finetune

main.py

@@ -13,6 +13,7 @@ import string
 import numpy as np
 import pandas as pd
 import psycopg2
+import psycopg2.extras
 import plotly
 import plotly.express as px
 from portfolio_builder import MVO
@@ -20,32 +21,32 @@ pd.options.plotting.backend = "plotly"
 
 # PARAMETERS
 CONFIGS = {
-    "ENV": "development",
+    # "ENV": "development",
-    "DEBUG": True,
+    # "DEBUG": True,
     "SECRET_KEY": os.urandom(30), # Set the secret key for session authentication
     "PERMANENT_SESSION_LIFETIME": timedelta(minutes=60)
 }
-# SQL_CONFIG = dict(
-#     database= os.getenv("PGDATABASE"),
-#     user=os.getenv("PGUSER"), 
-#     host=os.getenv("PGHOST"), 
-#     port=os.getenv("PGPORT"),
-#     password=os.getenv("PGPASSWORD")
-# )
 SQL_CONFIG = dict(
-        database="railway",
+    database= os.getenv("PGDATABASE"),
-        user="postgres", 
+    user=os.getenv("PGUSER"), 
-        host="containers-us-west-103.railway.app", 
+    host=os.getenv("PGHOST"), 
-        port="5913",
+    port=os.getenv("PGPORT"),
-        password="gv5Mh7cPjCm9YTjAmsYD"
+    password=os.getenv("PGPASSWORD")
 )
+# SQL_CONFIG = dict(
+#         database="railway",
+#         user="postgres", 
+#         host="containers-us-west-103.railway.app", 
+#         port="5913",
+#         password="gv5Mh7cPjCm9YTjAmsYD"
+# )
 # SQL_CONFIG = {@
 #     'database': "tpm",
 #     'user': "hsienchen", 
 #     'host': "127.0.0.1", 
 #     'port': "5432"
 # }
-
+role_map = dict(max_sharpe='最大化夏普比率', max_sortino='最大化索提諾比率', min_volatilty='最小化波動率', quadratic_utility='最大化效用函數')
 
 app = Flask(__name__)
 app.config.from_mapping(CONFIGS)
@@ -68,7 +69,6 @@ def get_stock(conn, stock_list, tw):
         with conn:
             with conn.cursor() as curs:
                 curs.execute(sql, (stock_list, ))
-                # print(curs.mogrify(sql, (stock_list,)))
                 data= curs.fetchall()
     else:
         sql1="SELECT ticker, date, price, return FROM stock_price where ticker = ANY(%s)"
@@ -87,6 +87,27 @@ def get_stock(conn, stock_list, tw):
     port = pd.concat([g.get_group(t).set_index('date')['price'] for t in stock_list], axis=1, join='inner')
     port.columns=stock_list
     return port
+def rolling_optimize(ret, lookback=126, backtest=126, role="max_sharpe", gamma=None):
+    n, num = ret.shape
+    period = (n - lookback)//backtest+1
+    weights = []
+    start = []
+    rets = []
+    for i in range(period):
+        curr = i*backtest+lookback
+        data_train = ret.iloc[curr-lookback:curr, :].to_numpy()
+        data_test = ret.iloc[curr:curr+backtest, :]
+        if len(data_test) == 0:
+            break
+        w = MVO.opt(data_train, role=role, gamma=gamma)
+        start.append(data_test.index[0])
+        weights.append(w)
+        rets.append(data_test.to_numpy()@w)
+    weight = pd.DataFrame(weights, columns=ret.columns, index=pd.to_datetime(start))
+    rets = np.hstack(rets)
+    equally_weighted = ret.iloc[lookback:, :].to_numpy()@np.ones(num)/num
+    rets = pd.DataFrame(np.vstack([rets, equally_weighted]).T, columns=['Portfolio', 'Equally'], index=ret.index[lookback:])
+    return weight, rets
 
 
 # Define the route for the index pages
@@ -97,9 +118,6 @@ def index():
 # Login Page
 @app.route('/login')
 def login():
-    # for key in session:
-    #     print(key, session[key])
-    # print(session.get('username'), session['username'], session.get('username') and session['username'])
     return render_template('login.html')
 @app.route('/login', methods=['POST'])
 def login_post():
@@ -147,7 +165,6 @@ def registration_post():
     rep_password = request.form.get('rep-password')
     # check password
     if not password is None and password == rep_password:
-        print(username, password)
         conn = psycopg2.connect(**SQL_CONFIG)
         ## Connect to the database
         with conn.cursor() as curs:
@@ -240,7 +257,6 @@ def submit_stock_list():
 
     fig = port.plot(title='資產價格走勢', labels=dict(index="Date", value="Price", variable="Assets"))
     fig['layout'] = {}
-    print(type(stock_list))
 
