Commented_Backtester.ipynb

{
 "cells": [
  {
   "cell_type": "code",
   "execution_count": 68,
   "metadata": {},
   "outputs": [],
   "source": [
    "from pandas import DataFrame, Series\n",
    "\n",
    "def momentum_trading_strategy(data, short_window=50, long_window=200, entry_threshold=0.02, exit_threshold=0.01):\n",
    "    \"\"\"Generates trading signals based on momentum strategy using moving averages.\n",
    "    \n",
    "    This function computes short and long term moving averages. A buy signal is generated when \n",
    "    the short-term average is greater than the long-term average and the return exceeds the entry threshold.\n",
    "    A sell signal is generated when the short-term average is less than the long-term average and the\n",
    "    return drops below the negative entry threshold. Exit signals for both buying and selling are based on \n",
    "    respective thresholds.\n",
    "\n",
    "    Args:\n",
    "    - data: DataFrame with 'Date', 'Price', and any additional columns needed for analysis.\n",
    "    - short_window: Short-term moving average window.\n",
    "    - long_window: Long-term moving average window.\n",
    "    - entry_threshold: Minimum price change required to trigger a buy/sell signal (percentage).\n",
    "    - exit_threshold: Minimum price change required to exit a position (percentage).\n",
    "\n",
    "    Returns:\n",
    "    - signals: DataFrame with buy/sell signals (1 for buy, -1 for sell, 0 for hold).\n",
    "    \"\"\"\n",
    "    \n",
    "    # Compute short and long term moving averages\n",
    "    shorts = data.rolling(window=short_window, min_periods=1).mean()\n",
    "    longs = data.rolling(window=long_window, min_periods=1).mean()\n",
    "    \n",
    "    # Initialize signals list with 'hold' for all data points\n",
    "    signals = [0] * len(data)\n",
    "    \n",
    "    # Compute percentage change for each data point to detect significant price movement\n",
    "    returns = data.pct_change()\n",
    "    \n",
    "    # Generate buy or sell signals based on moving averages and the entry threshold\n",
    "    for i in range(1, len(data)):\n",
    "        if shorts[i] > longs[i] and returns[i] > entry_threshold:\n",
    "            signals[i] = 1\n",
    "        elif shorts[i] < longs[i] and returns[i] < -entry_threshold:\n",
    "            signals[i] = -1\n",
    "\n",
    "    # Generate exit signals based on the exit threshold\n",
    "    for i in range(1, len(data)):\n",
    "        if signals[i] == 1 and returns[i] < -exit_threshold:\n",
    "            signals[i] = 0\n",
    "        elif signals[i] == -1 and returns[i] > exit_threshold:\n",
    "            signals[i] = 0\n",
    "\n",
    "    return signals\n",
    "\n",
    "\n",
    "\n"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 79,
   "metadata": {},
   "outputs": [],
   "source": [
    "from typing import Callable, List, Tuple, Dict, Any\n",
    "import yfinance as yf\n",
    "from pandas import Series, Timestamp\n",
    "from datetime import datetime, timedelta\n",
    "\n",
    "class Backtester:\n",
    "  def __init__(self, strategy: Callable):\n",
    "    \"\"\"Initializes the Backtester class with a trading strategy.\n",
    "\n",
    "    Args:\n",
    "    - strategy (Callable): Trading strategy function.\n",
    "    \"\"\"\n",
    "    self.strategy = strategy\n",
    "\n",
    "\n",
    "  def testTickerReport(self, ticker: str, start: str, end: str, startingAmount: float = 1000000.00) -> Dict[str, Any]: \n",
    "    \"\"\"Test a trading strategy on a specific ticker within a given date range.\n",
    "\n",
    "    Args:\n",
    "    - ticker (str): Stock ticker symbol.\n",
    "    - start (str): Start date for backtesting (inclusive).\n",
    "    - end (str): End date for backtesting (inclusive).\n",
    "    - startingAmount (float): Starting capital for backtesting.\n",
    "\n",
    "    Returns:\n",
    "    - Dict[str, Any]: Backtesting report dictionary.\n",
    "    \"\"\"\n",
    "  \n",
    "  \n",
    "    stock = yf.Ticker(ticker)\n",
    "    data = stock.history(start=start, end=end)\n",
    "    data = data['Close']\n",
    "    return self.testCustomReport(data, start, end, startingAmount)\n",
    "\n",
    "  @staticmethod\n",
    "  def getRatios(pctChanges: List[float], maxDrawdown: float, overallReturn: float, n: int) -> List[float]:\n",
    "    \"\"\"Compute performance metrics for a trading strategy.\n",
    "\n",
    "    Args:\n",
    "    - pctChanges (List[float]): List of percentage changes.\n",
    "    - maxDrawdown (float): Maximum drawdown.\n",
    "    - overallReturn (float): Overall return of the strategy.\n",
    "    - n (int): Number of trades.\n",
    "\n",
    "    Returns:\n",
    "    - List[float]: List containing Sharpe ratio, Sortino ratio, and Calmar ratio.\n",
    "    \"\"\"\n",
    "   \n",
    "    pct = Series(pctChanges)\n",
    "\n",
    "    current_date = Timestamp(datetime.today())\n",
    "    if current_date.weekday() == 5:  # Saturday\n",
    "      current_date -= timedelta(days=1)\n",
    "    elif current_date.weekday() == 6:  # Sunday\n",
    "      current_date -= timedelta(days=2)\n",
    "    riskFreeRate = yf.download('^IRX', start=current_date, end=current_date)['Adj Close'][0]/100\n",
    "    print(riskFreeRate)\n",
    "\n",
    "    sharpe = (overallReturn-riskFreeRate)/pct.std()\n",
    "    sortino = (overallReturn-riskFreeRate)/pct[pct < 0].std()\n",
    "    calmar = (overallReturn-riskFreeRate)/abs(maxDrawdown)\n",
    "    return [sharpe, sortino, calmar]\n",
    "\n",
    "\n",
    "  def testCustomReport(self, data: Series, start: str, end: str, startingAmount: float = 1000000.00) -> float:\n",
    "    \n",
    "    \"\"\"Test a trading strategy on custom price data.\n",
    "\n",
    "    Args:\n",
    "    - data (Series): Series of closing prices.\n",
    "    - start (str): Start date for backtesting (inclusive).\n",
    "    - end (str): End date for backtesting (inclusive).\n",
    "    - startingAmount (float): Starting capital for backtesting.\n",
    "\n",
    "    Returns:\n",
    "    - Dict[str, Any]: Backtesting report dictionary.\n",
    "      \"\"\"\n",
    "    signals = self.strategy(data) # Should return list of -1, 0, 1\n",
    "    amt = startingAmount\n",
    "    histArr = []\n",
    "    trades = []\n",
    "    drawdowns = []\n",
    "    bought = False\n",
    "    boughtPrice = 0\n",
    "    shares = 0\n",
    "    for price, signal in zip(data, signals):\n",
