portfolio-backtest

What problem does it solve?

This tool automates end-to-end backtesting of fund holding portfolios by reading user-provided Excel files, aggregating holdings across accounts, retrieving adjusted NAVs via iChoice, constructing a weighted portfolio, and generating charts, Excel reports, and Markdown analyses.

Core Features & Use Cases

• Reads a standardized holdings Excel, merges holdings by fund code, and filters tiny positions.
• Classifies assets into major categories (货币基金, 纯债, 固收+, 权益-A股, 权益-港股, 权益-美股) and outputs breakdowns for decision-making.
• Fetches adjusted NAV data for each fund (fallback to UNITNAV when needed) and builds a historical NAV panel for backtesting across up to 10 years.
• Produces comprehensive outputs: chart image, Excel report, and Markdown report, with consideration of inception dates and NAV delays.

Quick Start

Provide your latest holdings Excel file path and run the analysis to generate portfolio backtest outputs.