AnthonyFJGarner

More help

1

I believe it would be enormous help to new users to reference some worked examples in your README.md file. I have just made my own Jupyter notebook from your post...

Bug: Yearly Kurtosis

2

Using 849 data points and 1188 calendar days between start and end, an error is thrown in the calculation of yearly kurtosis. A runtime warning is given as shown below....

Deribit Cashflow includes Funding Fee

2

https://github.com/BittyTax/BittyTax/blob/6aa1f3a61adb586ba9b548d4ca57a7a05cd9831e/src/bittytax/conv/parsers/deribit.py#L170 Deribit Cashflow already includes the funding fee so the effect of this line is to double count it. Screenshot below helps to clarify - compare it to the relevant...

Derebit partial closing of positions

11

https://github.com/BittyTax/BittyTax/blob/6aa1f3a61adb586ba9b548d4ca57a7a05cd9831e/src/bittytax/conv/parsers/deribit.py#L181 I am sorry to say this will not suffice as a flag for calculating the P&L on a closing of a position since often a position will only be...

Binance Futures - Add Coin-M Futures

7

https://github.com/BittyTax/BittyTax/blob/d376917f135abafb7bd02434a8abe18c8e3dac52/src/bittytax/conv/parsers/binance.py#L324 ` if row_dict["Account"] in ("USDT-Futures", "USD-MFutures", "USD-M Futures"):` Need to include "Coin-M Futures" See Binance Statement below: ` User_ID | UTC_Time | Account | Operation | Coin | Change...

Kucoin futures parser.

7

OK, here is a question on the Kucoin parser. `# Futures Orders_Realized PNL (Bundle) DataParser( ParserType.EXCHANGE, "KuCoin Bundle Futures Orders Realized PNL", [ "UID", "Account Type", "Symbol", "Close Type", "Realized...

Various problems with src/bittytax/conv/parsers/binance.py - Futures/Margin Branch

8

https://github.com/BittyTax/BittyTax/issues/369#issuecomment-2226854547 Thought I would reference this here so as to sum up current problems on the binance.py parser for Futures/ Margin

Kucoin Futures Parser - bugs

6

https://github.com/BittyTax/BittyTax/blob/be8831079138e6dd14d17af934de2232ece11d32/src/bittytax/conv/parsers/kucoin.py# Line 347: ` if Decimal(row_dict["Realized PNL"]) > 0:` Use "Total Realised PNL" - this is the PNL BEFORE adding in "Total Trading Fees" and "Total Funding Fees". But I...

Deribit - Margin Fee - Funding fees have already been added into Margin Gain /Loss

2

https://github.com/BittyTax/BittyTax/blob/6aa1f3a61adb586ba9b548d4ca57a7a05cd9831e/src/bittytax/conv/parsers/deribit.py#L211 I don't think this can be correct? Funding Fees have already been added into the P&L for the trade (Margin Gain / Loss), so you do not want to...

Deribit parser - must not skip row_dict["Type"] == "position move"

2

https://github.com/BittyTax/BittyTax/blob/6aa1f3a61adb586ba9b548d4ca57a7a05cd9831e/src/bittytax/conv/parsers/deribit.py#L245 "position move" represents the movement of a position from one Deribit sub-account to another. Regrettably therefore: `positions[instrument].unrealised_pnl` (1) in the account FROM which the position has moved must be...