Author-email: csingley@gmail.com
License: MIT
Download-URL: https://github.com/csingley/ibflex/tarball/0.13
Keywords: Interactive Brokers,ibkr,flex,xml
Platform: UNKNOWN
Classifier: Development Status :: 3 - Alpha
Classifier: Intended Audience :: Developers
Classifier: Intended Audience :: Financial and Insurance Industry
Classifier: Topic :: Software Development :: Libraries :: Python Modules
Classifier: Topic :: Utilities
Classifier: Topic :: Office/Business
Classifier: Topic :: Office/Business :: Financial
Classifier: Topic :: Office/Business :: Financial :: Accounting
Classifier: Topic :: Office/Business :: Financial :: Investment
Classifier: License :: OSI Approved :: MIT License
Classifier: Operating System :: OS Independent
Classifier: Natural Language :: English
Classifier: Programming Language :: Python
Classifier: Programming Language :: Python :: 3 :: Only
Classifier: Programming Language :: Python :: 3.7
Requires-Python: >=3.7
Description-Content-Type: text/x-rst
Provides-Extra: web
Provides-Extra: web
Requires-Dist: requests; extra == 'web'

=========================================================
Python parser for Interactive Brokers Flex XML statements
=========================================================

``ibflex`` is a Python library for converting brokerage statement data in
Interactive Brokers' Flex XML format into standard Python data structures,
so it can be conveniently processed and analyzed with Python scripts.

*N.B. This module has nothing to do with programmatic trading.
It's about reading brokerage reports.*

``ibflex`` is compatible with Python version 3.7+.  The parser has no
dependencies beyond the Python standard library (although the optional client
for fetching Flex Statements from Interactive Brokers' server does depend
on `requests`_ ).

**This module is alpha software!**  It works and it's useful, but the
API, data structures, etc. are likely to see major changes.  Several XML
schemata are missing, and a few of the more newly-introduced attributes
for the existing schemata.  There are probably bugs.

`Pull requests`_ are welcome.


Breaking Changes in Version 0.13
===================================

Don't upgrade to version 0.13 if you don't want to rewrite your code.

Version 0.13 is a near-complete rewrite, with different data structures.
Instead of returning nested dictionaries, ``ibflex.parser.parse()`` now
returns object instances (subclasses of ``ibflex.Types.FlexElement``).
As such, values are retrieved by attribute "dot access" rather than dictionary
key lookups.  See below for an example.

The more interesting/useful enumerated values from the Flex reference
(e.g. trade notes, corporate action types) are now parsed into Python Enums.

All sequences are tuples instead of lists.  Everything is immutable.

There's now a hard dependency on Python 3.7; the whole library is built on
dataclasses and PEP 484 type hinting.

Sorry for the disruption, but it was necessary to transition the library from a
quick hack to a solid foundation that is much more maintainable.  The basic
data structure (instance attribute access rather than dict keys) is not expected to
change again.


Installation
============
::

    pip install ibflex


Flex Parser
===========
The primary facility provided is the ``ibflex.parser`` module, which parses
Flex-format XML data into a hierarchy of Python objects whose structure
corresponds to that of the original Flex statements, with the data converted
into appropriate Python types (datetime.datetime, decimal.Decimal, etc.)

Usage example:

.. code:: python

    In [1]: from ibflex import parser

    In [2]: response = parser.parse("2017-01_ibkr.xml")

    In [3]: response
    Out[3]: FlexQueryResponse(queryName='SCP Everything', type='AF', len(FlexStatements)=1)

    In [4]: stmt = response.FlexStatements[0]

    In [5]: stmt
    Out[5]: FlexStatement(accountId='U770993', fromDate=datetime.date(2017, 1, 2), toDate=datetime.date(2017, 1, 31), period=None, whenGenerated=datetime.datetime(2017, 5, 10, 11, 41, 38), len(CashReport)=3, len(EquitySummaryInBase)=23, len(StmtFunds)=344, len(ChangeInPositionValues)=2, len(OpenPositions)=2140, len(FxPositions)=1, len(Trades)=339, len(CorporateActions)=1, len(CashTransactions)=4, len(InterestAccruals)=1, len(ChangeInDividendAccruals)=5, len(OpenDividendAccruals)=2, len(SecuritiesInfo)=30, len(ConversionRates)=550)

