Create full tear sheet from transactions only

[yonil7]

I would like to be able to export all the trades from my broker and create a full tear sheet using this data only. (without passing also returns series)

Example to this can be seen in R Blotters package:

Blotter's scope is focused on the heirarchy of how transactions accumulate into positions, then into portfolios and an account. 'Transactions' are typically trades in an instrument - an amount bought or sold at a price and time. But other transaction types include splits, dividends, expirations, assignments, etc. ... Those transactions are aggregated into 'positions'. Positions are held in a 'portfolio' that contains positions in several instruments ... Portfolios are associated with an 'account'. An account is modeled as a cash account where investments, withdrawals, management fees, and other capital account changes are made. http://artax.karlin.mff.cuni.cz/r-help/library/blotter/html/blotter-package.html

[twiecki]

That would be a good feature. We started with this somewhat (although it's not quite what you need), here: https://github.com/quantopian/pyfolio/blob/master/pyfolio/utils.py#L635

[zach11155]

I would also be very interested in this