Module scrilla.gui.widgets.functions
Expand source code
# This file is part of scrilla: https://github.com/chinchalinchin/scrilla.
# scrilla is free software: you can redistribute it and/or modify
# it under the terms of the GNU General Public License version 3
# as published by the Free Software Foundation.
# scrilla is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
# GNU General Public License for more details.
# You should have received a copy of the GNU General Public License
# along with scrilla. If not, see <https://www.gnu.org/licenses/>
# or <https://github.com/chinchalinchin/scrilla/blob/develop/main/LICENSE>.
from typing import Union
from PySide6 import QtGui, QtCore, QtWidgets
from scrilla import settings, services
from scrilla.static import keys, definitions
# TODO: conditional import based on ANALYSIS_MODE
from scrilla.analysis import estimators, markets, optimizer, plotter
from scrilla.analysis.models.geometric import statistics
from scrilla.analysis.objects.portfolio import Portfolio
from scrilla.analysis.objects.cashflow import Cashflow
from scrilla.util import dater, outputter, helper
from scrilla.gui import formats, utilities
from scrilla.gui.widgets import factories, components
logger = outputter.Logger('gui.functions', settings.LOG_LEVEL)
class DistributionWidget(components.SkeletonWidget):
def __init__(self, layer: str, parent: Union[QtWidgets.QWidget, None] = None):
super().__init__(function='plot_return_dist', parent=parent)
self.setObjectName(layer)
self._init_widgets()
self._arrange_widgets()
self._stage_widgets()
def _init_widgets(self):
self.arg_widget = components.ArgumentWidget(calculate_function=self.calculate,
clear_function=self.clear,
controls=self.controls,
layer=utilities.get_next_layer(self.objectName()))
self.title = factories.atomic_widget_factory(
component='heading', title='Distribution of Returns')
self.tab_container = factories.layout_factory(layout='vertical-box')
self.tab_widget = QtWidgets.QTabWidget()
self.setLayout(QtWidgets.QHBoxLayout())
def _arrange_widgets(self):
self.tab_container.layout().addWidget(self.tab_widget)
self.layout().addWidget(self.tab_container)
self.layout().addWidget(self.arg_widget)
def _stage_widgets(self):
self.arg_widget.prime()
def resizeEvent(self, event: QtGui.QResizeEvent) -> None:
for i in range(self.tab_widget.count()):
if self.tab_widget.widget(i).figure.isVisible():
self.tab_widget.widget(i).set_pixmap()
return super().resizeEvent(event)
@QtCore.Slot()
def calculate(self):
symbols = self.arg_widget.get_symbol_input()
start_date = self.arg_widget.get_control_input('start_date')
end_date = self.arg_widget.get_control_input('end_date')
for symbol in symbols:
qq_plot = components.GraphWidget(tmp_graph_key=f'{keys.keys["GUI"]["TEMP"]["QQ"]}_{symbol}',
layer=utilities.get_next_layer(self.objectName()))
dist_plot = components.GraphWidget(tmp_graph_key=f'{keys.keys["GUI"]["TEMP"]["DIST"]}_{symbol}',
layer=utilities.get_next_layer(self.objectName()))
returns = statistics.get_sample_of_returns(ticker=symbol,
start_date=start_date,
end_date=end_date,
daily=True)
qq_series = estimators.qq_series_for_sample(sample=returns)
plotter.plot_qq_series(ticker=symbol,
qq_series=qq_series,
show=False,
savefile=f'{settings.TEMP_DIR}/{keys.keys["GUI"]["TEMP"]["QQ"]}_{symbol}')
plotter.plot_return_histogram(ticker=symbol,
sample=returns,
show=False,
savefile=f'{settings.TEMP_DIR}/{keys.keys["GUI"]["TEMP"]["DIST"]}_{symbol}',)
dist_plot.set_pixmap()
qq_plot.set_pixmap()
self.tab_widget.addTab(qq_plot, f'{symbol} QQ Plot')
self.tab_widget.addTab(dist_plot, f'{symbol} Distribution')
self.tab_widget.show()
self.arg_widget.fire()
@QtCore.Slot()
def clear(self):
self.arg_widget.prime()
total = self.tab_widget.count()
for _ in range(total):
self.tab_widget.removeTab(0)
class YieldCurveWidget(components.SkeletonWidget):
def __init__(self, layer: str, parent: Union[QtWidgets.QWidget, None] = None):
super().__init__(function='yield_curve', parent=parent)
self.setObjectName(layer)
self._init_widgets()
self._arrange_widgets()
self._stage_widgets()
def _init_widgets(self):
self.graph_widget = components.GraphWidget(tmp_graph_key=keys.keys['GUI']['TEMP']['YIELD'],
layer=utilities.get_next_layer(self.objectName()))
self.arg_widget = components.ArgumentWidget(calculate_function=self.calculate,
clear_function=self.clear,
controls=self.controls,
layer=utilities.get_next_layer(
self.objectName()),
mode=components.SYMBOLS_NONE)
# TODO: initialize arg widget WITHOUT tickers
self.setLayout(QtWidgets.QHBoxLayout())
def _arrange_widgets(self):
self.layout().addWidget(self.graph_widget)
self.layout().addWidget(self.arg_widget)
def _stage_widgets(self):
self.arg_widget.prime()
def resizeEvent(self, event: QtGui.QResizeEvent) -> None:
if self.graph_widget.figure.isVisible():
self.graph_widget.set_pixmap()
return super().resizeEvent(event)
@QtCore.Slot()
def calculate(self):
if self.graph_widget.figure.isVisible():
self.graph_widget.figure.hide()
yield_curve = {}
start_date = dater.this_date_or_last_trading_date(
self.arg_widget.get_control_input('start_date'))
start_string = dater.to_string(start_date)
yield_curve[start_string] = []
for maturity in keys.keys['YIELD_CURVE']:
rate = services.get_daily_interest_history(maturity=maturity,
start_date=start_date,
end_date=start_date)
yield_curve[start_string].append(rate[start_string])
plotter.plot_yield_curve(yield_curve=yield_curve,
show=False,
savefile=f'{settings.TEMP_DIR}/{keys.keys["GUI"]["TEMP"]["YIELD"]}')
self.graph_widget.set_pixmap()
self.arg_widget.fire()
@QtCore.Slot()
def clear(self):
self.graph_widget.clear()
self.arg_widget.prime()
class DiscountDividendWidget(components.SkeletonWidget):
def __init__(self, layer: str, parent: Union[QtWidgets.QWidget, None] = None):
super().__init__(function='discount_dividend', parent=parent)
self.setObjectName(layer)
self._init_widgets()
self._arrange_widgets()
self._stage_widgets()
def _init_widgets(self):
self.tab_container = factories.layout_factory(layout='vertical-box')
self.tab_widget = QtWidgets.QTabWidget()
self.arg_widget = components.ArgumentWidget(calculate_function=self.calculate,
clear_function=self.clear,
controls=self.controls,
layer=utilities.get_next_layer(self.objectName()))
# TODO: restrict arg symbol input to one symbol somehow
self.setLayout(QtWidgets.QHBoxLayout())
