{
 "cells": [
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "# Quickstart\n",
    "\n",
    "This tutorial serves as an overview of the main functionality of the **Garpar** system.\n",
    "\n",
    "\n",
    "<!-- ## Interactive Version\n",
    "\n",
    "Launch Binder for an interactive version of this tutorial!\n",
    "\n",
    "[![Binder](https://mybinder.org/badge_logo.svg)](https://mybinder.org/v2/gh/quatrope/garpar/HEAD?filepath=%2Fdocs%2Fsource%2Ftutorial.ipynb) -->\n",
    "\n",
    "## Imports\n",
    "\n",
    "There are two important subpackages in **Garpar**:\n",
    "\n",
    "- `optimize` allows applying optimization models.\n",
    "- `datasets` contains tools for market simulation.\n",
    "\n",
    "You would generally import them as:"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 1,
   "metadata": {},
   "outputs": [],
   "source": [
    "from garpar import datasets, optimize\n"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## The StocksSet class\n",
    "\n",
    "Most of the time the system will interact between modules with instances of the `StocksSet` class. This has the following representation:"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 2,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div class='portfolio'>\n",
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th>Stocks</th>\n",
       "      <th>S0[W 1.0, H 0.5]</th>\n",
       "      <th>S1[W 1.0, H 0.5]</th>\n",
       "      <th>S2[W 1.0, H 0.5]</th>\n",
       "      <th>S3[W 1.0, H 0.5]</th>\n",
       "      <th>S4[W 1.0, H 0.5]</th>\n",
       "      <th>S5[W 1.0, H 0.5]</th>\n",
       "      <th>S6[W 1.0, H 0.5]</th>\n",
       "      <th>S7[W 1.0, H 0.5]</th>\n",
       "      <th>S8[W 1.0, H 0.5]</th>\n",
       "      <th>S9[W 1.0, H 0.5]</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Days</th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>100.000000</td>\n",
       "      <td>100.000000</td>\n",
       "      <td>100.000000</td>\n",
       "      <td>100.000000</td>\n",
       "      <td>100.000000</td>\n",
       "      <td>100.000000</td>\n",
       "      <td>100.000000</td>\n",
       "      <td>100.000000</td>\n",
       "      <td>100.000000</td>\n",
       "      <td>100.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>99.188878</td>\n",
       "      <td>98.882571</td>\n",
       "      <td>100.869144</td>\n",
       "      <td>100.677353</td>\n",
       "      <td>99.038811</td>\n",
       "      <td>101.327899</td>\n",
       "      <td>101.153883</td>\n",
       "      <td>101.124361</td>\n",
       "      <td>99.305394</td>\n",
       "      <td>100.757335</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>98.158884</td>\n",
       "      <td>97.898009</td>\n",
       "      <td>101.851367</td>\n",
       "      <td>99.605598</td>\n",
       "      <td>97.615437</td>\n",
       "      <td>102.324813</td>\n",
       "      <td>102.052593</td>\n",
       "      <td>99.893623</td>\n",
       "      <td>98.261622</td>\n",
       "      <td>101.841054</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>99.235461</td>\n",
       "      <td>98.936938</td>\n",
       "      <td>100.874516</td>\n",
       "      <td>98.782589</td>\n",
       "      <td>98.509816</td>\n",
       "      <td>103.177144</td>\n",
       "      <td>100.803265</td>\n",
       "      <td>99.101846</td>\n",
       "      <td>97.166952</td>\n",
       "      <td>102.724915</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4</th>\n",
       "      <td>100.009253</td>\n",
       "      <td>98.032746</td>\n",
       "      <td>99.665105</td>\n",
       "      <td>99.998989</td>\n",
       "      <td>97.080036</td>\n",
       "      <td>101.920711</td>\n",
       "      <td>99.764444</td>\n",
       "      <td>98.066264</td>\n",
       "      <td>96.194938</td>\n",
       "      <td>103.322679</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>...</th>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>361</th>\n",
       "      <td>100.075486</td>\n",
       "      <td>141.393170</td>\n",
       "      <td>126.177975</td>\n",
       "      <td>121.310110</td>\n",
       "      <td>88.373973</td>\n",
       "      <td>92.654392</td>\n",
       "      <td>132.357026</td>\n",
       "      <td>86.658111</td>\n",
       "      <td>106.069829</td>\n",
