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PythagorasGoal/src/portfolio/base.py
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"""Portfolio: definizione (sleeve + schema pesi) con faccia di backtest.
La faccia live è in runner.py."""
from __future__ import annotations
from dataclasses import dataclass, field
import pandas as pd
from src.portfolio import weighting as W
from src.portfolio.sleeves import all_sleeve_equities, sleeve_returns_df
from scripts.analysis.combine_portfolio import port_returns, metrics, yearly_returns, SPLIT
@dataclass
class SleeveSpec:
kind: str
name: str
sid: str
asset: str | None = None
a: str | None = None
b: str | None = None
tf: str = "1h"
params: dict = field(default_factory=dict)
cluster: str = ""
@dataclass
class PortfolioResult:
code: str
weights: dict
full: dict
oos: dict
yearly: dict
risk: dict
@dataclass
class Portfolio:
code: str
label: str
sleeves: list[SleeveSpec]
weighting: str = "equal"
weights: dict | None = None
caps: dict | None = None
total_capital: float = 1000.0
leverage: float = 3.0
rebalance: str = "1D"
vol_lookback: int = 90
@property
def sleeve_ids(self) -> list[str]:
return [s.sid for s in self.sleeves]
@property
def clusters(self) -> dict[str, str]:
return {s.sid: (s.cluster or s.sid) for s in self.sleeves}
def weight_vector(self, returns_df: pd.DataFrame | None = None) -> dict[str, float]:
return W.weight_vector(
self.weighting, self.sleeve_ids, returns_df,
weights=self.weights, caps=self.caps,
clusters=self.clusters, lookback=self.vol_lookback,
)
def backtest(self) -> PortfolioResult:
eq = all_sleeve_equities()
members = {sid: eq[sid] for sid in self.sleeve_ids}
dr = sleeve_returns_df(self.sleeve_ids)
w = self.weight_vector(dr)
port_dr = port_returns(members, w)
full, oos = metrics(port_dr), metrics(port_dr, lo=SPLIT)
import numpy as np
we = np.ones(len(self.sleeve_ids)) / len(self.sleeve_ids)
cov = dr.cov().values
pv = float(we @ cov @ we)
rc = we * (cov @ we)
risk = {sid: float(rc[k] / pv * 100) if pv > 0 else 0.0
for k, sid in enumerate(self.sleeve_ids)}
return PortfolioResult(self.code, w, full, oos, yearly_returns(port_dr), risk)
def load_active_portfolio(config_path) -> "Portfolio":
"""Carica il portafoglio attivo da portfolios.yml applicando gli override."""
import yaml
from pathlib import Path
from scripts.portfolios._defs import PORTFOLIOS
cfg = yaml.safe_load(Path(config_path).read_text())
p = PORTFOLIOS[cfg["active"]]
ov = cfg.get("overrides", {})
for k in ("total_capital", "weighting", "caps", "leverage", "rebalance", "vol_lookback"):
if k in ov and ov[k] is not None:
setattr(p, k, ov[k])
return p