def _arrange_widgets(self):
self.tab_container.layout().addWidget(self.tab_widget)
self.layout().addWidget(self.tab_container)
self.layout().addWidget(self.arg_widget)
def _stage_widgets(self):
self.arg_widget.prime()
def resizeEvent(self, event: QtGui.QResizeEvent) -> None:
for i in range(self.tab_widget.count()):
if self.tab_widget.widget(i).figure.isVisible():
self.tab_widget.widget(i).set_pixmap()
return super().resizeEvent(event)
@QtCore.Slot()
def calculate(self):
symbols = self.arg_widget.get_symbol_input()
discount = self.arg_widget.get_control_input('discount')
for symbol in symbols:
if discount is None:
discount = markets.cost_of_equity(ticker=symbol,
start_date=self.arg_widget.get_control_input(
'start_date'),
end_date=self.arg_widget.get_control_input('end_date'))
dividends = services.get_dividend_history(ticker=symbol)
cashflow = Cashflow(sample=dividends, discount_rate=discount)
graph_widget = components.GraphWidget(tmp_graph_key=f'{keys.keys["GUI"]["TEMP"]["DIVIDEND"]}_{symbol}',
layer=utilities.get_next_layer(self.objectName()))
plotter.plot_cashflow(ticker=symbol,
cashflow=cashflow,
show=False,
savefile=f'{settings.TEMP_DIR}/{keys.keys["GUI"]["TEMP"]["DIVIDEND"]}_{symbol}')
graph_widget.set_pixmap()
self.tab_widget.addTab(graph_widget, f'{symbol} DDM PLOT')
self.tab_widget.show()
self.arg_widget.fire()
@QtCore.Slot()
def clear(self):
self.arg_widget.prime()
total = self.tab_widget.count()
for _ in range(total):
self.tab_widget.removeTab(0)
class RiskProfileWidget(components.SkeletonWidget):
def __init__(self, layer: str, parent: Union[QtWidgets.QWidget, None] = None):
super().__init__(function='risk_profile', parent=parent)
self.setObjectName(layer)
self._init_widgets()
self._arrange_widgets()
self._stage_widgets()
def _init_widgets(self):
self.composite_widget = components.CompositeWidget(keys.keys['GUI']['TEMP']['PROFILE'],
widget_title="Risk Analysis",
table_title="CAPM Risk Profile",
graph_title="Risk-Return Plane",
layer=utilities.get_next_layer(self.objectName()))
self.arg_widget = components.ArgumentWidget(calculate_function=self.calculate,
clear_function=self.clear,
controls=self.controls,
layer=utilities.get_next_layer(self.objectName()))
self.setLayout(QtWidgets.QHBoxLayout())
def _arrange_widgets(self):
self.layout().addWidget(self.composite_widget)
self.layout().addWidget(self.arg_widget)
def _stage_widgets(self):
self.arg_widget.prime()
@QtCore.Slot()
def calculate(self):
if self.composite_widget.graph_widget.figure.isVisible():
self.composite_widget.graph_widget.figure.hide()
symbols = self.arg_widget.get_symbol_input()
self.composite_widget.table_widget.init_table(rows=symbols,
columns=['Return', 'Volatility', 'Sharpe', 'Beta', 'Equity Cost'])
profiles = {}
for i, symbol in enumerate(symbols):
profiles[symbol] = statistics.calculate_risk_return(ticker=symbol,
start_date=self.arg_widget.get_control_input(
'start_date'),
end_date=self.arg_widget.get_control_input('end_date'))
profiles[symbol][keys.keys['APP']['PROFILE']
['SHARPE']] = markets.sharpe_ratio(symbol)
profiles[symbol][keys.keys['APP']['PROFILE']
['BETA']] = markets.market_beta(symbol)
profiles[symbol][keys.keys['APP']['PROFILE']
['EQUITY']] = markets.cost_of_equity(symbol)
formatted_profile = formats.format_profile(profiles[symbol])
for j, statistic in enumerate(formatted_profile.keys()):
table_item = factories.atomic_widget_factory(
component='table-item', title=formatted_profile[statistic])
self.composite_widget.table_widget.table.setItem(
i, j, table_item)
plotter.plot_profiles(symbols=symbols, profiles=profiles, show=False,
savefile=f'{settings.TEMP_DIR}/{keys.keys["GUI"]["TEMP"]["PROFILE"]}')
self.composite_widget.graph_widget.set_pixmap()
self.composite_widget.table_widget.show_table()
self.arg_widget.fire()
def resizeEvent(self, event: QtGui.QResizeEvent) -> None:
if self.composite_widget.graph_widget.figure.isVisible():
self.composite_widget.graph_widget.set_pixmap()
return super().resizeEvent(event)
@QtCore.Slot()
def clear(self):
self.composite_widget.graph_widget.clear()
self.composite_widget.table_widget.table.clear()
self.composite_widget.table_widget.table.hide()
self.arg_widget.prime()
class CorrelationWidget(components.SkeletonWidget):
def __init__(self, layer: str, parent: Union[QtWidgets.QWidget, None] = None):
super().__init__(function='correlation', parent=parent)
self.setObjectName(layer)
self._init_widgets()
self._arrange_widgets()
self._stage_widgets()
def _init_widgets(self):
self.table_widget = components.TableWidget(widget_title="Correlation Matrix",
layer=utilities.get_next_layer(self.objectName()))
self.arg_widget = components.ArgumentWidget(calculate_function=self.calculate,
clear_function=self.clear,
controls=self.controls,
layer=utilities.get_next_layer(self.objectName()))
self.setLayout(QtWidgets.QHBoxLayout())
def _arrange_widgets(self):
self.layout().addWidget(self.table_widget)
self.layout().addWidget(self.arg_widget)
def _stage_widgets(self):
self.arg_widget.prime()
@QtCore.Slot()
def calculate(self):
if self.table_widget.table.isVisible():
self.table_widget.table.clear()
self.table_widget.table.hide()
symbols = self.arg_widget.get_symbol_input()
if len(symbols) > 1:
self.table_widget.init_table(rows=symbols, columns=symbols)
matrix = statistics.correlation_matrix(tickers=symbols,
start_date=self.arg_widget.get_control_input(
'start_date'),
end_date=self.arg_widget.get_control_input('end_date'))
for i in range(0, len(symbols)):
for j in range(i, len(symbols)):
item_upper = factories.atomic_widget_factory(
component='table-item', title=helper.format_float_percent(matrix[i][j]))
item_lower = factories.atomic_widget_factory(
component='table-item', title=helper.format_float_percent(matrix[j][i]))
self.table_widget.table.setItem(j, i, item_upper)
self.table_widget.table.setItem(i, j, item_lower)
else:
print('error handling goes here')
self.table_widget.show_table()
self.arg_widget.fire()
@QtCore.Slot()
def clear(self):
self.arg_widget.prime()
self.table_widget.table.clear()
self.table_widget.table.hide()
self.table_widget.download_button.hide()
class OptimizerWidget(components.SkeletonWidget):
def __init__(self, layer: str, parent: Union[QtWidgets.QWidget, None] = None):
super().__init__(function='optimize_portfolio', parent=parent)
