examples/Bollinger Bands.ipynb

{
 "cells": [
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "### Run this in Python kernel"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "%%html\n",
    "<style>\n",
    "body {\n",
    "    font-family: \"Arial\", cursive, sans-serif; # font style of application\n",
    "}\n",
    "pre {\n",
    "    font-family: \"Courier New\"; # font style of cell outputs\n",
    "}\n",
    "</style>  "
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "### Learn Golden Cross before this notebook\n",
    "\n",
    "### Run below in the backtesting_clojure kernel"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 1,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "nil"
      ]
     },
     "execution_count": 1,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "; import libraries from kernel\n",
    "(ns clojure-backtesting.demo\n",
    "  (:require [clojure-backtesting.data :refer :all]\n",
    "            [clojure-backtesting.data-management :refer :all]\n",
    "            [clojure-backtesting.portfolio :refer :all]\n",
    "            [clojure-backtesting.order :refer :all]\n",
    "            [clojure-backtesting.evaluate :refer :all]\n",
    "            [clojure-backtesting.plot :refer :all]\n",
    "            [clojure-backtesting.counter :refer :all]\n",
    "            [clojure-backtesting.automation :refer :all]\n",
    "            [clojure-backtesting.parameters :refer :all]\n",
    "            [clojure-backtesting.indicators :refer :all]\n",
    "            [clojure-backtesting.direct :refer :all]\n",
    "            [clojure.string :as str]\n",
    "            [clojure.java.io :as io]\n",
    "            [clojure.pprint :as pprint]\n",
    "  ) ;; require all libriaries from core\n",
    ")"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "### Import dataset"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 2,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "The dataset is already furnished by add-aprc. No more modification is needed.\n"
     ]
    },
    {
     "data": {
      "text/plain": [
       "\"Date range: 1972-01-03 ~ 2017-02-10\""
      ]
     },
     "execution_count": 2,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "(load-dataset \"/Volumes/T7/CRSP\" \"main\" add-aprc)\n",
    ";; (init-portfolio \"1980-12-15\" 2000)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "### Initialise portfolio （Go back here everytime you want to restart.）"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 3,
   "metadata": {},
   "outputs": [],
   "source": [
    ";; initialise with current date and initial capital (= $10000)\n",
    "(init-portfolio \"1980-12-15\" 1000);"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "### Write a strategy\n",
    "\n",
    "The Bollinger Bands indicator is used to measure the “highness” or “lowness” of the price, relative to previous trades.\n",
    "The Bollinger Bands consist of a middle band with two outer bands:\n",
    "\n",
    "Middle Band=20-day simple moving average (SMA)\n",
    "\n",
    "Upper Band=20-day SMA+(20-day standard deviation of price×2)\n",
    "\n",
    "Lower Band=20-day SMA−(20-day standard deviation of price×2)\n",
    "\n",
    "Buy signal: when price goes below lower band\n",
    "\n",
    "Sell signal: when price goes above upper band\n"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 4,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "\"1980-12-15\""
      ]
     },
     "execution_count": 4,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "(get-date)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 7,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "#'clojure-backtesting.demo/bollinger-bands"
      ]
     },
     "execution_count": 7,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "(defn bollinger-bands\n",
    "  [tic]\n",
    "  \"The strategy\"\n",
    "  (let [price (or (get-tic-price tic) 0)\n",
    "        SMA (or (moving-avg tic 20) 0)\n",
    "        SD20 (or (moving-sd tic 20) 0)\n",
    "        [upper lower] [(+ SMA SD20) (- SMA SD20)]]\n",
    "    (if (< price lower)\n",
    "      (order tic 0.1 :print false))\n",
    "    (if (> price upper)\n",
    "      (order tic 0 :remaining true))))"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 9,
   "metadata": {},
   "outputs": [],
   "source": [
    "(while (< (compare (get-date) \"1990-12-26\") 0)\n",
    "  (do\n",
    "    (bollinger-bands \"28636\")\n",
    "    (bollinger-bands \"12546\"))\n",
    "  (update-eval-report)\n",
    "  (next-date))\n",
    "(end-order)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "### Check portfolio record"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 7,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "\n",
      "| :asset | :price |    :aprc | :quantity | :tot-val |\n",
      "|--------+--------+----------+-----------+----------|\n",
      "|   cash |    N/A |      N/A |       N/A |   459.63 |\n",
      "|   AAPL | 113.91 | 295.0143 |       0.6 |   177.01 |\n",
      "|      F |  15.52 | 622.6971 |       0.4 |   249.08 |\n"
     ]
    },
    {
     "data": {
      "text/plain": [
       "nil"
      ]
     },
     "execution_count": 7,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    ";; view final portfolio\n",
