okama.PercentageStrategy

class PercentageStrategy(parent)

Bases: CashFlow

Cash flow strategy with regular fixed percentage withdrawals or contributions.

Parameters:

parentPortfolio

Parent Portfolio instance.

Examples

>>> import matplotlib.pyplot as plt
>>> pf = ok.Portfolio(first_date="2015-01", last_date="2024-10")  # create Portfolio with default parameters
>>> pc = ok.PercentageStrategy(portf)  # create PercentageStrategy linked to the portfolio
>>> pc.initial_investment = 10_000  # add initial investments size
>>> pc.frequency = "year"  # set cash flow frequency
>>> pc.percentage = -0.12  # set withdrawal percentage
>>> # Assign the strategy to Portfolio
>>> pf.dcf.cashflow_parameters = pc
>>> pf.dcf.use_discounted_values = False  # do not discount initial investment value
>>> # Plot wealth index with cash flow
>>> pf.dcf.wealth_index.plot()
>>> plt.show()

Methods & Attributes

NAME
frequency	The frequency of regualr withdrawals or contributions in the strategy.
initial_investment	Portfolio initial investment FV size (at last_date).
percentage	The percentage of withdrawals or contributions.

property frequency

The frequency of regualr withdrawals or contributions in the strategy.

Allowed values for frequency:

• ‘none’ no frequency (default value)

• ‘year’ annual cash flows

• ‘half-year’ 6 months cash flows

• ‘quarter’ 3 months cash flows

• ‘month’ 1 month cash flows

Returns:

str

The frequency of withdrawals or contributions.

property initial_investment

Portfolio initial investment FV size (at last_date).

Initial investment must be positive.

Returns:

float

Portfolio initial investment.

NAME = 'fixed_percentage'

property percentage

The percentage of withdrawals or contributions.

The size of withdrawals or contribution is defined as a percentage of portfolio balance.

Returns:

float

The percentage of withdrawals or contributions.