Discrete Portfolio Returns

portfolio_returns.py

class PortfolioReturns:

    def __init__(self, stocks, discrete_allocation, start_date, end_date):
        data = PortfolioDataRequest(stocks, start_date, end_date).table
        self.start_date = start_date
        self.end_date = end_date
        starting_value = 0
        ending_value = 0
        for stock in stocks:
            try:
                # Initial value of portfolio
                starting_value += data[stock][0]*discrete_allocation[stock]
                # Ending portfolio value
                ending_value += \
                    data[stock][len(data[stock])-1]*discrete_allocation[stock]
            except KeyError:
                print(stock, ' received a weight of zero.')
                continue
        self.returns = [(ending_value - starting_value) / starting_value]

    def report_returns(self):
        print(
            'Portfolio Returns for ', self.start_date, ' to ', self.end_date,
            ' are ', self.returns
            )