    "      if signal == 1 and not bought: # Buying a stock\n",
    "        bought = True\n",
    "        boughtPrice = minPrice = price\n",
    "        currentDuration = 0\n",
    "        currentDrawdownDuration = 0\n",
    "        shares = amt // price\n",
    "        amt -= (shares * price)\n",
    "      elif signal == -1 and bought: # Selling a stock\n",
    "        bought = False\n",
    "        trades.append((currentDuration, (price-boughtPrice)/boughtPrice))\n",
    "        if currentDrawdownDuration:drawdowns.append((currentDrawdownDuration, (minPrice-price)/price))\n",
    "        amt += (shares * price)\n",
    "        shares = 0\n",
    "      if bought:\n",
    "        if price < boughtPrice:\n",
    "          currentDrawdownDuration += 1\n",
    "        else:\n",
    "          if currentDrawdownDuration:drawdowns.append((currentDrawdownDuration, (minPrice-price)/price))\n",
    "          currentDrawdownDuration = 0\n",
    "\n",
    "        currentDuration += 1\n",
    "        minPrice = min(minPrice, price)\n",
    "      histArr.append(shares*price+amt)\n",
    "    if bought:\n",
    "      trades.append((currentDuration, (price-boughtPrice)/boughtPrice))\n",
    "      if currentDrawdownDuration:drawdowns.append((currentDrawdownDuration, (minPrice-price)/price))\n",
    "    totals = histArr\n",
    "    \n",
    "    report = {}\n",
    "    report['Start'] = start\n",
    "    report['End'] = end\n",
    "    report['Duration'] = len(totals)\n",
    "    report['Exposure Time'] = sum([x[0] for x in trades])/len(trades)\n",
    "    report['Net Worth'] = totals\n",
    "\n",
    "    report['Equity Final'] = totals[-1]\n",
    "    report['Equity Peak'] = max(totals)\n",
    "\n",
    "    report['Return'] = (totals[-1]-startingAmount)/startingAmount\n",
    "    report['Buy and Hold Return'] = (data[-1]-data[0])/data[0]\n",
    "\n",
    "    report['Max Drawdown'] = min([d[1] for d in drawdowns])\n",
    "    report['Avg Drawdown'] = sum(d[1] for d in drawdowns)/len(drawdowns)\n",
    "    report[\"Max Drawdown Duration\"] = max(d[0] for d in drawdowns)\n",
    "    report[\"Avg Drawdown Duration\"] = sum(d[0] for d in drawdowns)/len(drawdowns)\n",
    "    \n",
    "    report[\"# Trades\"] = len(trades)\n",
    "    report[\"Win Rate\"] = sum(1 for t in trades if t[1] > 0)/len(trades)\n",
    "    report[\"Best Trade\"] = max(t[1] for t in trades)\n",
    "    report[\"Worst Trade\"] = min(t[1] for t in trades)\n",
    "\n",
    "    report[\"Max Trade Duration\"] = max(t[0] for t in trades)\n",
    "    report[\"Avg Trade Duration\"] = sum(t[0] for t in trades)/len(trades)\n",
    "\n",
    "    report[\"Sharpe Ratio\"], report[\"Sortino Ratio\"], report[\"Calmar Ratio\"] = self.getRatios([x[1] for x in trades], report[\"Max Drawdown\"], report[\"Return\"], len(trades))\n",
    "    \n",
    "    return report\n",
    "\n",
    "\n",
    "  def graphTicker(self, ticker: str, start: str, end: str) -> None:\n",
    "      \"\"\"Generate a graph for a specific ticker within a given date range.\n",
    "\n",
    "      Args:\n",
    "      - ticker (str): Stock ticker symbol.\n",
    "      - start (str): Start date for graphing.\n",
    "      - end (str): End date for graphing.\n",
    "      \"\"\"\n",
    "      pass\n",
    "\n",
    "  def graphCustom(self, data: List[float]) -> None:\n",
    "      \"\"\"Generate a custom graph based on input data.\n",
    "\n",
    "      Args:\n",
    "      - data (List[float]): List of data values to plot.\n",
    "      \"\"\"\n",
    "      pass\n",
    "\n",
    "# Additional Note: How to factor in a look back period for a potential strategy\n",
    "# Additional Node: Data clean up and organization between different sources"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 80,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "[*********************100%***********************]  1 of 1 completed\n",
      "0.05320000171661377\n",
      "Start 2010-01-01\n",
      "End 2020-01-01\n",
      "Duration 2516\n",
      "Exposure Time 470.5\n",
      "Net Worth [1000000.0, 1000000.0, 1000000.0, 1000000.0, 1000000.0, 1000000.0, 1000000.0, 1000000.0, 1000000.0, 1000000.0, 1000000.0, 1000000.0, 1000000.0, 1000000.0, 1000000.0, 1000000.0, 1000000.0, 1000000.0, 1000000.0, 1000000.0, 1000000.0, 1000000.0, 1000000.0, 1000000.0, 1000000.0, 1000000.0, 1000000.0, 1000000.0, 1000000.0, 1000000.0, 1000000.0, 1000000.0, 1000000.0, 1000000.0, 1000000.0, 1000000.0, 1000000.0, 1000000.0, 1000000.0, 1000000.0, 1000000.0, 1000000.0, 1000000.0, 1000000.0, 1000000.0, 1000000.0, 1000000.0, 1000000.0, 1000000.0, 1000000.0, 1000000.0, 1000000.0, 1000000.0, 1000000.0, 1000000.0, 1000000.0, 1000000.0, 1000000.0, 1000000.0, 1000000.0, 1000000.0, 1000000.0, 1000000.0, 1000000.0, 1000000.0, 1000000.0, 1000000.0, 1000000.0, 1000000.0, 1000000.0, 1000000.0, 1000000.0, 1000000.0, 1000000.0, 1000000.0, 1027968.3344316483, 1044788.1104688644, 1039657.0174608231, 1010878.4050550461, 1009181.2085704803, 1036339.6897974014, 1007213.4946584702, 1027505.3357839584, 997916.627448082, 987539.6930122375, 949965.3806085587, 909883.351020813, 979823.6354703903, 989584.3508672714, 1011071.4324073792, 996682.429611206, 979168.2769651413, 980711.039431572, 973535.7133378983, 958027.9893007278, 917213.1718139648, 934804.2077217102, 951932.6697511673, 945991.6628570557, 941709.7445640564, 977355.0577526093, 990973.0434036255, 1006210.8568267822, 1018246.6978197098, 1015044.7860708237, 987423.3061962128, 968058.0084981918, 961846.9696273804, 938199.2075042725, 966399.2233037949, 977972.3083744049, 980942.8421621323, 1001812.6123991013, 1030977.4008722305, 1048800.4822359085, 1057286.8894281387, 1042241.7999505997, 1056438.4428892136, 1045328.053059578, 1037728.2002897263, 1028855.6170301437, 1035028.1232481003, 988233.5234889984, 970333.5588636398, 958567.7498474121, 952627.0463600159, 959146.5284976959, 997877.9734325409, 995640.8950386047, 1001543.005191803, 992554.2171602249, 971375.3968429565, 974963.484659195, 970025.2369594574, 964045.6974124908, 947380.4767560959, 971722.6154880524, 980788.3474626541, 999228.072634697, 1002777.4457540512, 1000231.4993238449, 1018748.4111642838, 1006712.1454019547, 995717.9603443146, 992400.3899555206, 1010145.4957933426, 1010454.4851922989, 1014504.8434801102, 1009567.0812311172, 1003356.224404335, 1009759.9872207642, 1000732.9092617035, 965164.6006975174, 971336.9855527878, 960959.9297542572, 955327.0627202988, 972031.6048870087, 976275.0512084961, 963968.9355134964, 