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flask_tpm
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SeanChenTaipei 2 years ago
parent 0481aba993
commit 6ed1ea8e4f
8 changed files with 21 additions and 44 deletions
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  1. 4
      main.py
  2. 10
      portfolio_builder.py
  3. 28
      static/js/addStock.js
  4. 2
      templates/404.html
  5. 8
      templates/custom.html
  6. 7
      templates/registration.html
  7. 3
      templates/result.html
  8. 3
      templates/strategy_tw.html

4
main.py
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@ -392,8 +392,8 @@ def custom_post():
info = MVO.portfolio_info(np.array([1]), rets['Portfolio'].to_numpy().reshape(-1, 1), np.zeros(len(ret)-lookback)) info = MVO.portfolio_info(np.array([1]), rets['Portfolio'].to_numpy().reshape(-1, 1), np.zeros(len(ret)-lookback))
info['username'] = session.get('username').split('@')[0] info['username'] = session.get('username').split('@')[0]
info['role'] = role_map[role] info['role'] = role_map[role]
info['id']='使用者自行上傳' info['id']='Custom data'
info['name']='使用者自行上傳' info['name']='Custom data'
info['date'] = '-' info['date'] = '-'
info['alpha'] = '-' info['alpha'] = '-'
info['beta'] = '-' info['beta'] = '-'

10
portfolio_builder.py
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@ -2,19 +2,9 @@ import json
import time import time
import numpy as np import numpy as np
import pandas as pd import pandas as pd
from scipy.optimize import minimize from scipy.optimize import minimize
class MVO(object): class MVO(object):
def __init__(self, data, market, ratio, role='max-sharpe'):
length, self.num = data.shape
tsize = int(length*ratio)
self.data_return = data.pct_change().dropna().to_numpy()
self.market_return = market.pct_change().dropna().to_numpy()
self.train[:tsize, :]
self.test[tsize:, :]
self.train_market = self.market_return[:tsize]
self.test_market = self.market_return[tsize:]
@staticmethod @staticmethod
def portfolio_info(w, ret, market_ret, rf=0): def portfolio_info(w, ret, market_ret, rf=0):
# return and drawdown # return and drawdown

28
static/js/addStock.js
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@ -10,7 +10,6 @@ const layout={'autosize': true, 'markers':true,
} }
// Cache frequently-used DOM elements // Cache frequently-used DOM elements
const $stockForm = $('#stock-form'); const $stockForm = $('#stock-form');
// const $stockSelect = $('#stock-select');
const $compSelect = $('#competition'); const $compSelect = $('#competition');
const $stockList = $('#stock-list'); const $stockList = $('#stock-list');
const $submitBtn = $('#submit-btn'); const $submitBtn = $('#submit-btn');
@ -32,7 +31,14 @@ function addStockItem(stock, text) {
</li>`); </li>`);
$stockList.append($newItem); $stockList.append($newItem);
} }
function changeFunc(value) {
console.log(value);
if (value === 'quadratic_utility') {
$('#gamma').css("display", "flex");
} else {
$('#gamma').css("display", "none");
}
}
// Function to delete a stock item from the list // Function to delete a stock item from the list
function deleteStockItem(itemIndex) { function deleteStockItem(itemIndex) {
// Remove item from array // Remove item from array
@ -48,17 +54,6 @@ $stockList.on('click', '.delete-btn', function(){
deleteStockItem(itemIndex); deleteStockItem(itemIndex);
// console.log(stockList); // console.log(stockList);
}); });
function changeFunc(value) {
console.log(value);
if (value === 'quadratic_utility') {
$('#gamma').css("display", "flex");
} else {
$('#gamma').css("display", "none");
}
}
// Event listener for submit button click // Event listener for submit button click
$addStockBtn.click(function(event) { $addStockBtn.click(function(event) {
event.preventDefault(); event.preventDefault();
@ -171,10 +166,3 @@ $(document).ready(function(){
}); });
}); });
}); });
// window.onresize = function() {
// Plotly.relayout('graph', {
// 'xaxis.autorange': true,
// 'yaxis.autorange': true
// });
// };

2
templates/404.html
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@ -6,7 +6,7 @@
<meta name="viewport" content="width=device-width, initial-scale=1.0"> <meta name="viewport" content="width=device-width, initial-scale=1.0">
<title>Document</title> <title>Document</title>
</head> </head>
<body style="background-image: linear-gradient(to bottom right, #5d9faa , #c4e0e5);"> <body style="background-image: linear-gradient(to bottom right, #5d9faa , #c4e0e5);min-height:92%;">
<div class="container-fluid justify-content-center"> <div class="container-fluid justify-content-center">
<h1 class="font-bold text-4xl">404 Error</h1> <h1 class="font-bold text-4xl">404 Error</h1>
</div> </div>

8
templates/custom.html
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@ -78,4 +78,12 @@
} }
} }
</script> </script>
<script>
$("#csv_file").on("change", function () {
if(this.files[0].size > 1000000) {
alert("檔案大小請勿超過 1MB !!");
$(this).val(null);
}
});
</script>
{% endblock script %} {% endblock script %}

7
templates/registration.html
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@ -66,12 +66,5 @@
</div> </div>
</div> </div>
</section> </section>
<!-- {% if error %}
<div class="alert alert-danger" role="alert">
{{ error }}
</div>
{% endif %} -->
</div> </div>
{% endblock %} {% endblock %}

3
templates/result.html
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@ -9,7 +9,7 @@
{% block title %}Result Page{% endblock%} {% block title %}Result Page{% endblock%}
{% block content %} {% block content %}
<div class="container-fluid" style="background-color: #eee;;min-height:92%;position:relative;"> <div class="container-fluid" style="background-color: #eee;min-height:92%;position:relative;">
<div class="container-fluid px-1 py-4"> <div class="container-fluid px-1 py-4">
<div class="alert alert-secondary p-3 mx-3" role="alert" style="border: 1px solid black"> <div class="alert alert-secondary p-3 mx-3" role="alert" style="border: 1px solid black">
<div class="flex-row"> <div class="flex-row">
@ -85,7 +85,6 @@
</div> </div>
</div> </div>
</div> </div>
</div> </div>
</div> </div>

3
templates/strategy_tw.html
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@ -84,7 +84,7 @@ div.card{
</div> </div>
<div class="card-body"> <div class="card-body">
<label for="portName" class="form-label font-bold">輸入投資組合名稱: </label> <label for="portName" class="form-label font-bold">輸入投資組合名稱: </label>
<input id="portName" name="portName" type="text" class="form-control mb-3" placeholder="EX. 韓總 No.1" required> <input id="portName" name="portName" type="text" class="form-control mb-3" placeholder="EX. 112最帥" required>
<label for="competition" class="form-label font-bold">選擇所屬課程或競賽: </label> <label for="competition" class="form-label font-bold">選擇所屬課程或競賽: </label>
<select id="competition" class="form-select mb-3" size="1"> <select id="competition" class="form-select mb-3" size="1">
{% include 'competitions.html' %} {% include 'competitions.html' %}
@ -119,7 +119,6 @@ div.card{
</ol> </ol>
</div> </div>
</div> </div>
</div> </div>
</div> </div>

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