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  Avalanche公链dapp项目开发特性分析

发布时间:2023-06-26 16:00:04

  
  Avalanche 是一种开放的区块链协议,它旨在实现高度可扩展、高性能和去中心化的应用程序。Avalanche 具有自己的公链,也被称为 Avalanche 公链。
  
  import quandl
  
  import pandas as pd
  
  import numpy as np
  
  import matplotlib.pyplot as plt
  
  quandl.ApiConfig.api_key='INSERT YOUR API KEY HERE'
  
  selected=['CNP','F','WMT','GE','TSLA']
  
  data=quandl.get_table('WIKI/PRICES',ticker=selected,
  
  qopts={'columns':['date','ticker','adj_close']},
  
  date={'gte':'2011-1-1','lte':'2021-07-31'},paginate=True)
  
  clean=data.set_index('date')
  
  table=clean.pivot(columns='ticker')
  
  returns_daily=table.pct_change()
  
  returns_annual=returns_daily.mean()250
  
  cov_daily=returns_daily.cov()
  
  cov_annual=cov_daily
250
  
  port_returns=[]
  
  port_volatility=[]
  
  sharpe_ratio=[]
  
  stock_weights=[]
  
  num_assets=len(selected)
  
  num_portfolios=90000
  
  np.random.seed(101)
  
  for single_portfolio in range(num_portfolios):
  
  weights=np.random.random(num_assets)
  
  weights/=np.sum(weights)
  
  returns=np.dot(weights,returns_annual)
  
  volatility=np.sqrt(np.dot(weights.T,np.dot(cov_annual,weights)))
  
  sharpe=returns/volatility
  
  sharpe_ratio.append(sharpe)
  
  port_returns.append(returns)
  
  port_volatility.append(volatility)
  
  stock_weights.append(weights)


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