963042.9382181168, 948229.4087457657, 925584.527179718, 937003.3602762222, 926934.5050191879, 932104.0699987411, 935498.8270559311, 937813.5775690079, 965704.5432882309, 972802.9254388809, 998263.8460931778, 994560.3423624039, 1014273.0407495499, 1014851.8800811768, 1016163.507311821, 1030167.4263048172, 1034101.640501976, 1042434.8879842758, 1066931.096646309, 1062302.0810709, 1092623.9413938522, 1094706.8891763687, 1110060.3612394333, 1114574.0822629929, 1127690.4759321213, 1123215.3482427597, 1106627.1322107315, 1108595.028166771, 1094629.8238706589, 1089884.7855672836, 1074916.7613954544, 1114651.5116567612, 1115615.495472908, 1115731.3968381882, 1134441.6394376755, 1139417.8736581802, 1151685.6994256973, 1157858.0842809677, 1166229.1969213486, 1214180.0796728134, 1226756.8948392868, 1193927.3173322678, 1197939.3250112534, 1194042.7332468033, 1186134.9833421707, 1191420.0855989456, 1188372.3044614792, 1187523.6151971817, 1177531.582520485, 1161097.7398252487, 1173442.6308984756, 1193425.6039876938, 1206696.3709936142, 1227798.0653238297, 1223400.124302864, 1229148.5892953873, 1219349.887377739, 1226872.4321165085, 1221548.7365255356, 1188295.3605184555, 1184475.591334343, 1163451.447760582, 1159246.4734106064, 1189838.2443475723, 1183280.2902383804, 1208856.6268072128, 1190995.5589227676, 1214411.5183153152, 1215183.5063619614, 1222397.5471525192, 1200331.2621927261, 1220584.145895958, 1227335.188038826, 1224596.0322122574, 1235050.9421739578, 1227566.748044014, 1238368.633925438, 1233546.0448656082, 1236632.1766119003, 1240914.0949048996, 1235591.0061273575, 1235861.0381040573, 1239294.0244073868, 1236825.1432828903, 1242997.5281381607, 1250674.4462137222, 1254377.5858564377, 1248359.6957006454, 1252525.9553537369, 1255573.8578538895, 1254879.4205636978, 1248591.4984312057, 1244347.4452962875, 1271390.44992733, 1278025.9547929764, 1288479.8938531876, 1287438.7233686447, 1296658.2825479507, 1321077.5472669601, 1317952.9435491562, 1328677.6427621841, 1333538.218342781, 1344339.9828615189, 1314134.266629219, 1307151.9072065353, 1283388.3650808334, 1260395.8401002884, 1301789.254193306, 1317027.4317045212, 1326478.5508890152, 1324009.5484018326, 1296581.0958795547, 1309003.2949838638, 1331030.6225214005, 1328291.4666948318, 1324897.1950883865, 1336701.5367574692, 1357456.2551679611, 1370263.2953500748, 1381682.5532159805, 1367717.713007927, 1376629.1323270798, 1385617.6169519424, 1388394.637936592, 1400855.5517377853, 1382222.3744440079, 1352363.99821949, 1306264.017794609, 1321733.633948326, 1322736.4538240433, 1343105.117529869, 1362587.1054506302, 1347541.6518850327, 1358382.2524633408, 1387083.4354753494, 1388780.8140039444, 1370880.910059929, 1372424.1579771042, 1359732.533709526, 1337357.1379880905, 1357880.5391187668, 1363937.1439714432, 1332574.4772520065, 1273087.9498186111, 1290949.3817911148, 1275633.4107980728, 1308926.3510408401, 1316255.5650205612, 1308501.703001976, 1330798.9411535263, 1356144.4458932877, 1351901.3636598587, 1353906.8820486069, 1344918.0333356857, 1344456.0055894852, 1329217.7067155838, 1316217.3357744217, 1307344.2670640945, 1304065.4113721848, 1304219.6633462906, 1292569.3309259415, 1276135.6095933914, 1282307.9944486618, 1296697.3613328934, 1282384.8170289993, 1263250.775929451, 1280186.0892438889, 1303370.852719307, 1320923.1739301682, 1352904.1835355759, 1361815.3601293564, 1351824.2983541489, 1350782.278330803, 1337666.1273870468, 1350705.091662407, 1335852.9688558578, 1343259.2481412888, 1348544.9572114944, 1337666.1273870468, 1337319.2728300095, 1340945.225804329, 1348081.7158384323, 1339517.3938016891, 1336971.3260087967, 1313555.6093416214, 1285778.9672727585, 1296735.4692163467, 1311124.8361005783, 1313670.7825307846, 1293186.9456357956, 1290022.8990449905, 1281497.65579319, 1299204.3503408432, 1292337.406832695, 1301635.0022192001, 1341832.3870401382, 1332882.4957494736, 1335158.5315656662, 1324897.1950883865, 1304065.4113721848, 1280919.2412309647, 1281690.2583761215, 1278796.9719381332, 1257232.8857736588, 1259932.9628152847, 1282462.3677854538, 1260511.256014824, 1254377.5858564377, 1235474.862036705, 1216418.0076055527, 1254917.8925352097, 1244541.0187807083, 1277794.03069973, 1258968.8576364517, 1280919.2412309647, 1293340.954884529, 1288634.2671899796, 1294922.432047844, 1324202.6364355087, 1348004.5291700363, 1356993.1351575851, 1377979.413573265, 1387662.092762947, 1365634.2797746658, 1364670.6600465775, 1381142.2465372086, 1380177.8986330032, 1407760.9672174454, 1442017.2844629288, 1453783.0327978134, 1492553.3137922287, 1494058.0897378922, 1517242.731850624, 1537303.1343336105, 1556244.5728502274, 1514504.0614748, 1511533.2242803574, 1506363.9020261765, 1530551.728102684, 1500307.2971735, 1514426.5107183456, 1455789.2793626785, 1441323.2112607956, 1362587.1054506302, 1442827.6231184006, 1403016.0502767563, 1441631.472483635, 1454323.7035646439, 1479090.065566063, 1467786.7090654373, 1467632.5784540176, 1412120.0721788406, 1373465.4498243332, 1375047.1697130203, 1441245.539141655, 1451199.221209526, 1441709.0232400894, 1479745.9095220566, 1504396.734246254, 1504473.7995519638, 1484568.0131311417, 1469908.6142702103, 1442981.9964551926, 1464932.5014123917, 1481096.312130928, 1481905.922610283, 1456213.8060388565, 1465704.0040082932, 1483758.1599264145, 1501811.709031105, 1515931.0439386368, 1545018.524380684, 1587955.307753563, 1594975.7750597, 1589921.9900827408, 1550110.4172410965, 1559677.680516243, 1555318.090104103, 1540235.0141057968, 1531555.154791832, 1506711.1206712723, 1471027.0927858353, 1445103.416209221, 1437002.3355455399, 1459184.7645959854, 1455789.2793626785, 1426586.1402807236, 1499921.6065568924, 1544208.3070878983, 1551538.12788105, 1575610.416680336, 1627959.4831781387, 1620205.257071495, 1628885.237748146, 1537766.1329813004, 1524997.20068264, 1515584.0680189133, 1565348.5947523117, 1534486.6704759598, 1545404.4577226639, 1561181.9710111618, 1562185.0336122513, 1561529.3110189438, 1529625.8521699905, 1533097.9172582626, 1554933.0063009262, 1544015.219054222, 1542048.1726369858, 1567123.2813119888, 1524881.1779546738, 1486072.5463514328, 1483758.1599264145, 1463080.5068216324, 1499999.0359506607, 1484336.3317632675, 1455943.8954248428, 1446415.5895719528, 1423538.965956688, 1452471.5876111984, 1415746.02515316, 1402553.1729917526, 1450967.4184789658, 1439702.2912244797, 1474422.2139310837, 1496527.0922250748, 1503354.8355855942, 1516124.0106096268, 1508177.0605573654, 1501001.977189064, 1507057.8538656235, 1518477.2330942154, 1511610.2895860672, 1499921.6065568924, 1466667.7450990677, 