    "(print-portfolio)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 15,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "\n",
      "|      :date | :tot-value | :daily-ret | :tot-ret | :loan | :leverage | :margin |\n",
      "|------------+------------+------------+----------+-------+-----------+---------|\n",
      "| 1980-12-15 |   $1000.00 |      0.00% |    0.00% | $0.00 |      0.00 |   0.00% |\n",
      "| 1980-12-16 |   $1000.00 |      0.00% |    0.00% | $0.00 |      0.00 |   0.00% |\n",
      "| 1980-12-17 |   $1000.03 |      0.00% |    0.00% | $0.00 |      0.00 |   0.00% |\n",
      "| 1980-12-18 |   $1000.09 |      0.00% |    0.00% | $0.00 |      0.00 |   0.00% |\n",
      "| 1980-12-19 |   $1000.29 |      0.00% |    0.01% | $0.00 |      0.00 |   0.00% |\n",
      "| 1980-12-22 |   $1000.74 |      0.01% |    0.03% | $0.00 |      0.00 |   0.00% |\n",
      "| 1980-12-23 |   $1000.98 |      0.00% |    0.04% | $0.00 |      0.00 |   0.00% |\n",
      "| 1980-12-24 |   $1001.35 |      0.00% |    0.06% | $0.00 |      0.00 |   0.00% |\n",
      "| 1980-12-26 |   $1002.12 |      0.00% |    0.09% | $0.00 |      0.00 |   0.00% |\n",
      "| 1980-12-29 |   $1002.26 |      0.01% |    0.10% | $0.00 |      0.00 |   0.00% |\n"
     ]
    },
    {
     "data": {
      "text/plain": [
       "nil"
      ]
     },
     "execution_count": 15,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    ";; view portfolio value and return\n",
    "(print-portfolio-record 10)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "### Generate evaluation report"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 7,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "\n",
      "|      :date | :tot-value |     :vol |                 :sharpe | :pnl-pt |\n",
      "|------------+------------+----------+-------------------------+---------|\n",
      "| 1981-02-26 |      $1000 |  0.0000% |                 0.0000% |      $0 |\n",
      "| 1981-02-27 |      $1001 |  0.0285% |                 1.7362% |      $0 |\n",
      "| 1981-03-02 |      $1001 |  0.0122% |                 5.9335% |      $0 |\n",
      "| 1981-03-03 |      $1001 |  0.0000% |                 0.0000% |      $0 |\n",
      "| 1981-03-04 |      $1000 |  0.0199% |                 1.0642% |      $0 |\n",
      "| 1981-03-05 |      $1011 |  0.1814% |                 2.7529% |      $0 |\n",
      "| 1981-03-06 |      $1028 |  0.2676% |                 4.6055% |      $2 |\n",
      "| 1981-03-09 |      $1017 |  0.1588% |                 4.6637% |      $1 |\n",
      "| 1981-03-10 |      $1019 |  0.0291% |                28.1887% |      $1 |\n",
      "| 1981-03-11 |      $1026 |  0.0059% |               142.8007% |      $1 |\n",
      "| 1981-03-12 |      $1028 |  0.0055% |               155.8741% |      $1 |\n",
      "| 1981-03-13 |      $1034 |  0.0187% |                49.5160% |      $1 |\n",
      "| 1981-03-16 |      $1044 |  0.0400% |                26.9006% |      $2 |\n",
      "| 1981-03-17 |      $1100 |  0.2731% |                 7.8078% |      $4 |\n",
      "| 1981-03-18 |      $1100 |  0.0000% |                 0.0000% |      $4 |\n",
      "| 1981-03-19 |      $1096 |  0.0242% |                84.1414% |      $3 |\n",
      "| 1981-03-20 |      $1104 |  0.0573% |                39.7286% |      $4 |\n",
      "| 1981-03-23 |      $1079 |  0.2090% |                 6.5315% |      $2 |\n",
      "| 1981-03-24 |      $1074 |  0.0413% |                28.5796% |      $2 |\n",
      "| 1981-03-25 |      $1060 |  0.1450% |                 3.5592% |      $2 |\n",
      "| 1981-03-26 |      $1018 |  0.4718% |                -3.5969% |      $0 |\n",
      "| 1981-03-27 |      $1024 |  0.0672% |               -20.4563% |      $0 |\n",
      "| 1981-03-30 |      $1064 |  0.4847% |                 2.0628% |      $2 |\n",
      "| 1981-03-31 |      $1022 |  0.5546% |                -3.1972% |      $0 |\n",
      "| 1981-04-01 |       $997 |  0.3726% |                -9.8581% |      $0 |\n",
      "| 1981-04-02 |       $964 |  0.5463% |               -11.9201% |     $-1 |\n",
      "| 1981-04-03 |       $936 |  0.5093% |               -18.0787% |     $-1 |\n",
      "| 1981-04-06 |       $958 |  0.4038% |               -17.4170% |     $-1 |\n",
      "| 1981-04-07 |       $958 |  0.0000% |                 0.0000% |     $-1 |\n",
      "| 1981-04-08 |       $988 |  0.5758% |                -6.6454% |      $0 |\n",
      "| 1981-04-09 |       $988 |  0.0000% |  -461972854666147.1000% |      $0 |\n",
      "| 1981-04-10 |       $964 |  0.5002% |               -13.3949% |      $0 |\n",
      "| 1981-04-13 |       $989 |  0.5169% |                -7.1316% |      $0 |\n",
      "| 1981-04-14 |      $1015 |  0.5147% |                -1.2455% |      $0 |\n",
      "| 1981-04-15 |      $1006 |  0.1808% |                -9.5456% |      $0 |\n",
      "| 1981-04-16 |      $1034 |  0.5502% |                 2.9459% |      $0 |\n",
      "| 1981-04-20 |      $1062 |  0.5441% |                 9.1430% |      $1 |\n",
      "| 1981-04-21 |      $1091 |  0.5377% |                15.4973% |      $1 |\n",
      "| 1981-04-22 |      $1139 |  0.8600% |                16.0137% |      $2 |\n",
      "| 1981-04-23 |      $1119 |  0.3608% |                31.7702% |      $2 |\n",
      "| 1981-04-24 |      $1103 |  0.3133% |                30.1087% |      $2 |\n",
      "| 1981-04-27 |       $962 |  3.4006% |                -3.7838% |      $0 |\n",
      "| 1981-04-28 |       $951 |  0.3042% |               -48.9314% |      $0 |\n",
      "| 1981-04-29 |       $904 |  1.3863% |               -17.4460% |     $-1 |\n",
      "| 1981-04-30 |       $904 |  0.0000% |                 0.0000% |     $-1 |\n",
      "| 1981-05-01 |       $867 |  1.2421% |               -26.3261% |     $-2 |\n",
      "| 1981-05-04 |       $892 |  0.8424% |               -31.8919% |     $-1 |\n",
      "| 1981-05-05 |       $931 |  1.2028% |               -15.3354% |     $-1 |\n",
      "| 1981-05-06 |       $996 |  1.8160% |                -3.0857% |      $0 |\n",
      "| 1981-05-07 |      $1009 |  0.3535% |                -8.7113% |      $0 |\n",
      "| 1981-05-08 |       $914 |  2.9754% |                -8.2460% |     $-1 |\n",
      "| 1981-05-11 |       $956 |  1.3048% |               -11.5241% |      $0 |\n",
      "| 1981-05-12 |       $970 |  0.4274% |               -27.8357% |      $0 |\n",
      "| 1981-05-13 |      $1041 |  1.9527% |                 1.3240% |      $0 |\n",
      "| 1981-05-14 |      $1154 |  2.6145% |                 8.4722% |      $2 |\n",
      "| 1981-05-15 |      $1125 |  0.6593% |                26.0445% |      $1 |\n",
      "| 1981-05-18 |      $1125 |  0.0000% |                 0.0000% |      $1 |\n",
      "| 1981-05-19 |      $1081 |  1.1397% |                 7.3862% |      $1 |\n",
      "| 1981-05-20 |      $1081 |  0.0000% |                 0.0000% |      $1 |\n",
      "| 1981-05-21 |      $1081 |  0.0000% |                 0.0000% |      $1 |\n",
      "| 1981-05-22 |      $1128 |  1.1900% |                14.9480% |      $1 |\n",
      "| 1981-05-26 |      $1096 |  0.8324% |                13.4327% |      $1 |\n",
      "| 1981-05-27 |      $1080 |  0.4458% |                17.0838% |      $1 |\n",
      "| 1981-05-28 |      $1080 |  0.0000% |                 0.0000% |      $1 |\n",
      "| 1981-05-29 |      $1196 |  2.8175% |                10.8269% |      $2 |\n",
      "| 1981-06-01 |      $1112 |  2.1833% |                 5.7863% |      $1 |\n",
      "| 1981-06-02 |      $1146 |  0.8920% |                22.4086% |      $1 |\n",
      "| 1981-06-03 |      $1146 |  0.0000% |                 0.0000% |      $1 |\n",
      "| 1981-06-04 |      $1146 |  0.0000% |                 0.0000% |      $1 |\n",
      "| 1981-06-05 |      $1146 |  0.0000% |                 0.0000% |      $1 |\n",
      "| 1981-06-08 |      $1110 |  1.0177% |                11.1555% |      $1 |\n",
      "| 1981-06-09 |      $1073 |  1.1217% |                 1.5821% |      $0 |\n",
      "| 1981-06-10 |      $1129 |  1.6195% |                 9.7137% |      $1 |\n",
      "| 1981-06-11 |      $1129 |  0.0000% |                 0.0000% |      $1 |\n",
      "| 1981-06-12 |      $1375 |  5.2020% |                11.7390% |      $4 |\n",
      "| 1981-06-15 |      $1203 |  4.0568% |                 6.2731% |      $2 |\n",
      "| 1981-06-16 |      $1242 |  0.9498% |                35.5991% |      $2 |\n",
      "| 1981-06-17 |      $1203 |  1.0030% |                24.8162% |      $2 |\n",
      "| 1981-06-18 |      $1162 |  1.1032% |                13.5571% |      $1 |\n",
      "| 1981-06-19 |      $1121 |  1.2178% |                 3.1973% |      $1 |\n",
      "| 1981-06-22 |      $1286 |  4.0835% |                10.0242% |      $2 |\n",
      "| 1981-06-23 |      $1306 |  0.4696% |                96.1268% |      $2 |\n",
      "| 1981-06-24 |      $1201 |  2.7090% |                 7.5193% |      $1 |\n",
      "| 1981-06-25 |      $1223 |  0.5651% |                45.1934% |      $2 |\n",
      "| 1981-06-26 |      $1179 |  1.2090% |                11.7338% |      $1 |\n",
      "| 1981-06-29 |      $1199 |  0.6129% |                31.8691% |      $1 |\n",
      "| 1981-06-30 |      $1132 |  2.0303% |                 0.2179% |      $1 |\n",
      "| 1981-07-01 |      $1064 |  2.3577% |                -9.2463% |      $0 |\n",
      "| 1981-07-02 |       $877 |  8.9730% |               -11.9406% |     $-1 |\n",
      "| 1981-07-06 |       $853 |  1.3314% |               -89.9329% |     $-1 |\n",
      "| 1981-07-07 |       $830 |  1.4370% |               -92.6065% |     $-1 |\n",
      "| 1981-07-08 |       $877 |  2.7305% |               -39.4886% |      $0 |\n",
      "| 1981-07-09 |       $900 |  1.2946% |               -74.3660% |      $0 |\n",
      "| 1981-07-10 |       $875 |  1.3534% |               -80.6835% |      $0 |\n",
      "| 1981-07-13 |       $877 |  0.0000% | -1062270459238066.8000% |      $0 |\n",
      "| 1981-07-14 |       $903 |  1.3551% |               -70.0106% |      $0 |\n",
      "| 1981-07-15 |       $800 |  6.5364% |               -24.3505% |     $-1 |\n",
      "| 1981-07-16 |       $905 |  5.8620% |               -17.0924% |      $0 |\n",
      "| 1981-07-17 |       $824 |  4.8392% |               -30.9428% |     $-1 |\n",
      "| 1981-07-20 |       $851 |  1.6425% |               -81.1808% |     $-1 |\n",
      "| 1981-07-21 |       $849 |  0.0000% |                 0.0000% |     $-1 |\n",
