Realized vs Unrealized P&L Attribution Engine

Input schema

{
  "type": "object",
  "required": [
    "closed_trades",
    "open_positions",
    "period_start",
    "period_end"
  ],
  "properties": {
    "fees": {
      "type": "number",
      "default": 0
    },
    "dividends": {
      "type": "number",
      "default": 0
    },
    "period_end": {
      "type": "string",
      "maxLength": 4000
    },
    "period_start": {
      "type": "string",
      "maxLength": 4000
    },
    "closed_trades": {
      "type": "array",
      "items": {
        "type": "object",
        "required": [
          "symbol",
          "realized_pl"
        ],
        "properties": {
          "fees": {
            "type": "number"
          },
          "symbol": {
            "type": "string"
          },
          "realized_pl": {
            "type": "number"
          }
        }
      }
    },
    "open_positions": {
      "type": "array",
      "items": {
        "type": "object",
        "required": [
          "symbol",
          "quantity",
          "cost_basis",
          "current_price"
        ],
        "properties": {
          "symbol": {
            "type": "string"
          },
          "quantity": {
            "type": "number"
          },
          "cost_basis": {
            "type": "number"
          },
          "current_price": {
            "type": "number"
          }
        }
      }
    }
  }
}

Output