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This article introduces the relevant knowledge of "python common investment strategy function formula is what". In the actual case operation process, many people will encounter such difficulties. Next, let Xiaobian lead you to learn how to deal with these situations! I hope you can read carefully and learn something!

import math

from decimal import Decimal

def profit(prevNum,nextNum):

if prevNum==0:return 0

return Decimal((nextNum-prevNum)/prevNum).quantize(Decimal('0.00'))

#Parameters: Return on Strategy Start Day, Return on Strategy End Day

def strategyProfit(strategyList):

#Strategy yield

start = strategyList[0]

end = strategyList[-1]

return (end-start)/start

#Parameters: Base Start Date Revenue, Base End Date Revenue

def benchmarkProfit(benchmarkList):

#Benchmark yield

start = benchmarkList[0]

end = benchmarkList[-1]

return (end-start)/start

#Parameters: strategic return, benchmark return

def excessProfit(strategyList,benchmarkList):

#Excess Returns: Strategies and Benchmarks Take End Date Returns

if(len(strategyList)==0 or len(benchmarkList)==0):

return 0

return (strategyProfit(strategyList)+1)/(benchmarkProfit(benchmarkList)+1)-1

#Parameters: strategic return, benchmark return

def excessIncome(strategyList,benchmarkList):

#List of excess returns

if(len(strategyList)==0 or len(benchmarkList)==0):

return 0

_min = min(len(strategyList),len(benchmarkList))

EIList=[]

for i in range(_min-1):

start = strategyList[i]

end = strategyList[i+1]

benchmarkstart = benchmarkList[i]

benchmarkend = benchmarkList[i+1]

EIList.append((profit(start,end)+1)/(profit(benchmarkstart,benchmarkend)+1)-1)

return EIList

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