      "| 1981-07-22 |       $931 |  4.3479% |               -20.6583% |      $0 |\n",
      "| 1981-07-23 |       $959 |  1.3363% |               -56.5911% |      $0 |\n",
      "| 1981-07-24 |       $944 |  0.8207% |              -101.4975% |      $0 |\n",
      "| 1981-07-27 |       $858 |  4.9470% |               -27.2733% |      $0 |\n",
      "| 1981-07-28 |       $800 |  3.9323% |               -44.7516% |     $-1 |\n",
      "| 1981-07-29 |       $831 |  1.9551% |               -79.0443% |     $-1 |\n",
      "| 1981-07-30 |       $831 |  0.0000% | -1257602174245711.2000% |     $-1 |\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "| 1981-07-31 |       $801 |  2.0880% |               -84.4380% |     $-1 |\n",
      "| 1981-08-03 |       $832 |  2.0398% |               -75.6972% |     $-1 |\n",
      "| 1981-08-04 |       $712 | 10.2937% |               -25.4924% |     $-1 |\n",
      "| 1981-08-05 |       $712 |  0.0000% |                 0.0000% |     $-1 |\n",
      "| 1981-08-06 |       $681 |  3.0895% |               -95.6151% |     $-1 |\n",
      "| 1981-08-07 |       $618 |  7.4469% |               -50.3913% |     $-2 |\n",
      "| 1981-08-10 |       $586 |  4.3140% |               -97.7555% |     $-2 |\n",
      "| 1981-08-11 |       $618 |  4.1437% |               -90.9563% |     $-2 |\n",
      "| 1981-08-12 |       $683 |  7.0038% |               -42.9506% |     $-1 |\n",
      "| 1981-08-13 |       $683 |  0.0000% |                 0.0000% |     $-1 |\n",
      "| 1981-08-14 |       $650 |  3.6785% |               -92.7320% |     $-2 |\n",
      "| 1981-08-17 |       $583 |  9.0280% |               -48.7839% |     $-2 |\n",
      "| 1981-08-18 |       $583 |  0.0000% | -1689988096198580.0000% |     $-2 |\n",
      "| 1981-08-19 |       $549 |  5.3799% |               -92.9555% |     $-2 |\n",
      "| 1981-08-20 |       $549 |  0.0000% |                 0.0000% |     $-2 |\n",
      "| 1981-08-21 |       $479 | 13.9954% |               -46.9127% |     $-2 |\n",
      "| 1981-08-24 |       $479 |  0.0000% |                 0.0000% |     $-2 |\n",
      "| 1981-08-25 |       $479 |  0.0000% |                 0.0000% |     $-2 |\n",
      "| 1981-08-26 |       $335 | 53.4215% |               -23.6039% |     $-3 |\n",
      "| 1981-08-27 |       $408 | 24.2441% |               -40.6530% |     $-3 |\n",
      "| 1981-08-28 |       $335 | 29.9390% |               -44.3219% |     $-3 |\n",
      "| 1981-08-31 |       $409 | 24.7947% |               -42.0721% |     $-3 |\n",
      "| 1981-09-01 |       $483 | 17.5736% |               -47.8706% |     $-2 |\n",
      "| 1981-09-02 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1981-09-03 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1981-09-04 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1981-09-08 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1981-09-09 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1981-09-10 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1981-09-11 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1981-09-14 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1981-09-15 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1981-09-16 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1981-09-17 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1981-09-18 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1981-09-21 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1981-09-22 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1981-09-23 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1981-09-24 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1981-09-25 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1981-09-28 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1981-09-29 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1981-09-30 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1981-10-01 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1981-10-02 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1981-10-05 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1981-10-06 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1981-10-07 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1981-10-08 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1981-10-09 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1981-10-12 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1981-10-13 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1981-10-14 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1981-10-15 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1981-10-16 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1981-10-19 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1981-10-20 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1981-10-21 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1981-10-22 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1981-10-23 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1981-10-26 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1981-10-27 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1981-10-28 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1981-10-29 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1981-10-30 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1981-11-02 