api_key = ""
#Dirctory Input For Data and Reports
root_path = "/Users/zhaoyanbo/Desktop/RIF/nic 4:5:19/Portfolio-Tracker-master"
#------------Run Program----------------------#
if __name__ == '__main__':
#import rebalance
#rebalance.rebalance(allocations=allocations)
# 1.) Import the module
import report
import data
import performance
#
# # Select Functions
end_date = dt.date.today()
data.portfolio(symbols, allocations, start_date)
data.benchmark(bench_symbol, start_date)
performance.portfolio()
r = report.rep(fname=root_path + '/Reports/Daily Report ' + str(end_date) + '.pdf',fund_name=fund_name,logo_path="/Users/zhaoyanbo/Desktop/RIF/nic 4:5:19/Portfolio-Tracker-master/Reports/rif.jpg")
print ('--------Cover-----')
r.cover()
print ('--------Performance-----')
r.perf()
print ('--------Metrics-----')
r.mets()
print ('--------Divesification-----')
r.diversification()
r.savePDF()
print ('I Ran')
def perf(self):
c = self.c
logo = self.logo_path
#Get Data from module
port_rets, bench_rets = performance.portfolio()
#Header
c.setFontSize(size=18)
c.setFillColor(aColor=colors.maroon)
c.drawString(x=72, y=505, text="Performance")
c.setFillColor(colors.maroon)
c.rect(x=0, y=500, height="3", width="842", stroke=0, fill=1)
if self.logo_path != 0:
c.drawImage(logo,x=250, y=505)
#Draw price chart
c.drawImage(root_path+'/Figures/port_perf.png',x=50, y=50,width=400,height=400,preserveAspectRatio=1)
#Draw periodic returns table
dates = ['2019-01-02']
pperf = "{0:.2f}%".format(float(port_rets.iloc[-1:, -1]) * 100)
bperf = "{0:.2f}%".format(float(bench_rets.iloc[-1:, -1]) * 100)
port_val = pd.read_csv(root_path+'/Daily Data/Portfolio/Portfolio Value.csv',index_col=0)
bench_data = pd.read_csv(root_path+'/Daily Data/Benchmark/Benchmark Price Data.csv' ,index_col=0, names = ['Benchmark Values'])
port_val = port_val['Portfolio Value']
port_val.index = pd.to_datetime(port_val.index)
bench_data.index = pd.to_datetime(bench_data.index)
praw = "{0:.2f}%".format((port_val.iloc[-1] / port_val.iloc[0] - 1) * 100)
pytd = "{0:.2f}%".format((port_val.iloc[-1] / float(port_val[port_val.index.isin(dates)]) - 1) * 100)
braw = "{0:.2f}%".format((float(bench_data.iloc[-1]) / float(bench_data.iloc[0]) - 1) * 100)
bytd = "{0:.2f}%".format((float(bench_data.iloc[-1]) / float(bench_data[bench_data.index.isin(dates)].iloc[0]) - 1) * 100)
prets = []
brets = []
nums = [1,3,6,12]
for x in nums:
month_add = start_date + relativedelta(months=+x)
pret = port_val.iloc[port_val.index.get_loc(month_add, method='nearest')]/port_val.iloc[0] - 1
prets.append("{0:.2f}%".format(pret * 100))
bret = float(bench_data.iloc[bench_data.index.get_loc(month_add, method='nearest')]) / float(bench_data.iloc[0]) - 1
brets.append("{0:.2f}%".format(bret * 100))
#Labels for Asset Returns
c.setFontSize(size=12)
c.setFillColor(aColor=colors.black)
c.drawString(x=500, y=400, text="Total Return Asset")
c.drawString(x=625, y=400, text="1 Day Return Asset")
#Data for table
data = [['',"YTD","Today's Performance", "1 Month Change", "3 Month Change","6 Month Change", "1 Year Change", "Total Raw Return"],
['Portfolio',pytd,pperf, prets[0],prets[1],prets[2],prets[3],praw],
['Benchmark',bytd,bperf,brets[0],brets[1],brets[2],brets[3],braw]]
