from portfolio_backtest import Backtest Backtest(tickers=["VTI", "AGG", "GLD"]).run()

from portfolio_backtest import Backtest import pprint bt = Backtest( tickers={ "VTI": 0.6, "AGG": 0.25, "GLD": 0.15, }, target_return=0.1, target_cvar=0.025, data_dir="data", start="2011-04-10", end="2021-04-10", ) pprint.pprint(bt.run(plot=True))

[{'Annual volatility': '10.9%', 'Conditional Value at Risk': '', 'Cumulative Return': '160.9%', 'Expected annual return': '9.6%', 'Sharpe Ratio': '0.70', 'portfolio': 'Your Portfolio', 'tickers': {'AGG': 0.25, 'GLD': 0.15, 'VTI': 0.6}}, {'Annual volatility': '6.3%', 'Conditional Value at Risk': '', 'Cumulative Return': '102.3%', 'Expected annual return': '7.0%', 'Sharpe Ratio': '0.79', 'portfolio': 'Tangency Portfolio', 'tickers': {'AGG': 0.67099, 'GLD': 0.0, 'VTI': 0.32901}}, {'Annual volatility': '4.3%', 'Conditional Value at Risk': '', 'Cumulative Return': '53.3%', 'Expected annual return': '4.3%', 'Sharpe Ratio': '0.53', 'portfolio': 'Minimum Variance Portfolio', 'tickers': {'AGG': 0.91939, 'GLD': 0.00525, 'VTI': 0.07536}}, {'Annual volatility': '4.0%', 'Conditional Value at Risk': '', 'Cumulative Return': '48.7%', 'Expected annual return': '4.1%', 'Sharpe Ratio': '0.51', 'portfolio': 'Hierarchical Risk Parity Portfolio', 'tickers': {'AGG': 0.89041, 'GLD': 0.05695, 'VTI': 0.05263}}, {'Annual volatility': '', 'Conditional Value at Risk': '0.5%', 'Cumulative Return': '52.1%', 'Expected annual return': '4.2%', 'Sharpe Ratio': '', 'portfolio': 'Minimum CVaR Portfolio', 'tickers': {'AGG': 0.93215, 'GLD': 0.0, 'VTI': 0.06785}}, {'Annual volatility': '7.7%', 'Conditional Value at Risk': '', 'Cumulative Return': '166.5%', 'Expected annual return': '10.0%', 'Sharpe Ratio': '1.04', 'portfolio': 'Semi Variance Portfolio (target return 10.0%)', 'tickers': {'AGG': 0.39504, 'GLD': 0.0, 'VTI': 0.60496}}, {'Annual volatility': '', 'Conditional Value at Risk': '2.5%', 'Cumulative Return': '251.3%', 'Expected annual return': '13.3%', 'Sharpe Ratio': '', 'portfolio': 'Return Maximize CVaR Portfolio (target CVaR 2.5%)', 'tickers': {'AGG': 0.08851, 'GLD': 0.0, 'VTI': 0.91149}}]

from portfolio_backtest import Backtest bt = Backtest( tickers={ "VTI": 0.6, "AGG": 0.25, "GLD": 0.15, } ) print(bt.discrete_allocation(total_portfolio_value=10000))

{'Discrete allocation': {'VTI': 28, 'AGG': 21, 'GLD': 9}, 'Funds remaining': '$109.45'}