Stock plugin

The Stock Portfolio Tracker plugin periodically fetches current stock, ETF, and mutual fund prices from Yahoo Finance and writes per-holding rows plus per-portfolio and per-category roll-up totals to InfluxDB 3 Core. Configure your holdings inline as trigger arguments or in a TOML file, group them into named portfolios (e.g. 401k, brokerage) and user-defined categories (e.g. Retirement, Investment), and the plugin will track the value of each holding and each grouping over time. Built-in gating skips fetches during market closures (with a clear log line so dashboard gaps have a known cause), polls mutual funds only once per day after NAV close, and carries forward the last known price for skipped symbols so portfolio totals stay accurate.

Scope

Yahoo Finance supports tickers from many global exchanges (e.g. .L for London, .T for Tokyo, .PA for Paris), so the price-fetch path works for international holdings out of the box. The market-hours gating is also internationalizable: market_calendar and market_timezone configure which exchange’s calendar to use. Defaults are US-centric (NYSE / America/New_York) because that’s the most common case, but any exchange name accepted by pandas_market_calendars works (LSE, TSX, JPX, XETR, ASX, HKEX, etc.). Currency conversion is not performed — all values are stored in whatever currency yfinance returns per symbol; this is recorded on the currency field of stock_holdings rows. If your portfolio mixes currencies, do conversion at query time.

Configuration

Plugin parameters may be specified as key-value pairs in the --trigger-arguments flag (CLI) or in the trigger_arguments field (API) when creating a trigger. The plugin also supports a TOML configuration file for the full portfolio shape; the trigger-argument form is best for one-off testing.

Plugin metadata

This plugin includes a JSON metadata schema in its docstring that defines the supported trigger type and configuration parameters. This metadata enables the InfluxDB 3 Explorer UI to display and configure the plugin.

Optional parameters

If neither portfolio nor a TOML file with [holdings.<name>] is provided, the plugin runs with the default holdings AAPL:1|MSFT:1|GOOG:1 in the main portfolio.

TOML configuration

The TOML file is the recommended way to configure anything more than a handful of holdings. The plugin reads it from config_path (default: <plugin-dir>/stock_plugin.toml).

Trigger arguments take precedence over TOML keys of the same name, so a TOML file can hold the full portfolio shape while a trigger argument overrides a single setting.

Holdings and categories are the exception, because each is spelled differently per source:

Each spelling is read only from its own source: a top-level portfolio or categories key in the TOML file is ignored, as is a trigger argument named holdings or portfolio_categories. When both sources are present, the trigger argument replaces the TOML tables entirely rather than merging with them.

The trigger spec is the source of truth for cadence. For example, --trigger-spec "every:15m" runs the plugin every 15 minutes.

Example TOML configuration

stock_plugin.toml.example

Software requirements

• InfluxDB 3 Core: with the Processing Engine enabled.
• Python 3.11 or higher
• Python packages (installed into the plugin venv):
  • yfinance — Yahoo Finance scraper for price data
  • pandas_market_calendars — exchange calendars for accurate market-hours and holiday gating
  • influxdata-plugin-utils>=0.3.0 — shared configuration, parsing, and write helpers

Installation steps

1. Start InfluxDB 3 Core with the Processing Engine enabled (--plugin-dir /path/to/plugins):

   influxdb3 serve \
     --node-id node0 \
     --object-store file \
     --data-dir ~/.influxdb3 \
     --plugin-dir ~/.plugins

2. Install required Python packages:

   influxdb3 install package yfinance pandas_market_calendars influxdata-plugin-utils

3. Copy stock_plugin.toml.example to <plugin-dir>/stock_plugin.toml and edit it with your holdings and categories.

Trigger setup

Basic scheduled trigger (TOML config)

influxdb3 create trigger \
  --database stocks \
  --path "stock_plugin.py" \
  --trigger-spec "every:15m" \
  --trigger-arguments config_path=stock_plugin.toml \
  --error-behavior log \
  stock_portfolio_tracker

Inline holdings without TOML

influxdb3 create trigger \
  --database stocks \
  --path "stock_plugin.py" \
  --trigger-spec "every:15m" \
  --trigger-arguments 'portfolio=AAPL:10:401k|MSFT:5:401k|GOOG:2:brokerage,categories=401k:Retirement|brokerage:Investment' \
  --error-behavior log \
  stock_portfolio_tracker

Skip writes when the configured market is closed

Set write_during_closed_hours = false in your TOML config and create the trigger as normal. With the default NYSE calendar, stocks and ETFs will skip outside 9:30–16:00 ET on weekdays and on NYSE holidays. Their portfolio total values are still maintained via carry-forward.

On a cold cache, such as after an InfluxDB restart, a symbol that would otherwise be skipped can be fetched once so the plugin has a last-known price to carry forward on later skipped ticks. The summary log calls these out as cold-cache bootstrap fetches.