       "      <td>76.724532</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>362</th>\n",
       "      <td>100.787869</td>\n",
       "      <td>143.278496</td>\n",
       "      <td>124.347893</td>\n",
       "      <td>120.216147</td>\n",
       "      <td>87.287705</td>\n",
       "      <td>93.728765</td>\n",
       "      <td>131.019412</td>\n",
       "      <td>87.243153</td>\n",
       "      <td>105.152178</td>\n",
       "      <td>77.575314</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>363</th>\n",
       "      <td>99.838263</td>\n",
       "      <td>141.545795</td>\n",
       "      <td>125.587945</td>\n",
       "      <td>121.581757</td>\n",
       "      <td>88.207197</td>\n",
       "      <td>94.437940</td>\n",
       "      <td>132.432092</td>\n",
       "      <td>88.139705</td>\n",
       "      <td>104.197741</td>\n",
       "      <td>78.387364</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>364</th>\n",
       "      <td>100.987000</td>\n",
       "      <td>142.391740</td>\n",
       "      <td>124.129662</td>\n",
       "      <td>123.170251</td>\n",
       "      <td>87.580837</td>\n",
       "      <td>95.123225</td>\n",
       "      <td>131.271484</td>\n",
       "      <td>89.051800</td>\n",
       "      <td>105.302874</td>\n",
       "      <td>79.233975</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>365</th>\n",
       "      <td>99.846713</td>\n",
       "      <td>144.021314</td>\n",
       "      <td>125.671752</td>\n",
       "      <td>121.655118</td>\n",
       "      <td>86.727899</td>\n",
       "      <td>94.163632</td>\n",
       "      <td>132.853493</td>\n",
       "      <td>88.114551</td>\n",
       "      <td>106.055626</td>\n",
       "      <td>80.152366</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div><em class='portfolio-dim'>366 days x 10 stocks - W.Size 5</em>\n",
       "</div>"
      ],
      "text/plain": [
       "Stocks  S0[W 1.0, H 0.5]  S1[W 1.0, H 0.5]  S2[W 1.0, H 0.5]  \\\n",
       "Days                                                           \n",
       "0             100.000000        100.000000        100.000000   \n",
       "1              99.188878         98.882571        100.869144   \n",
       "2              98.158884         97.898009        101.851367   \n",
       "3              99.235461         98.936938        100.874516   \n",
       "4             100.009253         98.032746         99.665105   \n",
       "...                  ...               ...               ...   \n",
       "361           100.075486        141.393170        126.177975   \n",
       "362           100.787869        143.278496        124.347893   \n",
       "363            99.838263        141.545795        125.587945   \n",
       "364           100.987000        142.391740        124.129662   \n",
       "365            99.846713        144.021314        125.671752   \n",
       "\n",
       "Stocks  S3[W 1.0, H 0.5]  S4[W 1.0, H 0.5]  S5[W 1.0, H 0.5]  \\\n",
       "Days                                                           \n",
       "0             100.000000        100.000000        100.000000   \n",
       "1             100.677353         99.038811        101.327899   \n",
       "2              99.605598         97.615437        102.324813   \n",
       "3              98.782589         98.509816        103.177144   \n",
       "4              99.998989         97.080036        101.920711   \n",
       "...                  ...               ...               ...   \n",
       "361           121.310110         88.373973         92.654392   \n",
       "362           120.216147         87.287705         93.728765   \n",
       "363           121.581757         88.207197         94.437940   \n",
       "364           123.170251         87.580837         95.123225   \n",
       "365           121.655118         86.727899         94.163632   \n",
       "\n",
       "Stocks  S6[W 1.0, H 0.5]  S7[W 1.0, H 0.5]  S8[W 1.0, H 0.5]  S9[W 1.0, H 0.5]  \n",
       "Days                                                                            \n",
       "0             100.000000        100.000000        100.000000        100.000000  \n",
       "1             101.153883        101.124361         99.305394        100.757335  \n",
       "2             102.052593         99.893623         98.261622        101.841054  \n",
