diff --git a/main.py b/main.py
index fbce2af..aafa1b5 100644
--- a/main.py
+++ b/main.py
@@ -21,8 +21,8 @@ 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)
}
@@ -33,13 +33,13 @@ SQL_CONFIG = dict(
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"
-)
+# SQL_CONFIG = dict(
+# database="railway",
+# user="postgres",
+# host="containers-us-west-103.railway.app",
+# port="5913",
+# password="gv5Mh7cPjCm9YTjAmsYD"
+# )
# SQL_CONFIG = {@
# 'database': "tpm",
# 'user': "hsienchen",
@@ -251,11 +251,13 @@ def submit_stock_list():
## Query DB
conn = psycopg2.connect(**SQL_CONFIG)
port = get_stock(conn, stock_list, session['tw'])
- if len(port.index) > 750:
- port = port.iloc[-750:, :]
+ if len(port.index) > 908:
+ port = port.iloc[-908:, :]
conn.close()
+ port = port.iloc[::3, :]
+ port = port/port.iloc[0, :]
- fig = port.plot(title='資產價格走勢', labels=dict(index="Date", value="Price", variable="Assets"))
+ fig = port.plot(title='資產價格變化', labels=dict(index="Date", value="Price", variable="Assets"))
fig['layout'] = {}
# 序列化
@@ -277,7 +279,7 @@ def buildPort():
if not 'tw' in session:
return redirect(url_for('index'))
# Stop frequently building strategy
- if time.time() - session['lastCreateTime'] < 10:
+ if time.time() - session['lastCreateTime'] < 60:
print("UNTIL: ", time.time()-session['lastCreateTime'])
return '''投資組合建立時間間隔(或與登入時間間隔)必須大於60秒！'''
# print('last_creation', time.time() - session['lastCreateTime'])
@@ -295,8 +297,8 @@ def buildPort():
# Opt Parameters
comp = request.form.get('comp')
- # ts = int(request.form.get('ts'))
- ts = datetime.now().strftime("%Y-%m-%d, %H:%M:%S")
+ ts = request.form.get('ts')
+ # 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'))
@@ -305,8 +307,6 @@ def buildPort():
stock_list = json.loads(request.form.get('stockList'))
- ratio=0.7
-
# Algorithm MVO
print("-"*10)
print("Enter Algorithms")
@@ -325,9 +325,9 @@ def buildPort():
n = len(port.index)
if n < lookback+backtest+63:
return f'''投資組合無法建立，資料長度與所選參數不符。'''
- elif n > 757+lookback:
- port = port.iloc[-(757+lookback):, :]
- market = market.iloc[-757:]
+ elif n > 909+lookback:
+ port = port.iloc[-(909+lookback):, :]
+ market = market.iloc[-909:]
else:
market = market.iloc[lookback:]
@@ -368,23 +368,56 @@ def custom():
return render_template('custom.html', message='No')
-@app.route('/result')
+@app.route('/result', methods=['GET', 'POST'])
def result():
if login_required():
pass
else:
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, mdd\
- from strategy order by id desc limit 50;"""
- conn = psycopg2.connect(**SQL_CONFIG)
- with conn:
- with conn.cursor() as curs:
- curs.execute(sql)
- data= curs.fetchall()
- conn.close()
- return render_template('result.html', strategy_data=data)
+ if request.method=='GET':
+ conn = psycopg2.connect(**SQL_CONFIG)
+ with conn:
+ with conn.cursor() as curs:
+ sql="select id, date, name, username, annual_ret, vol, annual_sr, mdd\
+ from strategy order by id desc limit 50"
+ curs.execute(sql)
+ data= curs.fetchall()
+ conn.close()
+ return render_template('result.html', strategy_data=data)
+ elif request.method=='POST':
+ role = request.form.get('role')
+ comp = request.form.get('competition')
+ if role in ['id', 'annual_ret', 'annual_sr', 'vol']:
+ pass
+ else:
+ role='id'
+ if comp == 'none':
+ comp=None
+ print("result", type(role), type(comp))
+ conn = psycopg2.connect(**SQL_CONFIG)
+ with conn:
+ with conn.cursor() as curs:
+ if comp is None:
+ if role is None:
+ sql="select id, date, name, username, annual_ret, vol, annual_sr, mdd\
+ from strategy order by id desc limit 50"
+ curs.execute(sql)
+ elif role=='vol':
+ sql=f"select id, date, name, username, annual_ret, vol, annual_sr, mdd\
+ from strategy order by {role} asc limit 50"
