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@ -109,7 +109,6 @@ def rolling_optimize(ret, lookback=126, backtest=126, role="max_sharpe", gamma=N |
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rets = pd.DataFrame(np.vstack([rets, equally_weighted]).T, columns=['Portfolio', 'Equally'], index=ret.index[lookback:]) |
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rets = pd.DataFrame(np.vstack([rets, equally_weighted]).T, columns=['Portfolio', 'Equally'], index=ret.index[lookback:]) |
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return weight, rets |
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return weight, rets |
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# Define the route for the index pages |
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# Define the route for the index pages |
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@app.route('/') |
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@app.route('/') |
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def index(): |
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def index(): |
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@ -127,8 +126,6 @@ def login_post(): |
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username = request.form.get('username') |
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username = request.form.get('username') |
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password = request.form.get('password') |
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password = request.form.get('password') |
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print(username, password) |
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print(username, password) |
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## Connect to the database |
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## Connect to the database |
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conn = psycopg2.connect(**SQL_CONFIG) |
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conn = psycopg2.connect(**SQL_CONFIG) |
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with conn: |
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with conn: |
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@ -253,19 +250,16 @@ def submit_stock_list(): |
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## Query DB |
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## Query DB |
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conn = psycopg2.connect(**SQL_CONFIG) |
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conn = psycopg2.connect(**SQL_CONFIG) |
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port = get_stock(conn, stock_list, session['tw']) |
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port = get_stock(conn, stock_list, session['tw']) |
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if len(port.index) > 908: |
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if len(port.index) > 1008: |
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port = port.iloc[-908:, :] |
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port = port.iloc[-1008:, :] |
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conn.close() |
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conn.close() |
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port = port.iloc[::3, :] |
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port = port.iloc[::3, :] |
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port = port/port.iloc[0, :] |
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port = port/port.iloc[0, :] |
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fig = port.plot(title='資產價格變化', labels=dict(index="Date", value="Price", variable="Assets")) |
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fig = port.plot(title='資產價格變化', labels=dict(index="Date", value="Price", variable="Assets")) |
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fig['layout'] = {} |
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fig['layout'] = {} |
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# 序列化 |
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# 序列化 |
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graphJSON = json.dumps(fig, cls=plotly.utils.PlotlyJSONEncoder) |
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graphJSON = json.dumps(fig, cls=plotly.utils.PlotlyJSONEncoder) |
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for key in request.form: |
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for key in request.form: |
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print(key, request.form[key]) |
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print(key, request.form[key]) |
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# Do something with the stock list heres |
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# Do something with the stock list heres |
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@ -284,14 +278,11 @@ def buildPort(): |
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if time.time() - session['lastCreateTime'] < 60: |
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if time.time() - session['lastCreateTime'] < 60: |
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print("UNTIL: ", time.time()-session['lastCreateTime']) |
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print("UNTIL: ", time.time()-session['lastCreateTime']) |
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return '''<span>投資組合建立時間間隔(或與登入時間間隔)必須大於60秒！</span>''' |
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return '''<span>投資組合建立時間間隔(或與登入時間間隔)必須大於60秒！</span>''' |
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# print('last_creation', time.time() - session['lastCreateTime']) |
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session['lastCreateTime'] = time.time() |
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session['lastCreateTime'] = time.time() |
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# print('last_creation', session['lastCreateTime']) |
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# print("-"*10) |
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for key in request.form: |
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for key in request.form: |
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print(key, request.form[key], type(request.form[key])) |
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print(key, request.form[key], type(request.form[key])) |
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# Portfolio Info |
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# Portfolio Info , random name generator |
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name = request.form.get('name') |
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name = request.form.get('name') |
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if name == '': |
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if name == '': |
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prefix=''.join(random.choices(string.ascii_uppercase + string.digits, k=6)) |
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prefix=''.join(random.choices(string.ascii_uppercase + string.digits, k=6)) |
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@ -348,14 +339,17 @@ def buildPort(): |
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info['vol'], info['mdd'], info['annual_sr'], |
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info['vol'], info['mdd'], info['annual_sr'], |
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info['beta'], info['alpha'], info['var10'], info['R2'], True, comment, stock_list, json.dumps(weight.to_dict()), json.dumps(rets.to_dict())) |
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info['beta'], info['alpha'], info['var10'], info['R2'], True, comment, stock_list, json.dumps(weight.to_dict()), json.dumps(rets.to_dict())) |
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sql='insert into strategy \ |
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sql='insert into strategy \ |
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(date, name, username, competition, role, annual_ret, vol, mdd, annual_sr, beta, alpha, var10, R2, tw, notes, assets, weight, ret)\ |
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(date, name, username,\ |
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values (%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s) RETURNING id;' |
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competition, role, annual_ret,\ |
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vol, mdd, annual_sr, beta, alpha,\ |
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var10, R2, tw, notes, assets, weight, ret)\ |
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values (%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s) RETURNING id;' |
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with conn: |
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with conn: |
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with conn.cursor() as curs: |
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with conn.cursor() as curs: |
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curs.execute(sql, data) |
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curs.execute(sql, data) |
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strategy_id = curs.fetchone()[0] |
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strategy_id = curs.fetchone()[0] |
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conn.close() |
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conn.close() |
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print("\n------Write in Success--------\n") |
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print("\n------Strategy write in Success--------\n") |
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return f'''<span>投資組合已完成建立，請點擊 <a class="badge rounded-pill text-bg-warning" href="/result_view?strategy_id={strategy_id}">{strategy_id}</a>查詢分析結果。</span>''' |
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return f'''<span>投資組合已完成建立，請點擊 <a class="badge rounded-pill text-bg-warning" href="/result_view?strategy_id={strategy_id}">{strategy_id}</a>查詢分析結果。</span>''' |
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SeanChenTaipei
2 years ago