       "3             100.803265         99.101846         97.166952        102.724915  \n",
       "4              99.764444         98.066264         96.194938        103.322679  \n",
       "...                  ...               ...               ...               ...  \n",
       "361           132.357026         86.658111        106.069829         76.724532  \n",
       "362           131.019412         87.243153        105.152178         77.575314  \n",
       "363           132.432092         88.139705        104.197741         78.387364  \n",
       "364           131.271484         89.051800        105.302874         79.233975  \n",
       "365           132.853493         88.114551        106.055626         80.152366  \n",
       "StocksSet [366 days x 10 stocks - W.Size 5]"
      ]
     },
     "execution_count": 2,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "datasets.make_risso_normal()\n"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "A `StocksSet` instance unifies the representation of a market and a portfolio, simplifying stock tracking and weight (`W`) management. It streamlines data handling and serves as a shared concept across all system modules. A market reflects the current stock values, while a portfolio consists (in this context) of assigned weights for each stock. We will explore these components in more detail throughout the tutorials. For now, let’s start with a basic example.\n",
    "\n",
    "In this tutorial, we will simulate a market and apply an optimization model to demonstrate basic interactions with the system, providing an introduction to its functionality.\n",
    "\n",
    "We can simulate a market by calling the `make_risso_normal` function from the `datasets` subpackage. This function will create an instance of `StocksSet` through a simulation. For consistency, we'll specify just one parameter: `random_state`, which acts as the seed."
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 3,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div class='portfolio'>\n",
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th>Stocks</th>\n",
       "      <th>S0[W 1.0, H 0.5]</th>\n",
       "      <th>S1[W 1.0, H 0.5]</th>\n",
       "      <th>S2[W 1.0, H 0.5]</th>\n",
       "      <th>S3[W 1.0, H 0.5]</th>\n",
       "      <th>S4[W 1.0, H 0.5]</th>\n",
       "      <th>S5[W 1.0, H 0.5]</th>\n",
       "      <th>S6[W 1.0, H 0.5]</th>\n",
       "      <th>S7[W 1.0, H 0.5]</th>\n",
       "      <th>S8[W 1.0, H 0.5]</th>\n",
       "      <th>S9[W 1.0, H 0.5]</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Days</th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>100.000000</td>\n",
       "      <td>100.000000</td>\n",
       "      <td>100.000000</td>\n",
       "      <td>100.000000</td>\n",
       "      <td>100.000000</td>\n",
       "      <td>100.000000</td>\n",
       "      <td>100.000000</td>\n",
       "      <td>100.000000</td>\n",
       "      <td>100.000000</td>\n",
       "      <td>100.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>100.766064</td>\n",
       "      <td>101.126354</td>\n",
       "      <td>101.056170</td>\n",
       "      <td>100.520483</td>\n",
       "      <td>99.278068</td>\n",
       "      <td>101.231624</td>\n",
       "      <td>101.454794</td>\n",
       "      <td>101.363444</td>\n",
       "      <td>100.618480</td>\n",
       "      <td>98.850608</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>101.767974</td>\n",
       "      <td>100.260879</td>\n",
       "      <td>100.115244</td>\n",
       "      <td>99.516454</td>\n",
       "      <td>98.228567</td>\n",
       "      <td>100.214519</td>\n",
       "      <td>102.472212</td>\n",
       "      <td>100.074498</td>\n",
       "      <td>101.245075</td>\n",
       "      <td>98.005358</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>103.171863</td>\n",
       "      <td>101.187614</td>\n",
       "      <td>99.261945</td>\n",
       "      <td>100.561238</td>\n",
       "      <td>97.054380</td>\n",
       "      <td>99.457204</td>\n",
       "      <td>101.534985</td>\n",
       "      <td>100.942186</td>\n",
       "      <td>100.124496</td>\n",
       "      <td>97.030506</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4</th>\n",
       "      <td>104.240403</td>\n",
       "      <td>102.423134</td>\n",
       "      <td>98.378702</td>\n",
