code_api_v2/Var_MVO.py

w = max_ret_MVO(returns, cust_ind, names,0.05,10000)
print w
sp5 = np.load("SP500.npy")
sp5 = sp5[1:]
plt.plot(sp5)

dee = np.sum((p2*w.reshape((len(p2),-1))), axis = 0)[1:]
multiplier = sp5[0]/dee[0]
plt.plot(dee*multiplier)
#print multiplier
plt.xlabel('Weeks into the year')
plt.ylabel('Price')
plt.title('DFY output performance vs S&P500')
plt.legend(["S&P500", "DFY Output"], loc = 0)
plt.show()


#Just Plotting price for one
#print names[0]
#plt.plot(p2[0])
plt.show()