optimal-complete-portfolio-python-project/main.py at master · TheMetaSetter/optimal-complete-portfolio-python-project · GitHub

1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
if __name__ == "__main__":
    # Built-in libraries
    import pandas as pd

    # import cvxpy as cp

    # User-defined modules
    import grabbing_data
    import optimal_risky_portfolio
    import excel_handling

    #Import stocks_data file from data folder
    stocks_data = pd.read_csv('data/CafeF.HSX.Upto06.02.2024.csv')

    # Beautify stocks data
    stocks_data = grabbing_data.beautify_stocks_data(stocks_data)

    # List of stocks in VN30
    vn30_tickers = ["ACB", "BID", "BVH", "FPT", "HDC", "HPG", "IJC", "MSN", "MBB", "MWG",
                    "GAS", "POW", "SHB", "STB", "SAB", "EIB", "SSI", "TCB", "TPB", "VIB",
                    "VCB", "VJC", "CTG", "PLX", "VPB", "GVR", "VNM", "VRE", "VIC", "VHM"]

    # Num of stocks in a portfolio
    num_of_stocks_per_port = 3

    # Set date range
    date_range = (pd.to_datetime('2018-01-01'), pd.to_datetime('2024-02-06'))

    port1 = optimal_risky_portfolio.find_optimal_risky_portfolio(stocks_data, num_of_stocks_per_port, vn30_tickers, date_range, risk_tolerance = 18)

    port1.maximize_utility_manual()

    port1.show_opt_risk_metrics()

    port1.show_opt_com_metrics()

    path1 = 'result/OPTIMAL_COMPLETE_PORTFOLIO_1.xlsx'

    excel_handling.export_portfolio_to_xlsx(port1, path1)

    # # List of 30 stocks
    # list_of_30_stocks = ['ACB', 'BCM', 'BID', 'BVH', 'CTG', 'FPT', 'GAS', 'GVR', 'HDB', 'HPG', 'MBB', 'MSN', 'MWG', 'NVL', 'PDR', 'PLX', 'POW', 'SAB', 'SSI', 'STB', 'TCB', 'TPB', 'VCB', 'VHM', 'VIB', 'VIC', 'VJC', 'VNM', 'VPB', 'VRE']

    # port2 = optimal_risky_portfolio.find_optimal_risky_portfolio(stocks_data, list_of_30_stocks, date_range, risk_tolerance = 18)

    # port2.maximize_utility_manual()

    # port2.show_opt_risk_metrics()

    # port2.show_opt_com_metrics()

    # path2 = 'result/OPTIMAL_COMPLETE_PORTFOLIO_2.xlsx'

    # excel_handling.export_portfolio_to_xlsx(port2, path2)