Disclaimer: NOT FINANCIAL ADVICE

This software is for informational and educational purposes only and does not constitute or intend to be financial advice. Investing is risky, do your own research and consult a financial advisor for the purpose of making an investment decision or otherwise.

Portfolio Manager

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This repo contains code to download financial data using ranaroussi/yfiance and build a portfolio using mathematical optimization.

Setup

Set your PYTHONPATH to:

PYTHONPATH=path/to/PortfolioManager/source

Create an account

To keep track of transactions, an Account consolidates all the information associated to the history of a portfolio.

from resources import Order, create_new_account, OPERATION_BUY, save_account
import datetime as 

opening_date = dt.datetime(2021, 12, 12)
account = create_new_account('name', opening_date)
account.deposit(opening_date, 1000)
account.update_account(dt.datetime(2021, 12, 15, 14, 0), [
    Order('TSLA', 1, 952.99, OPERATION_BUY),
    Order('KR', 1, 44.79, OPERATION_BUY),
])
save_account(account)

Rebalance the portfolio

To rebalance the current portfolio, first load the account previously created and use the rebalance_account function from the account_manager.py module. This will indicate the orders to (manually) execute.

import resources
import datetime as dt
from pathlib import Path
from resources import Order, load_account, save_account,\
    OPERATION_BUY, OPERATION_SELL
from account_manager import rebalance_account
path = Path(__file__)
resources.accounts_path = path.parent.parent / 'accounts/'

if __name__ == '__main__':
    account = load_account('name')
    
    # Rebalance the porfolio and shows the new portfolio of the orders
    # that are (manually) executed.
    new_orders = rebalance_account(account,
                                   additional_cash=10_000,
                                   start_date=dt.datetime(2020, 1, 1),
                                   end_date=dt.datetime(2021, 12, 17),
                                   cvar_beta=0.90,
                                   ignored_securities=[])

Update data

The price data needs to be updated to rebalance the portfolio in the future. To do so, simply run: