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Miron edited this page May 13, 2022 · 44 revisions 
>>> import atf as at

For more tabular data use head() and tail() methods.
Number of rows or no number for 5 rows at beginning or end.

>>> at.assets_close.head(15)

Time on Binance testserver

It's important to sync your computer clock if you get an API error

>>> atf.servertime 
Timestamp('2022-05-12 11:48:20.183000')

Balance

>>> at.balance
  asset             free      locked
0   BNB    1000.00000000  0.00000000
1   BTC       1.00000000  0.00000000
2  BUSD   10000.00000000  0.00000000
3   ETH     100.00000000  0.00000000
4   LTC     500.00000000  0.00000000
5   TRX  500000.00000000  0.00000000
6  USDT   10000.00000000  0.00000000
7   XRP   50000.00000000  0.00000000

Circulating Supply

>>> at.circulating_supply 
         Circ. Supply
BTCUSDT      19037643
LTCUSDT      70266694
TRXUSDT   98189195103
XRPUSDT   48343101197
BNBUSDT     163276975
ETHUSDT     120743491

Daily Close Prices

>>> at.assets_close
              BTCUSDT   ETHUSDT  BNBUSDT  LTCUSDT  TRXUSDT  XRPUSDT
Date
2022-05-04 39695.8000 2940.6700 402.6000 106.4000   0.0863   0.6461
2022-05-05 36551.0400 2747.9300 378.5000  96.9000   0.0745   0.5983
2022-05-06 35844.5400 2655.3300 157.0700  95.6000   0.0817   0.5813
2022-05-07 35472.3900 2637.3300 365.5000  94.5000   0.0835   0.5818
2022-05-08 34035.0000 2519.5100 356.0000  94.0000   0.0880   0.5662
2022-05-09 30092.4300 2227.2500 296.4000  76.0000   0.0727   0.4865
2022-05-10 31017.1000 2786.6700 319.2000  78.7000   0.0730   0.4864
2022-05-11 29098.2900 2000.0000 271.6000  92.2000   0.0730   0.4880
2022-05-12 28402.0900 1950.1700 270.0000  62.9000   0.0717   0.4890

Total Market Capitalisation of Portfolio

>>> at.marketcap_summary
            Marketcap Sum.
Date
2022-05-04   1223701122273
2022-05-05   1132492189754
2022-05-06   1071493736674
2022-05-07   1096392897415
2022-05-08   1052899888456
2022-05-09    926210662696
2022-05-10   1015292671876
2022-05-11    877031735368
2022-05-12    842851890375

Daily market capitalisation of all coins on testnet

>>> at.marketcap 
                BNBUSDT       BTCUSDT       ETHUSDT     LTCUSDT     TRXUSDT      XRPUSDT
Date
2022-05-04  65735310135  755714468999  355066761678  7476376241  8473727537  31234477683
2022-05-05  61800335037  695845650798  331794661223  6808842648  7319022602  28923677446
2022-05-06  25645914463  682395556019  320613813957  6717495946  8019111564  28101844725
2022-05-07  59677734362  675310697176  318440431119  6640202583  8197815899  28126016276
2022-05-08  58126603100  647946179505  304214433009  6605069236  8635739709  27371863897
2022-05-09  48395295390  572888939342  268925940329  5340268744  7141300159  23518918732
2022-05-10  52118010420  590492476695  336472264064  5529988817  7165847458  23514084422
2022-05-11  44346026410  553962856930  241486982000  6478589186  7165847458  23591433384
2022-05-12  43954161670  542404151983  235470333843  6458914512  7187449081  18979501529

Price Weighted Index by Weights

Self Rebalancing

>>> atf.weights_pwi
            BTCUSDT  ETHUSDT  BNBUSDT  XRPUSDT  TRXUSDT  LTCUSDT
Date
2022-05-04   0.9200   0.0682   0.0093   0.0000   0.0000   0.0025
2022-05-05   0.9189   0.0691   0.0095   0.0000   0.0000   0.0024
2022-05-06   0.9249   0.0685   0.0041   0.0000   0.0000   0.0025
2022-05-07   0.9197   0.0684   0.0095   0.0000   0.0000   0.0025
2022-05-08   0.9197   0.0681   0.0096   0.0000   0.0000   0.0025
2022-05-09   0.9205   0.0681   0.0091   0.0000   0.0000   0.0023
2022-05-10   0.9069   0.0815   0.0093   0.0000   0.0000   0.0023
2022-05-11   0.9249   0.0636   0.0086   0.0000   0.0000   0.0029
2022-05-12   0.9272   0.0622   0.0086   0.0000   0.0000   0.0020

