I have a large list of historical trades and for each I have the security, open price, open date-time, close price, close date-time and the number of units bought/sold.
So, I have enough information to know the return for each trade and the return overall but I do not know the mark-to-market P&L for the portfolio over time, nor can I see easily at any give time what is in the portfolio. I basically need some sort of portfolio accounting solution.
There is no script that has generated the trades and so I cannot feed it into any backtesting software I'm familiar with.
Is there a ready-made solution for this, or am I going to have to build one?
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