cac40

main.py

@@ -10,30 +10,64 @@ from auto_trading.main import Bot
 import matplotlib.pyplot as plt  # type: ignore
 from tqdm import tqdm
 import pandas as pd
+pd.options.plotting.backend = "plotly"
 
-if __name__ == '__main__':
-    csv = "data/gold.csv"
+
+if __name__ == "__main__":
+    csv = "data/cac40.csv"
     bt = Backtest(csv, start=10, index_col=0)
-    
-    start = {"USD":10_000, "Gold": 0}
+    start = {
+        "AXA": 10_000,
+        "Accor": 0,
+        "Air Liquide": 0,
+        "Airbus": 0,
+        "ArcelorMittal": 0,
+        "Atos": 0,
+        "BNP Paribas": 0,
+        "Bouygues": 0,
+        "Cap Gemini": 0,
+        "Crédit Agricole": 0,
+        "Danone": 0,
+        "Dassault Systèmes": 0,
+        "Engie": 0,
+        "EssilorLuxottica": 0,
+        "Hermes": 0,
+        "Kering": 0,
+        "LEGRAND": 0,
+        "LOréal": 0,
+        "LVMH Moet Hennessy Louis Vuitton": 0,
+        "Michelin": 0,
+        "Orange": 0,
+        "Pernod Ricard": 0,
+        "Peugeot": 0,
+        "Publicis": 0,
+        "Renault": 0,
+        "SAFRAN": 0,
+        "STMicroelectronics": 0,
+        "Saint-Gobain": 0,
+        "Sanofi": 0,
+        "Schneider Electric": 0,
+        "Société Générale": 0,
+        "Sodexo": 0,
+        "TOTAL": 0,
+        "Unibail-Rodamco": 0,
+        "VINCI": 0,
+        "Veolia Environnement": 0,
+        "Vivendi": 0,
+        "Worldline SA": 0,
+    }
     # pred = MeanAggregator([RandomPredictor(), SelectorPredictor({"USD": -0.1}), RandomPredictor()])
     pred = Derivate(-1)
-    
-    
+
     bot = Bot(
-        ptf=InMemoryPortfolio(start.copy()),
-        strategy=AllIn(),
-        broker=bt,
-        predictor=pred
+        ptf=InMemoryPortfolio(start.copy()), strategy=AllIn(), broker=bt, predictor=pred
     )
 
     data = pd.DataFrame(index=bt.data.index, columns=bt.data.columns)
-    
+
     for date in tqdm(data.index):
         bot.run_once()
         data.loc[date] = bot.ptf.content()
     bot.print_results()
-    
-    
-    data.plot()
-    plt.show()
+
+    data.plot().show()

requirements.txt

@@ -2,3 +2,4 @@ matplotlib
 numpy
 pandas
 tqdm
+plotly