def object9( self ):
params = {'height':325, 'width':1000, 'title':'', 'default':'LPPI GLOBAL EQUITIES POOL [Aggregated Group]', 'percentage':True}
plot, drop = fw.TimeSeriesPlotWithDropDown(self.df_perf_port, 'yyyymmdd', 'tot_rtn_ytd', 'name', params, True).create_widgets()
div = fw.Div(text = "<b><i>Time series of YTD performance by portfolio</i></b>", style = TITLE_STYLE)
return div, drop, plot
def object1( self ):
params = {'height':400, 'width':1000, 'title':'', 'default':'USD', 'percentage':False}
plot, dd = fw.TimeSeriesPlotWithDropDown(self.df_addan_fx, 'yyyymmdd', 'fx_rate', 'to_ccy', params, True).create_widgets()
div = fw.Div(text = "<b><i>FxRate vs GBP</i></b>", style = TITLE_STYLE)
return div, dd, plot
def object7( self ):
params = {'height':350, 'width':1000, 'title':'', 'default':'North America', 'percentage':True}
plot, drop = fw.TimeSeriesPlotWithDropDown(self.df_perf_reg, 'yyyymmdd', 'tot_rtn_ytd', 'name', params, True).create_widgets()
div = fw.Div(text = "<b><i>Time series of YTD performance by region</i></b>", style = TITLE_STYLE)
return div, drop, plot
def object4( self ):
params = {'height':280, 'width':1000, 'default':self.max_day, 'formats':['na', '0,0', '0,0', '0.0%'], 'columns':['security_name', 'positions', 'mkt_val_gbp', 'weight_in_total']}
table, dd = fw.TableWithDropDown(self.df_addan_top10_history, 'yyyymmdd', params).create_widgets()
div = fw.Div(text = "<b><i>Top stocks timeseries (OVERALL portfolio)</i></b>", style = TITLE_STYLE)
return div, dd, table
def object5( self ):
params = {'height':400, 'width':1000, 'title':'', 'default':self.default_stock, 'percentage':False}
plot, dd = fw.TimeSeriesPlotWithDropDown(self.df_addan_top_stocks, 'yyyymmdd', 'close', 'stock_name', params, True).create_widgets()
div = fw.Div(text = "<b><i>Timeseries of Stock quotes</i></b>", style = TITLE_STYLE)
return div, dd, plot
def object2( self ):
params = {'height':300, 'width':1000, 'title':'', 'default':'LPPI GEF INTERNAL EQUITY BNYMILTD', 'percentage':True}
plot, drop = fw.TimeSeriesPlotWithDropDown(self.df_char_overall, 'yyyymmdd', 'weight', 'portfolio', params, True).create_widgets()
div = fw.Div(text = "<b><i>Time series of market value weight</i></b>", style = TITLE_STYLE)
return div, drop, plot
def object6( self ):
params = {'height':400, 'width':1000, 'title':'', 'default':self.default_stock, 'percentage':True}
plot, dd = fw.TimeSeriesPlotWithDropDown(self.df_addan_top_stocks_sub, 'yyyymmdd', 'per_change', 'stock_name', params, True).create_widgets()
div = fw.Div(text = "<b><i>Last 60 days volatility</i></b>", style = TITLE_STYLE)
return div, dd, plot
def object10( self ):
params = {'height':350, 'width':1000, 'default':self.max_day, 'columns':['measure', 'p&l_%', 'p&l_amount'], 'formats':['na', '0.0%', '0,0']}
table, drop = fw.TableWithDropDown(self.df_risk_scnr, 'yyyymmdd', params).create_widgets()
div = fw.Div(text = "<b><i>Stress scenarios by day</i></b>", style = TITLE_STYLE)
return div, drop, table
def object11( self ):
params = {'height':350, 'width':1000, 'title':'', 'default':'p&l_lehman_default_2008_p', 'percentage':True}
plot, drop = fw.TimeSeriesPlotWithDropDown(self.df_risk_scnr, 'yyyymmdd', 'p&l_%', 'measure', params, True).create_widgets()
div = fw.Div(text = "<b><i>Time series of P&L_%</i></b>", style = TITLE_STYLE)
return div, drop, plot
def object8( self ):
params = {'height':325, 'width':1000, 'barwidth':0.7, 'title':'', 'default':str(self.df_risk_port['yyyymmdd'].max())}
plot, drop = fw.BarPlotWithDropDown(self.df_risk_port, 'portfolio', 'contribution', 'yyyymmdd', params, False).create_widgets()
div = fw.Div(text = "<b><i>Contribution by portfolio</i></b>", style = TITLE_STYLE)
return div, drop, plot
def object7( self ):
params = {'height':325, 'width':1000, 'default':self.max_day, 'columns':['portfolio', 'allocation', 'contribution'], 'formats':['na', '0.0%', '0.0%']}
table, drop = fw.TableWithDropDown(self.df_risk_port, 'yyyymmdd', params).create_widgets()
div = fw.Div(text = "<b><i>Risk table by month / portfolio</i></b>", style = TITLE_STYLE)
return div, drop, table
def object2( self ):
params = {'height':325, 'width':1000, 'title':'', 'default':'OVERALL', 'percentage':True}