1461845.6414899826, 1469870.0209360123, 1474460.6859025955, 1527465.8390817642, 1529394.7776155472, 1537495.8582792282, 1555936.0689020157, 1568280.5958871841, 1553273.978381157, 1562840.998930931, 1562377.878920555, 1586411.3316602707, 1594937.181725502, 1612644.1189985275, 1629502.4883699417, 1626917.9486055374, 1632742.5080022812, 1630081.2670202255, 1625605.8966054916, 1619511.1838693619, 1638375.7998056412, 1655387.6929750443, 1650141.3054151535, 1621401.650431633, 1648829.49614048, 1621825.5702943802, 1723090.8383493423, 1715259.7896623611, 1725482.4114427567, 1747587.411099434, 1760973.3512945175, 1759854.7514162064, 1755727.085097313, 1773318.4850931168, 1789867.8650655746, 1808616.70099926, 1838899.6038999557, 1902513.1908388138, 1903477.7814683914, 1938891.4132890701, 1965355.6392698288, 1919872.9094667435, 1937386.5159807205, 1937039.9041490555, 1986148.9510145187, 1979166.7129545212, 1992089.8972272873, 2015312.6472234726, 2028236.4383096695, 2065463.835474968, 2092583.2985982895, 2100414.590010643, 2103153.0176610947, 2056783.7334356308, 2045595.307398796, 2047254.82076931, 2090848.2976369858, 2103114.667052269, 2129463.23439312, 2191572.530837059, 2274436.302966118, 2258927.608027458, 2258966.4440870285, 2318876.6486577988, 2337625.484591484, 2324278.501818657, 2312087.377268791, 2299395.2675504684, 2341560.0628767014, 2370493.1699819565, 2382606.865138054, 2352669.845892906, 2312897.837286949, 2386502.850089073, 2427742.133570671, 2408414.397624016, 2444561.545519829, 2454398.9621343613, 2424346.648337364, 2415705.867808342, 2402473.6941366196, 2334809.627547264, 2237980.651122093, 2352053.080721855, 2346807.299975395, 2266180.242152214, 2210397.582537651, 2205460.0630140305, 2161405.6506643295, 2353210.3952970505, 2344337.812037468, 2326206.9549016953, 2252832.7739286423, 2245696.405257225, 2260548.7707891464, 2244499.5264463425, 2180577.3141965866, 2196896.4691534042, 2191880.7920598984, 2195737.9409513474, 2200908.47683239, 2186209.513735771, 2153457.3656225204, 2133976.4699659348, 2106625.6895627975, 2045056.6997976303, 2046058.6701345444, 2165262.7995557785, 2148636.1115522385, 2201062.364718437, 2180846.7393598557, 2169159.2699575424, 2207658.912161827, 2234278.1182928085, 2228722.377245903, 2164143.5928640366, 2176874.5386419296, 2171242.339102745, 2204534.308444023, 2205537.006957054, 2238713.196295738, 2203415.587203026, 2222665.893755913, 2207234.385485649, 2204804.7045087814, 2214835.087794304, 2259776.9041051865, 2266065.4330511093, 2259623.016219139, 2228490.5745153427, 2245580.8679800034, 2201873.0674619675, 2206732.672141075, 2216262.312983513, 2195236.713057518, 2252909.9605970383, 2285777.6459875107, 2312357.0451574326, 2352979.8061933517, 2337317.7088193893, 2368217.376891136, 2346305.586630821, 2331723.1317129135, 2310389.756014824, 2333805.958132744, 2341290.39498806, 2341406.174990654, 2338782.556441307, 2369876.4048109055, 2331221.661093712, 2329408.502562523, 2318182.6968183517, 2218074.015162468, 2217727.8887815475, 2257384.8455610275, 2295460.689265251, 2356142.517794609, 2340904.46164608, 2344685.15204525, 2375199.857676506, 2401625.1262350082, 2395298.7321310043, 2391248.1311178207, 2404884.9279851913, 2408643.044924736, 2440800.0304250717, 2447347.0618925095, 2444015.6561574936, 2465362.624476433, 2510962.9547224045, 2576981.5860128403, 2541762.3772153854, 2591392.9195432663, 2567217.2297353745, 2569503.217291832, 2617777.4102392197, 2614368.332385063, 2609215.030005455, 2572021.250304222, 2577329.1687459946, 2615027.0890455246, 2596662.487376213, 2620062.6696195602, 2636218.227675438, 2567644.66911602, 2559314.091612816, 2594957.341635704, 2646058.7997198105, 2678215.542494774, 2711147.792834282, 2719399.7273168564, 2720135.913371086, 2706964.17831707, 2712348.312525749, 2676317.430083275, 2609486.1542463303, 2577097.3660154343, 2639627.3055295944, 2584536.4132261276, 2554664.44438076, 2562103.2488660812, 2601388.107649803, 2583373.2732419968, 2528320.0033712387, 2472452.632601738, 2463464.512064934, 2483068.9549360275, 2433438.8980588913, 2439676.9401273727, 2459241.8187627792, 2517471.878306389, 2497403.8299741745, 2451028.2348890305, 2362695.3746709824, 2456413.582724571, 2376331.443362236, 2389774.788107872, 2361531.749236107, 2340068.7581892014, 2306438.9151296616, 2311166.234480858, 2234688.5668973923, 2264984.576968193, 2258127.827925682, 2171725.605319023, 2092912.9196538925, 2129147.2059583664, 2112683.6294050217, 2112957.4236249924, 2089527.1434354782, 2045703.8056402206, 2053720.7819623947, 2201810.4443159103, 2183051.413916588, 2186125.5307569504, 2224266.6675863266, 2294440.5145254135, 2275953.093817711, 2268791.2389822006, 2293778.1169843674, 2277898.537676811, 2281440.3863096237, 2241197.733206749, 2096960.6079626083, 2129847.711382866, 2075399.0704145432, 2062049.4176626205, 2107080.07145977, 2097777.621565819, 2061543.8207120895, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 1984093.55256176, 2016629.2144975662, 1995750.4773340225, 2094937.1508512497, 2088361.6942272186, 2056039.8884592056, 2076064.768620491, 2061248.7297067642, 2035630.2762184143, 2083494.6048030853, 2090326.767211914, 2064067.3984155655, 2062444.469171524, 2082597.7675447464, 2053520.513874054, 2077644.848247528, 2090667.735200882, 2104202.857972145, 2117994.0333328247, 2129266.3566646576, 2139641.450820923, 2154116.5217456818, 2172860.4857645035, 2226104.662147522, 2219743.061691284, 2241475.9171352386, 2271151.105857849, 2245747.29237175, 2262484.2482624054, 2206121.3252124786, 2241220.1258239746, 2231825.6085739136, 2220426.3040599823, 2249119.3482074738, 2243569.0164146423, 2237211.8576869965, 2201007.327934265, 2235666.1361370087, 2229181.212392807, 2233303.6590824127, 2235966.344734192, 2268306.048055649, 2254692.1499214172, 2227377.0867500305, 2231329.441362381, 2211787.1419487, 2238157.162042618, 2232403.2945690155, 2249323.9290008545, 2290809.6740493774, 2344751.593738556, 2388171.5809497833, 2367384.2911396027, 2432192.507911682, 2426523.555837631, 2438977.3789749146, 2405134.8037204742, 2432664.637533188, 2428885.24905777, 2410889.977584839, 2407368.9932022095, 2381128.0445156097, 2394312.66264534, 2383532.848630905, 2365409.028306961, 2338308.9970550537, 2357893.1009731293, 2448382.6086292267, 2437990.008836746, 2421798.340450287, 2405435.27359581, 2381514.4749031067, 2409430.2165470123, 2375544.7916755676, 2323364.4092903137, 2336033.7869033813, 2319327.139278412, 2334014.890619278, 2304209.846654892, 2288834.6724948883, 2300816.888566971, 2346598.046442032, 2393711.461616516, 2380355.183740616, 