test: add tests for PortfolioDCF

Author: chilango74

main.py

@@ -11,17 +11,19 @@
 warnings.simplefilter(action="ignore", category=FutureWarning)
 
 pd.set_option("display.float_format", lambda x: "%.2f" % x)
-ef = ok.EfficientFrontierReb(
-    ['SPY.US', 'AGG.US', 'GLD.US'],
-    rebalancing_strategy=ok.Rebalance(period='year'),
-    ccy='USD',
-    first_date='2020-01', last_date='2025-03', full_frontier=True, verbose=True)
-glob = ef.global_max_return_portfolio
-cagr = glob['CAGR']
-print(cagr)
-
-pf = ef.minimize_risk(cagr)
-print(pf)
+
+
+# ef = ok.EfficientFrontierReb(
+#     ['SPY.US', 'AGG.US', 'GLD.US'],
+#     rebalancing_strategy=ok.Rebalance(period='year'),
+#     ccy='USD',
+#     first_date='2020-01', last_date='2025-03', full_frontier=True, verbose=True)
+# glob = ef.global_max_return_portfolio
+# cagr = glob['CAGR']
+# print(cagr)
+#
+# pf = ef.minimize_risk(cagr)
+# print(pf)
 
 # w = ef.minimize_risk(0.184914755913651)
 # print(w)
@@ -58,16 +60,21 @@
 #
 # print(pf.dividend_yield_annual)
 
-
-# assets = ['RGBITR.INDX', 'MCFTR.INDX', 'GC.COMM']
-# weights = [0.60,   0.35, 0.05]
-# assets = ['RGBITR.INDX', 'MCFTR.INDX']
-# weights = [0.50,  0.50]
-# pf = ok.Portfolio(assets, weights=weights,
-#                   first_date="2015-01",
-#                   last_date="2020-01",
-#                   ccy='RUB',
-#                   inflation=True)
+pf2 = ok.Portfolio(first_date="2015-01", last_date="2024-10")
+d = {
+    "2018-02": 2_000,  # contribution
+    "2024-03": -4_000  # withdrawal
+}
+ts = ok.TimeSeriesStrategy(pf2)
+ts.time_series_dic = d  # use the dictionary to set cash flow
+ts.initial_investment = 1_000  # add initial investments size (optional)
+pf2.dcf.cashflow_parameters = ts
+print(pf2.dcf.wealth_index)
+# assets = ['RGBITR.INDX', 'RUCBTRNS.INDX', 'MCFTR.INDX', 'GC.COMM']
+# weights = [0.16,          0.40,             0.25,        0.19]
+# # assets = ['RGBITR.INDX', 'MCFTR.INDX']
+# # weights = [0.50,  0.50]
+# pf = ok.Portfolio(assets, weights=weights, ccy='RUB', inflation=False)
 # pf.rebalancing_strategy = ok.Rebalance(
 #     period="none",
 #     abs_deviation=0.10,
@@ -103,7 +110,7 @@
 # pc = ok.PercentageStrategy(pf)
 # pc.initial_investment = 10_000
 # pc.frequency = "year"
-# pc.percentage = -0.55
+# pc.percentage = -0.12
 #
 # pf.dcf.cashflow_parameters = pc
 #
@@ -116,7 +123,7 @@
 # solution = pf.dcf.find_the_largest_withdrawals_size(
 #     goal="maintain_balance_pv",
 #     percentile=20,
-#     tolerance_rel=0.05,
+#     tolerance_rel=0.10,
 #     threshold=0.05,
 #     iter_max=20
 # )