     # 序列化
     graphJSON = json.dumps(fig, cls=plotly.utils.PlotlyJSONEncoder)
@@ -264,10 +280,10 @@ def buildPort():
     if time.time() - session['lastCreateTime'] < 10:
         print("UNTIL: ", time.time()-session['lastCreateTime'])
         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>'''
-    print('last_creation', time.time() - session['lastCreateTime'])
+    # print('last_creation', time.time() - session['lastCreateTime'])
     session['lastCreateTime'] = time.time()
-    print('last_creation', session['lastCreateTime'])
+    # print('last_creation', session['lastCreateTime'])
-    print("-"*10)
+    # print("-"*10)
     for key in request.form:
         print(key, request.form[key], type(request.form[key]))
     
@@ -276,22 +292,25 @@ def buildPort():
     if name == '':
         prefix=''.join(random.choices(string.ascii_uppercase + string.digits, k=6))
         name= prefix + f"-{round(time.time()%100, 2)}"
+
+    # Opt Parameters
     comp = request.form.get('comp')
-    ts = int(request.form.get('ts'))
+    # ts = int(request.form.get('ts'))
-    ts = datetime.fromtimestamp(ts/1000)
+    ts = datetime.now().strftime("%Y-%m-%d, %H:%M:%S")
     role = request.form.get('role')
     lookback = int(request.form.get('lookback'))
     backtest = int(request.form.get('frequency'))
     gamma = float(request.form.get('gamma'))/100
     comment = request.form.get('comment')
     stock_list = json.loads(request.form.get('stockList'))
+
+
     ratio=0.7
 
     # Algorithm MVO
     print("-"*10)
     print("Enter Algorithms")
     print("-"*10)
-    # time.sleep(20)
     # Query DB
     market_asset = '0050.TW' if session['tw']==1 else 'SPY'
     conn = psycopg2.connect(**SQL_CONFIG)
@@ -302,36 +321,32 @@ def buildPort():
         port = get_stock(conn, stock_list+[market_asset], session['tw'])
         market = port[market_asset]
         port = port[stock_list]
+    # Optimization
+    n = len(port.index)
+    if n < lookback+backtest+63:
+        return f'''<span>投資組合無法建立，資料長度與所選參數不符。</span>'''
+    elif n > 757+lookback:
+        port = port.iloc[-(757+lookback):, :]
+        market = market.iloc[-757:]
+    else:
+        market = market.iloc[lookback:]
+
+    length, num = port.shape   
+    ret = port.pct_change().dropna()
+    weight, rets = rolling_optimize(ret, lookback, backtest, role=role, gamma=gamma)
+    weight.index = weight.index.astype(str)
+   
+    rets.index = rets.index.astype(str)
+    rets= rets.round(5)
+    
 
