def gen_global_investment(budget):
investment, budget = gen_investment(budget)
print("Accessing all companies")
while True:
i = 0
for c in d.companies:
if budget >= d.stock_cost[c]:
curr_vol = \
e.volatility(list(zip(
[d.stock_cost[c_] for c_ in d.companies],
investment.values())))
print("Budget | Volatility:\t {} | {}"
.format(budget, curr_vol))
if isnan(curr_vol):
curr_vol = float('inf')
investment[c] += 1
budget -= d.stock_cost[c]
new_vol = \
e.volatility(list(zip(
[d.stock_cost[c_] for c_ in d.companies],
investment.values())))
if new_vol >= curr_vol:
investment[c] -= 1
budget += d.stock_cost[c]
else:
i += 1
if i > 5:
break
if i > 5:
break
return (e.volatility(
list(zip(
[d.stock_cost[c] for c in d.companies], investment.values()))),
' '.join([str(investment[company]) for company in d.companies]))
def gen_investment(budget):
_investment = dict(zip(d.companies, [0] * len(d.companies)))
investment = OrderedDict(sorted(_investment.items(), key=lambda x: x[0]))
for _, co1, co2 in tqdm(d.magic_pairs):
if budget >= d.stock_cost[co1] + d.stock_cost[co2]:
curr_vol = \
e.volatility(list(zip(
[d.stock_cost[c] for c in d.companies],
investment.values())))
if isnan(curr_vol):
curr_vol = float('inf')
investment[co1] += 1
investment[co2] += 1
budget -= d.stock_cost[co1] + d.stock_cost[co2]
new_vol = \
e.volatility(list(zip(
[d.stock_cost[c] for c in d.companies],
investment.values())))
if new_vol >= curr_vol:
investment[co1] -= 1
investment[co2] -= 1
budget += d.stock_cost[co1] + d.stock_cost[co2]
else:
if budget >= d.stock_cost[co1]:
curr_vol = \
e.volatility(list(zip(
[d.stock_cost[c] for c in d.companies],
investment.values())))
investment[co1] += 1
budget -= d.stock_cost[co1]
new_vol = \
e.volatility(list(zip(
[d.stock_cost[c] for c in d.companies],
investment.values())))
if new_vol >= curr_vol:
investment[co1] -= 1
budget += d.stock_cost[co1]
elif budget >= d.stock_cost[co2]:
curr_vol = \
e.volatility(list(zip(
[d.stock_cost[c] for c in d.companies],
investment.values())))
investment[co2] += 1
budget -= d.stock_cost[co2]
new_vol = \
e.volatility(list(zip(
[d.stock_cost[c] for c in d.companies],
investment.values())))
if new_vol >= curr_vol:
investment[co2] -= 1
budget += d.stock_cost[co2]
# Return the current investment and money left up to now
return investment, budget