Equal Weighted Index by Weights

>>> at.weights_ewi
            BTCUSDT  ETHUSDT  BNBUSDT  XRPUSDT  TRXUSDT  LTCUSDT
Date
2022-05-04   0.1667   0.1667   0.1667   0.1667   0.1667   0.1667
2022-05-05   0.1667   0.1667   0.1667   0.1667   0.1667   0.1667
2022-05-06   0.1667   0.1667   0.1667   0.1667   0.1667   0.1667
2022-05-07   0.1667   0.1667   0.1667   0.1667   0.1667   0.1667
2022-05-08   0.1667   0.1667   0.1667   0.1667   0.1667   0.1667
2022-05-09   0.1667   0.1667   0.1667   0.1667   0.1667   0.1667
2022-05-10   0.1667   0.1667   0.1667   0.1667   0.1667   0.1667
2022-05-11   0.1667   0.1667   0.1667   0.1667   0.1667   0.1667
2022-05-12   0.1667   0.1667   0.1667   0.1667   0.1667   0.1667
2022-05-13   0.1667   0.1667   0.1667   0.1667   0.1667   0.1667

Capitalisation Weighted Index by Weight

>>> at.weights_cwi
            BNBUSDT  BTCUSDT  ETHUSDT  LTCUSDT  TRXUSDT  XRPUSDT
Date
2022-05-04   0.0537   0.6176   0.2902   0.0061   0.0069   0.0255
2022-05-05   0.0546   0.6144   0.2930   0.0060   0.0065   0.0255
2022-05-06   0.0239   0.6369   0.2992   0.0063   0.0075   0.0262
2022-05-07   0.0544   0.6159   0.2904   0.0061   0.0075   0.0257
2022-05-08   0.0552   0.6154   0.2889   0.0063   0.0082   0.0260
2022-05-09   0.0523   0.6185   0.2904   0.0058   0.0077   0.0254
2022-05-10   0.0513   0.5816   0.3314   0.0054   0.0071   0.0232
2022-05-11   0.0506   0.6316   0.2753   0.0074   0.0082   0.0269
2022-05-12   0.0509   0.6404   0.2742   0.0052   0.0077   0.0216
2022-05-13   0.0509   0.6401   0.2744   0.0052   0.0077   0.0216

Normalized Asset Values, Price Weighted Index, Equal Weighted Index

>>> at.normalized
            BTCUSDT  ETHUSDT  BNBUSDT  XRPUSDT  TRXUSDT  LTCUSDT      PWI      EWI
Date
2022-05-04 100.0000 100.0000 100.0000 100.0000 100.0000 100.0000 100.0000 100.0000
2022-05-05  92.0779  93.4457  94.0139  92.6018  86.3731  91.0714  92.1867  91.1844
2022-05-06  90.2981  90.2968  39.0139  89.9706  94.6350  89.8496  89.8183  77.7453
2022-05-07  89.3606  89.6847  90.7849  90.0480  96.7439  88.8158  89.3946  88.6123
2022-05-08  85.7395  85.6781  88.4252  87.6335 101.9119  88.3459  85.7669  87.2263
2022-05-09  75.8076  75.7395  73.6215  75.2979  84.2758  71.4286  75.7718  72.9224
2022-05-10  78.1370  94.7631  79.2846  75.2825  84.5655  73.9662  79.2705  77.3778
2022-05-11  73.3032  68.0117  67.4615  75.5301  84.5655  86.6541  72.9210  72.2780
2022-05-12  73.7867  67.4489  67.4863  60.0062  78.4705  61.0902  73.2644  64.3777

Mean returns over testnet period

>>> at.mean_returns 
         Mean Returns
BTCUSDT       -0.0416
ETHUSDT       -0.0513
BNBUSDT       -0.0509
XRPUSDT       -0.0623
TRXUSDT       -0.0206
LTCUSDT       -0.0183

Optimal weights for tangency portfolio

>>> at.optimal_weights 
         Opt. Weights
BTCUSDT        0.0000
ETHUSDT        0.0000
BNBUSDT        1.0000
XRPUSDT        0.0000
TRXUSDT        0.0000
LTCUSDT        0.0000

Annualized covariance

>>> at.covar 
         BTCUSDT  ETHUSDT  BNBUSDT  LTCUSDT  TRXUSDT  XRPUSDT      TP
BTCUSDT   0.8077   1.8020   1.7050   0.8256   1.2483   0.7520  1.7050
ETHUSDT   1.8020   8.4996   5.3378  -1.4974   0.9944   0.5557  5.3378
BNBUSDT   1.7050   5.3378  80.1968  -0.0676  -1.4996   2.3488 80.1968
LTCUSDT   0.8256  -1.4974  -0.0676  10.0317   2.6699   1.1158 -0.0676
TRXUSDT   1.2483   0.9944  -1.4996   2.6699   3.3990   1.5177 -1.4996
XRPUSDT   0.7520   0.5557   2.3488   1.1158   1.5177   1.0857  2.3488
TP        1.7050   5.3378  80.1968  -0.0676  -1.4996   2.3488 80.1968

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