-    length, num = port.shape
+    # Get portfolio info.
-    tsize = int(length*ratio)
+    info = MVO.portfolio_info(np.array([1]), rets['Portfolio'].to_numpy().reshape(-1, 1), rets['Equally'].to_numpy())
-    # time label
+    data = (ts, name, session.get('username').split('@')[0], comp, role, info['annual_ret'],
-    train_label = port.index[1:][:tsize]
+            info['vol'], info['mdd'], info['annual_sr'],
-    test_label = port.index[1:][tsize:]
+            info['beta'], info['alpha'], info['var10'], info['R2'], True, comment, stock_list, json.dumps(weight.to_dict()), json.dumps(rets.to_dict()))
-
-    # data
-    data_return = port.pct_change().dropna().to_numpy()
-    market_return = market.pct_change().dropna().to_numpy()
-    train = data_return[:tsize, :]
-    test = data_return[tsize:, :]
-    train_market = market_return[:tsize]
-    test_market = market_return[tsize:]
-
-    # optimization
-    sol = MVO.opt(train, role=role)
-    train_info = MVO.portfolio_info(sol, train, train_market)
-    test_info = MVO.portfolio_info(sol, test, test_market)
-    # print(sol, train_info, test_info)
-    # print("-"*10)
-    # print(ts, name, session.get('username'), comp,
-    #     role, test_info['annual_ret'], test_info['vol'], test_info['mdd'], test_info['annual_sr'],
-    #         test_info['beta'], test_info['alpha'], test_info['var10'], test_info['R2'], True, comment, stock_list, list(sol), sep=", ")
-    # print("-"*10)
-    data = (ts, name, session.get('username').split('@')[0], comp, role, ratio, test_info['annual_ret'],
-            test_info['vol'], test_info['mdd'], test_info['annual_sr'],
-            test_info['beta'], test_info['alpha'], test_info['var10'], test_info['R2'], True, comment, stock_list, list(sol))
     sql='insert into strategy \
-        (date, name, username, competition, role, ratio, annual_ret, vol, mdd, annual_sr, beta, alpha, var10, R2, tw, comment, assets, assets_position)\
+        (date, name, username, competition, role, annual_ret, vol, mdd, annual_sr, beta, alpha, var10, R2, tw, notes, assets, weight, ret)\
         values (%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s,%s) RETURNING id;'
     with conn:
         with conn.cursor() as curs:
@@ -339,7 +354,7 @@ def buildPort():
             strategy_id = curs.fetchone()[0]
     conn.close()
     print("\n------Write in Success--------\n")
-    return f'''<span>投資組合已完成建立，請至 <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>'''
+    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>'''
 
 
 
@@ -361,8 +376,8 @@ def result():
         flash('使用投組功能請先登入。', 'warning')
         return redirect(url_for('login'))
 
-    sql="""select id, date, name, username, annual_ret, vol, annual_sr\
+    sql="""select id, date, name, username, annual_ret, vol, annual_sr, mdd\
-             from strategy order by id desc limit 100;"""
+             from strategy order by id desc limit 50;"""
     conn = psycopg2.connect(**SQL_CONFIG)
     with conn:
         with conn.cursor() as curs:
@@ -380,9 +395,38 @@ def result_view():
         return redirect(url_for('login'))
     if not 'strategy_id' in request.args:
         return redirect(url_for('index'))
+    else:
+        sid = request.args.get('strategy_id')
     strategy_id = request.args.get('strategy_id')
-    print(strategy_id)
+    sql="""select * from strategy where id=%s;"""
-    return render_template('result_view.html')
+    conn = psycopg2.connect(**SQL_CONFIG)
+    with conn:
+        with conn.cursor(cursor_factory=psycopg2.extras.RealDictCursor) as curs:
+            curs.execute(sql, (sid, ))
+            data= curs.fetchone()
+    conn.close()
+    # Processing data
+    data = dict(data)
+    data['role'] = role_map[data['role']]
+    w = pd.DataFrame(data['weight'])
+    r = pd.DataFrame(data['ret'])   
+    # Plotting weight
+    fig = px.bar(w)
+    fig['layout'] = {}
+    data['weight'] = json.dumps(fig, cls=plotly.utils.PlotlyJSONEncoder)
+    # Plotting weight
+    fig = (r+1).cumprod().plot()
+    fig['layout'] = {}
+    data['ret'] = json.dumps(fig, cls=plotly.utils.PlotlyJSONEncoder)
+    # Plotting ret bars
+    r.index.name = 'date'
+    r.index = pd.to_datetime(r.index)
+    ret_hist = r.to_period('Q').groupby('date').apply(lambda x: (x+1).prod()-1)
+    ret_hist.index = ret_hist.index.astype(str)
+    fig = px.bar(ret_hist)
+    fig['layout'] = {}
+    data['bar'] = json.dumps(fig, cls=plotly.utils.PlotlyJSONEncoder)
+    return render_template('result_view.html', data=data)
 
