PizzaPickle - 고객과 PB를 연결시켜주는 온라인 화상 서비스 및 매매시스템의 백테스팅 서버
start_from_latest_stock
false -> 입력한 start_date, end_date 기준
true -> 입력한 종목들의 가장 최근 상장일 기준
stock_list의 4번째 요소
false -> 국내
true -> 해외
{
"start_from_latest_stock": "false",
"portfolio": {
"stock_list": [
["000660", "하이닉스", 0.25, "false"],
["055550", "네이버", 0.25, "false"],
["005930", "삼성전자", 0.5, "false"]
],
"balance": 1000000,
"interval_month": 1,
"start_date": "20100101",
"end_date": "20221231"
}
}{
"start_from_latest_stock": "false",
"portfolio": {
"stock_list": [
["AAPL", "Apple", 0.25, "true"],
["NVDA", "NVIDIA", 0.25, "true"],
["TSLA", "Tesla", 0.5, "true"]
],
"balance": 1000000,
"interval_month": 1,
"start_date": "20100101",
"end_date": "20221231"
}
}각 자산군의 백테스트 결과를 요청에 담아준다.
{
"asset_groups": [
{
"name": "국내",
"ratio": 0.6,
"portfolio_result": {
"backtest": {
"2010-01-31": 0.999851,
"2010-02-28": 0.958637,
"2010-03-31": 1.086642,
"2010-04-30": 1.142702,
"2010-05-31": 1.037122,
"2010-06-30": 1.048286,
"2010-07-31": 1.06295,
"2010-08-31": 0.99675,
"2010-09-30": 1.01175,
"2010-10-31": 0.999843,
"2010-11-30": 1.06739,
"2010-12-31": 1.20079,
"2011-01-31": 1.273831,
"2011-02-28": 1.206391,
"2011-03-31": 1.258511,
"2011-04-30": 1.27288,
"2011-05-31": 1.222348,
"2011-06-30": 1.134249,
"2011-07-31": 1.136409,
"2011-08-31": 0.979754,
"2011-09-30": 1.059437,
"2011-10-31": 1.175257,
"2011-11-30": 1.177283,
"2011-12-31": 1.189276,
"2012-01-31": 1.316387,
"2012-02-29": 1.405825,
"2012-03-31": 1.440361,
"2012-04-30": 1.456349,
"2012-05-31": 1.286325,
"2012-06-30": 1.304475,
"2012-07-31": 1.308978,
"2012-08-31": 1.255374,
"2012-09-30": 1.357424,
"2012-10-31": 1.364315,
"2012-11-30": 1.383165,
"2012-12-31": 1.499733,
"2013-01-31": 1.462733,
"2013-02-28": 1.555433,
"2013-03-31": 1.558173,
"2013-04-30": 1.548771,
"2013-05-31": 1.610231,
"2013-06-30": 1.466786,
"2013-07-31": 1.417404,
"2013-08-31": 1.479523,
"2013-09-30": 1.52971,
"2013-10-31": 1.62855,
"2013-11-30": 1.671957,
"2013-12-31": 1.641779,
"2014-01-31": 1.583078,
"2014-02-28": 1.626626,
"2014-03-31": 1.618342,
"2014-04-30": 1.647977,
"2014-05-31": 1.744112,
"2014-06-30": 1.733661,
"2014-07-31": 1.76227,
"2014-08-31": 1.69592,
"2014-09-30": 1.641854,
"2014-10-31": 1.705454,
"2014-11-30": 1.736457,
"2014-12-31": 1.72054,
"2015-01-31": 1.74967,
"2015-02-28": 1.72324,
"2015-03-31": 1.753468,
"2015-04-30": 1.761528,
"2015-05-31": 1.71714,
"2015-06-30": 1.616701,
"2015-07-31": 1.519161,
"2015-08-31": 1.422657,
"2015-09-30": 1.449644,
"2015-10-31": 1.600137,
"2015-11-30": 1.541887,
"2015-12-31": 1.500187,
"2016-01-31": 1.384237,
"2016-02-29": 1.427574,
"2016-03-31": 1.51591,
"2016-04-30": 1.488735,
"2016-05-31": 1.507014,
