def add(self, ticker, quantity): print "added " + ticker self.portfolio.addStock(ticker, quantity) self.portfolio.updateStatistics() risk = self.portfolio.annualVol self.calc = ttk.Label(lf, text=risk) self.fig1 = summaryVis.getGraph(self.portfolio, self.f1) recommendations = mpt.knn(mpt.trainingSet, self.portfolio, 5, self.riskVal, 1, self.d) self.recommendDict = dict() for beforeDist, ticker, quantity in recommendations: newPort = mpt.copyPortfolio(self.portfolio, mpt.testSet) newPort.addStock(ticker, quantity) newPort.updateStatistics() self.recommendDict[ticker] = newPort self.fig2 = interactivePlot.getInteractiveGraph(self.f2, self.portfolio, self.recommendDict, "<Button-1>", self.riskVal)
def add(self, ticker, quantity):
print "added " + ticker
self.portfolio.addStock(ticker, quantity)
self.portfolio.updateStatistics()
risk = self.portfolio.annualVol
self.calc = ttk.Label(lf, text=risk)
self.fig1 = summaryVis.getGraph(self.portfolio, self.f1)
recommendations = mpt.knn(mpt.trainingSet, self.portfolio, 5,
self.riskVal, 1, self.d)
self.recommendDict = dict()
for beforeDist, ticker, quantity in recommendations:
newPort = mpt.copyPortfolio(self.portfolio, mpt.testSet)
newPort.addStock(ticker, quantity)
newPort.updateStatistics()
self.recommendDict[ticker] = newPort
self.fig2 = interactivePlot.getInteractiveGraph(
self.f2, self.portfolio, self.recommendDict, "<Button-1>",
self.riskVal)
def __init__(self, riskVal, d, f):
self.riskVal = (float(riskVal) * 20 - 10)/100
self.d = d
portfolioDict = self.readPortfolio(f)
path = 'data/'
for infile in glob.glob( os.path.join(path, '*.csv') ):
ticker = infile.split('/')[1].split('.')[0]
stockModel = mpt.StockModel(ticker)
years = len(stockModel.historicalPrices)/float(252)
if years < 5:
os.remove(infile)
print 'Removed due to low data: ' + ticker
else:
# number of trading days in a year * 4 years (fudge factor)
divisionPoint = len(stockModel.historicalPrices) - 252*4
trainingModel = mpt.StockModel(ticker, 0, divisionPoint)
mpt.trainingSet[ticker] = trainingModel
self.portfolio = mpt.PortfolioModel(mpt.trainingSet)
for k, v in portfolioDict.iteritems():
self.portfolio.addStock(k, int(v))
self.portfolio.updateStatistics()
risk = self.portfolio.annualVol
window = Tk()
window.title("Test GUI")
#window.geometry('1100x600+150+130')
window.resizable(FALSE,FALSE)
frame = ttk.Frame(window, padding="10 10 10 10")
frame.grid(column=0, row=0, sticky=(N, W, E, S))