 # handle login failed
 # @app.errorhandler(401)

sql_script/create_strategy.sql

@@ -1,12 +1,11 @@
 DROP TABLE IF EXISTS strategy;
 CREATE TABLE strategy (
     id SERIAL PRIMARY KEY,
-    date DATE NOT NULL,
+    date VARCHAR(24) NOT NULL,
-    name VARCHAR(64) NOT NULL,
+    name VARCHAR(32) NOT NULL,
-    username VARCHAR(64) NOT NULL,
+    username VARCHAR(32) NOT NULL,
-    competition VARCHAR(64) NOT NULL,
+    competition VARCHAR(32) NOT NULL,
     role VARCHAR(20) NOT NULL,
-    ratio REAL NOT NULL,
     annual_ret REAL NOT NULL,
     vol REAL NOT NULL,
     mdd REAL NOT NULL,
@@ -16,10 +15,11 @@ CREATE TABLE strategy (
     var10 REAL NOT NULL,
     R2 REAL NOT NULL,
     tw BOOLEAN DEFAULT TRUE,
-    comment VARCHAR(255),
+    notes VARCHAR(255),
     assets TEXT[] NOT NULL,
-    assets_position REAL[] NOT NULL,
+    weight JSON NOT NULL,
-    notes TEXT[][]
+    ret JSON NOT NULL,
+    comments TEXT[][]
 );
 CREATE INDEX idx_user ON strategy (username);
 

static/js/addStock.js

@@ -2,17 +2,11 @@
 let stockList = ['2330.TW'];
 let currentList = [];
 const layout={'autosize': true, 'markers':true,
-'title': {'text': 'Assets'}, 
+'title': {'text': ''}, 
-'xaxis': {'anchor': 'y', 'domain': [0.0, 1.0],
+'xaxis': {'anchor': 'y', 'domain': [0.0, 1.0], 'rangeslider': {'visible': true}}, 
-        'rangeslider': {'visible': true}, 
-        'rangeselector':{'rangeselector': 
-                        {'buttons': [
-                        {'count': 1, 'label': '1m', 'step': 'month', 'stepmode': 'backward'},
-                        {'count': 6, 'label': '6m', 'step': 'month', 'stepmode': 'backward'},
-                        {'count': 1, 'label': 'YTD', 'step': 'year', 'stepmode': 'todate'},
-                        {'count': 1, 'label': '1y', 'step': 'year', 'stepmode': 'backward'}, {'step': 'all'}]}, 'rangeslider': {'visible': true},'type': 'date'}}, 
 'yaxis': {'anchor': 'x', 'domain': [0.0, 1.0], 'fixedrange': false},
-'legend': {'yanchor': 'top', 'y': 1.8, 'xanchor': 'left', 'x': 0.01}, 'margin': {'l': 25, 'r': 5, 't': 10, 'b': 5},
+'legend': {'yanchor': 'top', 'y': 1.1, 'xanchor': 'left', 'x': 0.01, 'orientation':'h'},
+'margin': {'l': 25, 'r': 5, 't': 10, 'b': 5},
 }
 // Cache frequently-used DOM elements
 const $stockForm = $('#stock-form');

templates/base.html

@@ -23,11 +23,10 @@
         {% endblock %}
         <style>
             body {
-                // padding-top: 60px;
+                // padding-bottom: 10px;
-                padding-bottom: 10px;
                 font-family: Georgia, Arial, Geneva, Helvetica, serif !important;
                 background-color: #eee;
-                height:100vh;
+                height:95vh;
             }
             .navbar {
                 background-image: linear-gradient(to bottom right, #5d9faa , #c4e0e5);
@@ -62,7 +61,7 @@
             ('/', 'index', '首頁', 'bi bi-house-fill'),
             ('/strategy', 'strategy', '建立策略', 'fa-solid fa-chart-pie'),
             ('/strategy_tw', 'strategy_tw', '台股建立策略', 'fa-solid fa-chart-pie'),
-            ('/strategy_bl', 'strategy_bl', 'Black-Litterman配置', 'fa-solid fa-chess-knight'),
+            ('/', 'strategy_bl', 'Black-Litterman配置', 'fa-solid fa-chess-knight'),
             ('/custom', 'custom', '自訂數據建立策略', 'bi bi-database-fill-add'),
             ('/result', 'result', '分析結果排行', 'fa-solid fa-chart-simple'),
             ('mailto:r10246002@ntu.edu.tw', 'error', '錯誤回報', 'bi bi-bug-fill')

templates/login.html

@@ -14,7 +14,7 @@
 {% endblock %}
 
 {% block content %}
-<div class="container-fluid" style="background-color: #eee;min-height:100%;position:relative;">
+<div class="container-fluid" style="background-color: #eee;min-height:92%;position:relative;">
   <div class="container-fluid py-4">
     <div class="row d-flex justify-content-center align-items-center h-100">
       <div class="col-lg-12 col-xl-11">