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1981-11-03 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1981-11-04 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1981-11-05 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1981-11-06 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1981-11-09 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1981-11-10 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1981-11-11 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1981-11-12 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1981-11-13 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1981-11-16 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1981-11-17 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1981-11-18 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1981-11-19 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1981-11-20 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1981-11-23 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1981-11-24 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1981-11-25 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1981-11-27 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1981-11-30 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1981-12-01 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1981-12-02 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1981-12-03 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1981-12-04 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1981-12-07 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1981-12-08 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1981-12-09 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1981-12-10 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1981-12-11 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1981-12-14 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1981-12-15 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1981-12-16 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1981-12-17 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1981-12-18 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1981-12-21 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1981-12-22 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1981-12-23 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1981-12-24 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1981-12-28 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1981-12-29 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1981-12-30 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1981-12-31 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1982-01-04 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1982-01-05 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1982-01-06 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "| 1982-01-07 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1982-01-08 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1982-01-11 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1982-01-12 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1982-01-13 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1982-01-14 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1982-01-15 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1982-01-18 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1982-01-19 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1982-01-20 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1982-01-21 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1982-01-22 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1982-01-25 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1982-01-26 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1982-01-27 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1982-01-28 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1982-01-29 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1982-02-01 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1982-02-02 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1982-02-03 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1982-02-04 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1982-02-05 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1982-02-08 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1982-02-09 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1982-02-10 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1982-02-11 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1982-02-12 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1982-02-16 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1982-02-17 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1982-02-18 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1982-02-19 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1982-02-22 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1982-02-23 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1982-02-24 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1982-02-25 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1982-02-26 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1982-03-01 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1982-03-02 