A free and open-source hedge fund position aggregator and investment simulator
pip install -r requirements.txt
.python runner_update_allocations.py
python runner_do_backtests.py
cd src_site && npm run dev
docs
directory, run cd src_site && npm run build
runner_update_allocations.py
, which fetches the hedge funds from the top_funds.json
file and runs the refresh function from fetch_hedge_fund_allocations.py
. The live allocations are saved to ./sec/allocations
, whilst CUSIP conversion cache is saved to ./sec/cusip_conversion_table.json
.runner_do_backtests.py
, whilst the backtesting and downloading functionality is implemented in backtester.py
and download_data.py
, respectively. The backtests are saved to ./sec/backtests
, historical allocations are saved to ./sec/past_allocations
, whereas price history is saved to ./data/historical
.docs
directory for simplicity in use with GitHub Pages.runner_do_backtests.py
, as the allocations fetching is done twice.