# Tell the frame to expand automatically if resized by the user. DOESNT WORK?
#frame.columnconfigure(0, weight=1)
#frame.rowconfigure(0, weight=1)
tabs = ttk.Notebook(frame)
tabs.grid(column=1, row=1, sticky=(N, W))
self.f1 = ttk.Frame(tabs); # first page, which would get widgets gridded into it
tabs.add(self.f1, text='Portfolio Dashboard')
self.fig1 = summaryVis.getGraph(self.portfolio, self.f1)
canvas1 = FigureCanvasTkAgg(self.fig1, master=self.f1)
canvas1.get_tk_widget().grid(column=0, row=0, sticky=(N, W, E, S))
canvas1.get_tk_widget().pack(side=TOP, fill=BOTH, expand=1)
canvas1._tkcanvas.pack(side=TOP, fill=BOTH, expand=1)
canvas1.show()
self.f2 = ttk.Frame(tabs); # second page
tabs.add(self.f2, text='Stock Recommender')
# self.canvas2 = Canvas(self.f2)
# self.canvas2.grid(column=0, row=0, sticky=(N, W, E, S))
# self.canvas2.bind("<Button-1>", self.xy)
# self.canvas2.bind("<B1-Motion>", self.addLine)
recommendations = mpt.knn(mpt.trainingSet, self.portfolio, 5, self.riskVal, 1, self.d)
self.recommendDict = dict()
for beforeDist, ticker, quantity in recommendations:
newPort = mpt.copyPortfolio(self.portfolio, mpt.testSet)
newPort.addStock(ticker, quantity)
newPort.updateStatistics()
self.recommendDict[ticker] = newPort
self.fig2 = interactivePlot.getInteractiveGraph(self.f2, self.portfolio, recommendDict, "<Button-1>", self.riskVal)
# recommendedFrame = ttk.Frame(self.f2)
# recommendedFrame.grid(column=0, row=1, sticky=(N, W, E, S))
canvas2 = FigureCanvasTkAgg(self.fig2, master=self.f2)
canvas2.get_tk_widget().grid(column=0, row=0, sticky=(N, W, E, S))
# canvas2.get_tk_widget().pack(side=TOP, fill=BOTH, expand=1)
# canvas2._tkcanvas.pack(side=TOP, fill=BOTH, expand=1)
canvas2.show()
detail_frame = ttk.Frame(self.f2, padding="10 10 10 10")
detail_frame.grid(column=0, row=1, sticky=(N, W, E, S))
details = ttk.Label(detail_frame, text='Some Details about the selected stock...')
details.grid(column=0, row=0, sticky=(N, W, E, S))
m = 3
for beforeDist, ticker, quantity in recommendations:
ttk.Button(detail_frame, text="Add "+ticker+" to Portfolio", command=lambda n=ticker, q=quantity: self.add(n, q)).grid(column=0, row=m, sticky=SE)
m+=1
stat_frame = ttk.Frame(window, padding="10 10 10 10")
stat_frame.grid(column=1, row=0, sticky=(N, W, E, S))
lf = ttk.Labelframe(stat_frame, text='Key Statistics', padding="10 10 10 10")
lf.grid(column=0, row=0, sticky=(N, W, E, S))
ttk.Label(lf, text="Target Risk: ").grid(column=0, row=0, sticky=W)
ttk.Label(lf, text=self.riskVal).grid(column=1, row=1, sticky=E)
ttk.Label(lf, text="Calculated Risk: ").grid(column=0, row=2, sticky=W)
self.calc = ttk.Label(lf, text=risk)
self.calc.grid(column=0, row=3, sticky=E)
ttk.Label(lf, text="File: ").grid(column=0, row=4, sticky=W)
ttk.Label(lf, text=f).grid(column=0, row=5, sticky=E)
# iterate over widgets that are children of frame, add padding around each
for child in frame.winfo_children(): child.grid_configure(padx=5, pady=5)
# Enter event loop (ie run the GUI)
window.mainloop()
def __init__(self, riskVal, d, f):
self.riskVal = (float(riskVal) * 20 - 10) / 100
self.d = d
portfolioDict = self.readPortfolio(f)
path = 'data/'
for infile in glob.glob(os.path.join(path, '*.csv')):
ticker = infile.split('/')[1].split('.')[0]
stockModel = mpt.StockModel(ticker)
years = len(stockModel.historicalPrices) / float(252)
if years < 5:
os.remove(infile)
print 'Removed due to low data: ' + ticker
else:
# number of trading days in a year * 4 years (fudge factor)
divisionPoint = len(stockModel.historicalPrices) - 252 * 4
trainingModel = mpt.StockModel(ticker, 0, divisionPoint)
mpt.trainingSet[ticker] = trainingModel
self.portfolio = mpt.PortfolioModel(mpt.trainingSet)
for k, v in portfolioDict.iteritems():
self.portfolio.addStock(k, int(v))
self.portfolio.updateStatistics()
risk = self.portfolio.annualVol
window = Tk()
window.title("Test GUI")
#window.geometry('1100x600+150+130')
window.resizable(FALSE, FALSE)
frame = ttk.Frame(window, padding="10 10 10 10")
frame.grid(column=0, row=0, sticky=(N, W, E, S))
