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add portolio capability
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fja05680 committed Jun 14, 2020
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10 changes: 2 additions & 8 deletions README.md
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pinkfish
======

**06-13-2020: Add Portfolio cabability, i.e. multiple stocks at the same time (see portfolio example)**
**06-13-2020: Support ended for Python2.7. Now Pinkfish is Python3 only**
**02-16-2020: Download latest time series for every S&P 500 component (see sp500-components-timeseries example)**
**02-16-2020: Update your entire ticker symbol cache to latest time series (see update-cache-symbols example)**
**01-31-2020: Add basic multi symbol support (see trade-two-symbols example)**
**12-27-2019: Integration with Quantopian's pyfolio and empyrical libraries (see pyfolio-empyrical example)**
**12-24-2019: Use trade_log to create trade_state column in daily_balance. No longer need to manually set trade_state**
**12-20-2019: Add capability to merge like trades (all buys or all sells) that occur on same day (see merge-trades example)**
**12-13-2019: Add calendar columns to a dataframe (see sell-in-may-and-go-away example)**
**11-12-2019: Add prettier_graphs (see double-7s example)**
**11-01-2019: Add monthly and holding_period tables (see buy-and-hold example)**
**10-18-2019: Add capability to maintain a certain value, shares, or percent in a security (see percent-allocate example)**
**07-31-2019: First major update since original release - Add scale-in and scale-out capability**

A backtester and spreadsheet library for security analysis.

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6 changes: 5 additions & 1 deletion examples/README.md
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# Example trading strategies

- `buy-and-hold`: simple buy and hold strategy; demonstrate monthly and holding period tables
- `buy-and-hold`: simple buy and hold strategy
- `double-7s`: buy on X day low, sell on X day high (use closing prices)
- `double-7s-intra`: buy on X day low, sell on X day high (use intraday prices)
- `double-7s-open`: same as double-7s, but sell next open instead of current close
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- `momentum`: A stock that's going up tends to keep going up...until it doesn't
- `percent-allocate`: maintain a certain percentage allocation to a security
- `pinkfish-challenge`: buy on the close on the SAME day a new 20 day high is set
- `portfolio`: backtest a portfolio of stocks
- `pyfolio-empyrical`: demonstrates integration with quantopian's pyfolio and empyrical libraries
- `scaling-in`: scale in strategy
- `scaling-in-out`: scale in and out strategy
- `scaling-out`: scale out strategy
- `sell-in-may-and-go-away`: demonstration of using the calendar module
- `sma-percent-band`: trading strategy using price vs long term sma; percent band around sma used for hysteresis
- `sp500-components-timeseries`: get timeseries of all components in sp500
- `spreadsheet`: make a read only spreadsheet within jupyter notebook
- `ta-lib-tutorial`: a tutorial on using the ta-lib technical analysis library
- `trade-two-symbols`: same as golden-cross example, except hold GLD when not in SPY; demonstrates trading 2 symbols
- `trading-evolved`: demonstrate monthly returns, holding period returns, and prettier graphs
- `update-cache-symbols`: utility to update all the symbols in your data cache
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