Update 9. Rebalancing Positions.ipynb

edtechre · Apr 23, 2023 · ba65f77 · ba65f77
1 parent 80f4ec3
commit ba65f77
Showing 1 changed file with 19 additions and 19 deletions.
diff --git a/docs/notebooks/9. Rebalancing Positions.ipynb b/docs/notebooks/9. Rebalancing Positions.ipynb
@@ -19,7 +19,7 @@
     {
      "data": {
       "text/plain": [
-       "<diskcache.core.Cache at 0x7f76bc50aac0>"
+       "<diskcache.core.Cache at 0x7fa0e86ccb80>"
       ]
      },
      "execution_count": 1,
@@ -156,7 +156,7 @@
      "output_type": "stream",
      "text": [
       "\n",
-      "Finished backtest: 0:00:02\n"
+      "Finished backtest: 0:00:03\n"
      ]
     }
    ],
@@ -380,7 +380,7 @@
     "\n",
     "pyb.param('lookback', 252)  # Use past year of returns.\n",
     "\n",
-    "def calc_returns(ctxs, lookback):\n",
+    "def calc_returns(ctxs: dict[str, ExecContext], lookback: int):\n",
     "    prices = {}\n",
     "    for ctx in ctxs.values():\n",
     "        prices[ctx.symbol] = ctx.adj_close[-lookback:]\n",
@@ -507,31 +507,31 @@
        "    <tr>\n",
        "      <th>1</th>\n",
        "      <td>buy</td>\n",
-       "      <td>TSLA</td>\n",
+       "      <td>AAPL</td>\n",
        "      <td>2019-01-03</td>\n",
-       "      <td>1150</td>\n",
+       "      <td>1445</td>\n",
        "      <td>NaN</td>\n",
-       "      <td>20.23</td>\n",
+       "      <td>35.97</td>\n",
        "      <td>0.0</td>\n",
        "    </tr>\n",
        "    <tr>\n",
        "      <th>2</th>\n",
        "      <td>buy</td>\n",
-       "      <td>AAPL</td>\n",
+       "      <td>AMZN</td>\n",
        "      <td>2019-01-03</td>\n",
-       "      <td>1445</td>\n",
+       "      <td>248</td>\n",
        "      <td>NaN</td>\n",
-       "      <td>35.97</td>\n",
+       "      <td>75.88</td>\n",
        "      <td>0.0</td>\n",
        "    </tr>\n",
        "    <tr>\n",
        "      <th>3</th>\n",
        "      <td>buy</td>\n",
-       "      <td>AMZN</td>\n",
+       "      <td>TSLA</td>\n",
        "      <td>2019-01-03</td>\n",
-       "      <td>248</td>\n",
+       "      <td>1150</td>\n",
        "      <td>NaN</td>\n",
-       "      <td>75.88</td>\n",
+       "      <td>20.23</td>\n",
        "      <td>0.0</td>\n",
        "    </tr>\n",
        "    <tr>\n",
@@ -547,11 +547,11 @@
        "    <tr>\n",
        "      <th>5</th>\n",
        "      <td>buy</td>\n",
-       "      <td>TSLA</td>\n",
+       "      <td>AMZN</td>\n",
        "      <td>2019-02-04</td>\n",
-       "      <td>88</td>\n",
+       "      <td>105</td>\n",
        "      <td>NaN</td>\n",
-       "      <td>20.57</td>\n",
+       "      <td>81.58</td>\n",
        "      <td>0.0</td>\n",
        "    </tr>\n",
        "  </tbody>\n",
@@ -561,11 +561,11 @@
       "text/plain": [
        "    type symbol       date  shares  limit_price  fill_price  fees\n",
        "id                                                               \n",
-       "1    buy   TSLA 2019-01-03    1150          NaN       20.23   0.0\n",
-       "2    buy   AAPL 2019-01-03    1445          NaN       35.97   0.0\n",
-       "3    buy   AMZN 2019-01-03     248          NaN       75.88   0.0\n",
+       "1    buy   AAPL 2019-01-03    1445          NaN       35.97   0.0\n",
+       "2    buy   AMZN 2019-01-03     248          NaN       75.88   0.0\n",
+       "3    buy   TSLA 2019-01-03    1150          NaN       20.23   0.0\n",
        "4   sell   AAPL 2019-02-04     109          NaN       42.37   0.0\n",
-       "5    buy   TSLA 2019-02-04      88          NaN       20.57   0.0"
+       "5    buy   AMZN 2019-02-04     105          NaN       81.58   0.0"
       ]
      },
      "execution_count": 9,