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Portfolio optimization - plot, show and load endpoints (#3443)
* minor changes * add spaces to print help * start _show refactoring * partial refactor po * fix ef view * refactor plot * remove some unused stuff * refactor charts * forgot this * validate input type * change func name * rename some endpoints * move statics * turn some args to kwargs * rewrite equal docstring * equal docstring again * add docstrings and move some statics * fix maxsharpe terminal bug * refactor show * fix ef * add integration tests * fix category bug * fill some examples * add more examples and fix nco * add more examples * add one more example * add examples file * add examples to load * add detail to example * add integration tests * fix doc * fix teste * black * flake * pylint * Linting * Fix return * Trying to fix display_plot * display_rc_chart -> display_rc Co-authored-by: Chavithra PARANA <chavithra@gmail.com>
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7 changes: 7 additions & 0 deletions
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openbb_terminal/miscellaneous/portfolio_examples/optimization/example.ini
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[OPENBB] | ||
interval=3y | ||
log_returns=0 | ||
freq=d | ||
maxnan=0.05 | ||
threshold=0.3 | ||
alpha=0.05 |
41 changes: 21 additions & 20 deletions
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openbb_terminal/miscellaneous/scripts/portfolio/test_portfolio_po.openbb
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Original file line number | Diff line number | Diff line change |
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portfolio | ||
po | ||
load OpenBB_Portfolio_Template_v1.0.0.xlsx | ||
file --file OpenBB_Parameters_Template_v1.0.0.xlsx | ||
file -f defaults.ini | ||
params | ||
set maxsharpe | ||
arg log_returns True | ||
.. | ||
maxsharpe | ||
minrisk | ||
maxutil | ||
maxret | ||
maxdiv | ||
maxdecorr | ||
ef | ||
riskparity | ||
relriskparity | ||
hrp | ||
herc | ||
nco | ||
equal | ||
load 60_40_Portfolio.xlsx | ||
maxsharpe -s 2022-10-20 | ||
minrisk -r 0.05 | ||
maxutil -a 0.1 | ||
maxret -e 2022-11-20 | ||
maxdiv -mn 0.1 | ||
maxdecorr -lr | ||
ef -t | ||
equal -th 0.1 | ||
riskparity -p 1y | ||
relriskparity -de 0.9 | ||
hrp -cd spearman | ||
herc -at 0.1 | ||
nco -rm MAD | ||
show RP_1 | ||
plot -pf MAXSHARPE_0 -pi | ||
plot -pf MAXSHARPE_0 -hi | ||
plot -pf MAXSHARPE_0 -dd | ||
plot -pf MAXSHARPE_0 -rc | ||
plot -pf MAXSHARPE_0 -he | ||
rpf NAME_6 | ||
exit |
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