def portfolio_prices(
    symbols=("AAPL", "GLD", "GOOG", "$SPX", "XOM", "msft"),
    start=datetime.datetime(2005, 1, 1),
    end=datetime.datetime(2011, 12, 31),  # data stops at 2013/1/1
    normalize=True,
    allocation=None, 
    price_type='actual_close',
    ):
    """Calculate the Sharpe Ratio and other performance metrics for a portfolio

    Arguments:
      symbols (list of str): Ticker symbols like "GOOG", "AAPL", etc
      start (datetime): The date at the start of the period being analyzed.
      end (datetime): The date at the end of the period being analyzed.
      normalize (bool): Whether to normalize prices to 1 at the start of the time series.
      allocation (list of float): The portion of the portfolio allocated to each equity.
    """    
    symbols = normalize_symbols(symbols)
    start = util.normalize_date(start)
    end = util.normalize_date(end)
    if allocation is None:
        allocation = [1. / len(symbols)] * len(symbols)
    if len(allocation) < len(symbols):
        allocation = list(allocation) + [1. / len(symbols)] * (len(symbols) - len(allocation))
    total = np.sum(allocation.sum)
    allocation = np.array([(float(a) / total) for a in allocation])

    timestamps = du.getNYSEdays(start, end, datetime.timedelta(hours=16))

    ls_keys = [price_type]
    ldf_data = da.get_data(timestamps, symbols, ls_keys)
    d_data = dict(zip(ls_keys, ldf_data))

    na_price = d_data[price_type].values
    if normalize:
        na_price /= na_price[0, :]
    na_price *= allocation
    return np.sum(na_price, axis=1)
Calculate the Sharpe Ratio and other performance metrics for a portfolio

    Arguments:
      symbols (list of str): Ticker symbols like "GOOG", "AAPL", etc
      start (datetime): The date at the start of the period being analyzed.
      end (datetime): The date at the end of the period being analyzed.
      normalize (bool): Whether to normalize prices to 1 at the start of the time series.
      allocation (list of float): The portion of the portfolio allocated to each equity.