self.setObjectName(layer)
self._init_widgets()
self._arrange_widgets()
self._stage_widgets()
def _init_widgets(self):
self.title = factories.atomic_widget_factory(
component='heading', title=None)
self.table_widget = components.TableWidget(widget_title="Optimization Results",
layer=utilities.get_next_layer(self.objectName()))
self.arg_widget = components.ArgumentWidget(calculate_function=self.optimize,
clear_function=self.clear,
controls=self.controls,
layer=utilities.get_next_layer(self.objectName()))
self.setLayout(QtWidgets.QHBoxLayout())
def _arrange_widgets(self):
self.layout().addWidget(self.table_widget)
self.layout().addWidget(self.arg_widget)
def _stage_widgets(self):
self.arg_widget.prime()
@QtCore.Slot()
def optimize(self):
if self.table_widget.table.isVisible():
self.table_widget.table.clear()
self.table_widget.table.hide()
symbols = self.arg_widget.get_symbol_input()
# TODO: better error checking
if len(symbols) > 1:
investment = self.arg_widget.get_control_input('investment')
this_portfolio = Portfolio(tickers=symbols,
start_date=self.arg_widget.get_control_input(
'start_date'),
end_date=self.arg_widget.get_control_input('end_date'))
allocation = optimizer.optimize_portfolio_variance(portfolio=this_portfolio,
target_return=self.arg_widget.get_control_input('target'))
self.title.setText(formats.format_allocation_profile_title(
allocation, this_portfolio))
prices = services.get_daily_prices_latest(tickers=symbols)
if investment is None:
self.table_widget.init_table(
rows=symbols, columns=['Allocation'])
else:
self.table_widget.init_table(rows=symbols, columns=[
'Allocation', 'Shares'])
shares = this_portfolio.calculate_approximate_shares(
allocation, float(investment), prices)
for i in range(len(symbols)):
item = factories.atomic_widget_factory(
component='table-item', title=helper.format_float_percent(allocation[i]))
self.table_widget.table.setItem(i, 0, item)
if investment is not None:
share_item = factories.atomic_widget_factory(
component='table-item', title=str(shares[i]))
self.table_widget.table.setItem(i, 1, share_item)
# TODO: display amount vested per equity
# TODO: display total portfolio return and volatility
# TODO: display actual investment
self.table_widget.show_table()
self.arg_widget.fire()
else:
print('something went wrong')
@QtCore.Slot()
def clear(self):
self.table_widget.table.clear()
self.table_widget.table.hide()
self.arg_widget.prime()
class EfficientFrontierWidget(components.SkeletonWidget):
def __init__(self, layer: str, parent: Union[QtWidgets.QWidget, None] = None):
super().__init__(function='efficient_frontier', parent=parent)
self.setObjectName(layer)
self._init_widgets()
self._arrange_widgets()
self._stage_widgets()
def _init_widgets(self):
self.graph_widget = components.GraphWidget(tmp_graph_key=keys.keys['GUI']['TEMP']['FRONTIER'],
layer=utilities.get_next_layer(self.objectName()))
self.arg_widget = components.ArgumentWidget(calculate_function=self.calculate,
clear_function=self.clear,
controls=self.controls,
layer=utilities.get_next_layer(self.objectName()))
self.setLayout(QtWidgets.QHBoxLayout())
# TODO: portfolio tabs
def _arrange_widgets(self):
self.layout().addWidget(self.graph_widget)
self.layout().addWidget(self.arg_widget)
def _stage_widgets(self):
self.arg_widget.prime()
def resizeEvent(self, event: QtGui.QResizeEvent) -> None:
if self.graph_widget.figure.isVisible():
self.graph_widget.set_pixmap()
return super().resizeEvent(event)
@QtCore.Slot()
def calculate(self):
if self.graph_widget.figure.isVisible():
self.graph_widget.figure.hide()
this_portfolio = Portfolio(tickers=self.arg_widget.get_symbol_input(),
start_date=self.arg_widget.get_control_input(
'start_date'),
end_date=self.arg_widget.get_control_input('end_date'))
frontier = optimizer.calculate_efficient_frontier(portfolio=this_portfolio,
steps=self.arg_widget.get_control_input('steps'))
plotter.plot_frontier(portfolio=this_portfolio,
frontier=frontier,
show=False,
savefile=f'{settings.TEMP_DIR}/{keys.keys["GUI"]["TEMP"]["FRONTIER"]}')
self.graph_widget.set_pixmap()
self.arg_widget.fire()
@QtCore.Slot()
def clear(self):
self.graph_widget.figure.hide()
self.arg_widget.prime()
class MovingAverageWidget(components.SkeletonWidget):
def __init__(self, layer: str, parent: Union[QtWidgets.QWidget, None] = None):
super().__init__(function='moving_averages', parent=parent)
self.setObjectName(layer)
self._init_widgets()
self._arrange_widgets()
self._stage_widgets()
def _init_widgets(self):
self.graph_widget = components.GraphWidget(keys.keys['GUI']['TEMP']['AVERAGES'],
layer=utilities.get_next_layer(self.objectName()))
self.arg_widget = components.ArgumentWidget(calculate_function=self.calculate,
clear_function=self.clear,
controls=self.controls,
layer=utilities.get_next_layer(
self.objectName()),
mode=components.SYMBOLS_SINGLE)
self.setLayout(QtWidgets.QHBoxLayout())
def _arrange_widgets(self):
self.layout().addWidget(self.graph_widget)
self.layout().addWidget(self.arg_widget)
def _stage_widgets(self):
self.arg_widget.prime()
def resizeEvent(self, event: QtGui.QResizeEvent) -> None:
if self.graph_widget.figure.isVisible():
self.graph_widget.set_pixmap()
return super().resizeEvent(event)
@QtCore.Slot()
def calculate(self):
if self.graph_widget.figure.isVisible():
self.graph_widget.figure.hide()
moving_averages = statistics.calculate_moving_averages(ticker=self.arg_widget.get_symbol_input()[0],
start_date=self.arg_widget.get_control_input(
'start_date'),
end_date=self.arg_widget.get_control_input('end_date'))
plotter.plot_moving_averages(ticker=self.arg_widget.get_symbol_input()[0],
averages=moving_averages,
show=False,
savefile=f'{settings.TEMP_DIR}/{keys.keys["GUI"]["TEMP"]["AVERAGES"]}')
self.graph_widget.set_pixmap()
self.arg_widget.fire()
@QtCore.Slot()
def clear(self):
self.arg_widget.prime()
self.graph_widget.clear()Classes
class CorrelationWidget (layer: str, parent: Optional[PySide6.QtWidgets.QWidget] = None)-
QWidget(self, parent: Optional[PySide6.QtWidgets.QWidget] = None, f: PySide6.QtCore.Qt.WindowFlags = Default(Qt.WindowFlags)) -> None
init(self, parent: Optional[PySide6.QtWidgets.QWidget] = None, f: PySide6.QtCore.Qt.WindowFlags = Default(Qt.WindowFlags)) -> None
Initialize self. See help(type(self)) for accurate signature.