    In [6]: trade = stmt.Trades[-1]

    In [7]: trade
    Out[7]: Trade(transactionType=<TradeType.EXCHTRADE: 'ExchTrade'>, openCloseIndicator=<OpenClose.CLOSE: 'C'>, buySell=<BuySell.SELL: 'SELL'>, orderType=<OrderType.LIMIT: 'LMT'>, assetCategory=<AssetClass.STOCK: 'STK'>, accountId='U770993', currency='USD', fxRateToBase=Decimal('1'), symbol='WMIH', description='WMIH CORP', conid='105068604', cusip=None, isin=None, listingExchange=None, multiplier=Decimal('1'), strike=None, expiry=None, putCall=None, tradeID='1742757182', reportDate=datetime.date(2017, 1, 30), tradeDate=datetime.date(2017, 1, 30), tradeTime=datetime.time(15, 39, 36), settleDateTarget=datetime.date(2017, 2, 2), exchange='BYX', quantity=Decimal('-8'), tradePrice=Decimal('1.4'), tradeMoney=Decimal('-11.2'), taxes=Decimal('0'), ibCommission=Decimal('-0.00680792'), ibCommissionCurrency='USD', netCash=Decimal('11.19319208'), netCashInBase=None, closePrice=Decimal('1.4'), notes=(<Code.PARTIAL: 'P'>,), cost=Decimal('-10.853621'), mtmPnl=Decimal('0'), origTradePrice=Decimal('0'), origTradeDate=None, origTradeID=None, origOrderID='0', openDateTime=None, fifoPnlRealized=Decimal('0.339571'), capitalGainsPnl=None, levelOfDetail='EXECUTION', ibOrderID='865480117', orderTime=datetime.datetime(2017, 1, 30, 15, 39, 36), changeInPrice=Decimal('0'), changeInQuantity=Decimal('0'), proceeds=Decimal('11.2'), fxPnl=Decimal('0'), clearingFirmID=None, transactionID='7248583136', holdingPeriodDateTime=None, ibExecID='0001090f.588f449a.01.01', brokerageOrderID=None, orderReference=None, volatilityOrderLink=None, exchOrderId=None, extExecID='S2367553204796', traderID=None, isAPIOrder=False, acctAlias='SCP 0-0', model=None, securityID=None, securityIDType=None, principalAdjustFactor=None, dateTime=None, underlyingConid=None, underlyingSecurityID=None, underlyingSymbol=None, underlyingListingExchange=None, issuer=None, sedol=None, whenRealized=None, whenReopened=None)

    In [8]: print(f"{trade.tradeDate} {trade.buySell.name} {abs(trade.quantity)} {trade.symbol} @ {trade.tradePrice} {trade.currency}")
    2017-01-30 SELL 8 WMIH @ 1.4 USD

    In [9]: pos = stmt.OpenPositions[-1]

    In [10]: pos
    Out[10]: OpenPosition(side=<LongShort.SHORT: 'Short'>, assetCategory=<AssetClass.STOCK: 'STK'>, accountId='U770993', currency='USD', fxRateToBase=Decimal('1'), reportDate=datetime.date(2017, 1, 31), symbol='VXX', description='IPATH S&P 500 VIX S/T FU ETN', conid='242500577', securityID=None, cusip=None, isin=None, multiplier=Decimal('1'), position=Decimal('-75'), markPrice=Decimal('19.42'), positionValue=Decimal('-1456.5'), openPrice=Decimal('109.210703693'), costBasisPrice=Decimal('109.210703693'), costBasisMoney=Decimal('-8190.802777'), fifoPnlUnrealized=Decimal('6734.302777'), levelOfDetail='LOT', openDateTime=datetime.datetime(2015, 8, 24, 9, 28, 9), holdingPeriodDateTime=datetime.datetime(2015, 8, 24, 9, 28, 9), securityIDType=None, issuer=None, underlyingConid=None, underlyingSymbol=None, code=(), originatingOrderID='699501861', originatingTransactionID='5634129129', accruedInt=None, acctAlias='SCP 0-0', model=None, sedol=None, percentOfNAV=None, strike=None, expiry=None, putCall=None, principalAdjustFactor=None, listingExchange=None, underlyingSecurityID=None, underlyingListingExchange=None, positionValueInBase=None, unrealizedCapitalGainsPnl=None, unrealizedlFxPnl=None)