       "      <td>101.551601</td>\n",
       "      <td>95.927476</td>\n",
       "      <td>100.246909</td>\n",
       "      <td>102.232905</td>\n",
       "      <td>100.196595</td>\n",
       "      <td>98.964000</td>\n",
       "      <td>96.428484</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>...</th>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>361</th>\n",
       "      <td>104.845268</td>\n",
       "      <td>121.219172</td>\n",
       "      <td>131.868621</td>\n",
       "      <td>104.611151</td>\n",
       "      <td>142.212483</td>\n",
       "      <td>106.411823</td>\n",
       "      <td>100.923496</td>\n",
       "      <td>92.259337</td>\n",
       "      <td>120.218776</td>\n",
       "      <td>90.228541</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>362</th>\n",
       "      <td>105.897108</td>\n",
       "      <td>122.295360</td>\n",
       "      <td>130.769070</td>\n",
       "      <td>103.710214</td>\n",
       "      <td>143.863287</td>\n",
       "      <td>107.679350</td>\n",
       "      <td>102.327765</td>\n",
       "      <td>93.440659</td>\n",
       "      <td>121.197158</td>\n",
       "      <td>91.080514</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>363</th>\n",
       "      <td>107.368403</td>\n",
       "      <td>123.454928</td>\n",
       "      <td>132.064844</td>\n",
       "      <td>104.970441</td>\n",
       "      <td>142.355648</td>\n",
       "      <td>108.778114</td>\n",
       "      <td>103.399001</td>\n",
       "      <td>92.368845</td>\n",
       "      <td>120.270729</td>\n",
       "      <td>90.469203</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>364</th>\n",
       "      <td>108.435637</td>\n",
       "      <td>122.318475</td>\n",
       "      <td>133.215786</td>\n",
       "      <td>105.868644</td>\n",
       "      <td>140.662842</td>\n",
       "      <td>107.785096</td>\n",
       "      <td>104.275516</td>\n",
       "      <td>91.656621</td>\n",
       "      <td>121.732478</td>\n",
       "      <td>91.496238</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>365</th>\n",
       "      <td>107.026179</td>\n",
       "      <td>121.488850</td>\n",
       "      <td>134.581393</td>\n",
       "      <td>104.821875</td>\n",
       "      <td>139.648724</td>\n",
       "      <td>109.153324</td>\n",
       "      <td>105.619600</td>\n",
       "      <td>90.699211</td>\n",
       "      <td>123.443885</td>\n",
       "      <td>92.091881</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div><em class='portfolio-dim'>366 days x 10 stocks - W.Size 5</em>\n",
       "</div>"
      ],
      "text/plain": [
       "Stocks  S0[W 1.0, H 0.5]  S1[W 1.0, H 0.5]  S2[W 1.0, H 0.5]  \\\n",
       "Days                                                           \n",
       "0             100.000000        100.000000        100.000000   \n",
       "1             100.766064        101.126354        101.056170   \n",
       "2             101.767974        100.260879        100.115244   \n",
       "3             103.171863        101.187614         99.261945   \n",
       "4             104.240403        102.423134         98.378702   \n",
       "...                  ...               ...               ...   \n",
       "361           104.845268        121.219172        131.868621   \n",
       "362           105.897108        122.295360        130.769070   \n",
       "363           107.368403        123.454928        132.064844   \n",
       "364           108.435637        122.318475        133.215786   \n",
       "365           107.026179        121.488850        134.581393   \n",
       "\n",
       "Stocks  S3[W 1.0, H 0.5]  S4[W 1.0, H 0.5]  S5[W 1.0, H 0.5]  \\\n",
       "Days                                                           \n",
       "0             100.000000        100.000000        100.000000   \n",
       "1             100.520483         99.278068        101.231624   \n",
       "2              99.516454         98.228567        100.214519   \n",
       "3             100.561238         97.054380         99.457204   \n",
       "4             101.551601         95.927476        100.246909   \n",
       "...                  ...               ...               ...   \n",
       "361           104.611151        142.212483        106.411823   \n",
       "362           103.710214        143.863287        107.679350   \n",