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1982-03-03 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1982-03-04 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1982-03-05 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1982-03-08 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1982-03-09 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1982-03-10 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1982-03-11 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1982-03-12 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1982-03-15 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1982-03-16 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1982-03-17 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1982-03-18 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1982-03-19 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1982-03-22 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1982-03-23 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1982-03-24 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1982-03-25 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1982-03-26 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1982-03-29 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1982-03-30 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1982-03-31 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1982-04-01 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1982-04-02 |       $446 |  9.1473% |              -103.5007% |     $-3 |\n",
      "| 1982-04-05 |       $446 |  9.1131% |              -103.8891% |     $-3 |\n",
      "| 1982-04-06 |       $445 |  9.0816% |              -104.6115% |     $-3 |\n",
      "| 1982-04-07 |       $446 |  9.0523% |              -104.5863% |     $-2 |\n",
      "| 1982-04-08 |       $442 |  9.0469% |              -105.7541% |     $-2 |\n",
      "| 1982-04-12 |       $443 |  8.9867% |              -106.0866% |     $-2 |\n",
      "| 1982-04-13 |       $441 |  8.9720% |              -107.2176% |     $-2 |\n",
      "| 1982-04-14 |       $451 |  9.2870% |              -100.3489% |     $-2 |\n",
      "| 1982-04-15 |       $453 |  8.9004% |              -104.0658% |     $-2 |\n",
      "| 1982-04-16 |       $455 |  8.8733% |              -103.6520% |     $-2 |\n",
      "| 1982-04-19 |       $442 |  9.3711% |              -102.2606% |     $-2 |\n",
      "| 1982-04-20 |       $453 |  9.2499% |               -99.9458% |     $-2 |\n",
      "| 1982-04-21 |       $465 |  9.2525% |               -96.1231% |     $-2 |\n",
      "| 1982-04-22 |       $475 |  9.0353% |               -95.4016% |     $-2 |\n",
      "| 1982-04-23 |       $503 | 10.5340% |               -75.0617% |     $-2 |\n",
      "| 1982-04-26 |       $488 |  9.2269% |               -89.9314% |     $-2 |\n",
      "| 1982-04-27 |       $480 |  8.8188% |               -96.6057% |     $-2 |\n",
      "| 1982-04-28 |       $476 |  8.6644% |               -99.7386% |     $-2 |\n",
      "| 1982-04-29 |       $476 |  8.5848% |              -100.6630% |     $-2 |\n",
      "| 1982-04-30 |       $509 | 11.1695% |               -69.5066% |     $-2 |\n",
      "| 1982-05-03 |       $544 | 10.7422% |               -64.8149% |     $-2 |\n",
      "| 1982-05-04 |       $539 |  8.5477% |               -82.8370% |     $-2 |\n",
      "| 1982-05-05 |       $544 |  8.5377% |               -81.4851% |     $-2 |\n",
      "| 1982-05-06 |       $527 |  9.0414% |               -81.4788% |     $-2 |\n",
      "| 1982-05-07 |       $485 | 12.5737% |               -67.9496% |     $-2 |\n",
      "| 1982-05-10 |       $516 | 10.7647% |               -71.5587% |     $-2 |\n",
      "| 1982-05-11 |       $555 | 11.0568% |               -61.4841% |     $-2 |\n",
      "| 1982-05-12 |       $522 | 10.6056% |               -71.9767% |     $-2 |\n",
      "| 1982-05-13 |       $529 |  8.4398% |               -88.3409% |     $-2 |\n",
      "| 1982-05-14 |       $507 |  9.4761% |               -84.9194% |     $-2 |\n",
      "| 1982-05-17 |       $484 |  9.8080% |               -88.9914% |     $-2 |\n",
      "| 1982-05-18 |       $492 |  8.4538% |              -100.4434% |     $-2 |\n",
      "| 1982-05-19 |       $492 |  8.2125% |              -103.3947% |     $-2 |\n",
      "| 1982-05-20 |       $483 |  8.4225% |              -103.9147% |     $-2 |\n",
      "| 1982-05-21 |       $501 |  9.1136% |               -90.3571% |     $-2 |\n",
      "| 1982-05-24 |       $474 | 10.4717% |               -86.8548% |     $-2 |\n",
      "| 1982-05-25 |       $464 |  8.4586% |              -111.2700% |     $-2 |\n",
      "| 1982-05-26 |       $445 |  9.7214% |              -104.1085% |     $-2 |\n",
      "| 1982-05-27 |       $445 |  8.0671% |              -125.4577% |     $-2 |\n",
      "| 1982-05-28 |       $425 | 10.2335% |              -107.0679% |     $-2 |\n",
      "| 1982-06-01 |       $446 | 10.1979% |               -99.3776% |     $-2 |\n",
      "| 1982-06-02 |       $435 |  8.6162% |              -122.6007% |     $-2 |\n",
      "| 1982-06-03 |       $379 | 22.3841% |               -59.5801% |     $-2 |\n",
      "| 1982-06-04 |       $379 |  7.9517% |              -167.7178% |     $-2 |\n",
      "| 1982-06-07 |       $356 | 13.1675% |              -111.9501% |     $-2 |\n",
