def testStrategies(strategies, numTests, sDate=(2003, 1, 1), eDate=(2013, 10, 10)):
"""Main Function"""
maxDaysHeld = 365 * 7
# Make sure our allocations are well formed
if not checkAllocationStrats():
raise Exception("Allocations are malformed.")
# Colors for plotting
colors = plt.cm.rainbow(linspace(0, 1, numTests))
# Test each investment strategy
for strategy in strategies.keys():
print "\n===%s===" % strategy
for n in xrange(numTests):
# Test different versions of the same portfolio
portfolio = createPortfolio(strategies[strategy])
print "Test portfilo %d: %s" % (n, portfolio)
testPortfilo(
portfolio, sDate, eDate, maxDaysHeld, outputFilename=r"data\%s_%d.dat" % (strategy, n), silent=True
)
# Plot the results
plt.figure()
for n in xrange(numTests):
f = shelve.open(r"data\%s_%d.dat" % (strategy, n))
pltAgainst(f, "Portfolio %d" % n, colors[n])
f.close()
plt.legend(loc=2)
plt.title("Strategy: %s" % strategy)
plt.show()
def plotResults(strategiesToPlot, numTests, which=None):
plt.xkcd()
plt.figure()
if which is None:
# Which tells us to plot a subset of the results
which = range(numTests)
if len(strategiesToPlot) > 1:
colors = plt.cm.rainbow(linspace(0, 1, len(strategiesToPlot)))
else:
colors = plt.cm.rainbow(linspace(0, 1, len(which)))
colors = {a: b for (a, b) in zip(which, colors)}
for nstrat, strategy in enumerate(strategiesToPlot):
for n in xrange(numTests):
if n not in which:
continue
if n == 0 or len(strategiesToPlot) == 1:
title = '%s #%d' % (strategy, n)
else:
title = None
f = shelve.open(r'data\%s_%d.dat' % (strategy, n))
if len(strategiesToPlot) > 1:
pltAgainst(f, title, colors[nstrat])
else:
pltAgainst(f, title, colors[n])
f.close()
plt.legend(loc='upper left')
plt.title('All Strategies')
plt.show()
def plotResults(strategiesToPlot, numTests, which=None):
plt.xkcd()
plt.figure()
if which is None:
# Which tells us to plot a subset of the results
which = range(numTests)
if len(strategiesToPlot) > 1:
colors = plt.cm.rainbow(linspace(0, 1, len(strategiesToPlot)))
else:
colors = plt.cm.rainbow(linspace(0, 1, len(which)))
colors = {a: b for (a, b) in zip(which, colors)}
for nstrat, strategy in enumerate(strategiesToPlot):
for n in xrange(numTests):
if n not in which:
continue
if n == 0 or len(strategiesToPlot) == 1:
title = "%s #%d" % (strategy, n)
else:
title = None
f = shelve.open(r"data\%s_%d.dat" % (strategy, n))
if len(strategiesToPlot) > 1:
pltAgainst(f, title, colors[nstrat])
else:
pltAgainst(f, title, colors[n])
f.close()
plt.legend(loc="upper left")
plt.title("All Strategies")
plt.show()
def testStrategies(strategies,
numTests,
sDate=(2003, 1, 1),
eDate=(2013, 10, 10)):
"""Main Function"""
maxDaysHeld = 365 * 7
# Make sure our allocations are well formed
if not checkAllocationStrats():
raise Exception('Allocations are malformed.')
# Colors for plotting
colors = plt.cm.rainbow(linspace(0, 1, numTests))
# Test each investment strategy
for strategy in strategies.keys():
print '\n===%s===' % strategy
for n in xrange(numTests):
# Test different versions of the same portfolio
portfolio = createPortfolio(strategies[strategy])
print "Test portfilo %d: %s" % (n, portfolio)
testPortfilo(portfolio,
sDate,
eDate,
maxDaysHeld,
outputFilename=r'data\%s_%d.dat' % (strategy, n),
silent=True)
# Plot the results
plt.figure()
for n in xrange(numTests):
f = shelve.open(r'data\%s_%d.dat' % (strategy, n))
pltAgainst(f, 'Portfolio %d' % n, colors[n])
f.close()
plt.legend(loc=2)
plt.title('Strategy: %s' % strategy)
plt.show()