Expand source code
class CorrelationWidget(components.SkeletonWidget): def __init__(self, layer: str, parent: Union[QtWidgets.QWidget, None] = None): super().__init__(function='correlation', parent=parent) self.setObjectName(layer) self._init_widgets() self._arrange_widgets() self._stage_widgets() def _init_widgets(self): self.table_widget = components.TableWidget(widget_title="Correlation Matrix", layer=utilities.get_next_layer(self.objectName())) self.arg_widget = components.ArgumentWidget(calculate_function=self.calculate, clear_function=self.clear, controls=self.controls, layer=utilities.get_next_layer(self.objectName())) self.setLayout(QtWidgets.QHBoxLayout()) def _arrange_widgets(self): self.layout().addWidget(self.table_widget) self.layout().addWidget(self.arg_widget) def _stage_widgets(self): self.arg_widget.prime() @QtCore.Slot() def calculate(self): if self.table_widget.table.isVisible(): self.table_widget.table.clear() self.table_widget.table.hide() symbols = self.arg_widget.get_symbol_input() if len(symbols) > 1: self.table_widget.init_table(rows=symbols, columns=symbols) matrix = statistics.correlation_matrix(tickers=symbols, start_date=self.arg_widget.get_control_input( 'start_date'), end_date=self.arg_widget.get_control_input('end_date')) for i in range(0, len(symbols)): for j in range(i, len(symbols)): item_upper = factories.atomic_widget_factory( component='table-item', title=helper.format_float_percent(matrix[i][j])) item_lower = factories.atomic_widget_factory( component='table-item', title=helper.format_float_percent(matrix[j][i])) self.table_widget.table.setItem(j, i, item_upper) self.table_widget.table.setItem(i, j, item_lower) else: print('error handling goes here') self.table_widget.show_table() self.arg_widget.fire() @QtCore.Slot() def clear(self): self.arg_widget.prime() self.table_widget.table.clear() self.table_widget.table.hide() self.table_widget.download_button.hide()Ancestors
- SkeletonWidget
- PySide6.QtWidgets.QWidget
- PySide6.QtCore.QObject
- PySide6.QtGui.QPaintDevice
- Shiboken.Object
Class variables
var staticMetaObject
Methods
def calculate(self)-
Expand source code
@QtCore.Slot() def calculate(self): if self.table_widget.table.isVisible(): self.table_widget.table.clear() self.table_widget.table.hide() symbols = self.arg_widget.get_symbol_input() if len(symbols) > 1: self.table_widget.init_table(rows=symbols, columns=symbols) matrix = statistics.correlation_matrix(tickers=symbols, start_date=self.arg_widget.get_control_input( 'start_date'), end_date=self.arg_widget.get_control_input('end_date')) for i in range(0, len(symbols)): for j in range(i, len(symbols)): item_upper = factories.atomic_widget_factory( component='table-item', title=helper.format_float_percent(matrix[i][j])) item_lower = factories.atomic_widget_factory( component='table-item', title=helper.format_float_percent(matrix[j][i])) self.table_widget.table.setItem(j, i, item_upper) self.table_widget.table.setItem(i, j, item_lower) else: print('error handling goes here') self.table_widget.show_table() self.arg_widget.fire() def clear(self)-
Expand source code
@QtCore.Slot() def clear(self): self.arg_widget.prime() self.table_widget.table.clear() self.table_widget.table.hide() self.table_widget.download_button.hide()
class DiscountDividendWidget (layer: str, parent: Optional[PySide6.QtWidgets.QWidget] = None)-
QWidget(self, parent: Optional[PySide6.QtWidgets.QWidget] = None, f: PySide6.QtCore.Qt.WindowFlags = Default(Qt.WindowFlags)) -> None
init(self, parent: Optional[PySide6.QtWidgets.QWidget] = None, f: PySide6.QtCore.Qt.WindowFlags = Default(Qt.WindowFlags)) -> None
Initialize self. See help(type(self)) for accurate signature.
Expand source code
class DiscountDividendWidget(components.SkeletonWidget): def __init__(self, layer: str, parent: Union[QtWidgets.QWidget, None] = None): super().__init__(function='discount_dividend', parent=parent) self.setObjectName(layer) self._init_widgets() self._arrange_widgets() self._stage_widgets() def _init_widgets(self): self.tab_container = factories.layout_factory(layout='vertical-box') self.tab_widget = QtWidgets.QTabWidget() self.arg_widget = components.ArgumentWidget(calculate_function=self.calculate, clear_function=self.clear, controls=self.controls, layer=utilities.get_next_layer(self.objectName())) # TODO: restrict arg symbol input to one symbol somehow self.setLayout(QtWidgets.QHBoxLayout()) def _arrange_widgets(self): self.tab_container.layout().addWidget(self.tab_widget) self.layout().addWidget(self.tab_container) self.layout().addWidget(self.arg_widget) def _stage_widgets(self): self.arg_widget.prime() def resizeEvent(self, event: QtGui.QResizeEvent) -> None: for i in range(self.tab_widget.count()): if self.tab_widget.widget(i).figure.isVisible(): self.tab_widget.widget(i).set_pixmap() return super().resizeEvent(event) @QtCore.Slot() def calculate(self): symbols = self.arg_widget.get_symbol_input() discount = self.arg_widget.get_control_input('discount') for symbol in symbols: if discount is None: discount = markets.cost_of_equity(ticker=symbol, start_date=self.arg_widget.get_control_input( 'start_date'), end_date=self.arg_widget.get_control_input('end_date')) dividends = services.get_dividend_history(ticker=symbol) cashflow = Cashflow(sample=dividends, discount_rate=discount) graph_widget = components.GraphWidget(tmp_graph_key=f'{keys.keys["GUI"]["TEMP"]["DIVIDEND"]}_{symbol}', layer=utilities.get_next_layer(self.objectName())) plotter.plot_cashflow(ticker=symbol, cashflow=cashflow, show=False, savefile=f'{settings.TEMP_DIR}/{keys.keys["GUI"]["TEMP"]["DIVIDEND"]}_{symbol}') graph_widget.set_pixmap() self.tab_widget.addTab(graph_widget, f'{symbol} DDM PLOT') self.tab_widget.show() self.arg_widget.fire() @QtCore.Slot() def clear(self): self.arg_widget.prime() total = self.tab_widget.count() for _ in range(total): self.tab_widget.removeTab(0)Ancestors
- SkeletonWidget
- PySide6.QtWidgets.QWidget
- PySide6.QtCore.QObject
- PySide6.QtGui.QPaintDevice
- Shiboken.Object
Class variables
var staticMetaObject
Methods
def calculate(self)-
Expand source code
