Update backtest.py

backtest.py

@@ -32,16 +32,27 @@ def backtest_engine():
         data = data.rename(columns=mapping)
         data = data.ffill().bfill()
         
-        # Strategy: Monthly Momentum Rotation
-        monthly_data = data.resample('M').last()
+        # --- FIX IS HERE ---
+        # Old: .resample('M') -> New: .resample('ME')
+        monthly_data = data.resample('ME').last() 
+        # -------------------
+
         momentum = monthly_data.pct_change(6) # 6-month momentum
         
         # Rank assets
         tradeable = ["NIFTY", "GOLD", "SILVER", "OIL"]
+        # Ensure only existing columns are used (handling failed downloads)
+        tradeable = [t for t in tradeable if t in momentum.columns]
+        
+        if not tradeable:
+            print("Error: No tradeable assets found.")
+            return None
+
         ranks = momentum[tradeable].rank(axis=1)
         
         # Top 2 get 50% each
-        target_weights = (ranks >= 3).astype(float) * 0.5
+        # We check if rank is in top 2 (e.g. Rank 3 or 4 out of 4)
+        target_weights = (ranks >= (len(tradeable) - 1)).astype(float) * 0.5
         
         # Shift to avoid look-ahead bias and align to daily
         daily_weights = target_weights.reindex(data.index).ffill().shift(1)
@@ -75,9 +86,11 @@ def backtest_engine():
         ax1.legend()
         ax1.set_title("Strategy vs Benchmark")
         
-        ax2.stackplot(data.index, final_weights['NIFTY'], final_weights['GOLD'], 
-                      final_weights['SILVER'], final_weights['OIL'], cash_weight,
-                      labels=['Nifty', 'Gold', 'Silver', 'Oil', 'Cash'], alpha=0.6)
+        # Dynamic Stack Plot
+        ax2.stackplot(data.index, 
+                      *[final_weights[col] for col in tradeable], 
+                      cash_weight,
+                      labels=tradeable + ['Cash'], alpha=0.6)
         ax2.legend(loc='upper left', fontsize='small')
         ax2.set_title("Asset Allocation")