Ib daily pnl

ib-daily-pnl

Read-only daily P&L breakdown for the IB analyst toolchain. Answers "how did my account do today, and who moved it?" in one call: today's total P&L split into realized and unrealized, every position's contribution ranked into winners and losers, aggregated by asset class and by currency, with the single position that moved today's number the most flagged. This skill connects with readonly=True and only reads; it NEVER places, modifies, or cancels an order.

Why this is a live pull (not the data lake)

Daily P&L is an IB session concept — it resets every trading day and exists only on a live connection. It is NOT in the /ib-sync snapshot, so this skill connects directly and reads IB's pnl subscription (reqPnL for account totals, reqPnLSingle per position). Nothing is persisted. IB reports every P&L figure already in the account base currency, so contributions sum directly with no FX step here.

Prerequisites

Config and the shared venv are owned by the ib-suite index skill (see its first-run setup). Start IB Gateway (paper on 4002 / live on 4001) with API access, and tick Read-Only API in Gateway settings as an extra guard.

Commands

/ib-daily-pnl — read-only daily P&L breakdown

{baseDir}/../.venv/bin/python {baseDir}/scripts/daily_pnl.py --config .ib-suite/config.yaml

Prints one JSON object to stdout (parseable). It reads live P&L state and does not write to the data lake — nothing is persisted.

What the output carries

Account totals (base currency, from reqPnL):

Report field	JSON key	Source
Today's total P&L	daily_pnl	reqPnL().dailyPnL
Realized P&L (today)	realized_pnl	reqPnL().realizedPnL
Unrealized P&L	unrealized_pnl	reqPnL().unrealizedPnL

Per position (positions[], base currency, from reqPnLSingle):

Report field	JSON key	Source
Symbol	symbol	contract.symbol
Instrument name	name	reqContractDetails().longName
Asset type	sec_type	contract.secType (STK/OPT/CASH/…)
Asset class	asset_class	derived: STK+stockType → Stock/ETF; OPT → Option; CASH → Forex
Today's P&L	daily_pnl	reqPnLSingle().dailyPnL
Realized P&L (today)	realized_pnl	reqPnLSingle().realizedPnL
Unrealized P&L	unrealized_pnl	reqPnLSingle().unrealizedPnL
Trading currency	currency	contract.currency

Rankings and attribution (computed in the script, deterministic)

Present these verbatim without re-deriving any order:

View	JSON key	Order / content
Profit contribution	rankings.by_profit_contrib	daily_pnl, high → low (winners)
Loss contribution	rankings.by_loss_contrib	daily_pnl, most negative first (losers)
By asset class	attribution.by_asset_class	{class: summed daily_pnl}
By currency	attribution.by_currency	{currency: summed daily_pnl}
Top driver	top_driver	single position with the largest `

List at least the top 10 by profit and the top 10 by loss (or all positions if fewer). State the top_driver name, its P&L, and its share_of_gross as the single-name concentration conclusion.

What this skill will NOT fabricate (price vs vol vs theta vs FX)

A single read-only pull gives each name's net daily P&L, not its decomposition into price change vs. implied-volatility change vs. time-value decay (theta) vs. FX change. That split needs day-over-day Greeks and exchange-rate history this snapshot does not contain. The output ships that boundary verbatim in attribution.note. Report it as a data limitation and use the asset-class buckets as the honest proxy:

• Stock / ETF P&L ≈ price change.
• Forex (CASH) P&L ≈ FX change.
• Option P&L blends price / volatility / theta — do not claim a precise split without cross-day Greeks.

For a true decomposition, capture daily Greek/FX snapshots over time (a separate, larger change) — do not invent numbers from one pull.

Notes

• Every P&L figure is base currency (IB converts before publishing the pnl subscription), so contributions sum directly; currency is kept only for the per-currency breakdown, not for conversion.
• All pnl/pnlSingle subscriptions are always cancelled after reading — this is a read-only pull that leaves no live subscriptions behind.
• Same clientId allows only one active Gateway connection — the shared config.yaml id is reused; close other sessions if the connect stalls.
• Read-only guarantee: the entry script imports no order API and connects with readonly=True. Do not add a write path here.