def addBondsToBalance(self,
security_dict,
bonds_alloc,
recommended_bonds_alloc,
exposure_threshold=0.05):
recommendations = recom.rank_etfs()
pop = recom.recommend_etf(recommendations)
while (bonds_alloc < recommended_bonds_alloc):
# get a recommendation
security = next(pop)
print('Checking if bond {} exists in portfolio'.format(security))
# check if the recommended security is in the portfolio already and get the second best if it is
while ut.check_security_in_portfolio(self.portfolio, security):
print('Bond {} exists in portfolio'.format(security))
security = next(pop)
print(
'Checking if bond {} exists in portfolio'.format(security))
# desired exposure
fit_exposure = min(exposure_threshold,
(recommended_bonds_alloc - bonds_alloc) / 100)
# calculated desired shares to fit 0.05 exposure
shares = fit_exposure * self.client['Capital'] / security_dict[
security]['Price']
current_exposure = shares * security_dict[security][
'Price'] / self.client['Capital']
# add shares to portfolio
self.addNewSecurity(security, shares)
# increase bond allocation
bonds_alloc += current_exposure * 100
def addBondsToBalance(self,
security_dict,
bonds_alloc,
recommended_bonds_alloc,
exposure=True,
exposure_threshold=5):
recommendations = recom.rank_etfs()
pop = recom.recommend_etf(recommendations)
while (bonds_alloc < recommended_bonds_alloc):
# get a recommendation
security = next(pop)
print('Checking if bond {} exists in portfolio'.format(security))
# check if the recommended security is in the portfolio already and get the second best if it is
while self.check_security_in_portfolio(self.portfolio, security):
print('Bond {} exists in portfolio'.format(security))
security = next(pop)
print(
'Checking if bond {} exists in portfolio'.format(security))
# desired exposure
if (exposure):
fit_exposure = min(exposure_threshold,
(recommended_bonds_alloc - bonds_alloc))
else:
fit_exposure = recommended_bonds_alloc - bonds_alloc
# add shares to portfolio
self.addNewSecurity(security, fit_exposure, security_dict)
# increase bond allocation
bonds_alloc += fit_exposure
def buy_bonds(self, budget, allSecurities):
recommendations = recom.rank_etfs()
pop = recom.recommend_etf(recommendations)
security = next(pop)
print('Checking if bond {} exists in portfolio'.format(security))
while self.check_security_in_portfolio(self.portfolio, security):
print('Bond {} exists in portfolio'.format(security))
security = next(pop)
self.addNewSecurity(security, budget, allSecurities)
def addBondsToBalance(self,
security_dict,
bonds_alloc,
recommended_bonds_alloc,
bonds_preferences,
exposure=True,
exposure_threshold=5):
pop = recom.recommend_etf(bonds_preferences)
while (bonds_alloc < recommended_bonds_alloc):
security = next(pop)
print('Checking if bond {} exists in portfolio'.format(security))
while self.security_exists_in_portfolio(self.portfolio, security):
print('Bond {} exists in portfolio'.format(security))
security = next(pop)
print(
'Checking if bond {} exists in portfolio'.format(security))
if (exposure):
fit_exposure = min(exposure_threshold,
(recommended_bonds_alloc - bonds_alloc))
else:
fit_exposure = recommended_bonds_alloc - bonds_alloc
self.addNewSecurity(security, fit_exposure, security_dict)
bonds_alloc += fit_exposure