@QtCore.Slot() def calculate(self): symbols = self.arg_widget.get_symbol_input() discount = self.arg_widget.get_control_input('discount') for symbol in symbols: if discount is None: discount = markets.cost_of_equity(ticker=symbol, start_date=self.arg_widget.get_control_input( 'start_date'), end_date=self.arg_widget.get_control_input('end_date')) dividends = services.get_dividend_history(ticker=symbol) cashflow = Cashflow(sample=dividends, discount_rate=discount) graph_widget = components.GraphWidget(tmp_graph_key=f'{keys.keys["GUI"]["TEMP"]["DIVIDEND"]}_{symbol}', layer=utilities.get_next_layer(self.objectName())) plotter.plot_cashflow(ticker=symbol, cashflow=cashflow, show=False, savefile=f'{settings.TEMP_DIR}/{keys.keys["GUI"]["TEMP"]["DIVIDEND"]}_{symbol}') graph_widget.set_pixmap() self.tab_widget.addTab(graph_widget, f'{symbol} DDM PLOT') self.tab_widget.show() self.arg_widget.fire() def clear(self)-
Expand source code
@QtCore.Slot() def clear(self): self.arg_widget.prime() total = self.tab_widget.count() for _ in range(total): self.tab_widget.removeTab(0) def resizeEvent(self, event: PySide6.QtGui.QResizeEvent) ‑> None-
resizeEvent(self, event: PySide6.QtGui.QResizeEvent) -> None
Expand source code
def resizeEvent(self, event: QtGui.QResizeEvent) -> None: for i in range(self.tab_widget.count()): if self.tab_widget.widget(i).figure.isVisible(): self.tab_widget.widget(i).set_pixmap() return super().resizeEvent(event)
class DistributionWidget (layer: str, parent: Optional[PySide6.QtWidgets.QWidget] = None)-
QWidget(self, parent: Optional[PySide6.QtWidgets.QWidget] = None, f: PySide6.QtCore.Qt.WindowFlags = Default(Qt.WindowFlags)) -> None
init(self, parent: Optional[PySide6.QtWidgets.QWidget] = None, f: PySide6.QtCore.Qt.WindowFlags = Default(Qt.WindowFlags)) -> None
Initialize self. See help(type(self)) for accurate signature.
Expand source code
class DistributionWidget(components.SkeletonWidget): def __init__(self, layer: str, parent: Union[QtWidgets.QWidget, None] = None): super().__init__(function='plot_return_dist', parent=parent) self.setObjectName(layer) self._init_widgets() self._arrange_widgets() self._stage_widgets() def _init_widgets(self): self.arg_widget = components.ArgumentWidget(calculate_function=self.calculate, clear_function=self.clear, controls=self.controls, layer=utilities.get_next_layer(self.objectName())) self.title = factories.atomic_widget_factory( component='heading', title='Distribution of Returns') self.tab_container = factories.layout_factory(layout='vertical-box') self.tab_widget = QtWidgets.QTabWidget() self.setLayout(QtWidgets.QHBoxLayout()) def _arrange_widgets(self): self.tab_container.layout().addWidget(self.tab_widget) self.layout().addWidget(self.tab_container) self.layout().addWidget(self.arg_widget) def _stage_widgets(self): self.arg_widget.prime() def resizeEvent(self, event: QtGui.QResizeEvent) -> None: for i in range(self.tab_widget.count()): if self.tab_widget.widget(i).figure.isVisible(): self.tab_widget.widget(i).set_pixmap() return super().resizeEvent(event) @QtCore.Slot() def calculate(self): symbols = self.arg_widget.get_symbol_input() start_date = self.arg_widget.get_control_input('start_date') end_date = self.arg_widget.get_control_input('end_date') for symbol in symbols: qq_plot = components.GraphWidget(tmp_graph_key=f'{keys.keys["GUI"]["TEMP"]["QQ"]}_{symbol}', layer=utilities.get_next_layer(self.objectName())) dist_plot = components.GraphWidget(tmp_graph_key=f'{keys.keys["GUI"]["TEMP"]["DIST"]}_{symbol}', layer=utilities.get_next_layer(self.objectName())) returns = statistics.get_sample_of_returns(ticker=symbol, start_date=start_date, end_date=end_date, daily=True) qq_series = estimators.qq_series_for_sample(sample=returns) plotter.plot_qq_series(ticker=symbol, qq_series=qq_series, show=False, savefile=f'{settings.TEMP_DIR}/{keys.keys["GUI"]["TEMP"]["QQ"]}_{symbol}') plotter.plot_return_histogram(ticker=symbol, sample=returns, show=False, savefile=f'{settings.TEMP_DIR}/{keys.keys["GUI"]["TEMP"]["DIST"]}_{symbol}',) dist_plot.set_pixmap() qq_plot.set_pixmap() self.tab_widget.addTab(qq_plot, f'{symbol} QQ Plot') self.tab_widget.addTab(dist_plot, f'{symbol} Distribution') self.tab_widget.show() self.arg_widget.fire() @QtCore.Slot() def clear(self): self.arg_widget.prime() total = self.tab_widget.count() for _ in range(total): self.tab_widget.removeTab(0)Ancestors
- SkeletonWidget
- PySide6.QtWidgets.QWidget
- PySide6.QtCore.QObject
- PySide6.QtGui.QPaintDevice
- Shiboken.Object
Class variables
var staticMetaObject
Methods
def calculate(self)-
Expand source code
@QtCore.Slot() def calculate(self): symbols = self.arg_widget.get_symbol_input() start_date = self.arg_widget.get_control_input('start_date') end_date = self.arg_widget.get_control_input('end_date') for symbol in symbols: qq_plot = components.GraphWidget(tmp_graph_key=f'{keys.keys["GUI"]["TEMP"]["QQ"]}_{symbol}', layer=utilities.get_next_layer(self.objectName())) dist_plot = components.GraphWidget(tmp_graph_key=f'{keys.keys["GUI"]["TEMP"]["DIST"]}_{symbol}', layer=utilities.get_next_layer(self.objectName())) returns = statistics.get_sample_of_returns(ticker=symbol, start_date=start_date, end_date=end_date, daily=True) qq_series = estimators.qq_series_for_sample(sample=returns) plotter.plot_qq_series(ticker=symbol, qq_series=qq_series, show=False, savefile=f'{settings.TEMP_DIR}/{keys.keys["GUI"]["TEMP"]["QQ"]}_{symbol}') plotter.plot_return_histogram(ticker=symbol, sample=returns, show=False, savefile=f'{settings.TEMP_DIR}/{keys.keys["GUI"]["TEMP"]["DIST"]}_{symbol}',) dist_plot.set_pixmap() qq_plot.set_pixmap() self.tab_widget.addTab(qq_plot, f'{symbol} QQ Plot') self.tab_widget.addTab(dist_plot, f'{symbol} Distribution') self.tab_widget.show() self.arg_widget.fire() def clear(self)-
Expand source code
@QtCore.Slot() def clear(self): self.arg_widget.prime() total = self.tab_widget.count() for _ in range(total): self.tab_widget.removeTab(0) def resizeEvent(self, event: PySide6.QtGui.QResizeEvent) ‑> None-
resizeEvent(self, event: PySide6.QtGui.QResizeEvent) -> None
Expand source code
def resizeEvent(self, event: QtGui.QResizeEvent) -> None: for i in range(self.tab_widget.count()): if self.tab_widget.widget(i).figure.isVisible(): self.tab_widget.widget(i).set_pixmap() return super().resizeEvent(event)
class EfficientFrontierWidget (layer: str, parent: Optional[PySide6.QtWidgets.QWidget] = None)-
QWidget(self, parent: Optional[PySide6.QtWidgets.QWidget] = None, f: PySide6.QtCore.Qt.WindowFlags = Default(Qt.WindowFlags)) -> None
init(self, parent: Optional[PySide6.QtWidgets.QWidget] = None, f: PySide6.QtCore.Qt.WindowFlags = Default(Qt.WindowFlags)) -> None
Initialize self. See help(type(self)) for accurate signature.
