What is the common investment strategy function formula of python?
This article introduces the relevant knowledge of "python common investment strategy function formula is what". In the actual case operation process, many people will encounter such difficulties. Next, let Xiaobian lead you to learn how to deal with these situations! I hope you can read carefully and learn something!
import math
from decimal import Decimal
def profit(prevNum,nextNum):
if prevNum==0:return 0
return Decimal((nextNum-prevNum)/prevNum).quantize(Decimal('0.00'))
#Parameters: Return on Strategy Start Day, Return on Strategy End Day
def strategyProfit(strategyList):
#Strategy yield
start = strategyList[0]
end = strategyList[-1]
return (end-start)/start
#Parameters: Base Start Date Revenue, Base End Date Revenue
def benchmarkProfit(benchmarkList):
#Benchmark yield
start = benchmarkList[0]
end = benchmarkList[-1]
return (end-start)/start
#Parameters: strategic return, benchmark return
def excessProfit(strategyList,benchmarkList):
#Excess Returns: Strategies and Benchmarks Take End Date Returns
if(len(strategyList)==0 or len(benchmarkList)==0):
return 0
return (strategyProfit(strategyList)+1)/(benchmarkProfit(benchmarkList)+1)-1
#Parameters: strategic return, benchmark return
def excessIncome(strategyList,benchmarkList):
#List of excess returns
if(len(strategyList)==0 or len(benchmarkList)==0):
return 0
_min = min(len(strategyList),len(benchmarkList))
EIList=[]
for i in range(_min-1):
start = strategyList[i]
end = strategyList[i+1]
benchmarkstart = benchmarkList[i]
benchmarkend = benchmarkList[i+1]
EIList.append((profit(start,end)+1)/(profit(benchmarkstart,benchmarkend)+1)-1)
return EIList
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