From e87b7bafb2ddcd3a5aba027ce8afe528bc9f9805 Mon Sep 17 00:00:00 2001
From: SeanChenTaipei <sean96545@gmail.com>
Date: Thu, 9 Mar 2023 13:36:12 +0800
Subject: [PATCH] cool

---
 cool.json                  |  1 +
 main.py                    | 35 +++++++++++++++++++----------------
 static/js/addStock.js      | 19 +++++++++++--------
 templates/strategy_tw.html | 34 +++++++++++++++++++++++++---------
 4 files changed, 56 insertions(+), 33 deletions(-)
 create mode 100644 cool.json

diff --git a/cool.json b/cool.json
new file mode 100644
index 0000000..0051421
--- /dev/null
+++ b/cool.json
@@ -0,0 +1 @@
+"{\"AAPL\":{\"1591142400000\":0.03,\"1593648000000\":0.21,\"1596412800000\":0.4,\"1598918400000\":0.4,\"1601510400000\":0.27,\"1604016000000\":0.13,\"1606780800000\":0.0,\"1609372800000\":0.03,\"1612224000000\":0.0,\"1614816000000\":0.0,\"1617580800000\":0.0,\"1620086400000\":0.0,\"1622678400000\":0.0,\"1625184000000\":0.18,\"1627948800000\":0.2,\"1630454400000\":0.21,\"1633046400000\":0.0,\"1635724800000\":0.0,\"1638316800000\":0.4,\"1640908800000\":0.25,\"1643673600000\":0.3,\"1646265600000\":0.0,\"1648771200000\":0.0,\"1651536000000\":0.02,\"1654128000000\":0.0,\"1656979200000\":0.0,\"1659484800000\":0.0,\"1661990400000\":0.21,\"1664755200000\":0.02,\"1667260800000\":0.0,\"1669852800000\":0.0,\"1672704000000\":0.0,\"1675296000000\":0.0},\"A\":{\"1591142400000\":0.13,\"1593648000000\":0.0,\"1596412800000\":0.0,\"1598918400000\":0.0,\"1601510400000\":0.13,\"1604016000000\":0.12,\"1606780800000\":0.31,\"1609372800000\":0.05,\"1612224000000\":0.0,\"1614816000000\":0.0,\"1617580800000\":0.0,\"1620086400000\":0.0,\"1622678400000\":0.22,\"1625184000000\":0.45,\"1627948800000\":0.41,\"1630454400000\":0.34,\"1633046400000\":0.19,\"1635724800000\":0.0,\"1638316800000\":0.0,\"1640908800000\":0.0,\"1643673600000\":0.0,\"1646265600000\":0.0,\"1648771200000\":0.0,\"1651536000000\":0.0,\"1654128000000\":0.0,\"1656979200000\":0.25,\"1659484800000\":0.49,\"1661990400000\":0.2,\"1664755200000\":0.13,\"1667260800000\":0.27,\"1669852800000\":0.31,\"1672704000000\":0.29,\"1675296000000\":0.43},\"ABBV\":{\"1591142400000\":0.0,\"1593648000000\":0.0,\"1596412800000\":0.0,\"1598918400000\":0.0,\"1601510400000\":0.0,\"1604016000000\":0.0,\"1606780800000\":0.0,\"1609372800000\":0.13,\"1612224000000\":0.16,\"1614816000000\":0.0,\"1617580800000\":0.0,\"1620086400000\":0.0,\"1622678400000\":0.0,\"1625184000000\":0.0,\"1627948800000\":0.0,\"1630454400000\":0.0,\"1633046400000\":0.0,\"1635724800000\":0.0,\"1638316800000\":0.0,\"1640908800000\":0.3,\"1643673600000\":0.38,\"1646265600000\":0.6,\"1648771200000\":0.6,\"1651536000000\":0.6,\"1654128000000\":0.47,\"1656979200000\":0.6,\"1659484800000\":0.0,\"1661990400000\":0.0,\"1664755200000\":0.0,\"1667260800000\":0.3,\"1669852800000\":0.35,\"1672704000000\":0.3,\"1675296000000\":0.0},\"AFL\":{\"1591142400000\":0.0,\"1593648000000\":0.0,\"1596412800000\":0.0,\"1598918400000\":0.0,\"1601510400000\":0.0,\"1604016000000\":0.0,\"1606780800000\":0.55,\"1609372800000\":0.13,\"1612224000000\":0.24,\"1614816000000\":0.3,\"1617580800000\":0.43,\"1620086400000\":0.43,\"1622678400000\":0.4,\"1625184000000\":0.0,\"1627948800000\":0.0,\"1630454400000\":0.0,\"1633046400000\":0.0,\"1635724800000\":0.0,\"1638316800000\":0.0,\"1640908800000\":0.0,\"1643673600000\":0.33,\"1646265600000\":0.4,\"1648771200000\":0.34,\"1651