plot, drop = fw.TimeSeriesPlotWithDropDown(self.df_risk_overall, 'yyyymmdd', 'volatility_1yr', 'portfolio', params, True).create_widgets()
div = fw.Div(text = "<b><i>Time series of Volatility by portfolio</i></b>", style = TITLE_STYLE)
return div, drop, plot
def object1( self ):
params = {'height':300, 'width':1000, 'default':str(self.df_char_overall['yyyymmdd'].max()), 'columns':['portfolio', 'mkt_val', 'weight'], 'formats':['na', '0,0', '0.0%']}
table, drop = fw.TableWithDropDown(self.df_char_overall, 'yyyymmdd', params).create_widgets()
div = fw.Div(text = "<b><i>Market value by month / portfolio</i></b>", style = TITLE_STYLE)
return div, drop, table
def object8( self ):
params = {'height':325, 'width':1000, 'default':str(self.df_perf_port['yyyymmdd'].max()), 'columns':self.columns, 'formats':self.formats}
table, drop = fw.TableWithDropDown(self.df_perf_port, 'yyyymmdd', params).create_widgets()
div = fw.Div(text = "<b><i>Performance table by month / portfolio</i></b>", style = TITLE_STYLE)
return div, drop, table
def object2( self ):
params = {'height':390, 'width':1000, 'title':'Total Net of Fees', 'default':'Global Equity Fund', 'percentage':True}
plot, drop = fw.TimeSeriesPlotWithDropDown(self.df_perf_overall_sub1, 'yyyymmdd', 'month', 'structure', params, True).create_widgets()
div = fw.Div(text = "<b><i>Time series of performance by structure</i></b>", style = TITLE_STYLE)
return div, drop, plot
def panel( self ):
div1, drop1, table1 = self.object1()
div2, drop2, plot2 = self.object2()
sec1 = fw.Div(text = "<h1>OVERALL</h1>", style = {'font-size':'100%', 'color':'black'})
layout = fw.column(LOGO, sec1, fw.row(fw.column(div1, drop1, table1), fw.column(div2, drop2, plot2)))
return fw.Panel(child = layout, title = '2 - Portfolio Characteristics')
def object1( self ):
columns = ['structure','gross_net','variable','market_value','month','quarter_to_date','months_3','fiscal_ytd','ytd','year_1','year_3','itd']
formats = ['na', 'na', 'na', '0,0', '0.0%', '0.0%', '0.0%', '0.0%', '0.0%', '0.0%', '0.0%', '0.0%']
params = {'height':800, 'width':1000, 'default':str(self.df_perf_overall['yyyymmdd'].max()), 'columns':columns, 'formats':formats}
table, drop = fw.TableWithDropDown(self.df_perf_overall, 'yyyymmdd', params).create_widgets()
div = fw.Div(text = "<b><i>Performance table by month</i></b>", style = TITLE_STYLE)
return div, drop, table
def panel( self ):
sec1 = fw.Div(text = "<h1>FX RATES</h1>", style = {'font-size':'100%', 'color':'black'})
sec2 = fw.Div(text = "<h1>TOP 10 STOCKS</h1>", style = {'font-size':'100%', 'color':'black'})
sec3 = fw.Div(text = "<h1>STOCKS PERFORMANCE AND VOLATILITY </h1>", style = {'font-size':'100%', 'color':'black'})
div1, dd1, plot1 = self.object1()
div2, plot2 = self.object2()
div3, dd3, table3 = self.object3()
div4, dd4, table4 = self.object4()
div5, dd5, table5 = self.object5()
div6, dd6, table6 = self.object6()
layout = fw.column(sec1, fw.row(fw.column(div1, dd1, plot1), fw.column(div2, plot2)))
layout = fw.column(layout, sec2, fw.row(fw.column(div3, dd3, table3), fw.column(div4, dd4, table4)))
layout = fw.column(layout, sec3, fw.row(fw.column(div5, dd5, table5), fw.column(div6, dd6, table6)))
layout = fw.column(LOGO, layout)
return fw.Panel(child = layout, title = '6 - Additional Analysis')
def object1( self ):
columns = ['portfolio', 'var_%_mv', 'cvar_%_mv', 'volatility_1yr', 'volatility_1yr_vs_msci']
formats = ['na', '0.0%', '0.0%', '0.0%', '0.0%']
params = {'height':325, 'width':1000, 'default':self.max_day, 'columns':columns, 'formats':formats}
table, drop = fw.TableWithDropDown(self.df_risk_overall, 'yyyymmdd', params).create_widgets()
div = fw.Div(text = "<b><i>Risk table by month</i></b>", style = TITLE_STYLE)
return div, drop, table
def panel( self ):
sec1 = fw.Div(text = "<h1>OVERALL</h1>", style = {'font-size':'100%', 'color':'black'})
sec2 = fw.Div(text = "<h1>BY SECTOR</h1>", style = {'font-size':'100%', 'color':'black'})
sec3 = fw.Div(text = "<h1>BY REGION</h1>", style = {'font-size':'100%', 'color':'black'})
sec4 = fw.Div(text = "<h1>BY PORTFOLIO</h1>", style = {'font-size':'100%', 'color':'black'})
sec5 = fw.Div(text = "<h1>TOP 20 - RISK CONTRIBUTORS</h1>", style = {'font-size':'100%', 'color':'black'})
sec6 = fw.Div(text = "<h1>STRESS & SCENARIOS</h1>", style = {'font-size':'100%', 'color':'black'})
div1, drop1, table1 = self.object1()
div2, drop2, plot2 = self.object2()
div3, drop3, table3 = self.object3()
div4, drop4, plot4 = self.object4()
div5, drop5, table5 = self.object5()
div6, drop6, plot6 = self.object6()
div7, drop7, table7 = self.object7()
div8, drop8, plot8 = self.object8()
drop9, table9 = self.object9()
div10, drop10, table10 = self.object10()
div11, drop11, plot11 = self.object11()
layout = fw.column(sec1, fw.row(fw.column(div1, drop1, table1), fw.column(div2, drop2, plot2)))
layout = fw.column(layout, sec2, fw.row(fw.column(div3, drop3, table3), fw.column(div4, drop4, plot4)))
layout = fw.column(layout, fw.column(sec3, fw.row(fw.column(div5, drop5, table5), fw.column(div6, drop6, plot6))))
layout = fw.column(layout, fw.column(sec4, fw.row(fw.column(div7, drop7, table7), fw.column(div8, drop8, plot8))))
layout = fw.column(layout, fw.column(sec5, drop9, table9))
layout = fw.column(LOGO, layout, sec6, fw.row(fw.column(div10, drop10, table10), fw.column(div11, drop11, plot11)))
return fw.Panel(child = layout, title = '3 - Investment Risk')
def panel( self ):
sec1 = fw.Div(text = "<h1>OVERALL</h1>", style = {'font-size':'100%', 'color':'black'})
sec2 = fw.Div(text = "<h1>BY SECTOR</h1>", style = {'font-size':'100%', 'color':'black'})
sec3 = fw.Div(text = "<h1>BY REGION</h1>", style = {'font-size':'100%', 'color':'black'})
sec4 = fw.Div(text = "<h1>BY PORTFOLIO</h1>", style = {'font-size':'100%', 'color':'black'})
div1, drop1, table1 = self.object1()
div2, drop2, plot2 = self.object2()
drop3, plot3 = self.object3()
div4, drop4, table4 = self.object4()
div5, drop5, plot5 = self.object5()
div6, drop6, table6 = self.object6()
div7, drop7, plot7 = self.object7()
div8, drop8, table8 = self.object8()
div9, drop9, plot9 = self.object9()
layout = fw.column(sec1, fw.row(fw.column(div1, drop1, table1), fw.column(div2, drop2, plot2, drop3, plot3)))
layout = fw.column(layout, fw.column(sec2, fw.row(fw.column(div4, drop4, table4), fw.column(div5, drop5, plot5))))
layout = fw.column(layout, fw.column(sec3, fw.row(fw.column(div6, drop6, table6), fw.column(div7, drop7, plot7))))
layout = fw.column(LOGO, layout, sec4, fw.row(fw.column(div8, drop8, table8), fw.column(div9, drop9, plot9)))
return fw.Panel(child = layout, title = '4 - Performance')
# ======================================================================
# IMPORT MODULES
# ======================================================================
import pandas as pd
import __flowers__ as fw
# ======================================================================
# COMMON OBJECTS
# ======================================================================
LOGO = fw.Div(text = "<p><img src = 'https://www.localpensionspartnership.org.uk/Files/Templates/Designs/BasicDesign/images/LPP_logo.svg' height = 40 width = 120 align = right></p>", align = "end")
TITLE_STYLE = {'font-size':'100%', 'color':'#54BBAB'}
# ======================================================================
# TAB1
# ======================================================================
class Tab1( object ):
def panel():
sec = fw.Div(text = "<h1>tab1</h1>", style = {'font-size':'100%', 'color':'black'})
return fw.Panel(child = sec, title = '1 - Summary')
# ======================================================================
# TAB2
# ======================================================================
class Tab2( object ):
def panel():
sec = fw.Div(text = "<h1>tab1</h1>", style = {'font-size':'100%', 'color':'black'})
return fw.Panel(child = sec, title = '1 - Summary')
def object2( self ):
plot = fw.TimeSeriesPlot(self.df_addan_fx_sub, 'yyyymmdd', 'fx_rate', 'to_ccy', {'height':440, 'width':1000, 'title':'', 'percentage':False}, True).create_plot()
div = fw.Div(text = "<b><i>FxRate (AUD-CAD-CHF-EUR-NZD-USD)</i></b>", style = TITLE_STYLE)
return div, plot
def panel():
sec = fw.Div(text = "<h1>tab5</h1>", style = {'font-size':'100%', 'color':'black'})
return fw.Panel(child = sec, title = '5 - Risk Monitoring')