      "| 1982-06-08 |       $356 |  7.9069% |              -186.4321% |     $-2 |\n",
      "| 1982-06-09 |       $368 |  9.6186% |              -145.6543% |     $-2 |\n",
      "| 1982-06-10 |       $455 | 28.7789% |               -35.7958% |     $-2 |\n",
      "| 1982-06-11 |       $405 | 18.9683% |               -66.5909% |     $-2 |\n",
      "| 1982-06-14 |       $418 |  9.0488% |              -132.8641% |     $-2 |\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "| 1982-06-15 |       $484 | 19.7274% |               -48.5475% |     $-2 |\n",
      "| 1982-06-16 |       $484 |  7.7769% |              -123.1477% |     $-2 |\n",
      "| 1982-06-17 |       $470 |  8.5562% |              -117.7430% |     $-2 |\n",
      "| 1982-06-18 |       $456 |  8.6795% |              -122.3232% |     $-2 |\n",
      "| 1982-06-21 |       $498 | 13.3145% |               -68.6373% |     $-2 |\n",
      "| 1982-06-22 |       $640 | 24.9738% |               -23.5715% |     $-1 |\n",
      "| 1982-06-23 |       $626 |  7.9683% |               -77.6529% |     $-1 |\n",
      "| 1982-06-24 |       $538 | 18.7649% |               -45.5899% |     $-1 |\n",
      "| 1982-06-25 |       $568 |  9.6425% |               -80.3339% |     $-1 |\n",
      "| 1982-06-28 |       $598 |  9.3263% |               -75.1125% |     $-1 |\n",
      "| 1982-06-29 |       $598 |  7.5935% |               -92.2536% |     $-1 |\n",
      "| 1982-06-30 |       $504 | 22.4368% |               -44.3573% |     $-2 |\n",
      "| 1982-07-01 |       $373 | 50.6630% |               -33.4631% |     $-2 |\n",
      "| 1982-07-02 |       $356 | 11.0344% |              -163.9179% |     $-2 |\n",
      "| 1982-07-06 |       $541 | 49.0697% |               -23.0014% |     $-1 |\n",
      "| 1982-07-07 |       $525 |  8.3814% |              -141.0199% |     $-1 |\n",
      "| 1982-07-08 |       $490 | 11.4535% |              -113.9264% |     $-2 |\n",
      "| 1982-07-09 |       $577 | 19.3987% |               -54.2378% |     $-1 |\n",
      "| 1982-07-12 |       $577 |  7.4408% |              -141.4017% |     $-1 |\n",
      "| 1982-07-13 |       $559 |  8.2163% |              -134.2147% |     $-1 |\n",
      "| 1982-07-14 |       $486 | 19.6825% |               -69.2548% |     $-2 |\n",
      "| 1982-07-15 |       $652 | 29.6301% |               -32.1898% |     $-1 |\n",
      "| 1982-07-16 |       $652 |  7.3679% |              -129.4521% |     $-1 |\n",
      "| 1982-07-19 |       $633 |  7.9063% |              -125.9901% |     $-1 |\n",
      "| 1982-07-20 |       $652 |  7.9022% |              -120.7543% |     $-1 |\n",
      "| 1982-07-21 |       $613 |  9.6948% |              -107.9454% |     $-1 |\n",
      "| 1982-07-22 |       $652 |  9.5425% |              -100.4043% |     $-1 |\n",
      "| 1982-07-23 |       $593 | 12.6965% |               -87.3752% |     $-1 |\n",
      "| 1982-07-26 |       $613 |  8.0938% |              -130.7126% |     $-1 |\n",
      "| 1982-07-27 |       $532 | 18.9845% |               -69.2122% |     $-1 |\n",
      "| 1982-07-28 |       $427 | 34.4578% |               -52.4166% |     $-2 |\n",
      "| 1982-07-29 |       $384 | 19.4851% |              -106.3101% |     $-2 |\n",
      "| 1982-07-30 |       $470 | 29.4288% |               -56.1875% |     $-2 |\n",
      "| 1982-08-02 |       $449 |  9.9991% |              -175.6498% |     $-2 |\n",
      "| 1982-08-03 |       $382 | 28.7679% |               -75.3360% |     $-2 |\n",
      "| 1982-08-04 |       $268 | 87.8355% |               -39.3955% |     $-2 |\n",
      "| 1982-08-05 |       $268 |  7.1285% |              -485.4238% |     $-2 |\n",
      "| 1982-08-06 |       $245 | 25.9964% |              -147.3928% |     $-2 |\n",
      "| 1982-08-09 |       $339 | 64.9694% |               -44.2071% |     $-2 |\n",
      "| 1982-08-10 |       $339 |  7.0801% |              -405.6568% |     $-2 |\n",
      "| 1982-08-11 |       $315 | 17.2133% |              -180.4987% |     $-2 |\n",
      "| 1982-08-12 |       $364 | 27.5699% |               -98.2430% |     $-2 |\n",
      "| 1982-08-13 |       $437 | 29.2746% |               -77.9772% |     $-2 |\n",
      "| 1982-08-16 |       $774 | 50.6265% |               -30.2112% |      $0 |\n",
      "| 1982-08-17 |       $606 | 28.4379% |               -68.4025% |     $-1 |\n",
      "| 1982-08-18 |       $728 | 18.6110% |               -90.5495% |      $0 |\n",
      "| 1982-08-19 |       $969 | 21.4374% |               -64.3226% |      $0 |\n",
      "| 1982-08-20 |      $1253 | 15.7387% |               -74.0379% |      $0 |\n",
      "| 1982-08-23 |      $1183 |  7.7124% |              -157.7749% |      $0 |\n",
      "| 1982-08-24 |      $1396 | 10.7627% |              -101.4426% |      $1 |\n",
      "| 1982-08-25 |      $1419 |  6.9629% |              -155.0043% |      $1 |\n",
      "| 1982-08-26 |      $1348 |  7.3868% |              -151.6537% |      $1 |\n",
      "| 1982-08-27 |      $1275 |  7.5145% |              -155.2940% |      $0 |\n",
      "| 1982-08-30 |      $1324 |  7.1610% |              -158.6671% |      $1 |\n",
      "| 1982-08-31 |      $1299 |  6.9239% |              -166.3712% |      $1 |\n",
      "| 1982-09-01 |      $1596 | 11.3783% |               -88.9488% |      $2 |\n",
