Starting Portfolio Value: 100000.00
===Global level arguments===
init_cash : 100000
buy_prop : 1
sell_prop : 1
===Strategy level arguments===
sentiment threshold : 0.2
2020-05-01, BUY CREATE, 755.00
2020-05-01, Cash: 100000.0
2020-05-01, Price: 755.0
2020-05-01, Buy prop size: 131
2020-05-01, Afforded size: 131
2020-05-01, Final size: 131
2020-05-04, BUY EXECUTED, Price: 755.00, Cost: 98905.00, Comm 741.79
2020-05-13, SELL CREATE, 780.00
2020-05-14, SELL EXECUTED, Price: 780.00, Cost: 98905.00, Comm 766.35
2020-05-14, OPERATION PROFIT, GROSS 3275.00, NET 1766.86
2020-05-14, BUY CREATE, 780.00
2020-05-14, Cash: 101766.86249999999
2020-05-14, Price: 780.0
2020-05-14, Buy prop size: 129
2020-05-14, Afforded size: 129
2020-05-14, Final size: 129
2020-05-15, BUY EXECUTED, Price: 780.00, Cost: 100620.00, Comm 754.65
2020-05-15, SELL CREATE, 827.78
2020-05-18, SELL EXECUTED, Price: 827.78, Cost: 100620.00, Comm 800.88
2020-05-18, OPERATION PROFIT, GROSS 6163.62, NET 4608.10
2020-06-03, BUY CREATE, 888.12
2020-06-03, Cash: 106374.95910095214
2020-06-03, Price: 888.1199951171875
2020-06-03, Buy prop size: 118
2020-06-03, Afforded size: 118
2020-06-03, Final size: 118
2020-06-04, BUY EXECUTED, Price: 888.12, Cost: 104798.16, Comm 785.99
2020-06-12, SELL CREATE, 917.79
2020-06-15, SELL EXECUTED, Price: 917.79, Cost: 104798.16, Comm 812.24
2020-06-15, OPERATION PROFIT, GROSS 3501.06, NET 1902.83
Final PnL: 8277.79
==================================================
Number of strat runs: 1
Number of strats per run: 1
Strat names: [<class 'fastquant.strategies.SentimentStrategy'>]
**************************************************
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{'init_cash': 100000, 'buy_prop': 1, 'sell_prop': 1, 'execution_type': 'close', 'senti': 0.2}
OrderedDict([('rtot', 0.07952983856127883), ('ravg', 0.0006213268637599909), ('rnorm', 0.1694977342426247), ('rnorm100', 16.94977342426247)])
OrderedDict([('sharperatio', 0.7583895238617151)])
Time used (seconds): 0.05083179473876953
Optimal parameters: {'init_cash': 100000, 'buy_prop': 1, 'sell_prop': 1, 'execution_type': 'close', 'senti': 0.2}
Optimal metrics: {'rtot': 0.07952983856127883, 'ravg': 0.0006213268637599909, 'rnorm': 0.1694977342426247, 'rnorm100': 16.94977342426247, 'sharperatio': 0.7583895238617151, 'pnl': 8277.79, 'final_value': 108277.78675811767}