templates/result.html

@@ -7,7 +7,7 @@
 
 {% block title %}Result Page{% endblock%}
 {% block content %}
-<div class="container-fluid" style="background-color: #eee;">
+<div class="container-fluid" style="background-color: #eee;;min-height:92%;position:relative;">
     <div class="container-fluid px-1 py-4">
         <div class="alert alert-secondary p-3 mx-3" role="alert">
             <div class="flex-row">
@@ -67,6 +67,7 @@
                                 <th scope="col">報酬率</th>
                                 <th scope="col">夏普率</th>
                                 <th scope="col">波動率</th>
+                                <th scope="col">最大回落</th>
                                 <th scope="col">創建時間</th>
                             </tr>
                         </thead>
@@ -83,6 +84,7 @@
                                 <td>{{ info[4] }}</td>
                                 <td>{{ info[6] }}</td>
                                 <td>{{ info[5] }}</td>
+                                <td>{{ info[7] }}</td>
                                 <td>{{ info[1] }}</td>
                             </tr>
                         </thead>

templates/result_view.html

@@ -13,20 +13,160 @@
 {% endblock %}
 
 {% block content %}
-<div class="container-fluid" style="background-color: #eee;min-height:100%;position:relative;">
+<div class="container-fluid" style="background-color: #eee;min-height:92%;position:relative;">
   <div class="container-fluid py-4">
     <div class="row d-flex justify-content-center align-items-center h-100">
       <div class="col-lg-12 col-xl-11">
-        <div class="card text-black mt-3" style="border-radius: 25px;">
+
-          <div class="card-body p-md-5" style="border-radius: 25px;">
+        <div class="alert alert-light text-dark" role="alert">
-            <div class="row justify-content-center">
+          <div class="container">
-                yeah
+            <div class="row">
+              <div class="col-3">
+                <strong>策略編號</strong>
+              </div>
+              <div class="col-6">
+                {{ data.id|safe }}
+              </div>
+            </div>
+            <hr>
+            <div class="row">
+              <div class="col-3">
+                <strong>策略名稱</strong>
+              </div>
+              <div class="col-6">
+                {{ data.name|safe }}
+              </div>
+            </div>
+            <hr>
+            <div class="row">
+              <div class="col-3">
+                <strong>建立者</strong>
+              </div>
+              <div class="col-6">
+                {{ data.username|safe }}
+              </div>
+            </div>
+            <hr>
+            <div class="row">
+              <div class="col-3">
+                <strong>建立時間</strong>
+              </div>
+              <div class="col-6">
+                {{ data.date|safe }}
+              </div>
+            </div>
+            <hr>
+            <div class="row">
+              <div class="col-3">
+                <strong>策略目標</strong>
+              </div>
+              <div class="col-6">
+                {{ data.role|safe }}
+              </div>
+            </div>
+            <div class="row">
+              <button class="btn btn-info mt-3" type="button" data-bs-toggle="collapse" data-bs-target="#collapse1" aria-expanded="false" aria-controls="collapseExample">
+                  詳細資訊
+              </button>
+              <div class="collapse" id="collapse1">
+                <div card="card card-body p-3 m-3">
+                  <div class="p-3 table-responsive-sm table-responsive-md table-responsive-xl">
+                      <table class="table caption-top">
+                          <thead>
+                              <tr>
+                                  <th scope="col">年化報酬率</th>
+                                  <th scope="col">年化夏普率</th>
+                                  <th scope="col">年化波動率</th>
+                                  <th scope="col">最大回落</th>
+                                  <th scope="col">Alpha</th>
+                                  <th scope="col">Beta</th>
+                                  <th scope="col">VaR10</th>
+                                  <th scope="col">R^2</th>
+                              </tr>
+                          </thead>
+                          <thead style="font-size: 1vmin'">
+                              <tr>
+                                  <td>{{ data.annual_ret }}</td>
+                                  <td>{{ data.annual_sr }}</td>
+                                  <td>{{ data.vol }}</td>
+                                  <td>{{ data.mdd }}</td>
+                                  <td>{{ data.alpha }}</td>
+                                  <td>{{ data.beta }}</td>
+                                  <td>{{ data.var10 }}</td>
+                                  <td>{{ data.r2 }}</td>
+                              </tr>
+                          </thead>
+                      </table>
+                  </div>
+              </div>
+              </div>
+            </div>
+          </div>
+        </div>
+
+
+
+        <div class="card mt-3 py-2" style="border-radius: 10px;">
+          <div class="card-body p-0" style="border-radius: 10px;">
+            <div class="row justify-content-center font-bold text-xl">
+                資產權重變化
+            </div>
+            <div class="" id="weight" style="max-height:30vh"></div>
+            <div class="row justify-content-center font-bold text-xl">
+                投組價值走勢
             </div>
+            <div class="" id="price" style="max-height:30vh"></div>
+            <div class="row justify-content-center font-bold text-xl">
+                投組季報酬率
+            </div>
+            <div class="" id="bar" style="max-height:30vh"></div>
           </div>
         </div>
+
+
+
       </div>
     </div>
   </div>
 </div>
 