"2016-06-30": 1.620946,
"2016-07-31": 1.730566,
"2016-08-31": 1.812634,
"2016-09-30": 1.835951,
"2016-10-31": 1.909231,
"2016-11-30": 1.994941,
"2016-12-31": 2.059871,
"2017-01-31": 2.265184,
"2017-02-28": 2.175187,
"2017-03-31": 2.295912,
"2017-04-30": 2.441572,
"2017-05-31": 2.499594,
"2017-06-30": 2.681136,
"2017-07-31": 2.742247,
"2017-08-31": 2.699979,
"2017-09-30": 2.955338,
"2017-10-31": 3.058415,
"2017-11-30": 2.862958,
"2017-12-31": 2.878898,
"2018-01-31": 2.87574,
"2018-02-28": 2.743511,
"2018-03-31": 2.822654,
"2018-04-30": 2.990887,
"2018-05-31": 2.932955,
"2018-06-30": 2.749875,
"2018-07-31": 2.746394,
"2018-08-31": 2.792263,
"2018-09-30": 2.677435,
"2018-10-31": 2.481578,
"2018-11-30": 2.458759,
"2018-12-31": 2.267442,
"2019-01-31": 2.661926,
"2019-02-28": 2.603126,
"2019-03-31": 2.603105,
"2019-04-30": 2.709005,
"2019-05-31": 2.504137,
"2019-06-30": 2.683221,
"2019-07-31": 2.680942,
"2019-08-31": 2.601827,
"2019-09-30": 2.808512,
"2019-10-31": 2.857962,
"2019-11-30": 2.864096,
"2019-12-31": 3.131461,
"2020-01-31": 3.067844,
"2020-02-29": 2.833474,
"2020-03-31": 2.551239,
"2020-04-30": 2.659939,
"2020-05-31": 2.655307,
"2020-06-30": 2.707882,
"2020-07-31": 2.856758,
"2020-08-31": 2.686844,
"2020-09-30": 2.820074,
"2020-10-31": 2.816004,
"2020-11-30": 3.261931,
"2020-12-31": 3.783618,
"2021-01-31": 3.793614,
"2021-02-28": 4.009907,
"2021-03-31": 4.055461,
"2021-04-30": 4.095403,
"2021-05-31": 4.126052,
"2021-06-30": 4.090646,
"2021-07-31": 3.879396,
"2021-08-31": 3.778896,
"2021-09-30": 3.724615,
"2021-10-31": 3.567634,
"2021-11-30": 3.611791,
"2021-12-31": 3.970841,
"2022-01-31": 3.803765,
"2022-02-28": 3.814865,
"2022-03-31": 3.770089,
"2022-04-30": 3.6849,
"2022-05-31": 3.668682,
"2022-06-30": 3.115482,
"2022-07-31": 3.265509,
"2022-08-31": 3.218702,
"2022-09-30": 2.875488,
"2022-10-31": 3.107452,
"2022-11-30": 3.238752,
"2022-12-31": 2.908444
},
"sharpe_ratio": 0.28,
"standard_deviation": 19.93,
"annual_return": 0.09,
"total_balance": 2908444.177099999,
"mdd": -0.30308973323651756
}
},
{
"name": "해외",
"ratio": 0.4,
"portfolio_result": {
"backtest": {
"2010-01-31": 0.99985,
"2010-02-28": 1.058736,
"2010-03-31": 1.176049,
"2010-04-30": 1.182117,
"2010-05-31": 1.074147,
"2010-06-30": 0.94215,
"2010-07-31": 0.846323,
"2010-08-31": 0.828176,
"2010-09-30": 0.934232,
"2010-10-31": 0.987847,
"2010-11-30": 1.333503,
"2010-12-31": 1.225117,
"2011-01-31": 1.353055,
"2011-02-28": 1.342502,
"2011-03-31": 1.384659,
"2011-04-30": 1.411605,
"2011-05-31": 1.475925,
"2011-06-30": 1.362871,
"2011-07-31": 1.350798,
"2011-08-31": 1.249582,
"2011-09-30": 1.218831,
"2011-10-31": 1.418831,
"2011-11-30": 1.500755,
