def addStocksToBalance(self,
security_dict,
stocks_alloc,
recommended_stock_alloc,
recommendations,
exposure=True,
exposure_threshold=5):
pop = recom.recommend_stock(recommendations)
while (stocks_alloc < recommended_stock_alloc):
# get a recommendation
security = next(pop)
print('Checking if stock {} exists in portfolio'.format(security))
# check if the recommended security is in the portfolio already and get the second best if it is
while self.check_security_in_portfolio(self.portfolio, security):
print('Stock {} exists in portfolio'.format(security))
security = next(pop)
print('Checking if stock {} exists in portfolio'.format(
security))
# desired exposure
if (exposure):
fit_exposure = min(exposure_threshold,
(recommended_stock_alloc - stocks_alloc))
else:
fit_exposure = recommended_stock_alloc - stocks_alloc
# add shares to portfolio
self.addNewSecurity(security, fit_exposure, security_dict)
# increase bond allocation
stocks_alloc += fit_exposure
def addStocksToBalance(self,
security_dict,
stocks_alloc,
recommended_stock_alloc,
exposure_threshold=0.05):
recommendations = recom.rank_stocks('Mid')
pop = recom.recommend_stock(recommendations)
while (stocks_alloc < recommended_stock_alloc):
# get a recommendation
security = next(pop)
print('Checking if stock {} exists in portfolio'.format(security))
# check if the recommended security is in the portfolio already and get the second best if it is
while ut.check_security_in_portfolio(self.portfolio, security):
print('Stock {} exists in portfolio'.format(security))
security = next(pop)
print('Checking if stock {} exists in portfolio'.format(
security))
# desired exposure
fit_exposure = min(exposure_threshold,
(recommended_stock_alloc - stocks_alloc) / 100)
# calculated desired shares to fit 0.05 exposure
shares = fit_exposure * self.client['Capital'] / security_dict[
security]['Price']
current_exposure = shares * security_dict[security][
'Price'] / self.client['Capital']
# add shares to portfolio
self.addNewSecurity(security, shares)
# increase bond allocation
stocks_alloc += current_exposure * 100
def add_security_with_criterion(self,
shares,
region,
preferences,
allSecurities,
criterion='Sector'):
preferences = self.filter_list_by_criterion(preferences, region,
allSecurities, criterion)
# give error if list is empty
pop = recom.recommend_stock(preferences)
security = next(pop)
ok = True
while self.security_exists_in_portfolio(self.portfolio, security):
try:
security = next(pop)
except StopIteration:
pyfancy.pyfancy().red(
"Cound not find a new security in {} {}".format(
criterion, region)).output()
ok = False
break
if ok:
self.addNewSecurity(security, shares, allSecurities)
return True
else:
return False
def buy_stocks(self, budget, preferences, allSecurities):
pop = recom.recommend_stock(preferences)
security = next(pop)
print('Checking if stock {} exists in portfolio'.format(security))
while self.check_security_in_portfolio(self.portfolio, security):
print('Stock {} exists in portfolio'.format(security))
security = next(pop)
self.addNewSecurity(security, budget, allSecurities)
def add_one_item(self, preferences, exposure, allSecurities):
pop = recom.recommend_stock(preferences)
security = next(pop)
while self.security_exists_in_portfolio(self.portfolio, security):
# stock exists, look for another one
security = next(pop)
self.addNewSecurity(security, exposure, allSecurities)
return True
def complete_exposure(self, security_dict, exposure_threshold=0.05):
recommendations = recom.rank_stocks('Mid')
pop = recom.recommend_stock(recommendations)
while (self.extra_exposure > 0):
security = next(pop)
# check if the recommended security is in the portfolio already and get the second best if it is
while ut.check_security_in_portfolio(self.portfolio, security):
security = next(pop)
if self.extra_exposure >= exposure_threshold:
exp = exposure_threshold
self.setExtraExposure(self.extra_exposure - exposure_threshold)
else:
exp = self.extra_exposure
self.setExtraExposure(0)
current_security = security_dict[security]
price = current_security['Price']
sha = exp * self.getCapital() / price
self.addNewSecurity(security, sha)
print('Added security {} with {} shares and {} exposure'.format(
security, sha, exp))
def addStocksToBalance(self,
security_dict,
stocks_alloc,
recommended_stock_alloc,
recommendations,
exposure=True,
exposure_threshold=5):
pop = recom.recommend_stock(recommendations)
