portfolio_opt / benchmark.py
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import time
import sys
import os
sys.path.insert(0, os.path.abspath('.'))
from core_engine import PortfolioPipeline
def run_bench():
overrides = {
'universe': ["AAPL", "MSFT", "GOOGL"],
'capital': 100000,
'risk_input': 5,
'model': 1,
'allocation_engine': 1
}
t0 = time.time()
pipeline = PortfolioPipeline(overrides=overrides)
pipeline.cfg['_serve'] = False
print(f"Init: {time.time()-t0:.2f}s")
t1 = time.time()
pipeline.load_data()
print(f"load_data: {time.time()-t1:.2f}s")
t2 = time.time()
val_bundle = pipeline.run_validation()
print(f"run_validation: {time.time()-t2:.2f}s")
t3 = time.time()
opt_bundle = pipeline.optimize()
print(f"optimize: {time.time()-t3:.2f}s")
t4 = time.time()
pipeline.generate_reports(val_bundle, opt_bundle)
print(f"generate_reports: {time.time()-t4:.2f}s")
print(f"Total: {time.time()-t0:.2f}s")
if __name__ == '__main__':
run_bench()