536000000\":0.1,\"1654128000000\":0.53,\"1656979200000\":0.15,\"1659484800000\":0.23,\"1661990400000\":0.11,\"1664755200000\":0.13,\"1667260800000\":0.44,\"1669852800000\":0.34,\"1672704000000\":0.41,\"1675296000000\":0.57},\"TSLA\":{\"1591142400000\":0.23,\"1593648000000\":0.6,\"1596412800000\":0.6,\"1598918400000\":0.6,\"1601510400000\":0.6,\"1604016000000\":0.6,\"1606780800000\":0.15,\"1609372800000\":0.6,\"1612224000000\":0.6,\"1614816000000\":0.34,\"1617580800000\":0.0,\"1620086400000\":0.0,\"1622678400000\":0.0,\"1625184000000\":0.0,\"1627948800000\":0.0,\"1630454400000\":0.23,\"1633046400000\":0.53,\"1635724800000\":0.6,\"1638316800000\":0.6,\"1640908800000\":0.45,\"1643673600000\":0.0,\"1646265600000\":0.0,\"1648771200000\":0.06,\"1651536000000\":0.2,\"1654128000000\":0.0,\"1656979200000\":0.0,\"1659484800000\":0.0,\"1661990400000\":0.33,\"1664755200000\":0.6,\"1667260800000\":0.0,\"1669852800000\":0.0,\"1672704000000\":0.0,\"1675296000000\":0.0},\"AMZN\":{\"1591142400000\":0.6,\"1593648000000\":0.19,\"1596412800000\":0.0,\"1598918400000\":0.0,\"1601510400000\":0.0,\"1604016000000\":0.02,\"1606780800000\":0.0,\"1609372800000\":0.0,\"1612224000000\":0.0,\"1614816000000\":0.0,\"1617580800000\":0.0,\"1620086400000\":0.0,\"1622678400000\":0.0,\"1625184000000\":0.0,\"1627948800000\":0.0,\"1630454400000\":0.0,\"1633046400000\":0.0,\"1635724800000\":0.0,\"1638316800000\":0.0,\"1640908800000\":0.0,\"1643673600000\":0.0,\"1646265600000\":0.0,\"1648771200000\":0.0,\"1651536000000\":0.0,\"1654128000000\":0.0,\"1656979200000\":0.0,\"1659484800000\":0.28,\"1661990400000\":0.15,\"1664755200000\":0.12,\"1667260800000\":0.0,\"1669852800000\":0.0,\"1672704000000\":0.0,\"1675296000000\":0.0},\"GOOGL\":{\"1591142400000\":0.0,\"1593648000000\":0.0,\"1596412800000\":0.0,\"1598918400000\":0.0,\"1601510400000\":0.0,\"1604016000000\":0.08,\"1606780800000\":0.0,\"1609372800000\":0.07,\"1612224000000\":0.0,\"1614816000000\":0.35,\"1617580800000\":0.57,\"1620086400000\":0.57,\"1622678400000\":0.38,\"1625184000000\":0.37,\"1627948800000\":0.39,\"1630454400000\":0.22,\"1633046400000\":0.28,\"1635724800000\":0.4,\"1638316800000\":0.0,\"1640908800000\":0.0,\"1643673600000\":0.0,\"1646265600000\":0.0,\"1648771200000\":0.0,\"1651536000000\":0.0,\"1654128000000\":0.0,\"1656979200000\":0.0,\"1659484800000\":0.0,\"1661990400000\":0.0,\"1664755200000\":0.0,\"1667260800000\":0.0,\"1669852800000\":0.0,\"1672704000000\":0.0,\"1675296000000\":0.0},\"SPY\":{\"1591142400000\":0.0,\"1593648000000\":0.0,\"1596412800000\":0.0,\"1598918400000\":0.0,\"1601510400000\":0.0,\"1604016000000\":0.04,\"1606780800000\":0.0,\"1609372800000\":0.0,\"1612224000000\":0.0,\"1614816000000\":0.0,\"1617580800000\":0.0,\"1620086400000\":0.0,\"1622678400000\":0.0,\"1625184000000\":0.0,\"1627948800000\":0.0,\"1630454400000\":0.0,\"1633046400000\":0.0,\"1635724800000\":0.0,\"1638316800000\":0.0,\"1640908800000\":0.0,\"1643673600000\":0.0,\"1646265600000\":0.0,\"1648771200000\":0.0,\"1651536000000\":0.08,\"1654128000000\":0.0,\"1656979200000\":0.0,\"1659484800000\":0.0,\"1661990400000\":0.0,\"1664755200000\":0.0,\"1667260800000\":0.0,\"1669852800000\":0.0,\"1672704000000\":0.0,\"1675296000000\":0.0}}"
\ No newline at end of file
diff --git a/main.py b/main.py
index 0d59bbb..df29234 100644
--- a/main.py
+++ b/main.py
@@ -20,26 +20,26 @@ pd.options.plotting.backend = "plotly"
 