2322032.413269043, 2358109.1780052185, 2368586.6931972504, 2388643.710571289, 2345223.462081909, 2364249.4758663177, 2175282.4035987854, 2150587.3071012497, 2146423.0559072495, 2149943.9096508026, 2153938.0687675476, 2185117.56645298, 2201437.914329529, 2214268.500562668, 2245246.6834316254, 2285468.8873348236, 2315583.5459098816, 2315410.0572166443, 2352176.857553482, 2350275.0138816833, 2358916.004940033, 2321674.2009220123, 2294802.004219055, 2269310.9238300323, 2279247.070690155, 2255529.54640007, 2235179.6362171173, 2279765.446544647, 2273588.3084640503, 2280155.796104431, 2295190.7861099243, 2300029.918771744, 2293073.126684189, 2291733.5535964966, 2293808.102127075, 2316143.464990616, 2318390.457101822, 2292640.711341858, 2266891.7494163513, 2275749.0787849426, 2295881.3442668915, 2295276.7466220856, 2284216.3198719025, 2302233.0161533356, 2329537.889476776, 2354596.2932453156, 2332086.1352977753, 2322063.244091034, 2319471.1035404205, 2318952.2051296234, 2340165.639606476, 2344053.4585151672, 2327809.5344982147, 2297695.3984794617, 2261622.030359268, 2261491.91383934, 2291216.745410919, 2261664.3574199677, 2244943.600774765, 2253887.15193367, 2237815.14894104, 2242352.244058609, 2267971.873298645, 2294888.748565674, 2297177.806459427, 2267150.9373435974, 2453014.808994293, 2471032.0278320312, 2566728.025232315, 2559124.8309955597, 2549447.872062683, 2555452.827840805, 2560204.171043396, 2596410.268465042, 2568111.4930496216, 2559124.8309955597, 2554563.175731659, 2543919.2263565063, 2575590.5801639557, 2579630.7242355347, 2580108.340698242, 2558168.552957535, 2595922.200876236, 2626683.000322342, 2627203.9889583588, 2634155.0329265594, 2638325.8160743713, 2668130.0762043, 2718091.684518814, 2711053.1123695374, 2760450.621152878, 2750110.7995471954, 2731212.5507793427, 2769834.1647205353, 2801462.9301891327, 2812454.1182289124, 2804720.5461940765, 2849600.8169994354, 2866327.3217639923, 2854466.6000328064, 2806719.5853385925, 2776004.2482910156, 2803982.9579696655, 2800333.947292328, 2803374.702430725, 2793643.9201984406, 2764751.78209877, 2762318.498664856, 2745591.2100658417, 2748025.016056061, 2764447.3930511475, 2797292.930875778, 2826184.0238628387, 2844126.5171489716, 2842910.789905548, 2859636.5108356476, 2918635.469165802, 2899780.331293106, 2900996.5810928345, 2890352.631717682, 2895827.4541244507, 2933233.863378525, 2898868.209262848, 2882445.5709896088, 2831049.8068962097, 2871801.3603363037, 2856899.622188568, 2880621.588207245, 2955738.273206711, 2950872.49017334, 2970335.883584976, 3011391.303516388, 2991928.693939209, 2984933.232685089, 2907383.5255298615, 2923501.774755478, 2907078.613925934, 2892786.1764297485, 2887920.132118225, 2887613.6528453827, 2895560.9504089355, 2933763.996749878, 2933152.605873108, 2971969.13331604, 2979914.340654373, 2994584.8476371765, 3030649.0710220337, 3072521.2464580536, 3073742.9830989838, 3074049.984928131, 3096665.6992492676, 3103390.2150592804, 3083523.6694583893, 3121421.804195404, 3125089.365621567, 3132730.4451904297, 3157180.854698181, 3023925.861602783, 2998863.2773838043, 3024842.6866397858, 3006199.184070587, 2994890.0205192566, 3086885.7967243195, 3100027.5652370453, 3107057.253929138, 3106140.167613983, 3082606.5831432343, 3104612.4742565155, 3111029.988237381, 3085662.753692627, 3088719.4467983246, 3137009.13621521, 3109806.4226493835, 2991222.1978149414, 3079243.933320999, 3059684.650827408, 3079243.933320999, 3031260.723176956, 3053265.83045578, 3044708.709684372, 3044708.709684372, 3018118.4321079254, 3080772.6717910767, 3087497.1876010895, 3078633.8488349915, 3050515.09406662, 3018118.4321079254, 2981137.644964218, 2942016.989751816, 2985110.901828766, 3048986.8781528473, 3131812.313762665, 3147706.125055313, 3203942.328201294, 3215862.098794937, 3212499.971529007, 3262317.6155815125, 3280654.6388778687, 3269653.5222682953, 3300826.6186389923, 3343615.09655571, 3319164.6870479584, 3327111.200777054, 3336626.951089859, 3346143.4852371216, 3340617.4523124695, 3367322.169719696, 3414900.1374492645, 3463092.892671585, 3504839.393316269, 3499006.619840622, 3544435.8360443115, 3519879.347606659, 3570221.115633011, 3575131.315952301, 3641433.52120018, 3609817.297082901, 3652791.5437660217, 3650643.0535182953, 3532158.11438179, 3518652.646680832, 3558556.613794327, 3545050.6235370636, 3530009.885412216, 3450200.9060726166, 3502997.382341385, 3436387.6527080536, 3426258.682571411, 3368243.9590415955, 3322200.4779014587, 3276771.0004196167, 3358420.9456214905, 3457875.429244995, 3431170.7118377686, 3466776.6533432007, 3454498.4091243744, 3438227.8347358704, 3499006.619840622, 3496551.127763748, 3453884.666744232, 3388195.420042038, 3355964.930988312, 3261423.260465622, 3261730.001016617, 3307466.2190494537, 3434545.6417331696, 3438227.8347358704, 3353509.438911438, 3383284.697166443, 3370392.7105674744, 3278919.2293891907, 3253441.9967422485, 3337240.693470001, 3362717.9261169434, 3450200.9060726166, 3468004.138103485, 3471687.8987751007, 3350132.941347122, 3539524.851890564, 3649722.3093090057, 3596312.090660095, 3641433.52120018, 3642048.831249237, 3669981.2946949005, 3696174.952035904, 3665051.237236023, 3689395.306535721, 3760275.105014801, 3848409.9739608765, 3897100.725341797, 3916207.212797165, 3939319.8781642914, 3966747.2909412384, 3958426.626897812, 3990784.0971336365, 4098642.592531204, 4073065.029073715, 3968904.1420898438, 4019134.344345093, 3958734.151283264, 3978148.946958542, 3986469.872280121, 3961199.310651779, 3895559.968076706, 3901415.4727516174, 3918057.062116623, 3837008.840499878, 3767053.444124222, 3835158.7299022675, 3808656.7643413544, 3850567.608943939, 3914974.502473831, 3959042.9820594788, 3929150.1486358643, 3879844.087205887, 3920213.651987076, 3904188.417783737, 3802185.949617386, 3828686.870065689, 3798179.2491493225, 3894327.780309677, 3834543.4198532104, 3828995.7008419037, 3861970.3100738525, 3924528.3993968964, 3883233.3873996735, 3870598.4985027313, 3900183.023706436, 3916823.045402527, 3909119.5203552246, 3892170.406604767, 3906961.362815857, 3888164.2286930084, 3844404.841161728, 3932232.4470005035, 3910968.8471183777, 3963664.7312984467, 3996023.5079250336, 4014820.9033260345, 4087856.2465629578, 4023450.659423828, 3964282.1315727234, 3856730.638004303, 3973834.460826874, 3966130.151945114, 3876761.00500679, 3852417.458263397, 3876244.196821213, 3949276.143442154, 3909046.6237506866, 3895121.282058716, 3899453.796382904, 3990433.200574875, 3984863.011642456, 4028806.3389930725, 4025092.792612076, 4024782.9167232513, 4065939.71257782, 4101527.103334427, 