#Create table with styles
t1 = Table(data)
t1.setStyle(TableStyle([("BOX", (0, 0), (-1, -1), 0.25, colors.black),
('INNERGRID', (0, 0), (-1, -1), 0.25, colors.black),
('BACKGROUND', (0, 0), (0, 0), colors.black),
('ALIGN', (1, 1), (-1, -1), 'CENTER')]))
#Draw on Canvas
t1.wrapOn(self.c, self.width, self.height)
t1.drawOn(c, x=72, y=440)
#Draw asset Perfomance Tables
df = performance.asset_performance()
df = pd.DataFrame(df)
df.reset_index(level=0, inplace=True)
df.columns = ["Symbol", "Return"]
# if len(df) > 21:
# df = df[:21]
df = df.sort_values(['Return'], ascending=False)
top_10 = df.nlargest(10, 'Return')
last_10 = df.nsmallest(10, 'Return')
last_10 = last_10[::-1]
df = pd.concat([top_10, last_10])
df['Return'] = pd.Series(["{0:.2f}%".format(val * 100) for val in df['Return']], index=df.index)
data = [df.columns[:, ].values.astype(str).tolist()] + df.values.tolist()
t = Table(data, rowHeights = 14)
data_len = len(data)
x = 390
#Need to do for alternating colors
for each in range(data_len):
x -= 14
if each % 2 == 0:
bg_color = colors.white
else:
bg_color = colors.gold
if each <= 10:
fontcolor = colors.green
else:
fontcolor = colors.red
t.setStyle(TableStyle([('BACKGROUND', (0, each), (-1, each), bg_color), ('FONTSIZE', (0, each), (-1, each), 9),
('TEXTCOLOR', (0, each), (-1, each), fontcolor)]))
t.setStyle(TableStyle([('BACKGROUND', (0, 0), (0, 0), colors.black),
('BACKGROUND', (1, 0), (1, 0), colors.black),
('TEXTCOLOR',(0,0),(0, 0),colors.white),
('LINEBELOW', (0, -1), (-1, -1), 1.5, colors.black),
('TEXTCOLOR', (1, 0), (1, 0), colors.white),
('FONTSIZE', (0, each), (-1, each), 9)
]))
t.wrapOn(self.c, self.width, self.height)
t.drawOn(c, x=500, y=x)
df = pd.read_csv(root_path+'/Daily Data/Portfolio/Portfolio Returns.csv')
data = df.iloc[-1,1:len(df.columns)-1]
df = pd.DataFrame(data)
# if len(df) > 21:
# df = df[:21]
df.reset_index(level=0, inplace=True)
df.columns = ["Symbol", "Return"]
df = df.sort_values(by='Return',ascending=False)
df['Return'] = df['Return'].astype(float, copy = False)
# print df['Return']
# print df['Return'].dtypes
top_10 = df.nlargest(10, 'Return')
last_10 = df.nsmallest(10, 'Return')
last_10 = last_10[::-1]
df = pd.concat([top_10, last_10])
df['Return'] = pd.Series(["{0:.2f}%".format(val * 100) for val in df['Return']], index=df.index)
data = [df.columns[:, ].values.astype(str).tolist()] + df.values.tolist()
t = Table(data, rowHeights = 14)
data_len = len(data)
x = 390
#Need to do for alternating colors
for each in range(data_len):
x -= 14
if each % 2 == 0:
bg_color = colors.gold
else:
bg_color = colors.white
if each <= 10:
fontcolor = colors.green
else:
fontcolor = colors.red
t.setStyle(TableStyle([('BACKGROUND', (0, each), (-1, each), bg_color), ('FONTSIZE', (0, each), (-1, each), 9),
('TEXTCOLOR', (0, each), (-1, each), fontcolor)]))
t.setStyle(TableStyle([('BACKGROUND', (0, 0), (0, 0), colors.black),
('BACKGROUND', (1, 0), (1, 0), colors.black),
('TEXTCOLOR',(0,0),(0, 0),colors.white),
('LINEBELOW', (0, -1), (-1, -1), 1.5, colors.black),
('TEXTCOLOR', (1, 0), (1, 0), colors.white)
,('FONTSIZE', (0, each), (-1, each), 9)]))
t.wrapOn(self.c, self.width, self.height)
t.drawOn(c, x=635, y=x)
c.showPage()