       "363           104.970441        142.355648        108.778114   \n",
       "364           105.868644        140.662842        107.785096   \n",
       "365           104.821875        139.648724        109.153324   \n",
       "\n",
       "Stocks  S6[W 1.0, H 0.5]  S7[W 1.0, H 0.5]  S8[W 1.0, H 0.5]  S9[W 1.0, H 0.5]  \n",
       "Days                                                                            \n",
       "0             100.000000        100.000000        100.000000        100.000000  \n",
       "1             101.454794        101.363444        100.618480         98.850608  \n",
       "2             102.472212        100.074498        101.245075         98.005358  \n",
       "3             101.534985        100.942186        100.124496         97.030506  \n",
       "4             102.232905        100.196595         98.964000         96.428484  \n",
       "...                  ...               ...               ...               ...  \n",
       "361           100.923496         92.259337        120.218776         90.228541  \n",
       "362           102.327765         93.440659        121.197158         91.080514  \n",
       "363           103.399001         92.368845        120.270729         90.469203  \n",
       "364           104.275516         91.656621        121.732478         91.496238  \n",
       "365           105.619600         90.699211        123.443885         92.091881  \n",
       "StocksSet [366 days x 10 stocks - W.Size 5]"
      ]
     },
     "execution_count": 3,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "ss = datasets.make_risso_normal(random_state=23)\n",
    "ss\n"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "Now that we have a `StocksSet` instance, let's apply an optimization model and observe how the weights change. To analyze the effect, focus on the `W`s in the top section of the `StocksSet` representation and compare them with their updated values after applying the following model:"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 4,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div class='portfolio'>\n",
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th>Stocks</th>\n",
       "      <th>S0[W 3.711507e-09, H 0.5]</th>\n",
       "      <th>S1[W 7.229484e-03, H 0.5]</th>\n",
       "      <th>S2[W 3.709488e-01, H 0.5]</th>\n",
       "      <th>S3[W 2.995300e-09, H 0.5]</th>\n",
       "      <th>S4[W 5.030012e-01, H 0.5]</th>\n",
       "      <th>S5[W 4.103622e-09, H 0.5]</th>\n",
       "      <th>S6[W 3.458309e-09, H 0.5]</th>\n",
       "      <th>S7[W 1.305153e-09, H 0.5]</th>\n",
       "      <th>S8[W 1.188205e-01, H 0.5]</th>\n",
       "      <th>S9[W 1.288363e-09, H 0.5]</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Days</th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>100.000000</td>\n",
       "      <td>100.000000</td>\n",
       "      <td>100.000000</td>\n",
       "      <td>100.000000</td>\n",
       "      <td>100.000000</td>\n",
       "      <td>100.000000</td>\n",
       "      <td>100.000000</td>\n",
       "      <td>100.000000</td>\n",
       "      <td>100.000000</td>\n",
       "      <td>100.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>100.766064</td>\n",
       "      <td>101.126354</td>\n",
       "      <td>101.056170</td>\n",
       "      <td>100.520483</td>\n",
       "      <td>99.278068</td>\n",
       "      <td>101.231624</td>\n",
       "      <td>101.454794</td>\n",
       "      <td>101.363444</td>\n",
       "      <td>100.618480</td>\n",
       "      <td>98.850608</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>101.767974</td>\n",
       "      <td>100.260879</td>\n",
       "      <td>100.115244</td>\n",
       "      <td>99.516454</td>\n",
       "      <td>98.228567</td>\n",
       "      <td>100.214519</td>\n",
       "      <td>102.472212</td>\n",
       "      <td>100.074498</td>\n",
       "      <td>101.245075</td>\n",
       "      <td>98.005358</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>103.171863</td>\n",
       "      <td>101.187614</td>\n",
       "      <td>99.261945</td>\n",
       "      <td>100.561238</td>\n",
       "      <td>97.054380</td>\n",
       "      <td>99.457204</td>\n",
       "      <td>101.534985</td>\n",
       "      <td>100.942186</td>\n",
       "      <td>100.124496</td>\n",
