how to run it

poetry install
poetry run python main.py (get monthly optimal yield with trading off between capital efficiency and imp loss)
poetry run python main_avg_yld.py (range to get average yeild)

detail

methodology explanation can be found in medium article:

Code:

main: main.py, main_avg_yld.py
data: use library_data.py. This file will pre save data into csv in the output folder.
logic (imp loss, range, coverage %): library_logic.py

Name	Name	Last commit message	Last commit date
Latest commit Ben Liu rebalance comparison Jan 15, 2024 9a63cd3 · Jan 15, 2024 History 10 Commits
.DS_Store	.DS_Store	rebalance comparison	Jan 15, 2024
.gitignore	.gitignore	.ds_store remove	Dec 18, 2023
README.md	README.md	added work on get average yield	Dec 27, 2023
lib_const.py	lib_const.py	added work on get average yield	Dec 27, 2023
lib_data.py	lib_data.py	added work on get average yield	Dec 27, 2023
lib_logic.py	lib_logic.py	added work on get average yield	Dec 27, 2023
lib_rebalance.py	lib_rebalance.py	rebalance comparison	Jan 15, 2024
main.py	main.py	added work on get average yield	Dec 27, 2023
main_avg_yld.py	main_avg_yld.py	rebalance comparison	Jan 15, 2024
main_rebal_rebal.py	main_rebal_rebal.py	rebalance comparison	Jan 15, 2024
poetry.lock	poetry.lock	rebalance comparison	Jan 15, 2024
pyproject.toml	pyproject.toml	rebalance comparison	Jan 15, 2024