4011167.1896419525, 4086055.778814316, 4078009.195552826, 4031591.041542053, 4039636.579690933, 4021688.0770072937, 4026639.5592746735, 4003121.1289367676, 3981149.203983307, 3954846.3323745728, 3943086.9865665436, 3988267.4659690857, 3979293.0839881897, 3935350.801750183, 3927613.8330993652, 3948657.1754989624, 3939373.7014636993, 3957321.9428691864, 3917711.652399063, 3948966.528831482, 3931017.76486969, 3964439.421020508, 3945563.119617462, 3922353.7813339233, 3853655.132871628, 3881505.8162555695, 3917711.652399063, 3912760.1701316833, 3899144.181772232, 3889551.8769607544, 3793001.76128006, 3715637.3003349304, 3814972.379842758, 3888622.771850586, 3887075.4826316833, 3924520.29977417, 3976818.2573280334, 4011167.1896419525, 4086984.8839244843, 4046135.089899063, 3875007.3060474396, 3873150.402217865, 3852726.5503177643, 3799190.3955993652, 3818066.9582805634, 3805998.2591400146, 3786812.343126297, 3753700.824142456, 3665195.985332489, 3547603.8336429596, 3571123.047815323, 3578893.4600696564, 3591017.2889003754, 3721576.1527404785, 3527912.8669605255, 3582313.3298072815, 3579516.6084632874, 3604694.677625656, 3641996.8368968964, 3621480.4925308228, 3575163.4531650543, 3501801.7735157013, 3287621.3595352173, 3205555.982070923, 3224829.9488220215, 3409788.491674423, 3510194.5503292084, 3521697.0597133636, 3505220.5981407166, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3348549.5957431793, 3428261.5044612885, 3549576.302087784, 3670256.5635356903, 3649613.4917850494, 3607058.537267685, 3606741.2691783905, 3606105.164953232, 3640086.5635089874, 3579429.295366287, 3584827.557024002, 3591497.5044498444, 3618807.387533188, 3562597.360803604, 3590227.125387192, 3573394.6681423187, 3588639.4782352448, 3590227.125387192, 3616903.5176563263, 3622301.779314041, 3685500.8509464264, 3693439.3480472565, 3726468.419652939, 3715035.5307712555, 3735677.5571575165, 3733136.5376911163, 3730596.040906906, 3719480.681455612, 3717575.5048732758, 3702967.5830287933, 3736312.6160182953, 3755367.779275894, 3670891.361055374, 3635640.628801346, 3611504.4719753265, 3605787.6355228424, 3540684.9553546906, 3543859.4656352997, 3505874.582845688, 3474272.6949596405, 3524387.9860134125, 3545137.1622486115, 3539391.8396167755, 3440756.222211838, 3461184.7329235077, 3374360.426305771, 3419050.014886856, 3510981.1878414154, 3509704.7979335785, 3513216.176885605, 3566524.010755539, 3568758.7384586334, 3550564.171426773, 3568439.640981674, 3561417.6671009064, 3557905.76546669, 3527899.887647629, 3495020.5644893646, 3508109.3105487823, 3482891.4629306793, 3509704.7979335785, 3544179.085794449, 3578974.3005199432, 3637388.216703415, 3616640.6085147858, 3676970.9389476776, 3676970.9389476776, 3697080.3521823883, 3701868.6437244415, 3723255.753572464, 3733150.9114513397, 3736662.813085556, 3712084.2057857513, 3719425.2771434784, 3743047.1146945953, 3727086.7526836395, 3726128.676229477, 3697080.3521823883, 3707614.4890384674, 3703464.6537914276, 3722298.4611415863, 3763795.2455654144, 3798270.0561084747, 3802100.5325374603, 3822529.304590225, 3806568.9425792694, 3799866.066175461, 3830510.4002895355, 3830190.2574481964, 3823487.119703293, 3830510.4002895355, 3833062.9187641144, 3829552.846517563, 3890521.110563278, 3892436.7407894135, 3892755.5769252777, 3882541.5829105377, 3873603.4561214447, 4109818.4341983795, 4102794.892271042, 4120351.5256900787, 4158975.126115799, 4198557.587018967, 4214837.830530167, 4245293.2150325775, 4235675.862737656, 4273185.104734421, 4328648.741296768, 4344356.125127792, 4339228.090162277, 4351089.317098618, 4382505.914148331, 4395652.416589737, 4377058.781705856, 4381225.081441879, 4389881.482530594, 4391805.475671768, 4481570.392290115, 4454962.210046768, 4481251.556154251, 4467143.841165543, 4472914.775224686, 4456242.258729935, 4445985.143434525, 4460733.144105911, 4462655.569200516, 4455923.94527626, 4503051.584932327, 4510423.494539261, 4487981.612031937, 4535109.251688004, 4483171.367837906, 4533826.589593887, 4517796.972192764, 4508821.47362709, 4516516.923509598, 4610128.781045914, 4620387.987070084, 4614295.080781937, 4605641.554445267, 4606923.171175003, 4641226.803300858, 4617182.899881363, 4605641.554445267, 4595381.303056717, 4589931.295862198, 4540559.7815647125, 4546009.788759232, 4521965.885339737, 4546971.001306534, 4526774.561487198, 4510102.567674637, 4566527.1554431915, 4561078.193613052, 4604999.700716019, 4633531.87610054, 4606281.840127945, 4609807.3314991, 4605319.582216263, 4699253.934663773, 4729068.77214241, 4714642.2210178375, 4697651.391069412, 4775554.558069229, 4905395.608919144, 4936812.467309952, 4913408.849573135, 4955901.866250992, 5025114.919160843, 5012238.120729446, 5004832.759462357, 4836792.526124954, 4910510.57682991, 4927251.042009354, 4957189.755167007, 4951072.805498123, 4936265.741739273, 4953327.13378334, 4944957.423875809, 4946889.257249832, 4917593.965867996, 4931115.75412178, 5004189.337686539, 4955259.489839554, 4971998.386972427, 5001615.127901077, 4989381.751245499, 4795909.893274307, 4681309.209718704, 4718971.597597122, 4672937.931764603, 4644931.574663162, 4579904.160730362, 4710924.382600784, 4668109.393693924, 4695793.7785663605, 4688067.490434647, 4708993.594591141, 4694184.962785721, 4626903.220567703, 4694507.980379105, 4625294.404787064, 4636240.4152088165, 4619500.472711563, 4638493.175447464, 4594712.792535782, 4641390.925508499, 4669719.2548389435, 4684848.813508987, 4691610.230318069, 4756958.571115494, 4797840.681283951, 4814581.146463394, 4831318.998231888, 4861580.728982925, 4839690.276185989, 4837436.993265152, 4896026.530664444, 4916951.066774368, 4940128.36312294, 4846772.619859695, 4812649.835771561, 4787862.155595779, 4830355.694955826, 5058593.75879097, 5008053.5271167755, 5034449.5003910065, 5112354.235437393, 5153237.39097023, 5184784.919908524, 5019639.823221207, 5089446.120416641, 5166039.968530655, 5222596.794893265, 5201590.72036171, 5101727.0611515045, 5090093.200967789, 5080719.941255569, 5163777.277330399, 5170241.810655594, 5147297.107881546, 5166365.076852798, 5218395.998132706, 5264933.529596329, 5279153.621255875, 5300160.21846962, 5301775.829118729, 5238109.479608536, 5232615.567110062, 5211606.879167557, 5126614.050943375, 5219365.050912857, 5198681.993974686, 5159578.571298599, 5115301.640306473, 5167010.066675186, 5127904.03058815, 5129844.2268772125, 5043878.1644153595, 4957267.112131119, 4908788.861696243, 4865483.596895218, 4949185.922792435, 4984413.657030106, 4953710.782510757, 4980856.804727554, 4970838.555192947, 4992492.23295784, 4960174.793153763, 