Example usage

Latest portfolio value by category

influxdb3 query \
  --database stocks \
  "SELECT category, value, portfolio_count, symbol_count
   FROM category_totals
   WHERE time = (SELECT MAX(time) FROM category_totals)"

Expected output

+------------+-----------+-----------------+--------------+
| category   | value     | portfolio_count | symbol_count |
+------------+-----------+-----------------+--------------+
| Investment | 257908.71 | 2               | 17           |
| Retirement | 1990604.5 | 3               | 5            |
+------------+-----------+-----------------+--------------+

Total portfolio value over time

influxdb3 query \
  --database stocks \
  "SELECT time, value FROM portfolio_totals
   WHERE portfolio = '_total' ORDER BY time DESC LIMIT 10"

Daily P&L per holding (using previous_close)

influxdb3 query \
  --database stocks \
  "SELECT symbol, portfolio,
          (price - previous_close) * quantity AS daily_change
   FROM stock_holdings
   WHERE time = (SELECT MAX(time) FROM stock_holdings)
     AND previous_close IS NOT NULL
   ORDER BY daily_change DESC"

Filter for fully fresh rows

Rows in portfolio_totals and category_totals carry missing_symbols, skipped_symbols, and carried_symbols counts so dashboards can distinguish fully fresh data from carry-forward or partial fetches:

-- "All symbols fetched fresh this tick"
SELECT * FROM portfolio_totals
WHERE missing_symbols = 0 AND skipped_symbols = 0;

-- "All values present (fresh + carry-forward), no failures"
SELECT * FROM portfolio_totals
WHERE missing_symbols = 0;

Code overview

Main functions

process_scheduled_call(influxdb3_local, call_time, args)

Entry point for the scheduled trigger. Stamps one UTC timestamp for the whole run and delegates to _main with the runtime-injected LineBuilder and the live influxdb3_local. All side-effecting work lives in _main so its logic can be reasoned about with injected dependencies.

_main(local, args, fetcher, line_builder_cls, now_ns, task_id)

Drives the full plugin flow:

1. Resolve config from trigger args + TOML.
2. Determine configured market state via pandas_market_calendars and parse the mutual-fund check time.
3. For each configured holding, decide whether to fetch (gated by asset type, cached state, and config), fetch via yfinance.fast_info, and build a HoldingRow.
4. Build carry-forward HoldingRows for intentionally-skipped symbols whose last known price is cached.
5. Aggregate per-portfolio totals + a grand _total row.
6. Aggregate per-category totals across portfolios.
7. Write stock_holdings, portfolio_totals, and category_totals as a single batched payload.
8. Log a single summary line.

resolve_config(args)

Merges the TOML file with the trigger arguments and validates the result. The TOML path comes from config_path; relative paths resolve against the plugin directory (PLUGIN_DIR, INFLUXDB3_PLUGIN_DIR, or the VIRTUAL_ENV parent). Returns a ResolvedConfig, raising ValueError on any invalid value.

Measurements and fields

stock_holdings

One row per symbol per successful fetch. Carry-forward symbols are NOT written here (their last fresh row remains the most recent record in this measurement).

• Tags: symbol, portfolio, asset_type (equity, etf, mutualfund, other), category (omitted if portfolio is uncategorized)
• Fields: price, quantity, value, currency, previous_close, day_open, day_high, day_low

portfolio_totals

One row per configured portfolio plus a _total grand-total row, written every tick.

• Tags: portfolio, category (omitted if uncategorized; always omitted on _total)
• Fields: value, symbol_count, missing_symbols, skipped_symbols, carried_symbols

category_totals

One row per defined category, rolled up across portfolios in that category. Uncategorized portfolios and the _total row are excluded to avoid double-counting.

• Tags: category
• Fields: value, symbol_count, portfolio_count, missing_symbols, skipped_symbols, carried_symbols

Internal cache keys

The plugin uses influxdb3_local.cache (no TTL) for state across runs:

Cache is cleared on server restart. The plugin self-bootstraps: any symbol with a missing cache key gets a fresh fetch on its next tick regardless of skip rules.

Troubleshooting

Common issues

Issue: No holdings are configured

Solution: With no portfolio argument and no TOML file, the plugin uses the default holdings AAPL:1|MSFT:1|GOOG:1. To track your own holdings, provide portfolio trigger arguments or a TOML file with at least one [holdings.<portfolio>] table. If you use a TOML file, confirm that config_path points to the file in the InfluxDB 3 Core plugin directory.

Issue: Market-hours checks skip expected writes

Solution: Set write_during_closed_hours = true or choose the correct market_calendar and market_timezone for your exchange.

When write_during_closed_hours is false, the plugin uses pandas_market_calendars to skip equity and ETF fetches outside the configured exchange session. Mutual funds are still gated by mutual_fund_check_time.

Issue: Yahoo Finance returns missing prices

Solution: Verify the ticker symbol and check whether Yahoo Finance exposes current price data for that instrument.

A symbol whose price is missing or not a finite number is counted as a fetch failure and reported in the summary log; the optional previous_close, day_open, day_high, and day_low fields are simply omitted when unusable. The plugin carries forward the last known price for intentionally skipped symbols, but it cannot value a new holding until the first successful fetch.

Debugging tips

Check system.processing_engine_logs for the trigger summary line. It reports fetched, skipped, carried, and missing symbol counts for each scheduled run.

Logging

Logs are stored in the _internal database (or the database where the trigger is created) in the system.processing_engine_logs table. To view logs:

influxdb3 query --database _internal "SELECT * FROM system.processing_engine_logs WHERE trigger_name = 'your_trigger_name'"

Log columns:

• event_time: Timestamp of the log event
• trigger_name: Name of the trigger that generated the log
• log_level: Severity level (INFO, WARN, ERROR)
• log_text: Message describing the action or error

Report an issue

For plugin issues, see the Plugins repository issues page.

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