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@ -21,8 +21,8 @@ pd.options.plotting.backend = "plotly" |
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# PARAMETERS |
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# PARAMETERS |
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CONFIGS = { |
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CONFIGS = { |
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"ENV": "development", |
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# "ENV": "development", |
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"DEBUG": True, |
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# "DEBUG": True, |
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"SECRET_KEY": os.urandom(30), # Set the secret key for session authentication |
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"SECRET_KEY": os.urandom(30), # Set the secret key for session authentication |
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"PERMANENT_SESSION_LIFETIME": timedelta(minutes=60) |
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"PERMANENT_SESSION_LIFETIME": timedelta(minutes=60) |
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} |
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} |
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@ -33,13 +33,13 @@ SQL_CONFIG = dict( |
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port=os.getenv("PGPORT"), |
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port=os.getenv("PGPORT"), |
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password=os.getenv("PGPASSWORD") |
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password=os.getenv("PGPASSWORD") |
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) |
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) |
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SQL_CONFIG = dict( |
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# SQL_CONFIG = dict( |
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database="railway", |
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# database="railway", |
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user="postgres", |
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# user="postgres", |
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host="containers-us-west-103.railway.app", |
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# host="containers-us-west-103.railway.app", |
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port="5913", |
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# port="5913", |
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password="gv5Mh7cPjCm9YTjAmsYD" |
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# password="gv5Mh7cPjCm9YTjAmsYD" |
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) |
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# ) |
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# SQL_CONFIG = {@ |
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# SQL_CONFIG = {@ |
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# 'database': "tpm", |
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# 'database': "tpm", |
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# 'user': "hsienchen", |
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# 'user': "hsienchen", |
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@ -251,11 +251,13 @@ 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) > 750: |
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if len(port.index) > 908: |
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port = port.iloc[-750:, :] |
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port = port.iloc[-908:, :] |
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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/port.iloc[0, :] |
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fig = port.plot(title='資產價格走勢', 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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@ -277,7 +279,7 @@ def buildPort(): |
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if not 'tw' in session: |
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if not 'tw' in session: |
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return redirect(url_for('index')) |
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return redirect(url_for('index')) |
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# Stop frequently building strategy |
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# Stop frequently building strategy |
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if time.time() - session['lastCreateTime'] < 10: |
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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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# print('last_creation', time.time() - session['lastCreateTime']) |
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@ -295,8 +297,8 @@ def buildPort(): |
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# Opt Parameters |
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# Opt Parameters |
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comp = request.form.get('comp') |
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comp = request.form.get('comp') |
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# ts = int(request.form.get('ts')) |
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ts = request.form.get('ts') |
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ts = datetime.now().strftime("%Y-%m-%d, %H:%M:%S") |
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# ts = datetime.now().strftime("%Y-%m-%d, %H:%M:%S") |
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role = request.form.get('role') |
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role = request.form.get('role') |
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lookback = int(request.form.get('lookback')) |
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lookback = int(request.form.get('lookback')) |
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backtest = int(request.form.get('frequency')) |
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backtest = int(request.form.get('frequency')) |
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@ -305,8 +307,6 @@ def buildPort(): |
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stock_list = json.loads(request.form.get('stockList')) |
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stock_list = json.loads(request.form.get('stockList')) |
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ratio=0.7 |
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# Algorithm MVO |
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# Algorithm MVO |
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print("-"*10) |
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print("-"*10) |
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print("Enter Algorithms") |
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print("Enter Algorithms") |
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@ -325,9 +325,9 @@ def buildPort(): |
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n = len(port.index) |
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n = len(port.index) |
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if n < lookback+backtest+63: |
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if n < lookback+backtest+63: |
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return f'''<span>投資組合無法建立，資料長度與所選參數不符。</span>''' |
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return f'''<span>投資組合無法建立，資料長度與所選參數不符。</span>''' |
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elif n > 757+lookback: |
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elif n > 909+lookback: |
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port = port.iloc[-(757+lookback):, :] |
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port = port.iloc[-(909+lookback):, :] |
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market = market.iloc[-757:] |
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market = market.iloc[-909:] |
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else: |
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else: |
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market = market.iloc[lookback:] |
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market = market.iloc[lookback:] |
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@ -368,23 +368,56 @@ def custom(): |
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return render_template('custom.html', message='No') |
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return render_template('custom.html', message='No') |
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@app.route('/result') |
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@app.route('/result', methods=['GET', 'POST']) |
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def result(): |
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def result(): |
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if login_required(): |
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if login_required(): |
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pass |
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pass |
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else: |
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else: |
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flash('使用投組功能請先登入。', 'warning') |
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flash('使用投組功能請先登入。', 'warning') |
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return redirect(url_for('login')) |
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return redirect(url_for('login')) |
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if request.method=='GET': |
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sql="""select id, date, name, username, annual_ret, vol, annual_sr, mdd\ |
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conn = psycopg2.connect(**SQL_CONFIG) |
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from strategy order by id desc limit 50;""" |
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with conn: |
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conn = psycopg2.connect(**SQL_CONFIG) |
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with conn.cursor() as curs: |
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with conn: |
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sql="select id, date, name, username, annual_ret, vol, annual_sr, mdd\ |
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with conn.cursor() as curs: |
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from strategy order by id desc limit 50" |
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curs.execute(sql) |
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curs.execute(sql) |
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data= curs.fetchall() |
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data= curs.fetchall() |
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conn.close() |
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conn.close() |
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return render_template('result.html', strategy_data=data) |
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return render_template('result.html', strategy_data=data) |
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elif request.method=='POST': |
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role = request.form.get('role') |
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comp = request.form.get('competition') |
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if role in ['id', 'annual_ret', 'annual_sr', 'vol']: |
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pass |
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else: |
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role='id' |
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if comp == 'none': |
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comp=None |
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print("result", type(role), type(comp)) |
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conn = psycopg2.connect(**SQL_CONFIG) |
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with conn: |
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with conn.cursor() as curs: |
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if comp is None: |
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if role is None: |
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sql="select id, date, name, username, annual_ret, vol, annual_sr, mdd\ |
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from strategy order by id desc limit 50" |
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curs.execute(sql) |
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elif role=='vol': |
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sql=f"select id, date, name, username, annual_ret, vol, annual_sr, mdd\ |
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from strategy order by {role} asc limit 50" |
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curs.execute(sql) |
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else: |
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sql=f"select id, date, name, username, annual_ret, vol, annual_sr, mdd\ |
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from strategy order by {role} desc limit 50" |
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curs.execute(sql) |
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else: |
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sql=f"select id, date, name, username, annual_ret, vol, annual_sr, mdd\ |
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from strategy where competition=%s order by {role} desc limit 50;" |
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curs.execute(sql, (comp, )) |
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data= curs.fetchall() |
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conn.close() |
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return render_template('result.html', strategy_data=data) |
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@app.route('/result_view') |
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@app.route('/result_view') |
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def result_view(): |
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def result_view(): |
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@ -428,10 +461,10 @@ def result_view(): |
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data['bar'] = json.dumps(fig, cls=plotly.utils.PlotlyJSONEncoder) |
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data['bar'] = json.dumps(fig, cls=plotly.utils.PlotlyJSONEncoder) |
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return render_template('result_view.html', data=data) |
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return render_template('result_view.html', data=data) |
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# handle login failed |
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@app.errorhandler(404) |
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# @app.errorhandler(401) |
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def page_not_found(e): |
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# def page_not_found(e): |
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# note that we set the 404 status explicitly |
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# return response('<p>Failed</p>') |
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return render_template('404.html'), 404 |
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SeanChenTaipei
2 years ago