"2011-12-31": 1.383701,
"2012-01-31": 1.461375,
"2012-02-29": 1.647327,
"2012-03-31": 1.791349,
"2012-04-30": 1.609736,
"2012-05-31": 1.499213,
"2012-06-30": 1.591408,
"2012-07-31": 1.5028,
"2012-08-31": 1.578868,
"2012-09-30": 1.58158,
"2012-10-31": 1.468165,
"2012-11-30": 1.613083,
"2012-12-31": 1.588259,
"2013-01-31": 1.618936,
"2013-02-28": 1.561867,
"2013-03-31": 1.637071,
"2013-04-30": 2.014964,
"2013-05-31": 2.871668,
"2013-06-30": 2.906464,
"2013-07-31": 3.393142,
"2013-08-31": 3.915574,
"2013-09-30": 4.231784,
"2013-10-31": 3.944414,
"2013-11-30": 3.631013,
"2013-12-31": 3.99475,
"2014-01-31": 4.282326,
"2014-02-28": 5.267283,
"2014-03-31": 4.866487,
"2014-04-30": 5.018876,
"2014-05-31": 5.144464,
"2014-06-30": 5.546831,
"2014-07-31": 5.315485,
"2014-08-31": 6.110419,
"2014-09-30": 5.699382,
"2014-10-31": 5.872879,
"2014-11-30": 6.162331,
"2014-12-31": 5.706294,
"2015-01-31": 5.492185,
"2015-02-28": 5.82417,
"2015-03-31": 5.494447,
"2015-04-30": 6.129611,
"2015-05-31": 6.523397,
"2015-06-30": 6.540084,
"2015-07-31": 6.448204,
"2015-08-31": 6.333091,
"2015-09-30": 6.444134,
"2015-10-31": 6.2836,
"2015-11-30": 6.812108,
"2015-12-31": 6.838856,
"2016-01-31": 5.825907,
"2016-02-29": 5.930517,
"2016-03-31": 6.905536,
"2016-04-30": 6.829993,
"2016-05-31": 7.230848,
"2016-06-30": 6.988494,
"2016-07-31": 7.891374,
"2016-08-31": 7.692188,
"2016-09-30": 7.89719,
"2016-10-31": 7.85948,
"2016-11-30": 8.223217,
"2016-12-31": 9.172776,
"2017-01-31": 10.155997,
"2017-02-28": 10.258773,
"2017-03-31": 11.15204,
"2017-04-30": 11.750847,
"2017-05-31": 13.570769,
"2017-06-30": 13.79547,
"2017-07-31": 13.608939,
"2017-08-31": 14.782635,
"2017-09-30": 14.45881,
"2017-10-31": 15.170612,
"2017-11-30": 14.602653,
"2017-12-31": 14.475529,
"2018-01-31": 16.41426,
"2018-02-28": 16.349087,
"2018-03-31": 14.096965,
"2018-04-30": 14.677051,
"2018-05-31": 15.368188,
"2018-06-30": 16.675642,
"2018-07-31": 15.838381,
"2018-08-31": 17.280967,
"2018-09-30": 16.19451,
"2018-10-31": 17.279375,
"2018-11-30": 15.85544,
"2018-12-31": 14.268826,
"2019-01-31": 14.186804,
"2019-02-28": 14.886198,
"2019-03-31": 14.922449,
"2019-04-30": 14.06522,
"2019-05-31": 11.149565,
"2019-06-30": 13.259024,
"2019-07-31": 14.140638,
"2019-08-31": 13.576104,
"2019-09-30": 14.414579,
"2019-10-31": 17.59382,
"2019-11-30": 18.683006,
"2019-12-31": 22.052463,
"2020-01-31": 28.517456,
"2020-02-29": 29.083473,
"2020-03-31": 25.270244,
"2020-04-30": 33.152137,
"2020-05-31": 36.739235,
"2020-06-30": 44.126145,
"2020-07-31": 54.404666,
"2020-08-31": 80.981511,
"2020-09-30": 73.531155,
"2020-10-31": 67.574218,
"2020-11-30": 85.988077,
"2020-12-31": 98.317062,
"2021-01-31": 104.146764,