Expand source code
class EfficientFrontierWidget(components.SkeletonWidget): def __init__(self, layer: str, parent: Union[QtWidgets.QWidget, None] = None): super().__init__(function='efficient_frontier', parent=parent) self.setObjectName(layer) self._init_widgets() self._arrange_widgets() self._stage_widgets() def _init_widgets(self): self.graph_widget = components.GraphWidget(tmp_graph_key=keys.keys['GUI']['TEMP']['FRONTIER'], layer=utilities.get_next_layer(self.objectName())) self.arg_widget = components.ArgumentWidget(calculate_function=self.calculate, clear_function=self.clear, controls=self.controls, layer=utilities.get_next_layer(self.objectName())) self.setLayout(QtWidgets.QHBoxLayout()) # TODO: portfolio tabs def _arrange_widgets(self): self.layout().addWidget(self.graph_widget) self.layout().addWidget(self.arg_widget) def _stage_widgets(self): self.arg_widget.prime() def resizeEvent(self, event: QtGui.QResizeEvent) -> None: if self.graph_widget.figure.isVisible(): self.graph_widget.set_pixmap() return super().resizeEvent(event) @QtCore.Slot() def calculate(self): if self.graph_widget.figure.isVisible(): self.graph_widget.figure.hide() this_portfolio = Portfolio(tickers=self.arg_widget.get_symbol_input(), start_date=self.arg_widget.get_control_input( 'start_date'), end_date=self.arg_widget.get_control_input('end_date')) frontier = optimizer.calculate_efficient_frontier(portfolio=this_portfolio, steps=self.arg_widget.get_control_input('steps')) plotter.plot_frontier(portfolio=this_portfolio, frontier=frontier, show=False, savefile=f'{settings.TEMP_DIR}/{keys.keys["GUI"]["TEMP"]["FRONTIER"]}') self.graph_widget.set_pixmap() self.arg_widget.fire() @QtCore.Slot() def clear(self): self.graph_widget.figure.hide() self.arg_widget.prime()Ancestors
- SkeletonWidget
- PySide6.QtWidgets.QWidget
- PySide6.QtCore.QObject
- PySide6.QtGui.QPaintDevice
- Shiboken.Object
Class variables
var staticMetaObject
Methods
def calculate(self)-
Expand source code
@QtCore.Slot() def calculate(self): if self.graph_widget.figure.isVisible(): self.graph_widget.figure.hide() this_portfolio = Portfolio(tickers=self.arg_widget.get_symbol_input(), start_date=self.arg_widget.get_control_input( 'start_date'), end_date=self.arg_widget.get_control_input('end_date')) frontier = optimizer.calculate_efficient_frontier(portfolio=this_portfolio, steps=self.arg_widget.get_control_input('steps')) plotter.plot_frontier(portfolio=this_portfolio, frontier=frontier, show=False, savefile=f'{settings.TEMP_DIR}/{keys.keys["GUI"]["TEMP"]["FRONTIER"]}') self.graph_widget.set_pixmap() self.arg_widget.fire() def clear(self)-
Expand source code
@QtCore.Slot() def clear(self): self.graph_widget.figure.hide() self.arg_widget.prime() def resizeEvent(self, event: PySide6.QtGui.QResizeEvent) ‑> None-
resizeEvent(self, event: PySide6.QtGui.QResizeEvent) -> None
Expand source code
def resizeEvent(self, event: QtGui.QResizeEvent) -> None: if self.graph_widget.figure.isVisible(): self.graph_widget.set_pixmap() return super().resizeEvent(event)
class MovingAverageWidget (layer: str, parent: Optional[PySide6.QtWidgets.QWidget] = None)-
QWidget(self, parent: Optional[PySide6.QtWidgets.QWidget] = None, f: PySide6.QtCore.Qt.WindowFlags = Default(Qt.WindowFlags)) -> None
init(self, parent: Optional[PySide6.QtWidgets.QWidget] = None, f: PySide6.QtCore.Qt.WindowFlags = Default(Qt.WindowFlags)) -> None
Initialize self. See help(type(self)) for accurate signature.