 # PARAMETERS
 CONFIGS = {
-    # "ENV": "development",
-    # "DEBUG": True,
+    "ENV": "development",
+    "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",
-#         user="postgres", 
-#         host="containers-us-west-103.railway.app", 
-#         port="5913",
-#         password="gv5Mh7cPjCm9YTjAmsYD"
+#     database= os.getenv("PGDATABASE"),
+#     user=os.getenv("PGUSER"), 
+#     host=os.getenv("PGHOST"), 
+#     port=os.getenv("PGPORT"),
+#     password=os.getenv("PGPASSWORD")
 # )
-# SQL_CONFIG = {
+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", 
@@ -280,9 +280,12 @@ def buildPort():
     ts = int(request.form.get('ts'))
     ts = datetime.fromtimestamp(ts/1000)
     role = request.form.get('role')
-    ratio = float(request.form.get('ratio'))
+    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)
diff --git a/static/js/addStock.js b/static/js/addStock.js
index d9dbdf8..74246b7 100644
--- a/static/js/addStock.js
+++ b/static/js/addStock.js
@@ -54,14 +54,15 @@ $stockList.on('click', '.delete-btn', function(){
     deleteStockItem(itemIndex);
     // console.log(stockList);
   });
-// $stockList.on('click', '.delete-btn', function(event) {
-//     // Get index of item to delete
-//     const $deleteBtn = $(event.target);
-//     const itemIndex = $deleteBtn.parent().index();
 
-//     // Delete item from list
-//     deleteStockItem(itemIndex);
-// });
+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
@@ -107,8 +108,10 @@ $sendPort.click(function(event) {
           name: $('input[name=portName]').val(),
           ts: Date.now(), 
           comp: $('#competition').val(),
-          ratio: $('#ratio-select').val(),
+          lookback: $('#lookback').val(),
+          frequency: $('#opt-frequency').val(),
           role: $('#role-select').val(),
+          gamma: $('#util-gamma').val(),
           comment: $commentPort.val(),
           stockList: JSON.stringify(stockList)
          },
diff --git a/templates/strategy_tw.html b/templates/strategy_tw.html
index 494fd4b..9c1c8a1 100644
--- a/templates/strategy_tw.html
+++ b/templates/strategy_tw.html
@@ -136,7 +136,7 @@ div.card{
         <div class="card mt-3">
             <div class="d-flex p-2">
                 <div class="p-2 font-bold text-lg">
-                    策略參數選擇
+                    投組最佳化配置
                 </div>
                 <div class="btn-group ms-auto">
                     <button type="button" class="btn btn-outline-danger btn-sm" id="submit-port">
@@ -146,23 +146,39 @@ div.card{
                 
             </div>
             <div class="input-group"> 
-                <span class="input-group-text bg-info">訓練 / 回測數據比</span>
-                <select id="ratio-select" class="form-select">
-                    <option value="0.5">5:5</option>
-                    <option value="0.6">6:4</option>
-                    <option selected value="0.7">7:3</option>
-                    <option value="0.8">8:2</option>
-                    <option value="0.9">9:1</option>
+                <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="63">每季</option>
+                    <option selected value="126">每半年</option>
+                    <option value="252">每年</option>
+                </select>
+            </div>
+            <div class="input-group"> 
+                <span class="input-group-text bg-info">再平衡頻率</span>
+                <select id="opt-frequency" class="form-select">
+                    <option value="21">每月</option>
+                    <option value="63">每季</option>
+                    <option selected value="126">每半年</option>
+                    <option value="252">每年</option>
                 </select>
             </div>
             <div class="input-group"> 
                 <span class="input-group-text bg-info">最佳化目標函數</span>
-                <select id="role-select" class="form-select">
+                <select id="role-select" class="form-select" onchange="changeFunc(value);">
                     <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">
+                        最大化效用函數
+                    </option>
                 </select>
             </div>
+            <div class="input-group" style="display: none;" id="gamma"> 
+                <span class="input-group-text bg-info">風險厭惡係數</span>
+                <input type="number" id="util-gamma" name="targetAnnualVolatility" class="form-control fmt-pct" value="30" autocomplete="off">
+                <span class="input-group-text">%</span>
+            </div>
         </div>