"2021-02-28": 95.788041,
"2021-03-31": 94.788676,
"2021-04-30": 102.471897,
"2021-05-31": 97.184309,
"2021-06-30": 109.422227,
"2021-07-31": 111.102247,
"2021-08-31": 120.256708,
"2021-09-30": 119.213656,
"2021-10-31": 153.829994,
"2021-11-30": 170.612568,
"2021-12-31": 162.979761,
"2022-01-31": 146.268472,
"2022-02-28": 138.947814,
"2022-03-31": 161.572443,
"2022-04-30": 129.262611,
"2022-05-31": 119.330596,
"2022-06-30": 104.611967,
"2022-07-31": 131.586402,
"2022-08-31": 120.184015,
"2022-09-30": 108.422432,
"2022-10-31": 106.730599,
"2022-11-30": 104.881442,
"2022-12-31": 78.885954
},
"sharpe_ratio": 0.93,
"standard_deviation": 40.01,
"annual_return": 0.4,
"total_balance": 78885954.12070945,
"mdd": -0.5376310495484717
}
}
]
}{
"integrated_portfolio": {
"backtest": {
"2010-01-31": 0.9998506,
"2010-02-28": 0.9986766,
"2010-03-31": 1.1224048,
"2010-04-30": 1.158468,
"2010-05-31": 1.051932,
"2010-06-30": 1.0058316,
"2010-07-31": 0.9762992000000001,
"2010-08-31": 0.9293203999999999,
"2010-09-30": 0.9807428,
"2010-10-31": 0.9950446000000001,
"2010-11-30": 1.1738352,
"2010-12-31": 1.2105207999999998,
"2011-01-31": 1.3055206,
"2011-02-28": 1.2608354,
"2011-03-31": 1.3089702,
"2011-04-30": 1.32837,
"2011-05-31": 1.3237788,
"2011-06-30": 1.2256977999999998,
"2011-07-31": 1.2221646,
"2011-08-31": 1.0876852,
"2011-09-30": 1.1231946,
"2011-10-31": 1.2726866000000001,
"2011-11-30": 1.3066718000000002,
"2011-12-31": 1.2670460000000001,
"2012-01-31": 1.3743821999999999,
"2012-02-29": 1.5024258000000001,
"2012-03-31": 1.5807562000000002,
"2012-04-30": 1.5177038,
"2012-05-31": 1.3714802,
"2012-06-30": 1.4192482,
"2012-07-31": 1.3865067999999998,
"2012-08-31": 1.3847716,
"2012-09-30": 1.4470863999999999,
"2012-10-31": 1.4058549999999999,
"2012-11-30": 1.4751322,
"2012-12-31": 1.5351434,
"2013-01-31": 1.5252142,
"2013-02-28": 1.5580066000000001,
"2013-03-31": 1.5897321999999998,
"2013-04-30": 1.7352482,
"2013-05-31": 2.1148058,
"2013-06-30": 2.0426572,
"2013-07-31": 2.2076992,
"2013-08-31": 2.4539434,
"2013-09-30": 2.6105396,
"2013-10-31": 2.5548956,
"2013-11-30": 2.4555794,
"2013-12-31": 2.5829674000000002,
"2014-01-31": 2.6627772000000003,
"2014-02-28": 3.0828888,
"2014-03-31": 2.9176,
"2014-04-30": 2.9963366,
"2014-05-31": 3.1042528000000003,
"2014-06-30": 3.2589289999999997,
"2014-07-31": 3.183556,
"2014-08-31": 3.4617196000000003,
"2014-09-30": 3.2648652,
"2014-10-31": 3.3724240000000005,
"2014-11-30": 3.5068066,
"2014-12-31": 3.3148416,
"2015-01-31": 3.246676,
"2015-02-28": 3.363612,
"2015-03-31": 3.2498595999999997,
"2015-04-30": 3.5087612000000004,
"2015-05-31": 3.6396428000000003,
"2015-06-30": 3.5860542,
"2015-07-31": 3.4907782,
