DCA-MultiAsset: A Python Code for Dollar-Cost Averaging Multiple Assets

dca_multi_asset.py

import warnings
warnings.simplefilter(action='ignore', category=FutureWarning)

import datetime
import pandas as pd
from pycoingecko import CoinGeckoAPI
import yfinance as yf

def get_monthly_prices_stock(symbol, date):
    today = datetime.date.today()
    first_day = date
    dates = pd.date_range(first_day, today, freq='MS')

    # Fetch historical prices from Yahoo Finance
    data = yf.download(symbol, start=first_day, end=today, interval='1mo', progress=False)
    prices = data['Adj Close'].tolist()

    return dates, prices

def get_monthly_prices(crypto_id, date):
    cg = CoinGeckoAPI()
    today = datetime.date.today()
    first_day = date
    dates = pd.date_range(first_day, today, freq='MS')

    # Fetch all historical data for the asset
    historical_data = cg.get_coin_market_chart_by_id(crypto_id, 'usd', 'max')['prices']
    historical_data_df = pd.DataFrame(historical_data, columns=['timestamp', 'price'])
    historical_data_df['date'] = pd.to_datetime(historical_data_df['timestamp'], unit='ms').dt.date

    # Extract prices for the first day of each month
    prices = []
    for date in dates:
        price = historical_data_df.loc[historical_data_df['date'] == pd.Timestamp(date).date()]['price'].values[0]
        prices.append(price)

    return dates, prices

def dollar_cost_average(prices, monthly_investment):
    total_investment = 0
    total_coins = 0

    for price in prices:
        coins_bought = monthly_investment / price
        total_investment += monthly_investment
        total_coins += coins_bought

    average_cost_price = total_investment / total_coins  # Calculate average cost price

    return total_investment, total_coins, average_cost_price


def calculate_roi(investment, final_value):
    return (final_value - investment) / investment * 100


assets = ['bitcoin', 'ethereum', 'VTI', 'VT', 'QQQ']
monthly_investment = 100
date = datetime.date(2023, 1, 1)  # Set the first_day to a specific date

for asset_name in assets:
    if asset_name == 'VTI' or asset_name == 'VT' or asset_name == 'QQQ':
        dates, prices = get_monthly_prices_stock(asset_name, date)
    else:
        dates, prices = get_monthly_prices(asset_name, date)

    total_investment, total_coins, average_cost_price = dollar_cost_average(prices, monthly_investment)
    final_value = total_coins * prices[-1]
    profit = final_value - total_investment
    final_roi = calculate_roi(total_investment, final_value)

    print(f"{asset_name.capitalize()} Results:")
    print(f"Total Investment: ${total_investment:.2f}")
    print(f"Final Value: ${final_value:.2f}")
    print(f"Profit: ${profit:.2f}")
    print(f"Final ROI: {final_roi:.2f}%")
    print(f"Average Cost Price: ${average_cost_price:.2f}")
    print()