def run(self):
date = dateHelper.getDateAsDatetime(self.startDate)
endDate = dateHelper.getDateAsDatetime(self.endDate)
provider = DataProvider()
balance = BalancePortfolio(provider)
broker = Broker(provider)
broker.addCash(self.initialCash)
portfolioValue = []
while (date < endDate):
date_str = dateHelper.getDateAsString(date)
if (date.weekday() < 5 and not self.isHoliday(date)):
value = broker.getValue(dateHelper.getDateAsString(date))
if (self.lastRebalance > self.rebalanceDays):
self.lastRebalance = 0
broker.setPortfolio(balance.getPortfolio(date_str, value),
date_str)
else:
self.lastRebalance += 1
portfolioValue += [[date, value]]
date += timedelta(days=1)
# print(portfolioValue)
with open('data/portfolioValue.csv', 'w') as file:
for item in portfolioValue:
date = dateHelper.getDateAsString(item[0])
file.writelines(date + "," + str(item[1]) + "\n")
print('Performance ' + self.startDate + ' - ' + self.endDate)
print('Starting value: ' + str(self.initialCash))
print('Final value: ' + str(portfolioValue[-1][1]))
