Spaces:
Sleeping
Sleeping
Bhanu Prasanna
commited on
Commit
·
efb847a
1
Parent(s):
17c56fd
Update
Browse files
app.py
ADDED
@@ -0,0 +1,83 @@
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import pandas as pd
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import numpy as np
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import yfinance as yf
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import streamlit as st
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import plotly.graph_objects as go
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import datetime
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with open(r"style/style.css") as css:
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st.markdown(f"<style>{css.read()}</style>", unsafe_allow_html=True)
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st.markdown(
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"<h1 style='text-align: center;'><u>CapiPort</u></h1>", unsafe_allow_html=True
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)
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st.markdown(
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"<h5 style='text-align: center; color: gray;'>Your Portfolio Optimisation Tool</h5>",
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unsafe_allow_html=True,
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)
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st.header(
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"",
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divider="rainbow",
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)
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color = "Quest"
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st.markdown(
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"<h1 style='text-align: center;'>🔍 Quest for financial excellence begins with meticulous portfolio optimization</u></h1>",
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unsafe_allow_html=True,
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)
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st.header(
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"",
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divider="rainbow",
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)
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list_df = pd.read_csv("Data/Company List.csv")
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company_name = list_df["Name"].to_list()
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company_symbol = (list_df["Ticker"] + ".NS").to_list()
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company_dict = dict()
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company_symbol_dict = dict()
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for CSymbol, CName in zip(company_symbol, company_name):
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company_dict[CName] = CSymbol
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for CSymbol, CName in zip(company_symbol, company_name):
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company_symbol_dict[CSymbol] = CName
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st.markdown(
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"""
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<style>
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.big-font {
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font-size:20px;
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}
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</style>""",
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unsafe_allow_html=True,
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)
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st.markdown('<p class="big-font">Select Multiple Companies</p>', unsafe_allow_html=True)
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com_sel_name = st.multiselect("", company_name, default=None)
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com_sel_date = []
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for i in com_sel_name:
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d = st.date_input(
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f"Select your vacation for next year - {i}",
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format="YYYY-MM-DD",
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)
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com_sel_date.append(d)
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com_sel = [company_dict[i] for i in com_sel_name]
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num_tick = len(com_sel)
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if num_tick > 1:
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com_data = pd.DataFrame()
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for cname, cdate in zip(com_sel, com_sel_date):
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stock_data_temp = yf.download(cname, start=cdate, end=pd.Timestamp.now().strftime('%Y-%m-%d'))
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com_data[cname] = stock_data_temp["Adj Close"]
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main.py
CHANGED
@@ -31,7 +31,6 @@ st.header(
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divider="rainbow",
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)
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-
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list_df = pd.read_csv("Data/Company List.csv")
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company_name = list_df["Name"].to_list()
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st.markdown('<p class="big-font">Select Multiple Companies</p>', unsafe_allow_html=True)
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com_sel_name = st.multiselect("", company_name, default=None)
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com_sel = [company_dict[i] for i in com_sel_name]
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@@ -66,10 +74,15 @@ num_tick = len(com_sel)
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if num_tick > 1:
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com_data =
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for i in com_data.columns:
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com_data.dropna(axis=1, how='all', inplace=True)
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com_data.dropna(inplace=True)
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num_tick = len(com_data.columns)
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if num_tick > 1:
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@@ -78,7 +91,6 @@ if num_tick > 1:
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com_sel_name_temp.append(company_symbol_dict[i])
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com_sel = com_data.columns.to_list()
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com_sel_name.sort()
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st.dataframe(com_data, use_container_width=True)
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@@ -91,11 +103,11 @@ if num_tick > 1:
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## Rebalancing Random Weights
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rebal_weig = rand_weig / np.sum(rand_weig)
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## Calculate the Expected Returns, Annualize it by *
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exp_ret = np.sum((log_return.mean() * rebal_weig) *
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## Calculate the Expected Volatility, Annualize it by *
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exp_vol = np.sqrt(np.dot(rebal_weig.T, np.dot(log_return.cov() *
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## Calculate the Sharpe Ratio.
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sharpe_ratio = exp_ret / exp_vol
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divider="rainbow",
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)
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list_df = pd.read_csv("Data/Company List.csv")
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company_name = list_df["Name"].to_list()
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st.markdown('<p class="big-font">Select Multiple Companies</p>', unsafe_allow_html=True)
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com_sel_name = st.multiselect("", company_name, default=None)
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com_sel_date = []
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for i in com_sel_name:
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d = st.date_input(
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f"Select your vacation for next year - {i}",
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value= pd.Timestamp('2021-01-01'),
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format="YYYY-MM-DD",
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)
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com_sel_date.append(d)
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com_sel = [company_dict[i] for i in com_sel_name]
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if num_tick > 1:
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com_data = pd.DataFrame()
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for cname, cdate in zip(com_sel, com_sel_date):
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stock_data_temp = yf.download(cname, start=cdate, end=pd.Timestamp.now().strftime('%Y-%m-%d'))['Adj Close']
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stock_data_temp.name = cname
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com_data = pd.merge(com_data, stock_data_temp, how="outer", right_index=True, left_index=True)
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for i in com_data.columns:
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com_data.dropna(axis=1, how='all', inplace=True)
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# com_data.dropna(inplace=True)
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num_tick = len(com_data.columns)
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if num_tick > 1:
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com_sel_name_temp.append(company_symbol_dict[i])
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com_sel = com_data.columns.to_list()
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st.dataframe(com_data, use_container_width=True)
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## Rebalancing Random Weights
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rebal_weig = rand_weig / np.sum(rand_weig)
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## Calculate the Expected Returns, Annualize it by * 252.0
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exp_ret = np.sum((log_return.mean() * rebal_weig) * 252)
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## Calculate the Expected Volatility, Annualize it by * 252.0
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exp_vol = np.sqrt(np.dot(rebal_weig.T, np.dot(log_return.cov() * 252, rebal_weig)))
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## Calculate the Sharpe Ratio.
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sharpe_ratio = exp_ret / exp_vol
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