       "      <td>97.030506</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4</th>\n",
       "      <td>104.240403</td>\n",
       "      <td>102.423134</td>\n",
       "      <td>98.378702</td>\n",
       "      <td>101.551601</td>\n",
       "      <td>95.927476</td>\n",
       "      <td>100.246909</td>\n",
       "      <td>102.232905</td>\n",
       "      <td>100.196595</td>\n",
       "      <td>98.964000</td>\n",
       "      <td>96.428484</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>...</th>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>361</th>\n",
       "      <td>104.845268</td>\n",
       "      <td>121.219172</td>\n",
       "      <td>131.868621</td>\n",
       "      <td>104.611151</td>\n",
       "      <td>142.212483</td>\n",
       "      <td>106.411823</td>\n",
       "      <td>100.923496</td>\n",
       "      <td>92.259337</td>\n",
       "      <td>120.218776</td>\n",
       "      <td>90.228541</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>362</th>\n",
       "      <td>105.897108</td>\n",
       "      <td>122.295360</td>\n",
       "      <td>130.769070</td>\n",
       "      <td>103.710214</td>\n",
       "      <td>143.863287</td>\n",
       "      <td>107.679350</td>\n",
       "      <td>102.327765</td>\n",
       "      <td>93.440659</td>\n",
       "      <td>121.197158</td>\n",
       "      <td>91.080514</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>363</th>\n",
       "      <td>107.368403</td>\n",
       "      <td>123.454928</td>\n",
       "      <td>132.064844</td>\n",
       "      <td>104.970441</td>\n",
       "      <td>142.355648</td>\n",
       "      <td>108.778114</td>\n",
       "      <td>103.399001</td>\n",
       "      <td>92.368845</td>\n",
       "      <td>120.270729</td>\n",
       "      <td>90.469203</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>364</th>\n",
       "      <td>108.435637</td>\n",
       "      <td>122.318475</td>\n",
       "      <td>133.215786</td>\n",
       "      <td>105.868644</td>\n",
       "      <td>140.662842</td>\n",
       "      <td>107.785096</td>\n",
       "      <td>104.275516</td>\n",
       "      <td>91.656621</td>\n",
       "      <td>121.732478</td>\n",
       "      <td>91.496238</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>365</th>\n",
       "      <td>107.026179</td>\n",
       "      <td>121.488850</td>\n",
       "      <td>134.581393</td>\n",
       "      <td>104.821875</td>\n",
       "      <td>139.648724</td>\n",
       "      <td>109.153324</td>\n",
       "      <td>105.619600</td>\n",
       "      <td>90.699211</td>\n",
       "      <td>123.443885</td>\n",
       "      <td>92.091881</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div><em class='portfolio-dim'>366 days x 10 stocks - W.Size 5</em>\n",
       "</div>"
      ],
      "text/plain": [
       "Stocks  S0[W 3.711507e-09, H 0.5]  S1[W 7.229484e-03, H 0.5]  \\\n",
       "Days                                                           \n",
       "0                      100.000000                 100.000000   \n",
       "1                      100.766064                 101.126354   \n",
       "2                      101.767974                 100.260879   \n",
       "3                      103.171863                 101.187614   \n",
       "4                      104.240403                 102.423134   \n",
       "...                           ...                        ...   \n",
       "361                    104.845268                 121.219172   \n",
       "362                    105.897108                 122.295360   \n",
       "363                    107.368403                 123.454928   \n",
       "364                    108.435637                 122.318475   \n",
       "365                    107.026179                 121.488850   \n",
       "\n",
       "Stocks  S2[W 3.709488e-01, H 0.5]  S3[W 2.995300e-09, H 0.5]  \\\n",
       "Days                                                           \n",
       "0                      100.000000                 100.000000   \n",
       "1                      101.056170                 100.520483   \n",
       "2                      100.115244                  99.516454   \n",
       "3                       99.261945                 100.561238   \n",
       "4                       98.378702                 101.551601   \n",
