def initialize(context): context.stocks = symbols('CERN', 'DLTR') def handle_data(context, data): # This will order as many shares as needed to # achieve the desired portfolio allocation. # In our case, we end up with 20% allocation for # one stock and 80% allocation for the other stock. order_target_percent(context.stocks[0], .2) order_target_percent(context.stocks[1], .8) # Plot portfolio allocations pv = float(context.portfolio.portfolio_value) portfolio_allocations = [] for stock in context.stocks: pos = context.portfolio.positions[stock] portfolio_allocations.append( pos.last_sale_price * pos.amount / pv * 100 ) record(perc_stock_0=portfolio_allocations[0], perc_stock_1=portfolio_allocations[1])
2015年5月22日 星期五
Portfolio Allocation
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