change only backtesting>=1

portfolio_builder.py

@@ -104,23 +104,38 @@ class MVO(object):
         n = ret.shape[1]
         init=np.ones(n)/n
         if role=="max_sharpe":
+            if n==1:
+                cov=np.array(np.cov(ret.T))  
+            else:
                 cov=np.cov(ret.T)
             loss = lambda w: -cls.sharpe_ratio(w, ret) 
             grad = lambda w: -cls.sharpe_grad(w, ret, cov)
         elif role=="max_sortino":
+            if n==1:
                 cov = np.cov(np.maximum(ret, 0).T)
+            else:
+                cov = np.array(np.cov(np.maximum(ret, 0).T))
             loss = lambda w: -cls.sortino_ratio(w, ret)
             grad = lambda w: -cls.sortino_grad(w, ret, cov)
         elif role=="min_volatility":
+            if n==1:
+                cov=np.array(np.cov(ret.T))
+            else:
                 cov=np.cov(ret.T) 
             loss = lambda w: cls.volatility(w, ret)
             grad = lambda w: cls.volatility_grad(w, ret, cov)
         elif role=="quadratic_utility":
+            if n==1:
+                cov=np.array(np.cov(ret.T)) 
+            else:
                 cov=np.cov(ret.T)
             loss = lambda w: -cls.quadratic_utility(w, ret, gamma)
             grad = lambda w: -cls.quadratic_utility_grad(w, ret, cov, gamma)
         else:
             return init
+        if n==1:
+            bnds = [[0,1]]
+        else:
             bnds = [[0, 0.6] for i in range(n)]
         opts = {'maxiter': 1000, 'disp': False}
         cons = ({'type': 'eq', 'fun': lambda w: np.sum(w) - 1})

static/js/addStock.js

@@ -81,7 +81,7 @@ $addStockBtn.click(function(event) {
 // Event listener for submit button click
 $submitPort.click(function(event) {
   event.preventDefault();
-  if (stockList.length > 1){
+  if (stockList.length >= 1){
       $('#portModal').modal('show'); 
     //   console.log('asset confirm');
       // $(this).prop('disabled', true);
@@ -89,7 +89,7 @@ $submitPort.click(function(event) {
 });
 // Event listener for submit button click
 $sendPort.click(function(event) {
-  if (stockList.length > 1){
+  if (stockList.length >= 1){
     // $('#confirmMes').replaceWith("<span>投資組合已開始建立，請等待完成訊息，或１分鐘後至分析結果區查看！</span>")
     // $('#confirmModal').modal('show'); 
     $submitPort.prop('disabled', true);

templates/strategy_tw.html

@@ -47,7 +47,6 @@ div.card{
         <div class="alert alert-dark m-0" role="alert">
             <ul class="fa-ul">
                 <li><span class="fa-li"><i class="fa-solid fa-scroll"></i></span>兩次建立投資組合時間需大於60秒。</li>
-                <li><span class="fa-li"><i class="fa-solid fa-scroll"></i></span>資產數量大於1檔才會開始建立投資組合。</li>
                 <li><span class="fa-li"><i class="fa-solid fa-scroll"></i></span>未輸入投資組合名稱則會由系統隨機生成。</li>
             </ul>