    In [11]: print(f"{trade.tradeDate} {trade.buySell.name} {abs(trade.quantity)} {trade.symbol} @ {trade.tradePrice} {trade.currency}")
    2017-01-30 SELL 8 WMIH @ 1.4 USD

    In [12]: [sec for sec in stmt.SecuritiesInfo if sec.conid == trade.conid][0]
    Out[12]: SecurityInfo(assetCategory=<AssetClass.STOCK: 'STK'>, symbol='WMIH', description='WMIH CORP', conid='105068604', securityID=None, cusip=None, isin=None, listingExchange=None, underlyingSecurityID=None, underlyingListingExchange=None, underlyingConid=None, underlyingCategory=None, subCategory=None, multiplier=Decimal('1'), strike=None, expiry=None, maturity=None, issueDate=None, type=None, sedol=None, securityIDType=None, underlyingSymbol=None, issuer=None, putCall=None, principalAdjustFactor=Decimal('1'), code=())


Flex Query Report Configuration
===============================
Configure Flex statements through `Interactive Brokers account management`_ .
Reports > Flex Queries > Custom Flex Queries > Configure

You can configure whatever you like and ibflex should parse it, with these exceptions:

    * You can't use European-style date formats (dd/MM/yy or dd/MM/yyyy).
      Just accept the default (yyyyMMdd) or get with the program and use ISO-8601 (yyyy-MM-dd).

    * You should use some delimiter between dates & times. The default delimiter
      (semicolon) is fastest to process.

    * For the Trades section of the statement, you can't select the options at the
      top for "Symbol Summary", "Asset Class", or "Orders".  These will blow up
      the parser.  It's fine to check the box for "Asset Class" down below, along
      with the other selections for XML attributes.


Flex Client
===========
Once you've defined various Flex queries, you can generate an access token
that will allow you to generate statements and download them through the web
API, instead of logging in to get them.

Reports > Settings > FlexWeb Service

Once you've got that set up - armed with the token, and the ID# of the desired
Flex query - ``ibflex.client`` contains the facilities necessary to retrieve
them:

.. code:: python

    In [1]: from ibflex import client
    In [2]: token = '111111111111111111111111'
    In [3]: query_id = '111111'
    In [4]: response = client.download(token, query_id)
    In [5]: response[:215]
    Out[5]: b'<FlexQueryResponse queryName="Get Everything" type="AF">\n<FlexStatements count="1">\n<FlexStatement accountId="U111111" fromDate="2018-01-01" toDate="2018-01-31" period="LastMonth" whenGenerated="2018-02-01;211353">\n'


You can also just execute client.main() as a script:

.. code:: bash

    $ python client.py -t 111111111111111111111111 -q 111111 > 2018-01_ibkr.xml


Finally, setup.py installs a script at ``~/.local/bin/flexget``... cron-tastic!

.. code:: bash

    $ flexget -t 111111111111111111111111 -q 111111 > 2018-01_ibkr.xml


Resources
=========
* Interactive Brokers `Activity Flex Query Reference`_
* Interactive Brokers `FlexWeb Service Reference`_
* `capgains`_ - package that uses ibflex (inter alia) to calculate realized gains
* `ib-flex-analyzer`_ - Analyze your Interactive Brokers Flex XML reports with pandas

.. _Pull requests: https://github.com/csingley/ibflex/pull/new/master
.. _requests: https://github.com/requests/requests
.. _Interactive Brokers account management: https://gdcdyn.interactivebrokers.com/sso/Login
.. _Activity Flex Query Reference: https://www.interactivebrokers.com/en/software/reportguide/reportguide.htm#reportguide/activity_flex_query_reference.htm
.. _FlexWeb Service Reference: https://www.interactivebrokers.com/en/software/am/am/reports/flex_web_service_version_3.htm
.. _capgains: https://github.com/csingley/capgains
.. _ib-flex-analyzer: https://github.com/wesm/ib-flex-analyzer