"2015-08-31": 3.3868305999999997,
"2015-09-30": 3.4474400000000003,
"2015-10-31": 3.4735222,
"2015-11-30": 3.6499754000000006,
"2015-12-31": 3.6356545999999996,
"2016-01-31": 3.160905,
"2016-02-29": 3.2287512,
"2016-03-31": 3.6717604,
"2016-04-30": 3.6252382,
"2016-05-31": 3.7965476000000002,
"2016-06-30": 3.7679652000000003,
"2016-07-31": 4.1948892,
"2016-08-31": 4.1644556,
"2016-09-30": 4.2604466,
"2016-10-31": 4.2893305999999995,
"2016-11-30": 4.4862514000000004,
"2016-12-31": 4.905033,
"2017-01-31": 5.421509199999999,
"2017-02-28": 5.4086214,
"2017-03-31": 5.8383632,
"2017-04-30": 6.1652819999999995,
"2017-05-31": 6.928064,
"2017-06-30": 7.1268696,
"2017-07-31": 7.0889238,
"2017-08-31": 7.5330414,
"2017-09-30": 7.5567268,
"2017-10-31": 7.9032938,
"2017-11-30": 7.558836,
"2017-12-31": 7.5175504,
"2018-01-31": 8.291148,
"2018-02-28": 8.185741400000001,
"2018-03-31": 7.3323784000000005,
"2018-04-30": 7.6653526,
"2018-05-31": 7.9070482,
"2018-06-30": 8.3201818,
"2018-07-31": 7.983188800000001,
"2018-08-31": 8.5877446,
"2018-09-30": 8.084265,
"2018-10-31": 8.400696800000002,
"2018-11-30": 7.8174314,
"2018-12-31": 7.067995600000001,
"2019-01-31": 7.2718772000000005,
"2019-02-28": 7.5163548,
"2019-03-31": 7.530842600000001,
"2019-04-30": 7.251491,
"2019-05-31": 5.962308200000001,
"2019-06-30": 6.9135422,
"2019-07-31": 7.2648204000000005,
"2019-08-31": 6.991537800000001,
"2019-09-30": 7.4509388,
"2019-10-31": 8.7523052,
"2019-11-30": 9.19166,
"2019-12-31": 10.6998618,
"2020-01-31": 13.2476888,
"2020-02-29": 13.333473600000001,
"2020-03-31": 11.638841000000001,
"2020-04-30": 14.856818200000003,
"2020-05-31": 16.288878200000003,
"2020-06-30": 19.2751872,
"2020-07-31": 23.475921200000002,
"2020-08-31": 34.004710800000005,
"2020-09-30": 31.1045064,
"2020-10-31": 28.7192896,
"2020-11-30": 36.3523894,
"2020-12-31": 41.59699560000001,
"2021-01-31": 43.93487400000001,
"2021-02-28": 40.721160600000005,
"2021-03-31": 40.348746999999996,
"2021-04-30": 43.4460006,
"2021-05-31": 41.34935480000001,
"2021-06-30": 46.223278400000005,
"2021-07-31": 46.76853640000001,
"2021-08-31": 50.3700208,
"2021-09-30": 49.920231400000006,
"2021-10-31": 63.672578,
"2021-11-30": 70.41210180000002,
"2021-12-31": 67.574409,
"2022-01-31": 60.7896478,
"2022-02-28": 57.8680446,
"2022-03-31": 66.8910306,
"2022-04-30": 53.9159844,
"2022-05-31": 49.9334476,
"2022-06-30": 43.714076000000006,
"2022-07-31": 54.5938662,
"2022-08-31": 50.00482720000001,
"2022-09-30": 45.0942656,
"2022-10-31": 44.5567108,
"2022-11-30": 43.895828,
"2022-12-31": 33.299448
},
"sharpe_ratio": 0.86,
"standard_deviation": 32.83,
"annual_return": 0.31,
"mdd": -0.5270777728722764
}
}