while (stocks_alloc < recommended_stock_alloc):
security = next(pop)
print('Checking if stock {} exists in portfolio'.format(security))
while self.security_exists_in_portfolio(self.portfolio, security):
print('Stock {} exists in portfolio'.format(security))
security = next(pop)
print('Checking if stock {} exists in portfolio'.format(
security))
if (exposure):
fit_exposure = min(exposure_threshold,
(recommended_stock_alloc - stocks_alloc))
else:
fit_exposure = recommended_stock_alloc - stocks_alloc
self.addNewSecurity(security, fit_exposure, security_dict)
stocks_alloc += fit_exposure
def refine_alloc_with_sectors(client_portfolio, allSecurities, economy,
stock_preferences, bonds_preferences,
all_preferences):
# recommended sector allocation
divers_sectors, divers_percent = recom.bc_sector_allocation(economy)
recomm_sector_dict = {}
for i in range(0, len(divers_sectors)):
recomm_sector_dict[divers_sectors[i]] = divers_percent[i]
# check if we have enough stocks to fill sector alloc, add more if not
while len(client_portfolio.portfolio) < len(recomm_sector_dict):
sorted_exposures = client_portfolio.extract_item_with_most_exposure(
client_portfolio.portfolio)
pop = recom.recommend_stock(sorted_exposures)
security = next(pop)
security_exposure = client_portfolio.portfolio[security]
exposure_to_remove = security_exposure / 2
exposure_to_add = security_exposure - exposure_to_remove
client_portfolio.setExposure(security, exposure_to_remove)
if (client_portfolio.getAssetType(security,
allSecurities) == 'Equity'):
client_portfolio.add_one_item(stock_preferences, exposure_to_add,
allSecurities)
elif (client_portfolio.getAssetType(security,
allSecurities) == 'Bond'):
client_portfolio.add_one_item(bonds_preferences, exposure_to_add,
allSecurities)
# current sector allocation
portfolio_sector_dict = {}
for sector in divers_sectors:
sector_dict = client_portfolio.extract_securities_by_criterion(
sector, allSecurities, 'Sector')
portfolio_sector_dict[sector] = sum(sector_dict.values())
# cut regions with too much exposure to get some cash
for key, value in recomm_sector_dict.items():
diff = portfolio_sector_dict.get(key, 0) - recomm_sector_dict[key]
if diff > 0:
client_portfolio.cutExposureOnCriterion(recomm_sector_dict[key],
key, all_preferences,
allSecurities, 'Sector')
print("Cut {} from region {}".format(diff, key))
# cut exposure above recommended alloc
stocks_alloc, bonds_alloc = client_portfolio.current_asset_allocation(
allSecurities)
recommended_stock_alloc, recommended_bonds_alloc = client_portfolio.recommended_asset_allocation(
client_portfolio.client['Risk_profile'])
print(
"You have {} stocks and {} bonds. Recommended {} stocks and {} bonds".
format(stocks_alloc, bonds_alloc, recommended_stock_alloc,
recommended_bonds_alloc))
if (stocks_alloc > recommended_stock_alloc):
client_portfolio.removeStocksToBalance(allSecurities, stocks_alloc,
recommended_stock_alloc,
stock_preferences, True)
if (bonds_alloc > recommended_bonds_alloc):
client_portfolio.removeBondsToBalance(allSecurities, bonds_alloc,
recommended_bonds_alloc,
bonds_preferences, True)
# check current allocation again
portfolio_sector_dict = {}
for sector in divers_sectors:
sector_dict = client_portfolio.extract_securities_by_criterion(
sector, allSecurities, 'Sector')
portfolio_sector_dict[sector] = sum(sector_dict.values())
#now deal with adding more exposure to sectors that don't have enough
for key, value in recomm_sector_dict.items():
diff = recomm_sector_dict[key] - portfolio_sector_dict.get(key, 0)
print("adding {} in sector {}".format(diff, key))
while diff > 0:
#decide wheather to add a stock or a bond
which_type = recom.recommend_asset_type(client_portfolio,
allSecurities)
for i in range(0, len(which_type), 2):
if (which_type[i] == 'Equity' and diff > 0):
client_portfolio.add_security_with_criterion(
min(diff, 5, which_type[i + 1]), key,
stock_preferences, allSecurities, 'Sector')
diff = diff - min(diff, 5, which_type[i + 1])
elif (which_type[i] == 'Bond' and diff > 0):
client_portfolio.add_security_with_criterion(
min(diff, 5, which_type[i + 1]), key,
bonds_preferences, allSecurities, 'Sector')
diff = diff - min(diff, 5, which_type[i + 1])
print("finished sector alloc")
return True
def advisor5(client_portfolio, allSecurities, economy):
divers_sectors, divers_percent = recom.bc_sector_allocation(economy)
