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index.py
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index.py
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# -*- coding: utf-8 -*-
# Created on Sun Jul 19 13:20:27 2015
# Implemented in Python 3.4.0
# Author: Yun-Jhong Wu
# E-mail: yjwu@umich.edu
import numpy as np
import pandas as pd
from cvxopt import solvers
from datetime import datetime
from flask import Flask, render_template, request
from static.py.portfolio import getData, getPortfolio, getFrontier, getRebalance, pullDataFromYahoo
app = Flask(__name__, static_folder='static', static_url_path='')
@app.route('/', methods=['GET', 'POST'])
def _index():
return render_template('index.html')
@app.route('/_pull', methods=['POST'])
def _pullData():
symbol = request.form["symbol"]
startdate = datetime.strptime(request.form["startdate"], "%Y-%m-%d").date()
enddate = datetime.strptime(request.form["enddate"], "%Y-%m-%d").date()
return pullDataFromYahoo(symbol, startdate, enddate)
@app.route('/_fit', methods=['POST'])
def _fitModel():
risk = float(request.form["risk"])
short = request.form["shor"] == "true"
unused = filter(lambda s: len(s) > 0, request.form["unused"].split(","))
l2 = float(request.form["l2"])
data = getData()
return getPortfolio(data, unused, risk, short, l2)
@app.route('/_frontier', methods=['POST'])
def _fitFrontier():
short = request.form["shor"] == "true"
df = getData()
return getFrontier(df, short)
@app.route('/_rebalancing', methods=['POST'])
def _rebalancing():
df = getData()
pos = { row["symbol"]: row["p"] for _, row in pd.read_json(request.form["pos"]).iterrows() }
pos = np.array([pos[s] for s in df.columns])
freq = str(request.form["rbfreq"]) + "m"
return getRebalance(df, freq, pos)
if __name__ == '__main__':
solvers.options['show_progress'] = False
app.run(debug=True)