refactor: Move DCF methods to PortfolioDCF class

Author: chilango74

main.py

@@ -2,38 +2,39 @@
 
 import okama as ok
 # Portfolio WithDrawls
-# weights = [0.32, 0.31,  0.18, .19]
-# portf = ok.Portfolio(['RGBITR.INDX', 'RUCBTRNS.INDX', 'MCFTR.INDX', 'GC.COMM'],
-#                      ccy="RUB",
-#                      weights=weights,
-#                      inflation=False,
-#                      symbol="retirement_portf.PF",
-#                      rebalancing_period='year',
-#                      cashflow=-150_000,
-#                      initial_amount=39_000_000,
-#                      discount_rate=0.01
-#                      )
-
-# print(portf.discount_rate)
-# print(portf)
-# print(f"{portf.get_cagr()}")
-# print(f"{portf.initial_amount_pv=}, {portf.cashflow_pv=}")
-# print(f"{portf.survival_period=}")
-# print(f"{portf.survival_date=}")
-# portf.wealth_index.plot()
-#
-# portf.plot_forecast_monte_carlo(distr="norm", years=30, backtest=True, n=100)
+weights = [0.32, 0.31,  0.18, .19]
+portf = ok.Portfolio(['RGBITR.INDX', 'RUCBTRNS.INDX', 'MCFTR.INDX', 'GC.COMM'],
+                     ccy="RUB",
+                     weights=weights,
+                     inflation=True,
+                     symbol="retirement_portf.PF",
+                     rebalancing_period='year',
+                     cashflow=-200_000,
+                     initial_amount=39_000_000,
+                     discount_rate=None
+                     )
 
-# s_periods = portf.monte_carlo_survival_period(distr="lognorm", years=25, n=10)
-# print(f"медиана {s_periods.quantile(50 / 100)}")
-# print(f"первый порцентиль {s_periods.quantile(1 / 100)}")
-# print(f"99й порцентиль {s_periods.quantile(99 / 100)}")
-# print(f"минимум {s_periods.min()}")
-# print(f"среднее {s_periods.mean()}")
+print(portf.discount_rate)
+print(portf)
+print(f"{portf.get_cagr()}")
+print(f"{portf.dcf.initial_amount_pv=}, {portf.dcf.cashflow_pv=}")
+print(f"{portf.dcf.survival_period=}")
+print(f"{portf.dcf.survival_date=}")
+portf.dcf.wealth_index.plot()
 
-# plt.show()
+portf.dcf.plot_forecast_monte_carlo(distr="norm", years=30, backtest=True, n=100)
+
+s_periods = portf.dcf.monte_carlo_survival_period(distr="lognorm", years=25, n=10)
+print(f"медиана {s_periods.quantile(50 / 100)}")
+print(f"первый порцентиль {s_periods.quantile(1 / 100)}")
+print(f"99й порцентиль {s_periods.quantile(99 / 100)}")
+print(f"минимум {s_periods.min()}")
+print(f"среднее {s_periods.mean()}")
+
+plt.show()
 
 # Rolling / Expanding Risk
+
 # al = ok.AssetList(['DJI.INDX',
 #                    'BND.US'
 #                    ])
@@ -46,9 +47,9 @@
 # pf = ok.Portfolio(['SPY.US',
 #                    'BND.US'
 #                    ])
-rf3 = ok.Portfolio(
-    ["BND.US", "VTI.US", "VXUS.US"],
-    weights=[0.40, 0.40, 0.20],
-    rebalancing_period="year",
-)
-print(rf3.recovery_period)
+# rf3 = ok.Portfolio(
+#     ["BND.US", "VTI.US", "VXUS.US"],
+#     weights=[0.40, 0.40, 0.20],
+#     rebalancing_period="year",
+# )
+# print(rf3.recovery_period)