performance.py

import matplotlib.pyplot as plt

from invest import Transaction
from strategies import DcaStrategy


def analyse_performance(strategy: DcaStrategy, transactions: list[Transaction]):
    quantities_purchased = [t.quantity for t in transactions]
    total_fees = len(transactions) * strategy.transaction_fees
    total_amount_invested = (
        sum([t.quantity * t.closing_price for t in transactions]) + total_fees
    )

    end_pru = total_amount_invested / sum(quantities_purchased)

    last_price = transactions[-1].closing_price
    diff = last_price - end_pru  # < 0 = losses, > 0 = gains

    dividends = sum([t.dividend for t in transactions])

    pnl = diff * sum(quantities_purchased) + dividends

    print("==== PNL")
    print("- total_amount_invested: ", total_amount_invested)
    print("- pnl: ", pnl)
    print("==== renta")
    print(" %: ", (pnl / total_amount_invested) * 100)

    running_qte = 0.0
    running_invested = 0.0
    running_pru = []
    for t in transactions:
        running_qte += t.quantity
        running_invested += (t.quantity * t.closing_price) + strategy.transaction_fees
        running_pru.append(running_invested / running_qte)

    plot(end_pru, transactions, running_pru)


def plot(pru: float, transactions: list[Transaction], running_pru: list[float]):
    fig, ax = plt.subplots()
    dates = [t.date for t in transactions]
    closing_prices = [t.closing_price for t in transactions]
    # Running PRU vs closing_prices = is my position line green/red in my portfolio
    ax.plot(dates, closing_prices, color="b")
    ax.plot(dates, running_pru, color="g")
    # ax.axhline(y=pru, color="r")
    plt.show()