Theoretical volatility trading profit

#!/usr/bin/env python3

import decimal
import json
from datetime import datetime

def main():
    print('Hello!')
    hist = json.load(open('historical.json', 'r'), parse_float=decimal.Decimal)

    data = hist['data']
    prices_by_date = {datetime.strptime(k[:], '%Y-%m-%dT%H:%M:%S.%fZ'): v['USD'][0] for k, v in hist['data'].items()}
    total_profit = 1
    days_with_gain = 0
    gain = 0
    for i, d in enumerate(sorted(prices_by_date.keys())):
        val = prices_by_date[d]
        if i != 0:
            if val > prev:
                gain = val / prev
                days_with_gain += 1
                total_profit *= gain
            else:
                gain = 1
        print(f'{i}: {d} - {val}; gain {gain}; total profit {total_profit}')
        prev = val
    print(f'Days with gain: {days_with_gain}; total profit {total_profit}')


if __name__ == '__main__':
    main()