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sample.py
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41 lines (33 loc) · 1003 Bytes
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from pyroboadvisor import PyRoboAdvisor
import pandas as pd
today = pd.Timestamp.now().normalize()
stoday = today.strftime("%Y-%m-%d")
p={
"fecha_inicio": "2019-01-01",
"fecha_fin": stoday,
"money": 100000,
"numberStocksInPortfolio": 10,
"orderMarginBuy": 0.005, # margen de ordenes de compra y venta
"orderMarginSell": 0.005, # margen de ordenes de compra y venta
"apalancamiento": 1.6, # apalancamiento de las compras
"ring_size": 252,
"rlog_size": 22,
"cabeza": 5,
"seeds": 1000,
"percentil": 90,
"prediccion": 1,
"multiploMantenimiento": 6,
"key": "",
"email": "",
}
# pra=PyRoboAdvisor(p,1000,"2025-07-09",{
# "AAPL": 20,
# "MSFT": 20,
# "GOOGL": 20,
# })
pra = PyRoboAdvisor(p)
pra.readTickersFromWikipedia()
pra.completeTickersWithIB() # Completa los tickers de IB que no están en el SP500, para que pueda venderlos
pra.prepare() # Prepara los datos y la estrategia
pra.simulate()
pra.automatizeOrders()