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