# categorize existing securities by type of asset
pyfancy.pyfancy().cyan("\n*** Portfolio analysis.... ***\n").output()
time.sleep(1)
stocks_held, bonds_held = client_portfolio.extract_securities_by_type(
allSecurities)
# categorize existing securities by sector
pyfancy.pyfancy().cyan(
"\n *** Sectors you currently hold in stocks: ***").output()
time.sleep(2)
portfolio_sector_dict = client_portfolio.categorize_stocks_by_sector(
allSecurities)
# calculate recommended percentages per sector
pyfancy.pyfancy().cyan(
"\n *** Sectors recommended to hold in stocks: ***").output()
time.sleep(2)
recomm_sector_dict = recom.recomm_sector_allocation(
client_portfolio.portfolio, divers_percent, divers_sectors,
sum(portfolio_sector_dict.values()))
# add recommended sectors that do not exist
pyfancy.pyfancy().cyan(
"\n *** Looking for sectors that should not be in your portfolio ***"
).output()
time.sleep(2)
sectors_to_del = client_portfolio.sectors_you_should_not_have(
recomm_sector_dict, portfolio_sector_dict)
if (len(sectors_to_del) == 0):
print('No sectors to remove')
else:
for sector_del in sectors_to_del:
client_portfolio.deleteSector(sector_del, allSecurities)
# refine securities per sector
pyfancy.pyfancy().cyan(
"\n *** Refining exposure for sectors you hold ***").output()
time.sleep(2)
for key, value in recomm_sector_dict.items():
time.sleep(1)
diff = recomm_sector_dict[key] - portfolio_sector_dict.get(key, 0)
if (diff == recomm_sector_dict[key]):
# portfolio does not contain the recommended sector
print('No {} in the portfolio. You should add {} of them'.format(
key, value))
recommendations = recom.rank_stocks_without_bc(key)
pop = recom.recommend_stock(recommendations)
security = next(pop)
client_portfolio.addNewSecurity(security, value, allSecurities)
elif (diff > 0):
print('You have {}% of {}. You should have {}% in {}.'.format(
portfolio_sector_dict.get(key, 0), key,
recomm_sector_dict.get(key, 0), key))
current_holdings = client_portfolio.extract_securities_by_sector(
key, allSecurities)
print("Currently holding {} stocks in sector {}:".format(
len(current_holdings), key))
for k, v in current_holdings.items():
pyfancy.pyfancy().bold().white("{} {} %".format(
k, v)).output()
recommendations = recom.rank_stocks_without_bc(key)
pop = recom.recommend_stock(recommendations)
security = next(pop)
client_portfolio.addNewSecurity(security, diff, allSecurities)
elif (diff < 0):
print('You have {}% of {}. You should have {}% in {}.'.format(
portfolio_sector_dict.get(key, 0), key,
recomm_sector_dict.get(key, 0), key))
current_holdings = client_portfolio.extract_securities_by_sector(
key, allSecurities)
print("Currently holding {} stocks in sector {}:".format(
len(current_holdings), key))
for k, v in current_holdings.items():
pyfancy.pyfancy().bold().white("{} {} %".format(
k, v)).output()
current_holdings_list = sorted(current_holdings,
key=current_holdings.get,
reverse=True)
diff = diff * (-1)
for k in current_holdings_list:
v = current_holdings[k]
if diff == 0:
break
elif (diff > 0 and v > diff):
client_portfolio.setExposure(k, v - diff)
diff = 0
elif (diff > 0 and v <= diff):
client_portfolio.deteleSecurity(k, allSecurities)
diff -= v
#print ('\n \n Exposure left in portfolio: {}'.format(client_portfolio.extra_exposure))
stocks_held, bonds_held = client_portfolio.extract_securities_by_type(
allSecurities)
return client_portfolio
else:
for sector_del in sectors_to_del:
client_portfolio.deleteSector(sector_del, allSecurities)
# refine securities per sector
print('\n *** Refining exposure for sectors you hold ***')
for key, value in recomm_sector_dict.items():
diff = recomm_sector_dict[key] - portfolio_sector_dict.get(key, 0)
if (diff == recomm_sector_dict[key]):
# portfolio does not contain the recommended sector
print('\n No {} in the portfolio. You should add {} of them'.format(
key, value))
recommendations = recom.rank_stocks_without_bc(key)
pop = recom.recommend_stock(recommendations)
security = next(pop)
client_portfolio.addNewSecurity(security, value)
elif (diff > 0):
print(
'\n You have {} of {}. You should have {} of sector {}. diff is {}'
.format(portfolio_sector_dict.get(key, 0), key,
recomm_sector_dict.get(key, 0), key, diff))
current_holdings = client_portfolio.extract_securities_by_sector(
key, allSecurities)
print(current_holdings)
print(len(current_holdings))
recommendations = recom.rank_stocks_without_bc(key)
pop = recom.recommend_stock(recommendations)
