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Miron edited this page May 13, 2022
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>>> 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)
It's important to sync your computer clock if you get an API error
>>> atf.servertime
Timestamp('2022-05-12 11:48:20.183000')
>>> 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
>>> at.circulating_supply
Circ. Supply
BTCUSDT 19037643
LTCUSDT 70266694
TRXUSDT 98189195103
XRPUSDT 48343101197
BNBUSDT 163276975
ETHUSDT 120743491
>>> 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
>>> 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
>>> 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
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
sell winners, buy loosers
>>> 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
most economic - self-rebalancing
outperform against portfolio proportional to total MC
free float (total considered)
>>> 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
>>> at.normalized
BTCUSDT ETHUSDT BNBUSDT XRPUSDT TRXUSDT LTCUSDT PWI EWI CWI
Date
2022-05-04 100.0000 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 92.2496
2022-05-06 90.2981 90.2968 39.0139 89.9706 94.6350 89.8496 89.8183 77.7453 85.7682
2022-05-07 89.3606 89.6847 90.7849 90.0480 96.7439 88.8158 89.3946 88.6123 86.7672
2022-05-08 85.7395 85.6781 88.4252 87.6335 101.9119 88.3459 85.7669 87.2263 83.2509
2022-05-09 75.8076 75.7395 73.6215 75.2979 84.2758 71.4286 75.7718 72.9224 72.5665
2022-05-10 78.1370 94.7631 79.2846 75.2825 84.5655 73.9662 79.2705 77.3778 78.9434
2022-05-11 73.3032 68.0117 67.4615 75.5301 84.5655 86.6541 72.9210 72.2780 66.7531
2022-05-12 73.1197 66.6369 66.7909 59.6966 77.9606 60.5263 72.5876 63.7451 65.5946
2022-05-13 73.7610 67.6679 67.1883 60.5324 77.9490 61.8421 73.2548 64.4386 66.2844
>>> at.mean_returns
Mean Returns
BTCUSDT -0.0416
ETHUSDT -0.0513
BNBUSDT -0.0509
XRPUSDT -0.0623
TRXUSDT -0.0206
LTCUSDT -0.0183
>>> at.optimal_weights
Opt. Weights
BTCUSDT 0.0000
ETHUSDT 0.0000
BNBUSDT 1.0000
XRPUSDT 0.0000
TRXUSDT 0.0000
LTCUSDT 0.0000
>>> 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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