"""PORT06 — Master + shape (default). Report backtest del portafoglio.""" import sys from pathlib import Path PROJECT_ROOT = Path(__file__).resolve().parents[2] sys.path.insert(0, str(PROJECT_ROOT)) from scripts.portfolios._defs import PORTFOLIOS # noqa: E402 CODE = "PORT06" def run(): p = PORTFOLIOS[CODE] r = p.backtest() print("=" * 80) print(f" {p.code} — {p.label} | pesi={p.weighting} caps={p.caps} leva={p.leverage}x") print("=" * 80) print(f" FULL ret {r.full['ret']:+.0f}% CAGR {r.full['cagr']:.0f}% " f"DD {r.full['dd']:.1f}% Sharpe {r.full['sharpe']:.2f}") print(f" OOS ret {r.oos['ret']:+.0f}% DD {r.oos['dd']:.1f}% Sharpe {r.oos['sharpe']:.2f}") print(" per anno:", {y: round(v) for y, v in sorted(r.yearly.items())}) print(" rischio % per sleeve:", {k: round(v, 1) for k, v in sorted(r.risk.items(), key=lambda x: -x[1])}) if __name__ == "__main__": run()