5021900.946374893, 5018992.219987869, 5036445.623674393, 5038384.251916885, 5059390.326448441, 5041617.041261673, 5073611.463472366, 5167010.066675186, 5186077.512964249, 5163131.764825821, 5040971.006074905, 5049696.139871597, 5047110.953760147, 5077166.747728348, 5054867.557458878, 5087184.474580765, 5269457.866632462, 5388064.909173965, 5463042.62395668, 5393558.82167244, 5432987.35267067, 5574863.160943985, 5631420.509988785, 5649517.335451126, 5695732.894685745, 5684097.46645546, 5665286.657121658, 5642581.865472794, 5557279.086709976, 5483978.659074783, 5549496.871583939, 5518684.233804703, 5513170.459383011, 5615662.164644241, 5674692.845811844, 5675017.4314517975, 5646475.847787857, 5613392.678575516, 5496953.721757889, 5573823.5460681915, 5547875.51143074, 5507331.576639175, 5502141.342493057, 5481709.695688248, 5491763.487611771, 5493385.370447159, 5600418.1385746, 5568956.329515457, 5587444.121255875, 5585822.238420486, 5642581.865472794, 5722046.284173965, 5661069.657213211, 5654908.802240372, 5676313.683282852, 5676313.683282852, 5532306.377038956, 5533280.1339588165, 5548848.222986221, 5488843.784898758, 5587119.535615921, 5586147.86942482, 5612093.813333511, 5675989.6203250885, 5654908.802240372, 5654259.108278275, 5652961.28840065, 5685071.74605751, 5743776.796220779, 5714586.563959122, 5808969.900407791, 5814159.611871719, 5788210.531869888, 5740859.1842365265, 5742154.913385391, 5650691.802331924, 5549820.411859512, 5562795.474542618, 5447652.7695560455, 5415543.357263565, 5430462.797693253, 5441814.93217659, 5205693.77555275, 5075632.67550087, 5287751.743280411, 5174557.07481575, 5032170.606042862, 5093722.183412552, 5298890.100748062, 5351972.6585941315, 5450649.30655098, 5633672.747545242, 5615435.843255997, 5596548.199640274, 5571146.367891312, 5617714.737604141, 5715415.015230179, 5828420.472742081, 5809532.306444168, 5800739.746644974, 5699131.896966934, 5738537.429948807, 5758403.01194191, 5753516.9788303375, 5700109.312662125, 5762310.583993912, 5861311.8175907135, 5917977.884531021, 5860987.23195076, 5811160.9841480255, 5817999.235239029, 5797481.345872879, 5708901.872461319, 5706947.563753128, 5577657.942613602, 5498847.922014236, 5371513.132265091, 5626508.865449905, 5482238.127382278, 5421665.011072159, 5464001.745775223, 5428179.7218875885, 5483867.850450516, 5588730.96480751, 5627485.235780716, 5483542.742128372, 5537927.301309586, 5642141.767068863, 5615760.95157814, 5671123.449136734, 5690339.33716774, 5725837.2980976105, 5804646.796014786, 5791620.510477066, 5627485.235780716, 5396913.3959674835, 5381283.630441666, 5306380.1365299225, 5329502.55124855, 5348065.0865421295, 5286188.400850296, 5381933.847085953, 5506989.742486954, 5750261.1914691925, 5760682.951654434, 5986693.343996048, 6030005.926347733, 6058992.312555313, 6101652.587533951, 6188931.627656937, 6165392.1125507355, 6151009.466730118, 6095104.947740555, 6151989.495836258, 6113085.737756729, 6090855.018854141, 6134007.660455704, 6118642.894800186, 6157874.374612808, 6151009.466730118, 6165065.958864212, 6142834.717279434, 6129759.82229805, 6109161.439874649, 6219335.527963638, 6271314.703706741, 6319698.871347427, 6341602.391199112, 6324602.152971268, 6267065.820184708, 6251698.96380043, 6286026.639307022, 6234373.094568253, 6237642.471666336, 6173566.339319229, 6170295.916856766, 6070586.448892593, 6097067.096681595, 6063066.620225906, 6045413.551942825, 5955511.6925907135, 6029392.297456741, 6020567.854043961, 6064373.32570076, 6051624.584405899, 6119297.292901993, 6012720.30364418, 6061104.471284866, 6145124.5879535675, 6230449.319368362, 6222931.581430435, 6142181.364542007, 6245160.732286453, 6254969.908945084, 6241238.002450943, 6258892.116098404, 6224564.963274002, 6272949.653596878, 6258565.9624118805, 6264123.1194553375, 6309565.631731033, 6369064.636140823, 6349122.742547989, 6243526.827760696, 6208545.799516678, 6220968.387125015, 6587448.049966812, 6780003.646059036, 6799618.340600967, 6834925.522531509, 6770848.8675022125, 6775426.518121719, 6828713.967386246, 6808373.789964676, 6852334.498231888, 6881205.894357681, 6897280.462427139, 6998325.906068802, 7138081.192697525, 7068530.487092972, 7054753.107248306, 7055080.30629921, 7069515.743021011, 7091496.097154617, 7149893.287508011, 7207631.375619888, 7315237.526109695, 7382491.043489456, 7467788.072748184, 7491738.416055679, 7442855.086923599, 7319174.891046524, 7260122.779909134, 7162686.979471207, 7343779.109773636, 7252574.72640419, 7427763.684053421, 7343449.819993973, 7147925.911745071, 7159734.347780228, 7163998.91176796, 7218458.737184525, 7140704.534608841, 7243390.67764473, 7289320.329721451, 7231253.4745121, 7379866.13353157, 7405783.852602005, 7455650.869615555, 7521919.131067276, 7613450.713487625, 7479598.5995121, 7358214.546495438, 7341155.24518013, 7442855.086923599, 7098056.804002762, 7035396.617708206, 7286694.897081375, 7130863.997018814, 7288007.352060318, 7256513.6593875885, 7086902.766069412, 7194837.160974503, 7238797.346559525, 7307035.597185135, 7056392.7612781525, 7210912.2517261505, 7096088.905557632, 6962893.803094864, 6997668.8945560455, 7180075.047883987, 7290305.0629673, 6806732.56788826, 6613502.189088821, 6685020.270456314, 6887766.078523636, 6863733.67411232, 6731391.588983536, 6392303.608987808, 6328436.026834488, 6149674.0137348175, 6301442.105134964, 6371233.24454689, 6118729.1373615265, 5826388.2843875885, 5819803.011476517, 5671987.965478897, 5748694.190263748, 5736185.36009407, 5956756.721567154, 5910995.895837784, 5879062.627443314, 6084491.363191605, 5816840.971506119, 5751986.042695999, 5546888.164773941, 5583430.444719315, 5551497.699007034, 5566969.0918293, 5627873.588647842, 5447793.89374733, 5397096.857416153, 5467217.809289932, 5296686.472635269, 5163027.228387833, 4962208.549554825, 4962208.549554825, 4962208.549554825, 4962208.549554825, 4962208.549554825, 4962208.549554825, 4962208.549554825, 4962208.549554825, 4962208.549554825, 4962208.549554825, 4962208.549554825, 4962208.549554825, 4962208.549554825, 4962208.549554825, 4962208.549554825, 4962208.549554825, 4962208.549554825, 4962208.549554825, 4962208.549554825, 4962208.549554825, 4962208.549554825, 4962208.549554825, 4962208.549554825, 4962208.549554825, 4962208.549554825, 4962208.549554825, 4962208.549554825, 4962208.549554825, 4962208.549554825, 4962208.549554825, 4962208.549554825, 4962208.549554825, 4962208.549554825, 4962208.549554825, 4962208.549554825, 4962208.549554825, 4962208.549554825, 4962208.549554825, 4962208.549554825, 4962208.549554825, 4962208.549554825, 4962208.549554825, 