page.set_layout([
html.H1(
page.name,
style={
"margin-bottom": "10px",
"margin-left": "4px",
},
),
html.Div(children='''
Choose an asset to benchmark
'''),
html.Br(),
generate_analysis_mode_dropdown(page.id),
html.Br(),
dcc.DatePickerRange(
id='date-picker-range',
# min_date_allowed = calendar_start_date,
max_date_allowed=datetime.today(
), # maximum date allowed on the DatePickerRange component
initial_visible_month=datetime.today(
), # the month initially presented when the user opens the calendar
start_date=(datetime.today() - timedelta(30)).date(),
end_date=datetime.today().date(),
display_format='MMM Do, YY',
persistence=True,
persisted_props=['start_date'],
updatemode='bothdates',
className='date_picker',
),
html.Br(),
dcc.Graph(id='benchmark-comparison-graph')
])
sample_data = px.data.stocks()
sample_data = pd.DataFrame(sample_data)
page = Page("Diversification")
page.set_path('/analysis/diversification')
metrics = ['asset-list', 'number-of-shares']
page.set_storage(metrics)
page.set_layout([
html.H1(
page.name,
style={
"margin-bottom": "10px",
"margin-left": "4px",
},
),
html.Br(),
dcc.Graph(id='sunburst'),
dcc.Graph(id='industry-pie-chart'),
dcc.Graph(id='sector-pie-chart'),
dcc.Graph(id='diversification-map'),
])
# TODO: speed up with caching and prevent initial call
@app.callback(
[
Output('diversification-map', 'figure'),
Output('industry-pie-chart', 'figure'),
Output('sector-pie-chart', 'figure'),
Output('sunburst', 'figure')
},
value=0,
mode="gauge+number+delta",
title={'text': "Gain to Pain ratio"},
gauge=default_gauge))
page.set_layout([
html.H1(
'Risk Adjusted Return',
style={
"margin-bottom": "10px",
"margin-left": "4px",
},
),
html.Div(children='''
Risk-adjusted metrics calculated on portfolio.
'''),
html.Br(),
dcc.Graph(id='sharpe_ratio_indicator', figure=sharpe_ratio_fig),
html.Br(),
dcc.Graph(id='sortino_ratio_indicator', figure=sortino_ratio_fig),
html.Br(),
dcc.Graph(id='gain_to_pain_ratio_indicator',
figure=gain_to_pain_ratio_fig),
])
@app.callback([
Output('sharpe_ratio_indicator', 'figure'),
Output('sortino_ratio_indicator', 'figure'),
Output('gain_to_pain_ratio_indicator', 'figure')
dbc.Col(
html.Div([html.H3(id='profit-factor'),
html.P("Profit Factor")],
id='profit-factor',
className="mini_container")),
]),
dcc.Graph(id='aggregate-value-close'),
])
page.set_layout([
html.H1(
page.name,
style={
"margin-bottom": "10px",
"margin-left": "4px",
},
),
html.Div(children='''
Trading activity overview.
'''),
metrics,
])
@app.callback([
Output("p&l", "children"),
Output('rate-of-return', 'children'),
Output('profit-factor', 'children'),
Output('total-amount-traded', 'children')
], [
Input('overview-profit-list', 'modified_timestamp'),