import backtrader as bt
import pandas as pd

class FallingKnifeStrategy(bt.Strategy):
    def __init__(self):
        self.spy = self.datas_dict['SPY']
        self.stocks = self.datas[1:]

    def next(self):
        if self.spy.datetime.date(0).month != self.spy.datetime.date(-1).month:
            # Calculate performance for each stock
            stock_performance = []
            for stock in self.stocks:
                stock_return = (stock.close[0] - stock.close[-500]) / stock.close[-500]
                spy_return = (self.spy.close[0] - self.spy.close[-500]) / self.spy.close[-500]
                relative_return = stock_return - spy_return
                stock_performance.append((stock, relative_return))
            # Filter stocks with losses greater than 50% compared to S&P 500 index
            filtered_stocks = [stock for stock, perf in stock_performance if perf <= -0.5]
            # Rank stocks based on Debt/Equity ratio within their industry
            ranked_stocks = sorted(filtered_stocks, key=lambda stock: stock.debt_equity_ratio[0])
            # Select stocks with Debt/Equity ratio within the lowest 10% of the industry
            selected_stocks = ranked_stocks[:int(len(ranked_stocks) * 0.1)]
            # Rebalance portfolio with equal weight
            target_weight = 1 / len(selected_stocks)
            for stock in self.stocks:
                if stock in selected_stocks:
                    self.order_target_percent(stock, target_weight)
                else:
                    self.order_target_percent(stock, 0)

cerebro = bt.Cerebro()
cerebro.broker.set_cash(100000)
# Add data feeds
spy_data = bt.feeds.YahooFinanceData(dataname='SPY', fromdate='2000-01-01', todate='2021-12-31')
cerebro.adddata(spy_data, name='SPY')
# Load stock data and add to cerebro
stocks_list = [...]  # Replace with a list of stock symbols
for symbol in stocks_list:
    data = bt.feeds.YahooFinanceData(dataname=symbol, fromdate='2000-01-01', todate='2021-12-31')
    cerebro.adddata(data, name=symbol)
cerebro.addstrategy(FallingKnifeStrategy)
cerebro.run()