import time
from datetime import datetime, timedelta

date = time.strftime("%Y-%m-%d")
#date = '2010-01-05'

import pandas as pd
import math as math
import numpy as np

def asset_momentum(assets, short_t, long_t):
    n = len(assets)
    i = -1
    best = 0
    for x in range(n):
        prices = get_pricing(symbols(assets[x]), start_date=(datetime.strptime(date, '%Y-%m-%d') - timedelta(days=300)), end_date=date, frequency = 'daily')
        st = prices['close_price'][-(short_t+1):-1].mean()
        lt = prices['close_price'][-(long_t+1):-1].mean()
        ratio = st/lt
        print assets[x] + '\n {:03.0f} Day: '.format(short_t) + '{:01.2f}'.format(st) + '\n {:03.0f} Day: '.format(long_t) + '{:01.2f}'.format(lt) + '\n Ratio: {:01.3f} '.format(ratio)
        if ratio > best:
            i = x
            best = ratio
    print '\nBest: ' + assets[i] + '\n'

tsp = ['IVV', #C Fund Equivalent - IVV (ISHARES CORE S&P 500 ETF)
       'IJR', #S Fund Equivalent - IJR (ISHARES CORE S&P SMALL-CAP ETF)
       'EFA', #I Fund Equivalent - EFA (ISHARES MSCI EAFE ETF)
       'AGG', #F Fund Equivalent - AGG (ISHARES CORE U.S. AGGREGATE BOND)
       'SHY'] #G Fund Equivalent - SHY (ISHARES 1-3 YEAR TREASURY BOND)
asset_momentum(tsp,20,180)

best = [  'IEF', #IEF (ISHARES 7-10 YEAR TREASURY BOND)
          'IVV', #IVV (ISHARES CORE S&P 500)
          'IJJ', #IJJ (ISHARES S&P MID-CAP 400 VALUE)
          'SCZ', #SCZ (ISHARES MSCI EAFE SMALL-CAP)
          'EEM'] #EEM (ISHARES MSCI EMERGING MARKETS)
asset_momentum(best,20,120)