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multivalue update

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...@@ -583,10 +583,19 @@ class back_test: ...@@ -583,10 +583,19 @@ class back_test:
583 # print(back_test().backtest_data(['삼성전자','LG전자'],[0.9,0.1],'2010-01-01', '2021-01-01',10000000,3, 'monthly', 'gmv')['pfo_return'][0]['acc_return_ratio']) 583 # print(back_test().backtest_data(['삼성전자','LG전자'],[0.9,0.1],'2010-01-01', '2021-01-01',10000000,3, 'monthly', 'gmv')['pfo_return'][0]['acc_return_ratio'])
584 # print(back_test().backtest_data(['삼성전자','LG전자'],[0.9,0.1],'2018-01-01', '2021-01-01',10000000,6, 'monthly', 'gmv')) 584 # print(back_test().backtest_data(['삼성전자','LG전자'],[0.9,0.1],'2018-01-01', '2021-01-01',10000000,6, 'monthly', 'gmv'))
585 585
586 +args = sys.argv[1].split(",")
586 587
587 -print(sys.argv[0]) 588 +assets = []
588 -data = back_test().backtest_data([sys.argv[1],sys.argv[2]],[0.5,0.5],sys.argv[3], '2021-01-02',10000000,6, 'monthly', 'gmv') 589 +gravity = []
589 -# data = back_test().backtest_data(['삼성전자','LG전자'],[0.5,0.5],'2020-01-01', '2021-01-02',10000000,6, 'monthly', 'gmv') 590 +for i in range(len(args)-1):
591 + assets.append(args[i])
592 + gravity.append(0)
593 +
594 +data = back_test().backtest_data(assets,gravity,args[-1], '2021-01-02',10000000,6, 'monthly', 'gmv')
595 +
596 +
597 +#data = back_test().backtest_data(['삼성전자','LG전자','호텔신라'],[0.1,0.1,0.8],'2020-01-01', '2021-01-02',10000000,6, 'monthly', 'gmv')
598 +# data = back_test().backtest_data(['삼성전자','LG전자'],[0.1,0.1],'2020-01-01', '2021-01-02',10000000,6, 'monthly', 'gmv')
590 x = data['pfo_return'][0]['Date'] 599 x = data['pfo_return'][0]['Date']
591 y = data['pfo_return'][0]['acc_return ratio'] 600 y = data['pfo_return'][0]['acc_return ratio']
592 y2 = data['bench'][0]['KOSPI_acc_return'] 601 y2 = data['bench'][0]['KOSPI_acc_return']
...@@ -610,6 +619,6 @@ plt.ylabel('Return') ...@@ -610,6 +619,6 @@ plt.ylabel('Return')
610 plt.title('result') 619 plt.title('result')
611 plt.legend() 620 plt.legend()
612 plt.show() 621 plt.show()
613 -plt.savefig("./src/test.png", dpi = 400) 622 +plt.savefig("./src/test.png", dpi = 100)
614 print("end") 623 print("end")
615 624
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