Expand source code
class MovingAverageWidget(components.SkeletonWidget): def __init__(self, layer: str, parent: Union[QtWidgets.QWidget, None] = None): super().__init__(function='moving_averages', parent=parent) self.setObjectName(layer) self._init_widgets() self._arrange_widgets() self._stage_widgets() def _init_widgets(self): self.graph_widget = components.GraphWidget(keys.keys['GUI']['TEMP']['AVERAGES'], layer=utilities.get_next_layer(self.objectName())) self.arg_widget = components.ArgumentWidget(calculate_function=self.calculate, clear_function=self.clear, controls=self.controls, layer=utilities.get_next_layer( self.objectName()), mode=components.SYMBOLS_SINGLE) self.setLayout(QtWidgets.QHBoxLayout()) def _arrange_widgets(self): self.layout().addWidget(self.graph_widget) self.layout().addWidget(self.arg_widget) def _stage_widgets(self): self.arg_widget.prime() def resizeEvent(self, event: QtGui.QResizeEvent) -> None: if self.graph_widget.figure.isVisible(): self.graph_widget.set_pixmap() return super().resizeEvent(event) @QtCore.Slot() def calculate(self): if self.graph_widget.figure.isVisible(): self.graph_widget.figure.hide() moving_averages = statistics.calculate_moving_averages(ticker=self.arg_widget.get_symbol_input()[0], start_date=self.arg_widget.get_control_input( 'start_date'), end_date=self.arg_widget.get_control_input('end_date')) plotter.plot_moving_averages(ticker=self.arg_widget.get_symbol_input()[0], averages=moving_averages, show=False, savefile=f'{settings.TEMP_DIR}/{keys.keys["GUI"]["TEMP"]["AVERAGES"]}') self.graph_widget.set_pixmap() self.arg_widget.fire() @QtCore.Slot() def clear(self): self.arg_widget.prime() self.graph_widget.clear()Ancestors
- SkeletonWidget
- PySide6.QtWidgets.QWidget
- PySide6.QtCore.QObject
- PySide6.QtGui.QPaintDevice
- Shiboken.Object
Class variables
var staticMetaObject
Methods
def calculate(self)-
Expand source code
@QtCore.Slot() def calculate(self): if self.graph_widget.figure.isVisible(): self.graph_widget.figure.hide() moving_averages = statistics.calculate_moving_averages(ticker=self.arg_widget.get_symbol_input()[0], start_date=self.arg_widget.get_control_input( 'start_date'), end_date=self.arg_widget.get_control_input('end_date')) plotter.plot_moving_averages(ticker=self.arg_widget.get_symbol_input()[0], averages=moving_averages, show=False, savefile=f'{settings.TEMP_DIR}/{keys.keys["GUI"]["TEMP"]["AVERAGES"]}') self.graph_widget.set_pixmap() self.arg_widget.fire() def clear(self)-
Expand source code
@QtCore.Slot() def clear(self): self.arg_widget.prime() self.graph_widget.clear() def resizeEvent(self, event: PySide6.QtGui.QResizeEvent) ‑> None-
resizeEvent(self, event: PySide6.QtGui.QResizeEvent) -> None
Expand source code
def resizeEvent(self, event: QtGui.QResizeEvent) -> None: if self.graph_widget.figure.isVisible(): self.graph_widget.set_pixmap() return super().resizeEvent(event)
class OptimizerWidget (layer: str, parent: Optional[PySide6.QtWidgets.QWidget] = None)-
QWidget(self, parent: Optional[PySide6.QtWidgets.QWidget] = None, f: PySide6.QtCore.Qt.WindowFlags = Default(Qt.WindowFlags)) -> None
init(self, parent: Optional[PySide6.QtWidgets.QWidget] = None, f: PySide6.QtCore.Qt.WindowFlags = Default(Qt.WindowFlags)) -> None
Initialize self. See help(type(self)) for accurate signature.
Expand source code
class OptimizerWidget(components.SkeletonWidget): def __init__(self, layer: str, parent: Union[QtWidgets.QWidget, None] = None): super().__init__(function='optimize_portfolio', parent=parent) self.setObjectName(layer) self._init_widgets() self._arrange_widgets() self._stage_widgets() def _init_widgets(self): self.title = factories.atomic_widget_factory( component='heading', title=None) self.table_widget = components.TableWidget(widget_title="Optimization Results", layer=utilities.get_next_layer(self.objectName())) self.arg_widget = components.ArgumentWidget(calculate_function=self.optimize, clear_function=self.clear, controls=self.controls, layer=utilities.get_next_layer(self.objectName())) self.setLayout(QtWidgets.QHBoxLayout()) def _arrange_widgets(self): self.layout().addWidget(self.table_widget) self.layout().addWidget(self.arg_widget) def _stage_widgets(self): self.arg_widget.prime() @QtCore.Slot() def optimize(self): if self.table_widget.table.isVisible(): self.table_widget.table.clear() self.table_widget.table.hide() symbols = self.arg_widget.get_symbol_input() # TODO: better error checking if len(symbols) > 1: investment = self.arg_widget.get_control_input('investment') this_portfolio = Portfolio(tickers=symbols, start_date=self.arg_widget.get_control_input( 'start_date'), end_date=self.arg_widget.get_control_input('end_date')) allocation = optimizer.optimize_portfolio_variance(portfolio=this_portfolio, target_return=self.arg_widget.get_control_input('target')) self.title.setText(formats.format_allocation_profile_title( allocation, this_portfolio)) prices = services.get_daily_prices_latest(tickers=symbols) if investment is None: self.table_widget.init_table( rows=symbols, columns=['Allocation']) else: self.table_widget.init_table(rows=symbols, columns=[ 'Allocation', 'Shares']) shares = this_portfolio.calculate_approximate_shares( allocation, float(investment), prices) for i in range(len(symbols)): item = factories.atomic_widget_factory( component='table-item', title=helper.format_float_percent(allocation[i])) self.table_widget.table.setItem(i, 0, item) if investment is not None: share_item = factories.atomic_widget_factory( component='table-item', title=str(shares[i])) self.table_widget.table.setItem(i, 1, share_item) # TODO: display amount vested per equity # TODO: display total portfolio return and volatility # TODO: display actual investment self.table_widget.show_table() self.arg_widget.fire() else: print('something went wrong') @QtCore.Slot() def clear(self): self.table_widget.table.clear() self.table_widget.table.hide() self.arg_widget.prime()Ancestors
- SkeletonWidget
- PySide6.QtWidgets.QWidget
- PySide6.QtCore.QObject
- PySide6.QtGui.QPaintDevice
- Shiboken.Object
Class variables
var staticMetaObject
Methods
def clear(self)-
Expand source code
@QtCore.Slot() def clear(self): self.table_widget.table.clear() self.table_widget.table.hide() self.arg_widget.prime() def optimize(self)-
Expand source code
@QtCore.Slot() def optimize(self): if self.table_widget.table.isVisible(): self.table_widget.table.clear() self.table_widget.table.hide() symbols = self.arg_widget.get_symbol_input() # TODO: better error checking if len(symbols) > 1: investment = self.arg_widget.get_control_input('investment') this_portfolio = Portfolio(tickers=symbols, start_date=self.arg_widget.get_control_input( 'start_date'), end_date=self.arg_widget.get_control_input('end_date')) allocation = optimizer.optimize_portfolio_variance(portfolio=this_portfolio, target_return=self.arg_widget.get_control_input('target')) self.title.setText(formats.format_allocation_profile_title( allocation, this_portfolio)) prices = services.get_daily_prices_latest(tickers=symbols) if investment is None: self.table_widget.init_table( rows=symbols, columns=['Allocation']) else: self.table_widget.init_table(rows=symbols, columns=[ 'Allocation', 'Shares']) shares = this_portfolio.calculate_approximate_shares( allocation, float(investment), prices) for i in range(len(symbols)): item = factories.atomic_widget_factory( component='table-item', title=helper.format_float_percent(allocation[i])) self.table_widget.table.setItem(i, 0, item) if investment is not None: share_item = factories.atomic_widget_factory( component='table-item', title=str(shares[i])) self.table_widget.table.setItem(i, 1, share_item) # TODO: display amount vested per equity # TODO: display total portfolio return and volatility # TODO: display actual investment self.table_widget.show_table() self.arg_widget.fire() else: print('something went wrong')
class RiskProfileWidget (layer: str, parent: Optional[PySide6.QtWidgets.QWidget] = None)-
QWidget(self, parent: Optional[PySide6.QtWidgets.QWidget] = None, f: PySide6.QtCore.Qt.WindowFlags = Default(Qt.WindowFlags)) -> None
init(self, parent: Optional[PySide6.QtWidgets.QWidget] = None, f: PySide6.QtCore.Qt.WindowFlags = Default(Qt.WindowFlags)) -> None
Initialize self. See help(type(self)) for accurate signature.
