import datetime import lib from matplotlib import pyplot as plt import strategies as st import pandas as pd if __name__ == "__main__": stockList = ["^GSPC"] monthly_params = dict(sum=100000, coef=1.005, t_rate=1 + 0.02 / 12) # startDate = datetime.datetime.fromisoformat("2000-01-01") # endDate = datetime.datetime.fromisoformat("2022-01-01") print(stockList[0]) stockData = lib.get_data( stockList[0], ) start_date = stockData.index[0] year_step = 5 print( "Investing monthly, increasing {:.2f}%, starting from ${}".format( (monthly_params["coef"] * 100) - 100, monthly_params["sum"], ) ) for start_year in range(start_date.year, datetime.datetime.today().year, year_step): start_date = datetime.date(start_year, 1, 1) end_date = datetime.date(start_year + year_step - 1, 12, 31) if (today := datetime.date.today()) < end_date: end_date = today stockData = lib.get_data(stockList[0], start_date, end_date) start, end = lib.get_data_borders(stockData) print( "{} to {}, {:.1f} years".format( start, end, (end - start).days / 365, ) ) newdf = pd.concat( [ lib.test_strategy(stockData, strategy, monthly_params) for strategy in (st.DCA, st.QDCA) ] ) print(newdf.to_string()) # print(df[["annual%", "froi%", "cost", "total_value", "max_dd%", "max_md"]]) # print(newdf["annual%"])