portfolio-engine / scripts /simulate_large.py
engineportf's picture
Initial Deployment from Local Engine
208fbf8 verified
Raw
History Blame Contribute Delete
1.54 kB
import os
import sys
# Ensure the parent directory (engine) is in the PYTHONPATH
sys.path.append(os.path.dirname(os.path.dirname(os.path.abspath(__file__))))
from main import run_engine
overrides = {
'tickers': [
'AAPL', 'MSFT', 'GOOGL', 'AMZN', 'NVDA', 'META', 'TSLA',
'JPM', 'GS',
'XOM', 'CVX',
'TLT', 'IEF', 'SHY', 'LQD', 'HYG',
'GLD', 'SLV', 'USO',
'SPY', 'QQQ', 'DIA',
'ES=F', 'NQ=F', 'GC=F', 'CL=F'
],
'capital': 10000000.0,
'risk_input': 5,
'model': 5,
'allocation_engine': 1,
'tax_lt': 0.15,
'tax_st': 0.35,
'current_weights': {}
}
if __name__ == "__main__":
print("Running large 26-asset simulation...")
import os
os.environ["DATABASE_URL"] = "sqlite:///portfolio_db.sqlite3"
# Temporarily bypass live execution for the simulation
import config
import pandas as pd
# Monkey patch pandas read_sql to convert %s to ? for SQLite
orig_read_sql = pd.read_sql
def patched_read_sql(sql, con, *args, **kwargs):
if "sqlite" in str(con):
sql = sql.replace("%s", "?")
return orig_read_sql(sql, con, *args, **kwargs)
pd.read_sql = patched_read_sql
cfg = config.load_config()
cfg['live_execution_enabled'] = False
config.save_config(cfg)
import logging
from config import logger
import sys
handler = logging.StreamHandler(sys.stdout)
handler.setLevel(logging.DEBUG)
logger.addHandler(handler)
run_engine(overrides=overrides)