chore: new code examples in main.py

Author: chilango74

main.py

@@ -25,31 +25,18 @@
 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()
+print(f"median {s_periods.quantile(50 / 100)}")
+print(f"1st percentile {s_periods.quantile(1 / 100)}")
+print(f"99th percentile {s_periods.quantile(99 / 100)}")
+print(f"min {s_periods.min()}")
+print(f"max {s_periods.mean()}")
 
 # Rolling / Expanding Risk
 
-# al = ok.AssetList(['DJI.INDX',
-#                    'BND.US'
-#                    ])
-# print(al)
-# al.get_rolling_risk_annual(window=12*20).plot()
-# # al.get_rolling_cagr(window=12*20, real=True).plot()
-#
-# plt.show()
-
-# 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)
+al = ok.AssetList(['DJI.INDX',
+                   'BND.US'
+                   ])
+al.get_rolling_risk_annual(window=12*20).plot()
+
+plt.show()
+