4962208.549554825, 4962208.549554825, 4962208.549554825, 4962208.549554825, 4962208.549554825, 4962208.549554825, 4962208.549554825, 4962208.549554825, 4962208.549554825, 4962208.549554825, 4962208.549554825, 4962208.549554825, 4962208.549554825, 4962208.549554825, 4962208.549554825, 4962208.549554825, 4962208.549554825, 4962208.549554825, 4962208.549554825, 4962208.549554825, 4962208.549554825, 4962208.549554825, 4962208.549554825, 4962208.549554825, 4962208.549554825, 4962208.549554825, 4962208.549554825, 4962208.549554825, 4962208.549554825, 4962208.549554825, 4962208.549554825, 4962208.549554825, 4962208.549554825, 4962208.549554825, 4962208.549554825, 4962208.549554825, 4962208.549554825, 4962208.549554825, 4962208.549554825, 4962208.549554825, 4962208.549554825, 4962208.549554825, 4962208.549554825, 4962208.549554825, 4962208.549554825, 4962208.549554825, 4962208.549554825, 4962208.549554825, 4962208.549554825, 4962208.549554825, 4962208.549554825, 4962208.549554825, 4962208.549554825, 4962208.549554825, 4962208.549554825, 4962208.549554825, 4962208.549554825, 4962208.549554825, 4962208.549554825, 4962208.549554825, 4962208.549554825, 4962208.549554825, 4962208.549554825, 4962208.549554825, 4962208.549554825, 4962208.549554825, 4962208.549554825, 4962208.549554825, 4962208.549554825, 4962208.549554825, 5042313.817235947, 5116344.512666702, 5252526.469339371, 5319649.535669327, 5381249.195821762, 5364123.461050034, 5363018.51880455, 5324069.739667892, 5355836.394208908, 5481796.330060959, 5465775.537534714, 5509696.991792679, 5490912.538602829, 5485388.262392044, 5402243.098485947, 5519088.130846024, 5517431.587511063, 5467157.1503582, 5567428.049036026, 5600023.410261154, 5646430.984571457, 5641457.874433517, 5525164.87817955, 5558866.486700058, 5613836.058362961, 5572953.630296707, 5615768.4022426605, 5668529.394464493, 5648917.104623795, 5617150.450082779, 5680959.559709549, 5596156.547418594, 5724050.567216873, 5768800.728158951, 5764104.723615646, 5718527.161039352, 5738414.816408157, 5792004.08029747, 5767143.314790726, 5884817.488851547, 5757475.070142746, 5635657.362661362, 5340643.873350143, 5441743.913728714, 5498094.663198471, 5619359.899557114, 5573054.119138718, 5558912.163446426, 5794323.153963089, 5621855.154958725, 5593850.524251938, 5725835.005441666, 5832586.781904221, 5832865.192548752, 5896084.854639053, 5891093.908819199, 5618804.8183345795, 5725557.899847031, 5660951.83975029, 5698938.797113419, 5795432.446374893, 5787946.245153427, 5703652.637338638, 5800423.392194748, 5913831.793161392, 5913275.841905594, 5938508.981649399, 6008660.198755264, 6199705.148015976, 6185842.47300148, 6065502.517019272, 6097389.236150742, 6119572.039270401, 6176969.438756943, 6126782.004930496, 6037218.605634689, 6064671.635251999, 6035833.947694778, 6128722.614126205, 6097112.565572739, 6067444.866281509, 6210242.555894852, 6227434.413194656, 6071325.649656296, 6122899.046472549, 6294535.293676376, 6295922.126699448, 6222165.4917469025, 6295089.939882278, 6379938.193902969, 6549633.396894455, 6540205.7164440155, 6524954.46833992, 6498612.471200943, 6523845.610944748, 6555178.118886948, 6668862.755414963, 6653614.11741066, 6742897.365995407, 6753988.550046921, 6837171.995416641, 6905660.578954697, 6745947.2676029205, 6745115.515802383, 6897619.7315273285, 7093378.085996628, 7139962.277059555, 7129702.8448085785, 7132751.876382828, 7215073.553804398, 7234819.8287677765, 7292111.084196091, 7285437.059026718, 7355242.872926712, 7304348.537073135, 7391118.694574356, 7428383.959344864, 7405858.798135757, 7319641.981790543, 7286826.937166214, 7280430.4526081085, 7408083.473192215, 7350234.091424942, 7448966.336275101, 7432555.768846512, 7346621.713312149, 7215629.505060196, 7279318.550096512, 7386112.523172379, 7528783.187929153, 7423378.6579761505, 7466766.346826553, 7530453.651796341, 7549641.365404129, 7652265.269044876, 7783255.737230301, 7798552.662080765, 7779917.419595718, 7787706.827409744, 7771576.410692215, 7898395.939409256, 7905904.326478958, 8062759.143541336, 8059700.976617813, 8107534.535448074, 8166774.230371475]\n",
      "Equity Final 8166774.230371475\n",
      "Equity Peak 8166774.230371475\n",
      "Return 7.166774230371475\n",
      "Buy and Hold Return 10.038871419853216\n",
      "Max Drawdown -0.1029208755830342\n",
      "Avg Drawdown -0.09627259509420738\n",
      "Max Drawdown Duration 19\n",
      "Avg Drawdown Duration 8.857142857142858\n",
      "# Trades 4\n",
      "Win Rate 1.0\n",
      "Best Trade 0.984095270845883\n",
      "Worst Trade 0.48189821881601236\n",
      "Max Trade Duration 669\n",
      "Avg Trade Duration 470.5\n",
      "Sharpe Ratio 33.99413578326285\n",
      "Sortino Ratio nan\n",
      "Calmar Ratio 69.11692296006356\n"
     ]
    }
   ],
   "source": [
    "def wrapper(data):\n",
    "    \"\"\"Wraps the momentum trading strategy with preset parameters.\n",
    "    \n",
    "    This function wraps the momentum trading strategy function and sets \n",
    "    some default parameters for the strategy such as short_window, \n",
    "    long_window, entry_threshold, and exit_threshold.\n",
    "    \n",
    "    Args:\n",
    "        data (pandas.Series or similar): Time series data of stock prices.\n",
    "        \n",
    "    Returns:\n",
    "        List[int]: List of trading signals (-1, 0, 1) for the given data.\n",
    "    \"\"\"\n",
    "    return momentum_trading_strategy(data, short_window=50, long_window=200, \n",
    "                                     entry_threshold=0.02, exit_threshold=0.01)\n",
    "\n",
    "# Create a Backtester instance using the wrapper function as the strategy.\n",
    "bt = Backtester(wrapper)\n",
    "\n",
    "# Test the wrapped strategy on AAPL's stock data from 2010 to 2020.\n",
    "test = bt.testTickerReport('AAPL', '2010-01-01', '2020-01-01')\n",
    "\n",
    "# Print the results of the backtest.\n",
    "for key in test:\n",
    "    print(key, test[key])\n"
   ]
  }
 ],
 "metadata": {
  "kernelspec": {
   "display_name": "Python 3.8.9 64-bit",
   "language": "python",
   "name": "python3"
  },
  "language_info": {
   "codemirror_mode": {
    "name": "ipython",
    "version": 3
   },
   "file_extension": ".py",
   "mimetype": "text/x-python",
   "name": "python",
   "nbconvert_exporter": "python",
   "pygments_lexer": "ipython3",
   "version": "3.8.9"
  },
  "orig_nbformat": 4,
  "vscode": {
   "interpreter": {
    "hash": "31f2aee4e71d21fbe5cf8b01ff0e069b9275f58929596ceb00d14d90e3e16cd6"
   }
  }
 },
 "nbformat": 4,
 "nbformat_minor": 2
}