Portfolio.from_holding with multiple stocks and different weighting

[jennyntd]

Hi,

I'm wondering if the portfolio has more than one stocks and different weighting how can we incorporate that into the below code? Thanks.

"
price = vbt.YFData.download('BTC-USD').get('Close')

pf = vbt.Portfolio.from_holding(price, init_cash=100)
pf.total_profit()"

[polakowo]

@jennyntd, from_holding simply generates an entry signal at the first timestamp and passes it to from_signals. The problem is that from_signals doesn't allow using the target percentage sizer that is needed to represent weights, so better use from_orders:

import pandas as pd
import numpy as np
import vectorbt as vbt

close = vbt.YFData.download(["BTC-USD", "ETH-USD"], missing_index='drop').get('Close')
size = pd.DataFrame.vbt.empty_like(close, fill_value=np.nan)
size.iloc[0] = [0.3, 0.7]  # starting weights

pf = vbt.Portfolio.from_orders(
    close, 
    size, 
    size_type='targetpercent', 
    group_by=True,  # group of two columns
    cash_sharing=True  # share capital between columns
)

Read the documentation to get a better idea of what's going on.

[jennyntd]

I will try. Thanks heaps for the quick reply.