def fig_total_ex_fwd(df_ex, dfc, dfv, df):
fig = go.Figure()
dif = dif_forward_nacional(dfc, dfv, df)
fig.add_trace(go.Scatter(x=dif['Fecha'], y=dif['TOTAL'],
name='Pos Neta Fwd (Vendida)', hovertemplate='%{x}, %{y:.1f}'))
fig.add_trace(go.Scatter(
x=df_ex['Fecha'], y=df_ex['MMUSD_TOTAL'], name='Total', hovertemplate='%{x}, %{y:.1f}'))
fig.update_layout(yaxis={'title': 'MMUSD'},
title='INVERSIÓN EXTRANJERA TOTAL MMUSD')
fig.add_trace(go.Scatter(
x=[0], y=[0], visible=False, showlegend=False, yaxis="y2"))
fig.update_layout(
xaxis=dict(domain=[0, 0.985]),
yaxis=dict(
range=[0, max(df_ex['MMUSD_TOTAL'])*1.1],
),
yaxis2=dict(
range=[0, max(df_ex['MMUSD_TOTAL'])*1.1],
position=0.985,
anchor="x",
overlaying="y",
side="right",
)
)
return fig
def fig_hedge_total(df_inter, dfc, dfv, df_fn, usdclp, resumen=False):
df_fn = dif_forward_nacional(dfc, dfv, df_fn).reset_index()
fig = go.Figure()
df_inter = df_inter[df_inter['Nombre'] ==
'INVERSIÓN EXTRANJERA'].reset_index()
y_p = df_fn['TOTAL']/df_inter['MMUSD_TOTAL']*100
fig.add_trace(go.Scatter(
x=df_inter['Fecha'], y=y_p, yaxis="y", name='Total', hovertemplate='%{x}, %{y:.1f}'))
if not resumen:
fig.add_trace(go.Scatter(x=usdclp['Fecha'], y=usdclp['Precio'], yaxis="y2",
name='USD/CLP', marker_color='orange', visible="legendonly", hovertemplate='%{x}, %{y:.1f}'))
# Create axis objects
fig.update_layout(
xaxis=dict(
domain=[0.1, 1]
),
yaxis=dict(
title="%Fondo",
titlefont=dict(
color="RoyalBlue"
),
tickfont=dict(
color="RoyalBlue"
),
position=0
),
yaxis2=dict(
title="CLP",
titlefont=dict(
color="orange"
),
tickfont=dict(
color="orange"
),
anchor="x",
overlaying="y",
position=0.1
),
)
else:
fig.add_trace(go.Scatter(
x=[0], y=[0], visible=False, showlegend=False, yaxis="y2"))
fig.update_layout(
xaxis=dict(domain=[0, 0.985]),
yaxis=dict(
range=[max(0, min(y_p)-2), min(100, max(y_p)+2)],
),
yaxis2=dict(
range=[max(0, min(y_p)-2), min(100, max(y_p)+2)],
position=0.985,
anchor="x",
overlaying="y",
side="right",
)
)
fig.update_layout(yaxis={'title': '%Fondo'},
title='Porcentaje Inversión Extranjera Hedge TOTAL')
return fig
def fig_forwards_nacional_afp(dfc, dfv, df, usdclp, df_vf, df_q):
dif = dif_forward_nacional(dfc, dfv, df)
color = np.array(['rgb(255,255,255)']*dif['Dif'].shape[0])
color[dif['Dif'] < 0] = 'red'
color[dif['Dif'] >= 0] = 'green'
hover = list()
for i in dif['Dif']:
if i >= 0:
hover.append('▲ UP: ' + str(round(i, 2)))
else:
hover.append('▼ DOWN: ' + str(round(i, 2)))
fig = go.Figure()
# forwards
fig.add_trace(go.Scatter(x=dif['Fecha'], y=dif['TOTAL'], yaxis="y",
name='Pos Neta Fwd (Vendida)', marker_color='RoyalBlue', hovertemplate='%{x}, %{y:.1f}'))
fig.add_trace(go.Bar(
name='Cambio en Pos Neta Fwd',
x=dif['Fecha'],
y=dif['Dif'].abs(),
marker=dict(color=color.tolist()),
hovertext=hover
))
fig.add_trace(go.Scatter(x=dfc['Fecha'], y=dfc['TOTAL'].abs(
), yaxis="y", name='Pos Comprada Fwd', marker_color='red', visible="legendonly", hovertemplate='%{x}, %{y:.1f}'))
fig.add_trace(go.Scatter(x=dfv['Fecha'], y=dfv['TOTAL'], yaxis="y",
name='Pos Vendida Fwd', marker_color='green', visible="legendonly", hovertemplate='%{x}, %{y:.1f}'))
fig.add_trace(go.Scatter(x=usdclp['Fecha'], y=usdclp['Precio'], yaxis="y4",
