def plot_assets(self, kind: str = "cagr", pct_values=False):
if len(self.all_tickers) < 2:
QMessageBox.critical(
self, "Ошибка",
"Невозможно построить график меньше чем с 2 активами",
QMessageBox.Ok)
return
tickers = [ticker + '.US' for ticker in self.all_tickers]
portfolio = ok.Plots(tickers, ccy='USD')
risks = portfolio.risk_annual
returns = portfolio.get_cagr().loc[portfolio.symbols]
m = 100 if pct_values else 1
figure_assets = go.Figure()
asset_labels = portfolio.symbols
for label, x, y in zip(asset_labels, risks, returns):
figure_assets.add_trace(
go.Scatter(x=[x * m],
y=[y * m],
mode="markers+text",
text=label[:-3],
marker=dict(size=10),
showlegend=False,
textposition="top center"))
efficient = ok.EfficientFrontier(tickers)
ef = efficient.ef_points
figure_assets.add_trace(
go.Scatter(x=ef.Risk,
y=ef.CAGR,
line=dict(width=3, dash='dash'),
name="Граница эффективности",
marker=dict(color='black')))
figure_assets.update_layout(title='Доходность и риск каждого актива',
xaxis_title='Риск',
yaxis_title='Доходность')
self.ui.browser_page_4.setHtml(
figure_assets.to_html(include_plotlyjs='cdn'))
self.ui.stackedWidget_2.setCurrentWidget(self.ui.browser_page_4)
def plot_transition_map(self):
if len(self.all_tickers) < 2:
QMessageBox.critical(
self, "Ошибка",
"Невозможно построить график меньше чем с 2 активами",
QMessageBox.Ok)
return
tickers = [ticker + '.US' for ticker in self.all_tickers]
portfolio = ok.EfficientFrontier(tickers)
ef = portfolio.ef_points
fig_transition_map = go.Figure()
for ticker in tickers:
fig_transition_map.add_trace(
go.Scatter(x=ef.Risk,
y=ef[ticker],
mode='lines',
name=ticker[:-3]))
fig_transition_map.update_layout(title='Weights of stocks',
xaxis_title='Risk (Volatility)',
yaxis_title='Weights')
self.ui.browser_page_4.setHtml(
fig_transition_map.to_html(include_plotlyjs='cdn'))
self.ui.stackedWidget_2.setCurrentWidget(self.ui.browser_page_4)
pass
def test_init_efficient_frontier():
with pytest.raises(Exception,
match=r'The number of symbols cannot be less than two'):
ok.EfficientFrontier(symbols=['MCFTR.INDX'])
def init_efficient_frontier_bounds(init_efficient_frontier_values):
bounds = ((0.0, 0.5), (0.0, 1.))
return ok.EfficientFrontier(**init_efficient_frontier_values,
bounds=bounds)
def init_efficient_frontier(init_efficient_frontier_values):
return ok.EfficientFrontier(**init_efficient_frontier_values)
def test_init_efficient_frontier_failing():
with pytest.raises(ValueError,
match=r'The number of symbols cannot be less than two'):
ok.EfficientFrontier(assets=['MCFTR.INDX'])