#!/usr/bin/env python
import trading.portfolio as portfolio
import config.portfolios
if __name__ == '__main__':
p_learn = portfolio.Portfolio(instruments=config.portfolios.p_learn)
p_test = portfolio.Portfolio(instruments=config.portfolios.p_test)
p_trade = portfolio.Portfolio(instruments=config.portfolios.p_trade)
p_learn_weights = p_learn.bootstrap_pool()
print(p_learn_weights.mean(axis=1))
p_test_weights = p_test.bootstrap_pool()
print(p_test_weights.mean(axis=1))
p_trade_weights = p_trade.bootstrap_pool()
print(p_trade_weights.mean(axis=1))
def test_validate():
p = portfolio.Portfolio(instruments=config.portfolios.p_trade)
v = p.validate()
assert v['is_valid'].any()
def test_frontier():
p = portfolio.Portfolio(instruments=config.portfolios.p_trade)
f = p.frontier()
assert not f.empty
def test_curve():
p = portfolio.Portfolio(instruments=config.portfolios.p_trade)
a = p.curve()
assert type(a) is accountcurve.accountCurve
assert a.sharpe() > 0