Completed

Python Stock Portfolio Backtester

Desired Inputs:

1. .txt document that contains stock ticker list IE:

MSFT

YHOO

AMGN

ORCL

2. Start Date (date that stock position is entered)

3. Direction of trade (long or short)

4. Date that position is closed

5. Location of stock data. For each symbol the file name will be [login to view URL] IE [login to view URL] and they will all be located in the same folder

6. Name of output excel file

The data files are in this format:

01/03/2017,87.15,88.115,86.98,88.05,975594

For calculations, the position will be opened at the open price of the date it is opened so in the example above, 87.15.

So I would like to type something like this:

"command to run file" C:\[login to view URL] 01/01/2017 buy 04/01/2017 C:\stockdata C:\output\[login to view URL]

Desired output:

Excel file

Column A: Ticker

Row 1: Date

The fields will contain the cumulative % change for each stock since the position was opened. The cumulative % change for each stock should be calculated off the close price in the data file for that date, and compare it to the open price on the date the position was entered. .

I will send the winning bidder sample files to make sure we are on the same page.

Thanks!

Skills: Excel, Python, Software Architecture

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About the Employer:
( 10 reviews ) Fayetteville, United States

Project ID: #14172229

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algispetkuns

This sounds like fairly easy project . Send me your samples , I guess I could deploy in 24 hours. Any reasonable assistance with understanding code / launching script included. Look at my reviews , I can deploy.

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schoudhary1553

Greetings sir, i am an expert freelancer for this job and your 100% satisfaction is assured if you allow me to serve. Here is the reason. Why you should pick me? a) I am a very expert and have the same kind of ex More

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intelgeek

Hey there, This seems like interesting project. As I've already worked on similar jobs previously and know how the stock market works so I'm very much well aware of backtesting strategies and perfectly suitable for More

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