name='USD/CLP', marker_color='orange', visible="legendonly", hovertemplate='%{x}, %{y:.1f}'))
# fondos
df_vf_usd = df_vf.drop(columns='AFP', inplace=False).groupby(
['Fecha']).sum().reset_index()
df_vf_usd = clp_to_usd(df_vf_usd, usdclp)
fig.add_trace(go.Scatter(x=df_vf_usd['Fecha'], y=df_vf_usd['VF_A'],
yaxis="y2", name='Patrimonio Fondo A', visible="legendonly", hovertemplate='%{x}, %{y:.1f}'))
fig.add_trace(go.Scatter(x=df_vf_usd['Fecha'], y=df_vf_usd['VF_B'],
yaxis="y2", name='Patrimonio Fondo B', visible="legendonly", hovertemplate='%{x}, %{y:.1f}'))
fig.add_trace(go.Scatter(x=df_vf_usd['Fecha'], y=df_vf_usd['VF_C'],
yaxis="y2", name='Patrimonio Fondo C', visible="legendonly", hovertemplate='%{x}, %{y:.1f}'))
fig.add_trace(go.Scatter(x=df_vf_usd['Fecha'], y=df_vf_usd['VF_D'],
yaxis="y2", name='Patrimonio Fondo D', visible="legendonly", hovertemplate='%{x}, %{y:.1f}'))
fig.add_trace(go.Scatter(x=df_vf_usd['Fecha'], y=df_vf_usd['VF_E'],
yaxis="y2", name='Patrimonio Fondo E', visible="legendonly", hovertemplate='%{x}, %{y:.1f}'))
AFPs = df_q['AFP'].unique()
Qs = list()
for afp in AFPs:
Q_afp = df_q[df_q['AFP'] == afp].reset_index()
VF_afp = df_vf[df_vf['AFP'] == afp].reset_index()
last_date = max(Q_afp['Fecha'])
# / df_vf[df_vf['Fecha'] == last_date]['VF_A'].squeeze()
Q_afp['Q_A'] = VF_afp['VF_A'] / Q_afp['Q_A'] * \
Q_afp[Q_afp['Fecha'] == last_date]['Q_A'].squeeze()
# / df_vf[df_vf['Fecha'] == last_date]['VF_B'].squeeze()
Q_afp['Q_B'] = VF_afp['VF_B'] / Q_afp['Q_B'] * \
Q_afp[Q_afp['Fecha'] == last_date]['Q_B'].squeeze()
# / df_vf[df_vf['Fecha'] == last_date]['VF_C'].squeeze()
Q_afp['Q_C'] = VF_afp['VF_C'] / Q_afp['Q_C'] * \
Q_afp[Q_afp['Fecha'] == last_date]['Q_C'].squeeze()
# / df_vf[df_vf['Fecha'] == last_date]['VF_D'].squeeze()
Q_afp['Q_D'] = VF_afp['VF_D'] / Q_afp['Q_D'] * \
Q_afp[Q_afp['Fecha'] == last_date]['Q_D'].squeeze()
# / df_vf[df_vf['Fecha'] == last_date]['VF_E'].squeeze()
Q_afp['Q_E'] = VF_afp['VF_E'] / Q_afp['Q_E'] * \
Q_afp[Q_afp['Fecha'] == last_date]['Q_E'].squeeze()
Qs.append(Q_afp)
df_q = pd.concat(Qs)
df_q = df_q.drop(columns=['AFP']).groupby(['Fecha']).sum().reset_index()
last_fx = max(usdclp['Fecha'])
df_q['Q_A'] = df_q['Q_A'] / \
usdclp[usdclp['Fecha'] == last_fx]['Precio'].squeeze()
df_q['Q_B'] = df_q['Q_B'] / \
usdclp[usdclp['Fecha'] == last_fx]['Precio'].squeeze()
df_q['Q_C'] = df_q['Q_C'] / \
usdclp[usdclp['Fecha'] == last_fx]['Precio'].squeeze()
df_q['Q_D'] = df_q['Q_D'] / \
usdclp[usdclp['Fecha'] == last_fx]['Precio'].squeeze()
df_q['Q_E'] = df_q['Q_E'] / \
usdclp[usdclp['Fecha'] == last_fx]['Precio'].squeeze()
fig.add_trace(go.Scatter(x=df_q['Fecha'], y=df_q['Q_A'],
yaxis="y3", name='Cambios de Fondo A', visible="legendonly", hovertemplate='%{x}, %{y:.1f}'))
fig.add_trace(go.Scatter(x=df_q['Fecha'], y=df_q['Q_B'],
yaxis="y3", name='Cambios de Fondo B', visible="legendonly", hovertemplate='%{x}, %{y:.1f}'))
fig.add_trace(go.Scatter(x=df_q['Fecha'], y=df_q['Q_C'],
yaxis="y3", name='Cambios de Fondo C', visible="legendonly", hovertemplate='%{x}, %{y:.1f}'))
fig.add_trace(go.Scatter(x=df_q['Fecha'], y=df_q['Q_D'],
yaxis="y3", name='Cambios de Fondo D', visible="legendonly", hovertemplate='%{x}, %{y:.1f}'))