      "| 1982-09-02 |      $1571 |  6.8564% |              -149.1858% |      $1 |\n",
      "| 1982-09-03 |      $1446 |  7.9143% |              -137.1943% |      $1 |\n",
      "| 1982-09-07 |      $1214 | 12.2260% |              -101.7523% |      $0 |\n",
      "| 1982-09-08 |      $1188 |  6.9015% |              -183.2099% |      $0 |\n",
      "| 1982-09-09 |      $1081 |  9.1713% |              -148.4361% |      $0 |\n",
      "| 1982-09-10 |      $1269 | 11.3001% |              -107.9861% |      $0 |\n",
      "| 1982-09-13 |      $1403 |  8.4739% |              -134.5650% |      $1 |\n",
      "| 1982-09-14 |      $1376 |  6.7969% |              -170.0915% |      $1 |\n",
      "| 1982-09-15 |      $1376 |  6.7123% |              -172.2349% |      $1 |\n",
      "| 1982-09-16 |      $1238 |  9.0677% |              -138.1565% |      $0 |\n",
      "| 1982-09-17 |      $1210 |  6.8179% |              -186.9064% |      $0 |\n",
      "| 1982-09-20 |      $1210 |  6.6719% |              -190.9964% |      $0 |\n",
      "| 1982-09-21 |      $1153 |  7.3122% |              -180.8758% |      $0 |\n",
      "| 1982-09-22 |       $979 | 13.8987% |              -109.1329% |      $0 |\n",
      "| 1982-09-23 |       $979 |  6.6322% |              -228.7034% |      $0 |\n",
      "| 1982-09-24 |       $979 |  6.6191% |              -229.1550% |      $0 |\n",
      "| 1982-09-27 |      $1098 | 10.1791% |              -136.9036% |      $0 |\n",
      "| 1982-09-28 |       $978 | 10.9492% |              -140.0861% |      $0 |\n",
      "| 1982-09-29 |       $886 | 10.5318% |              -158.1950% |      $0 |\n",
      "| 1982-09-30 |      $1222 | 20.6200% |               -65.5930% |      $0 |\n",
      "| 1982-10-01 |      $1038 | 13.3492% |              -115.3695% |      $0 |\n",
      "| 1982-10-04 |      $1162 |  9.7591% |              -145.8878% |      $0 |\n",
      "| 1982-10-05 |      $1529 | 14.9148% |               -80.9597% |      $1 |\n",
      "| 1982-10-06 |      $1650 |  7.3840% |              -155.9741% |      $2 |\n",
      "| 1982-10-07 |      $1711 |  6.6991% |              -168.1026% |      $2 |\n",
      "| 1982-10-08 |      $2158 | 10.3994% |               -95.6341% |      $3 |\n",
      "| 1982-10-11 |      $2040 |  6.8021% |              -151.2198% |      $3 |\n",
      "| 1982-10-12 |      $2040 |  6.4681% |              -159.0273% |      $3 |\n",
      "| 1982-10-13 |      $1577 | 13.9179% |               -88.4089% |      $1 |\n",
      "| 1982-10-14 |      $1672 |  6.9752% |              -170.2051% |      $2 |\n",
      "| 1982-10-15 |      $2199 | 11.4889% |               -89.7750% |      $3 |\n",
      "| 1982-10-18 |      $2107 |  6.5995% |              -160.1471% |      $3 |\n",
      "| 1982-10-19 |      $2353 |  7.3601% |              -135.5333% |      $4 |\n",
      "| 1982-10-20 |      $2199 |  6.8134% |              -152.1399% |      $3 |\n",
      "| 1982-10-21 |      $2293 |  6.5413% |              -154.9355% |      $3 |\n",
      "| 1982-10-22 |      $1717 | 14.4546% |               -85.0104% |      $2 |\n",
      "| 1982-10-25 |      $1815 |  6.7980% |              -174.9635% |      $2 |\n",
      "| 1982-10-26 |      $1881 |  6.5217% |              -178.6251% |      $2 |\n",
      "| 1982-10-27 |      $1881 |  6.3384% |              -183.7903% |      $2 |\n",
      "| 1982-10-28 |      $2434 | 10.4225% |               -98.5520% |      $4 |\n",
      "| 1982-10-29 |      $2467 |  6.3307% |              -161.1205% |      $4 |\n",
      "| 1982-11-01 |      $2339 |  6.5526% |              -160.2412% |      $3 |\n",
      "| 1982-11-02 |      $2887 |  8.5205% |              -111.9327% |      $5 |\n",
      "| 1982-11-03 |      $2631 |  6.8646% |              -145.7546% |      $4 |\n",
      "| 1982-11-04 |      $2565 |  6.3158% |              -160.5039% |      $4 |\n",
      "| 1982-11-05 |      $2231 |  7.9628% |              -137.7952% |      $3 |\n",
      "| 1982-11-08 |      $2501 |  7.2297% |              -143.2948% |      $4 |\n",
      "| 1982-11-09 |      $2265 |  7.1384% |              -153.3714% |      $3 |\n",
      "| 1982-11-10 |      $2335 |  6.3129% |              -170.6218% |      $3 |\n",
      "| 1982-11-11 |      $2266 |  6.3018% |              -173.7929% |      $3 |\n"
     ]
    },
    {
     "data": {
      "text/plain": [
       "nil"
      ]
     },
     "execution_count": 7,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "(print-eval-report 434)\n",
    ";; (update-eval-report)\n",
    ";; (count(deref eval-report-data))\n",
    ";; (deref dailyret-record)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "### Plot variables"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "(def data (deref portfolio-value))"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "; Add legend name to series\n",
    "(def data-to-plot\n",
    " (map #(assoc % :plot \"portfolio\")\n",
    "  data))"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "(first data-to-plot)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "(plot data-to-plot :plot :date :daily-ret)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": []
  }
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   "mimetype": "text/x-clojure",
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