Simulation

Check the performance of your Alpha Model

Note: Ensure your simulation dates align with the position data. Future updates will improve this process.

Load or Create Your Position

from finter.data import ModelData

# Load or create your position data
position = ModelData.load('your_model_name')
# Set column type if needed
position.columns = position.columns.astype(int)

Setup Simulation

Define your model universe, alpha model, and simulation dates.

from finter import Simulation

model_universe = "kr_stock"
model_type = "alpha"
start, end = 20210101, 20210201  # Set your simulation period

# Adjust position data to fit the simulation period
position = position.loc[str(start): str(end)]

Run Simulation

Execute the simulation with the defined parameters.Generate Statistics

You can compare with pre-submitted models or benchmarks on this page

result = Simulation(model_universe, model_type, position, benchmark).run(start, end)

Cummulative Return

result.cummulative_return

Financial Metrics

result.yearly
result.monthly
...