def test_portfolio_yfinance_pass_1():
d = d_pass_yfinance[0]
data = download(**d)
data = clean_data(data)
pf = portfolio(data=data, risk_free_rate=0.001, freq=252, num_portfolios=10000)
pf.plot_portfolios()
pf.print_results()
def test_portfolio_moex_pass_0():
d = d_pass_moex[0]
data = download(**d)
data = clean_data(data)
pf = portfolio(data = data)
pf.plot_portfolios()
pf.print_results()
def test_portfolio_csv_pass_0():
d = d_pass_csv[0]
data = download(**d)
data = clean_data(data)
pf = portfolio(data = data, num_portfolios=10000)
pf.plot_portfolios()
pf.print_results()
df_sharp = df_ratios[df_ratios['Sharp Ratio'] > 1.0]
df_sortino = df_ratios[df_ratios['Sortino Ratio'] > 1.0]
pf_stocks_sortino = df_sortino.index.to_list()
pf_stocks_sharp = df_sortino.index.to_list()
print('=' * 80)
print('Sortino portfolio 14-17')
sortino_data14_17 = download(source=Source.YFINANCE,
tickers=pf_stocks_sortino,
start_date=start_date14_17,
end_date=end_date14_17)
sortino_data14_17 = clean_data(sortino_data14_17)
pf_sortino14_17 = portfolio(data=sortino_data14_17,
risk_free_rate=0.001,
freq=252,
num_portfolios=100000)
pf_sortino14_17.plot_portfolios()
pf_sortino14_17.print_results()
pf_proposed_sortino14_17 = pf_sortino14_17.max_sortino_port
# print('=' * 80)
# print('Sharp portfolio 14-17')
# sharp_data14_17 = download(source=Source.YFINANCE, tickers = pf_stocks_sharp, start_date=start_date14_17, end_date=end_date14_17)
# sharp_data14_17 = clean_data(sharp_data14_17)
# pf_sharp14_17 = portfolio(data=sharp_data14_17, risk_free_rate=0.001, freq=252, num_portfolios=1000)
# pf_sharp14_17.plot_portfolios()
# pf_sharp14_17.print_results()
# pf_proposed_sharp14_17 = pf_sharp14_17.max_sharp_port
print('=' * 80)
df_sortino = df_ratios[df_ratios['Sortino Ratio'] > 1.0]
with pd.option_context('display.max_rows', None, 'display.max_columns', None):
print(df_sharp)
print(df_sortino)
pf_stocks_sortino = df_sortino.index.to_list()
pf_stocks_sharp = df_sortino.index.to_list()
sortino_data = download(source=Source.YFINANCE,
tickers=pf_stocks_sortino,
start_date=start_date,
end_date=end_date)
sortino_data = clean_data(sortino_data)
pf_sortino = portfolio(data=sortino_data,
risk_free_rate=0.001,
freq=252,
num_portfolios=10000)
pf_sortino.plot_portfolios()
pf_sortino.print_results()
sharp_data = download(source=Source.YFINANCE,
tickers=pf_stocks_sharp,
start_date=start_date,
end_date=end_date)
sharp_data = clean_data(sharp_data)
pf_sharp = portfolio(data=sharp_data,
risk_free_rate=0.001,
freq=252,
num_portfolios=10000)
pf_sharp.plot_portfolios()