コード例 #1
0
def main():
    """Defines assets, creates portfolios, and displays a scatter plot 
    of the different portfolios"""
    s1 = Instrument(0.01, 0.01, "Asset 1", "Equity")
    s2 = Instrument(0.02, 0.02, "Asset 2", "Bond")
    s3 = Instrument(0.03, 0.03, "Asset 3", "Commodity")
    s4 = Instrument(0.04, 0.04, "Asset 4", "Equity")

    p1 = Portfolio([s1, s2])
    p2 = Portfolio([s1, s3])
    p3 = Portfolio([s1, s4])
    p4 = Portfolio([s2, s3])
    p5 = Portfolio([s2, s4])
    p6 = Portfolio([s3, s4])

    p1.addcorr([[0, -0.1]])
    p2.addcorr([[0, -0.1]])
    p3.addcorr([[0, -0.1]])
    p4.addcorr([[0, -0.1]])
    p5.addcorr([[0, -0.1]])
    p6.addcorr([[0, -0.1]])

    c = Chart([p1, p2, p3, p4, p5, p6], 0.004)
    c.scatters(size=3)