fig.add_trace(go.Scatter(x=df_q['Fecha'], y=df_q['Q_E'],
yaxis="y3", name='Cambios de Fondo E', visible="legendonly", hovertemplate='%{x}, %{y:.1f}'))
# Create axis objects
fig.update_layout(
xaxis=dict(
domain=[0.1, 0.8]
),
yaxis=dict(
title="Forwards MMUSD",
titlefont=dict(
color="RoyalBlue"
),
tickfont=dict(
color="RoyalBlue"
),
position=0,
dtick=5000
),
yaxis2=dict(
title="AFP Fondos USD",
titlefont=dict(
color="#101414"
),
tickfont=dict(
color="#101414"
),
anchor="x",
overlaying="y",
side="right",
position=0.8
),
yaxis3=dict(
title="AFP Index de Cambio",
titlefont=dict(
color="#323838"
),
tickfont=dict(
color="#323838"
),
anchor="free",
overlaying="y",
side="right",
position=0.9
),
yaxis4=dict(
title="USDCLP",
titlefont=dict(
color="orange"
),
tickfont=dict(
color="orange"
),
anchor="free",
overlaying="y",
side="left",
position=0.1
)
)
fig.update_layout(title='Venta neta FWD USDCLP AFP')
return fig
def fig_forwards_nacional(dfc, dfv, df, usdclp, resumen=False):
dif = dif_forward_nacional(dfc, dfv, df)
color = np.array(['rgb(255,255,255)']*dif['Dif'].shape[0])
color[dif['Dif'] < 0] = 'red'
color[dif['Dif'] >= 0] = 'green'
hover = list()
for i in dif['Dif']:
if i >= 0:
hover.append('▲ UP: ' + str(round(i, 2)))
else:
hover.append('▼ DOWN: ' + str(round(i, 2)))
fig = go.Figure()
# forwards
fig.add_trace(go.Scatter(x=dif['Fecha'], y=dif['TOTAL'], yaxis="y",
name='Pos Neta Fwd (Vendida)', marker_color='RoyalBlue', hovertemplate='%{x}, %{y:.1f}'))
# hovertemplate='$%{y:,.0f}' + '<br>%{x}</br>'))
if resumen:
fig.add_trace(go.Scatter(x=dfc['Fecha'], y=dfc['TOTAL'].abs(
), yaxis="y", name='Pos Comprada Fwd', marker_color='red', hovertemplate='%{x}, %{y:.1f}'))
fig.add_trace(go.Scatter(x=dfv['Fecha'], y=dfv['TOTAL'], yaxis="y",
name='Pos Vendida Fwd', marker_color='green', hovertemplate='%{x}, %{y:.1f}'))
else:
fig.add_trace(go.Scatter(x=dfv['Fecha'], y=dfv['TOTAL'], yaxis="y",
name='Pos Vendida Fwd', marker_color='green', visible="legendonly", hovertemplate='%{x}, %{y:.1f}'))
fig.add_trace(go.Scatter(x=usdclp['Fecha'], y=usdclp['Precio'], yaxis="y2",
name='USD/CLP', marker_color='orange', visible="legendonly", hovertemplate='%{x}, %{y:.1f}'))
fig.add_trace(go.Bar(
name='Cambio en Pos Neta Fwd',
x=dif['Fecha'],
y=dif['Dif'].abs(),
marker=dict(color=color.tolist()),
hovertext=hover
))
# Create axis objects
if not resumen:
fig.update_layout(
xaxis=dict(
domain=[0.1, 1]
),
yaxis=dict(
title="Forwards MMUSD",
titlefont=dict(
color="RoyalBlue"
),
tickfont=dict(
color="RoyalBlue"
),
position=0,
dtick=5000
),
yaxis2=dict(
title="CLP",
titlefont=dict(
color="orange"
),
tickfont=dict(
color="orange"
),
anchor="x",
overlaying="y",
position=0.1
),
)
else:
fig.update_layout(
yaxis=dict(
title="MMUSD",
dtick=5000
),
)
fig.add_trace(go.Scatter(
x=[0], y=[0], visible=False, showlegend=False, yaxis="y2"))
fig.update_layout(
xaxis=dict(domain=[0, 0.985]),
yaxis=dict(
range=[0, max(dfv['TOTAL'])*1.1],
),
yaxis2=dict(
dtick=5000,
range=[0, max(dfv['TOTAL'])*1.1],
position=0.985,
anchor="x",
overlaying="y",
side="right",
)
)
fig.update_layout(title='Venta neta FWD USDCLP')
fig.update_layout(legend={'itemsizing': 'constant'})
return fig