MC1-Project-1-Test-Cases-spr2016

portfolio_test_cases = [

    PortfolioTestCase(

        inputs=dict(

            start_date='2010-01-01',

            end_date='2010-12-31',

            symbol_allocs=OrderedDict([('GOOG', 0.2), ('AAPL', 0.3), ('GLD', 0.4), ('XOM', 0.1)]),

            start_val=1000000),

        outputs=dict(

            cum_ret=0.255646784534,

            avg_daily_ret=0.000957366234238,

            sharpe_ratio=1.51819243641),

        description="Wiki example 1"

    ),

    PortfolioTestCase(

        inputs=dict(

            start_date='2010-01-01',

            end_date='2010-12-31',

            symbol_allocs=OrderedDict([('AXP', 0.0), ('HPQ', 0.0), ('IBM', 0.0), ('HNZ', 1.0)]),

            start_val=1000000),

        outputs=dict(

            cum_ret=0.198105963655,

            avg_daily_ret=0.000763106152672,

            sharpe_ratio=1.30798398744),

        description="Wiki example 2"

    ),

    PortfolioTestCase(

        inputs=dict(

            start_date='2010-06-01',

            end_date='2010-12-31',

            symbol_allocs=OrderedDict([('GOOG', 0.2), ('AAPL', 0.3), ('GLD', 0.4), ('XOM', 0.1)]),

            start_val=1000000),

        outputs=dict(

            cum_ret=0.205113938792,

            avg_daily_ret=0.00129586924366,

            sharpe_ratio=2.21259766672),

        description="Wiki example 3: Six month range"

    ),

    PortfolioTestCase(

        inputs=dict(

            start_date='2010-01-01',

            end_date='2010-12-31',

            symbol_allocs=OrderedDict([('GOOG', 0.2), ('AAPL', 0.4), ('GLD', 0.2), ('XOM', 0.2)]),

            start_val=1000000),

        outputs=dict(

            cum_ret=0.262285147745,

            avg_daily_ret=0.000993303139465,

            sharpe_ratio=1.3812384175),

        description="Wiki example 1 with different allocations"

    ),

    PortfolioTestCase(

        inputs=dict(

            start_date='2010-01-01',

            end_date='2013-05-31',

            symbol_allocs=OrderedDict([('AXP', 0.3), ('HPQ', 0.5), ('IBM', 0.1), ('GOOG', 0.1)]),

            start_val=1000000),

        outputs=dict(

            cum_ret=-0.110888530433,

            avg_daily_ret=-6.50814806831e-05,

            sharpe_ratio=-0.0704694718385),

        description="Normalization check"

    ),

    PortfolioTestCase(

        inputs=dict(

            start_date='2010-01-01',

            end_date='2010-01-31',

            symbol_allocs=OrderedDict([('AXP', 0.9), ('HPQ', 0.0), ('IBM', 0.1), ('GOOG', 0.0)]),

            start_val=1000000),

        outputs=dict(

            cum_ret=-0.0758725033871,

            avg_daily_ret=-0.00411578300489,

            sharpe_ratio=-2.84503813366),

        description="One month range"

    ),

    PortfolioTestCase(

        inputs=dict(

            start_date='2011-01-01',

            end_date='2011-12-31',

            symbol_allocs=OrderedDict([('WFR', 0.25), ('ANR', 0.25), ('MWW', 0.25), ('FSLR', 0.25)]),

            start_val=1000000),

        outputs=dict(

            cum_ret=-0.686004563165,

            avg_daily_ret=-0.00405018240566,

            sharpe_ratio=-1.93664660013),

        description="Low Sharpe ratio"

    ),

    PortfolioTestCase(

        inputs=dict(

            start_date='2010-01-01',

            end_date='2010-12-31',

            symbol_allocs=OrderedDict([('AXP', 0.0), ('HPQ', 1.0), ('IBM', 0.0), ('HNZ', 0.0)]),

            start_val=1000000),

        outputs=dict(

            cum_ret=-0.191620333598,

            avg_daily_ret=-0.000718040989619,

            sharpe_ratio=-0.71237182415),

        description="All your eggs in one basket"

    ),

    PortfolioTestCase(

        inputs=dict(

            start_date='2010-06-01',

            end_date='2011-06-01',

            symbol_allocs=OrderedDict([('AAPL', 0.1), ('GLD', 0.4), ('GOOG', 0.5), ('XOM', 0.0)]),

            start_val=1000000),

        outputs=dict(

            cum_ret=0.177352039318,

            avg_daily_ret= 0.000694756409052,

            sharpe_ratio=1.10895144722),

        description="Mid-2010 to mid-2011"

    ),

    PortfolioTestCase(

        inputs=dict(

            start_date='2006-01-03',

            end_date='2008-01-02',

            symbol_allocs=OrderedDict([('MMM', 0.0), ('MO', 0.9), ('MSFT', 0.1), ('INTC', 0.0)]),

            start_val=1000000),

        outputs=dict(

            cum_ret=0.43732715979,

            avg_daily_ret=0.00076948918955,

            sharpe_ratio=1.26449481371),

        description="Two year range"

    )

]