-{% endblock %}
+{% endblock %}
+
+{% block script %}
+<script src="https://cdn.plot.ly/plotly-latest.min.js"></script>
+<script src="https://code.highcharts.com/highcharts.js"></script>
+<script type="text/javascript">
+    const wlayout = {
+    'autosize': true,
+    'barmode': 'relative',
+    'title': {'text': ''}, 
+    'xaxis': {'anchor': 'y', 'domain': [0.0, 1.0], 'title':''}, 
+    'yaxis': {'anchor': 'x', 'domain': [0.0, 1.0], 'title':''},
+    'margin': {'l': 50, 'r': 50, 't': 50, 'b': 50},
+    'legend': {'yanchor': 'top', 'y': 1.2, 'xanchor': 'left', 'x': 0.01, 'orientation':'h'}
+
+  };
+    const rlayout = {
+      'autosize': true,
+      'title': {'text': ''}, 
+      'xaxis': {'anchor': 'y', 'domain': [0.0, 1.0], 'title':''}, 
+      'yaxis': {'anchor': 'x', 'domain': [0.0, 1.0], 'title':''},
+      'margin': {'l': 50, 'r': 50, 't': 50, 'b': 50},
+      'legend': {'yanchor': 'top', 'y': 1.2, 'xanchor': 'left', 'x': 0.01, 'orientation':'h'}
+    };
+    const blayout = {
+      'autosize': true,
+      'title': {'text': ''}, 
+      'xaxis': {'anchor': 'y', 'domain': [0.0, 1.0], 'title':''}, 
+      'yaxis': {'anchor': 'x', 'domain': [0.0, 1.0], 'title':''},
+      'margin': {'l': 50, 'r': 50, 't': 50, 'b': 50},
+      'legend': {'yanchor': 'top', 'y': 1.2, 'xanchor': 'left', 'x': 0.01, 'orientation':'h'}
+    };
+    var w = {{ data.weight|safe }};
+    var r = {{ data.ret|safe }};
+    var b = {{ data.bar|safe }};
+    Plotly.newPlot("weight", w.data, wlayout, {responsive: true});
+    Plotly.newPlot("price", r.data, rlayout, {responsive: true});
+    Plotly.newPlot("bar", b.data, blayout, {responsive: true});
+</script>
+{% endblock script %}

templates/strategy_tw.html

@@ -123,7 +123,7 @@ div.card{
                 
             </div>
             <div class="card-body">
-                <div id="graph" style="max-height:60vh">
+                <div id="graph" style="max-height:50vh">
                     <span>
                         按下
                         <button type="button" class="btn btn-outline-primary btn-sm" disabled>確認資產</button>
@@ -148,10 +148,10 @@ div.card{
             <div class="input-group"> 
                 <span class="input-group-text bg-info">輸入數據時長</span>
                 <select id="lookback" class="form-select">
-                    <option value="21">每月</option>
+                    <option value="21">1個月</option>
-                    <option value="63">每季</option>
+                    <option value="63">3個月</option>
-                    <option selected value="126">每半年</option>
+                    <option selected value="126">6個月</option>
-                    <option value="252">每年</option>
+                    <option value="252">12個月</option>
                 </select>
             </div>
             <div class="input-group"> 
@@ -169,9 +169,7 @@ div.card{
                     <option selected value="max_sharpe">最大化夏普比率</option>
                     <option value="max_sortino">最大化索提諾比率</option>
                     <option value="min_volatility">最小化波動率</option>
-                    <option value="quadratic_utility">
+                    <option value="quadratic_utility">最大化效用函數</option>
-                        最大化效用函數
-                    </option>
                 </select>
             </div>
             <div class="input-group" style="display: none;" id="gamma">