+ curs.execute(sql)
+ else:
+ sql=f"select id, date, name, username, annual_ret, vol, annual_sr, mdd\
+ from strategy order by {role} desc limit 50"
+ curs.execute(sql)
+ else:
+ sql=f"select id, date, name, username, annual_ret, vol, annual_sr, mdd\
+ from strategy where competition=%s order by {role} desc limit 50;"
+ curs.execute(sql, (comp, ))
+ data= curs.fetchall()
+ conn.close()
+ return render_template('result.html', strategy_data=data)
@app.route('/result_view')
def result_view():
@@ -428,10 +461,10 @@ def result_view():
data['bar'] = json.dumps(fig, cls=plotly.utils.PlotlyJSONEncoder)
return render_template('result_view.html', data=data)
-# handle login failed
-# @app.errorhandler(401)
-# def page_not_found(e):
-# return response('Failed
')
+@app.errorhandler(404)
+def page_not_found(e):
+ # note that we set the 404 status explicitly
+ return render_template('404.html'), 404
diff --git a/portfolio_builder.py b/portfolio_builder.py
index e2ca465..4fdaec0 100644
--- a/portfolio_builder.py
+++ b/portfolio_builder.py
@@ -49,7 +49,7 @@ class MVO(object):
@staticmethod
def sharpe_ratio(w, ret):
cov = np.cov(ret.T)
- print(cov.shape, w.shape)
+ # print(cov.shape, w.shape)
retPort = ret@w # T-dimensional array
stdPort = np.std(retPort)
return np.mean(retPort)/stdPort
@@ -138,7 +138,6 @@ class MVO(object):
result = minimize(loss, init, method="SLSQP",\
options=opts, bounds=bnds, tol = None, jac = grad, constraints=cons)
sol = result['x']
- print(sol)
return np.round(sol, 2)
diff --git a/sql_script/create_strategy.sql b/sql_script/create_strategy.sql
index f3918ab..98c938c 100644
--- a/sql_script/create_strategy.sql
+++ b/sql_script/create_strategy.sql
@@ -1,7 +1,7 @@
DROP TABLE IF EXISTS strategy;
CREATE TABLE strategy (
id SERIAL PRIMARY KEY,
- date VARCHAR(24) NOT NULL,
+ date VARCHAR(64) NOT NULL,
name VARCHAR(32) NOT NULL,
username VARCHAR(32) NOT NULL,
competition VARCHAR(32) NOT NULL,
diff --git a/static/js/addStock.js b/static/js/addStock.js
index c809e63..a5472e4 100644
--- a/static/js/addStock.js
+++ b/static/js/addStock.js
@@ -4,7 +4,7 @@ let currentList = [];
const layout={'autosize': true, 'markers':true,
'title': {'text': ''},
'xaxis': {'anchor': 'y', 'domain': [0.0, 1.0], 'rangeslider': {'visible': true}},
-'yaxis': {'anchor': 'x', 'domain': [0.0, 1.0], 'fixedrange': false},
+'yaxis': {'anchor': 'x', 'domain': [0.0, 1.0]},
'legend': {'yanchor': 'top', 'y': 1.1, 'xanchor': 'left', 'x': 0.01, 'orientation':'h'},
'margin': {'l': 25, 'r': 5, 't': 10, 'b': 5},
}
@@ -100,7 +100,7 @@ $sendPort.click(function(event) {
method: 'POST',
data: {
name: $('input[name=portName]').val(),
- ts: Date.now(),
+ ts: Date(Date.now()),
comp: $('#competition').val(),
lookback: $('#lookback').val(),
frequency: $('#opt-frequency').val(),
@@ -110,7 +110,7 @@ $sendPort.click(function(event) {
stockList: JSON.stringify(stockList)
},
success: function(response) {
- console.log(response);
+ // console.log(response);
// var res = JSON.parse(response);
event.preventDefault();
// $('#modalTitle').text('完成建立')
@@ -151,7 +151,7 @@ $submitBtn.click(function(event) {
success: function(response) {
$('#graph').html('')
var graphs = JSON.parse(response);
- console.log(graphs.data);
+ // console.log(graphs.data);
Plotly.newPlot("graph",
graphs.data, layout, {responsive: true});
// console.log(response.layout);
diff --git a/templates/404.html b/templates/404.html
new file mode 100644
index 0000000..17151ef
--- /dev/null
+++ b/templates/404.html
@@ -0,0 +1,14 @@
+
+
+
+
+
+
+ Document
+
+
+
+
404 Error
+
+
+
\ No newline at end of file
diff --git a/templates/base.html b/templates/base.html
index d892d4b..9603407 100644
--- a/templates/base.html
+++ b/templates/base.html
@@ -23,8 +23,8 @@
{% endblock %}