       "...                           ...                        ...   \n",
       "361                    131.868621                 104.611151   \n",
       "362                    130.769070                 103.710214   \n",
       "363                    132.064844                 104.970441   \n",
       "364                    133.215786                 105.868644   \n",
       "365                    134.581393                 104.821875   \n",
       "\n",
       "Stocks  S4[W 5.030012e-01, H 0.5]  S5[W 4.103622e-09, H 0.5]  \\\n",
       "Days                                                           \n",
       "0                      100.000000                 100.000000   \n",
       "1                       99.278068                 101.231624   \n",
       "2                       98.228567                 100.214519   \n",
       "3                       97.054380                  99.457204   \n",
       "4                       95.927476                 100.246909   \n",
       "...                           ...                        ...   \n",
       "361                    142.212483                 106.411823   \n",
       "362                    143.863287                 107.679350   \n",
       "363                    142.355648                 108.778114   \n",
       "364                    140.662842                 107.785096   \n",
       "365                    139.648724                 109.153324   \n",
       "\n",
       "Stocks  S6[W 3.458309e-09, H 0.5]  S7[W 1.305153e-09, H 0.5]  \\\n",
       "Days                                                           \n",
       "0                      100.000000                 100.000000   \n",
       "1                      101.454794                 101.363444   \n",
       "2                      102.472212                 100.074498   \n",
       "3                      101.534985                 100.942186   \n",
       "4                      102.232905                 100.196595   \n",
       "...                           ...                        ...   \n",
       "361                    100.923496                  92.259337   \n",
       "362                    102.327765                  93.440659   \n",
       "363                    103.399001                  92.368845   \n",
       "364                    104.275516                  91.656621   \n",
       "365                    105.619600                  90.699211   \n",
       "\n",
       "Stocks  S8[W 1.188205e-01, H 0.5]  S9[W 1.288363e-09, H 0.5]  \n",
       "Days                                                          \n",
       "0                      100.000000                 100.000000  \n",
       "1                      100.618480                  98.850608  \n",
       "2                      101.245075                  98.005358  \n",
       "3                      100.124496                  97.030506  \n",
       "4                       98.964000                  96.428484  \n",
       "...                           ...                        ...  \n",
       "361                    120.218776                  90.228541  \n",
       "362                    121.197158                  91.080514  \n",
       "363                    120.270729                  90.469203  \n",
       "364                    121.732478                  91.496238  \n",
       "365                    123.443885                  92.091881  \n",
       "StocksSet [366 days x 10 stocks - W.Size 5]"
      ]
     },
     "execution_count": 4,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "mk = optimize.mean_variance.Markowitz(target_risk=0.1)\n",
    "mk.optimize(ss)\n"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "The change in weights is what we aim for when applying optimization models.\n",
    "\n",
    "This concludes the quickstart. We recommend continuing with [this tutorial](market_simulation.ipynb)."
   ]
  }
 ],
 "metadata": {
  "kernelspec": {
   "display_name": "garpar",
   "language": "python",
   "name": "python3"
  },
  "language_info": {
   "codemirror_mode": {
    "name": "ipython",
    "version": 3
   },
   "file_extension": ".py",
   "mimetype": "text/x-python",
   "name": "python",
   "nbconvert_exporter": "python",
   "pygments_lexer": "ipython3",
   "version": "3.13.2"
  }
 },
 "nbformat": 4,
 "nbformat_minor": 4
}