def test_init_portfolio_failing():
with pytest.raises(
ValueError,
match=
r"Number of tickers \(2\) should be equal to the weights number \(3\)",
):
ok.Portfolio(['RUB.FX', 'MCFTR.INDX'], weights=[0.1, 0.2, 0.7])
with pytest.raises(ValueError, match="Weights sum is not equal to one."):
ok.Portfolio(['RUB.FX', 'MCFTR.INDX'], weights=[0.1, 0.2])
def _init_portfolio(request, _init_portfolio_values):
request.cls.portfolio = ok.Portfolio(**_init_portfolio_values)
_init_portfolio_values['inflation'] = False
request.cls.portfolio_no_inflation = ok.Portfolio(**_init_portfolio_values)
_init_portfolio_values['first_date'] = '2019-02'
request.cls.portfolio_short_history = ok.Portfolio(
**_init_portfolio_values)
def test_init_portfolio_failing(_init_portfolio_values):
with pytest.raises(
ValueError,
match=
r'Number of tickers \(2\) should be equal to the weights number \(3\)'
):
_init_portfolio_values['weights'] = [0.1, 0.2, 0.7]
ok.Portfolio(**_init_portfolio_values)
with pytest.raises(ValueError, match='Weights sum is not equal to one.'):
_init_portfolio_values['weights'] = [0.1, 0.2]
ok.Portfolio(**_init_portfolio_values)
def plots(self):
##-- Page 3
self.ui.stackedWidget.setCurrentWidget(self.ui.page_3)
if self.weights is None or len(self.all_tickers) == 0:
return
tickers = [ticker + '.US' for ticker in self.all_tickers]
weights = [weight for weight in self.weights.values()]
portfolio_okama = ok.Portfolio(tickers,
weights=weights,
ccy='USD',
last_date=datetime.datetime.now(),
first_date="2006-01")
self.ui.browser_page_4 = QtWebEngineWidgets.QWebEngineView(self)
self.ui.stackedWidget_2.addWidget(self.ui.browser_page_4)
self.ui.btn_page_4.clicked.connect(
lambda: self.plot_forecast(portfolio_okama))
self.ui.btn_page_5.clicked.connect(self.plot_assets)
self.ui.btn_page_6.clicked.connect(self.plot_transition_map)
self.ui.btn_page_4.clicked.connect(self.btn_page_4_visible)
self.ui.btn_page_5.clicked.connect(self.btn_page_5_visible)
self.ui.btn_page_6.clicked.connect(self.btn_page_6_visible)
# self.plot_forecast(portfolio_okama)
pass
def test_initialization_failing():
with pytest.raises(
ValueError,
match=
r"Number of tickers \(2\) should be equal to the weights number \(3\)"
):
ok.Portfolio(assets=['MCFTR.INDX', 'MCFTR.INDX', 'RUB.FX'],
weights=[.3, .3, .4])
import okama as ok ln = ok.Portfolio(['EDV.US'], inflation=False) ln.plot_forecast(distr='lognorm', years=2)
def portfolio_short_history(init_portfolio_values):
_portfolio_short_history = deepcopy(init_portfolio_values)
_portfolio_short_history['first_date'] = '2019-02'
return ok.Portfolio(**_portfolio_short_history)
def portfolio_no_inflation(init_portfolio_values):
_portfolio_no_inflation = deepcopy(init_portfolio_values)
_portfolio_no_inflation['inflation'] = False
_portfolio_no_inflation['rebalancing_period'] = 'month'
return ok.Portfolio(**_portfolio_no_inflation)
def portfolio_rebalanced_month(init_portfolio_values):
_portfolio_rebalanced_month = deepcopy(init_portfolio_values)
_portfolio_rebalanced_month['rebalancing_period'] = 'month'
return ok.Portfolio(**_portfolio_rebalanced_month)
def portfolio_not_rebalanced(init_portfolio_values):
_portfolio_not_rebalanced = deepcopy(init_portfolio_values)
_portfolio_not_rebalanced['rebalancing_period'] = 'none'
return ok.Portfolio(**_portfolio_not_rebalanced)
def portfolio_rebalanced_year(init_portfolio_values):
return ok.Portfolio(**init_portfolio_values)
def portfolio_dividends(init_portfolio_values):
_portfolio_dividends = deepcopy(init_portfolio_values)
_portfolio_dividends['assets'] = ['SBER.MOEX', 'T.US', 'GNS.LSE']
return ok.Portfolio(**_portfolio_dividends)
import okama as ok x = ok.Portfolio(['LKOH.MOEX', 'T.US'], ccy='USD', rebalancing_period='none') y = ok.AssetList(['SPY.US', x]) print(y.assets_dividend_yield)
import okama as ok
import pandas as pd
x = ok.Portfolio(symbols=['RUB.FX', 'MCFTR.INDX'],
ccy='RUB',
first_date='2015-01',
last_date='2020-01',
inflation=True)
print(x.describe())
print('\n\n*******************')
print(pd.read_pickle('tests/data/portfolio_description.pkl'))