# Tell the frame to expand automatically if resized by the user. DOESNT WORK?
#frame.columnconfigure(0, weight=1)
#frame.rowconfigure(0, weight=1)
tabs = ttk.Notebook(frame)
tabs.grid(column=1, row=1, sticky=(N, W))
self.f1 = ttk.Frame(tabs)
# first page, which would get widgets gridded into it
tabs.add(self.f1, text='Portfolio Dashboard')
self.fig1 = summaryVis.getGraph(self.portfolio, self.f1)
canvas1 = FigureCanvasTkAgg(self.fig1, master=self.f1)
canvas1.get_tk_widget().grid(column=0, row=0, sticky=(N, W, E, S))
canvas1.get_tk_widget().pack(side=TOP, fill=BOTH, expand=1)
canvas1._tkcanvas.pack(side=TOP, fill=BOTH, expand=1)
canvas1.show()
self.f2 = ttk.Frame(tabs)
# second page
tabs.add(self.f2, text='Stock Recommender')
# self.canvas2 = Canvas(self.f2)
# self.canvas2.grid(column=0, row=0, sticky=(N, W, E, S))
# self.canvas2.bind("<Button-1>", self.xy)
# self.canvas2.bind("<B1-Motion>", self.addLine)
recommendations = mpt.knn(mpt.trainingSet, self.portfolio, 5,
self.riskVal, 1, self.d)
self.recommendDict = dict()
for beforeDist, ticker, quantity in recommendations:
newPort = mpt.copyPortfolio(self.portfolio, mpt.testSet)
newPort.addStock(ticker, quantity)
newPort.updateStatistics()
self.recommendDict[ticker] = newPort
self.fig2 = interactivePlot.getInteractiveGraph(
self.f2, self.portfolio, recommendDict, "<Button-1>", self.riskVal)
# recommendedFrame = ttk.Frame(self.f2)
# recommendedFrame.grid(column=0, row=1, sticky=(N, W, E, S))
canvas2 = FigureCanvasTkAgg(self.fig2, master=self.f2)
canvas2.get_tk_widget().grid(column=0, row=0, sticky=(N, W, E, S))
# canvas2.get_tk_widget().pack(side=TOP, fill=BOTH, expand=1)
# canvas2._tkcanvas.pack(side=TOP, fill=BOTH, expand=1)
canvas2.show()
detail_frame = ttk.Frame(self.f2, padding="10 10 10 10")
detail_frame.grid(column=0, row=1, sticky=(N, W, E, S))
details = ttk.Label(detail_frame,
text='Some Details about the selected stock...')
details.grid(column=0, row=0, sticky=(N, W, E, S))
m = 3
for beforeDist, ticker, quantity in recommendations:
ttk.Button(
detail_frame,
text="Add " + ticker + " to Portfolio",
command=lambda n=ticker, q=quantity: self.add(n, q)).grid(
column=0, row=m, sticky=SE)
m += 1
stat_frame = ttk.Frame(window, padding="10 10 10 10")
stat_frame.grid(column=1, row=0, sticky=(N, W, E, S))
lf = ttk.Labelframe(stat_frame,
text='Key Statistics',
padding="10 10 10 10")
lf.grid(column=0, row=0, sticky=(N, W, E, S))
ttk.Label(lf, text="Target Risk: ").grid(column=0, row=0, sticky=W)
ttk.Label(lf, text=self.riskVal).grid(column=1, row=1, sticky=E)
ttk.Label(lf, text="Calculated Risk: ").grid(column=0, row=2, sticky=W)
self.calc = ttk.Label(lf, text=risk)
self.calc.grid(column=0, row=3, sticky=E)
ttk.Label(lf, text="File: ").grid(column=0, row=4, sticky=W)
ttk.Label(lf, text=f).grid(column=0, row=5, sticky=E)
# iterate over widgets that are children of frame, add padding around each
for child in frame.winfo_children():
child.grid_configure(padx=5, pady=5)
# Enter event loop (ie run the GUI)
window.mainloop()