Expand source code
class RiskProfileWidget(components.SkeletonWidget): def __init__(self, layer: str, parent: Union[QtWidgets.QWidget, None] = None): super().__init__(function='risk_profile', parent=parent) self.setObjectName(layer) self._init_widgets() self._arrange_widgets() self._stage_widgets() def _init_widgets(self): self.composite_widget = components.CompositeWidget(keys.keys['GUI']['TEMP']['PROFILE'], widget_title="Risk Analysis", table_title="CAPM Risk Profile", graph_title="Risk-Return Plane", layer=utilities.get_next_layer(self.objectName())) self.arg_widget = components.ArgumentWidget(calculate_function=self.calculate, clear_function=self.clear, controls=self.controls, layer=utilities.get_next_layer(self.objectName())) self.setLayout(QtWidgets.QHBoxLayout()) def _arrange_widgets(self): self.layout().addWidget(self.composite_widget) self.layout().addWidget(self.arg_widget) def _stage_widgets(self): self.arg_widget.prime() @QtCore.Slot() def calculate(self): if self.composite_widget.graph_widget.figure.isVisible(): self.composite_widget.graph_widget.figure.hide() symbols = self.arg_widget.get_symbol_input() self.composite_widget.table_widget.init_table(rows=symbols, columns=['Return', 'Volatility', 'Sharpe', 'Beta', 'Equity Cost']) profiles = {} for i, symbol in enumerate(symbols): profiles[symbol] = statistics.calculate_risk_return(ticker=symbol, start_date=self.arg_widget.get_control_input( 'start_date'), end_date=self.arg_widget.get_control_input('end_date')) profiles[symbol][keys.keys['APP']['PROFILE'] ['SHARPE']] = markets.sharpe_ratio(symbol) profiles[symbol][keys.keys['APP']['PROFILE'] ['BETA']] = markets.market_beta(symbol) profiles[symbol][keys.keys['APP']['PROFILE'] ['EQUITY']] = markets.cost_of_equity(symbol) formatted_profile = formats.format_profile(profiles[symbol]) for j, statistic in enumerate(formatted_profile.keys()): table_item = factories.atomic_widget_factory( component='table-item', title=formatted_profile[statistic]) self.composite_widget.table_widget.table.setItem( i, j, table_item) plotter.plot_profiles(symbols=symbols, profiles=profiles, show=False, savefile=f'{settings.TEMP_DIR}/{keys.keys["GUI"]["TEMP"]["PROFILE"]}') self.composite_widget.graph_widget.set_pixmap() self.composite_widget.table_widget.show_table() self.arg_widget.fire() def resizeEvent(self, event: QtGui.QResizeEvent) -> None: if self.composite_widget.graph_widget.figure.isVisible(): self.composite_widget.graph_widget.set_pixmap() return super().resizeEvent(event) @QtCore.Slot() def clear(self): self.composite_widget.graph_widget.clear() self.composite_widget.table_widget.table.clear() self.composite_widget.table_widget.table.hide() self.arg_widget.prime()Ancestors
- SkeletonWidget
- PySide6.QtWidgets.QWidget
- PySide6.QtCore.QObject
- PySide6.QtGui.QPaintDevice
- Shiboken.Object
Class variables
var staticMetaObject
Methods
def calculate(self)-
Expand source code
@QtCore.Slot() def calculate(self): if self.composite_widget.graph_widget.figure.isVisible(): self.composite_widget.graph_widget.figure.hide() symbols = self.arg_widget.get_symbol_input() self.composite_widget.table_widget.init_table(rows=symbols, columns=['Return', 'Volatility', 'Sharpe', 'Beta', 'Equity Cost']) profiles = {} for i, symbol in enumerate(symbols): profiles[symbol] = statistics.calculate_risk_return(ticker=symbol, start_date=self.arg_widget.get_control_input( 'start_date'), end_date=self.arg_widget.get_control_input('end_date')) profiles[symbol][keys.keys['APP']['PROFILE'] ['SHARPE']] = markets.sharpe_ratio(symbol) profiles[symbol][keys.keys['APP']['PROFILE'] ['BETA']] = markets.market_beta(symbol) profiles[symbol][keys.keys['APP']['PROFILE'] ['EQUITY']] = markets.cost_of_equity(symbol) formatted_profile = formats.format_profile(profiles[symbol]) for j, statistic in enumerate(formatted_profile.keys()): table_item = factories.atomic_widget_factory( component='table-item', title=formatted_profile[statistic]) self.composite_widget.table_widget.table.setItem( i, j, table_item) plotter.plot_profiles(symbols=symbols, profiles=profiles, show=False, savefile=f'{settings.TEMP_DIR}/{keys.keys["GUI"]["TEMP"]["PROFILE"]}') self.composite_widget.graph_widget.set_pixmap() self.composite_widget.table_widget.show_table() self.arg_widget.fire() def clear(self)-
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@QtCore.Slot() def clear(self): self.composite_widget.graph_widget.clear() self.composite_widget.table_widget.table.clear() self.composite_widget.table_widget.table.hide() self.arg_widget.prime() def resizeEvent(self, event: PySide6.QtGui.QResizeEvent) ‑> None-
resizeEvent(self, event: PySide6.QtGui.QResizeEvent) -> None
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def resizeEvent(self, event: QtGui.QResizeEvent) -> None: if self.composite_widget.graph_widget.figure.isVisible(): self.composite_widget.graph_widget.set_pixmap() return super().resizeEvent(event)
class YieldCurveWidget (layer: str, parent: Optional[PySide6.QtWidgets.QWidget] = None)-
QWidget(self, parent: Optional[PySide6.QtWidgets.QWidget] = None, f: PySide6.QtCore.Qt.WindowFlags = Default(Qt.WindowFlags)) -> None
init(self, parent: Optional[PySide6.QtWidgets.QWidget] = None, f: PySide6.QtCore.Qt.WindowFlags = Default(Qt.WindowFlags)) -> None
Initialize self. See help(type(self)) for accurate signature.
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class YieldCurveWidget(components.SkeletonWidget): def __init__(self, layer: str, parent: Union[QtWidgets.QWidget, None] = None): super().__init__(function='yield_curve', parent=parent) self.setObjectName(layer) self._init_widgets() self._arrange_widgets() self._stage_widgets() def _init_widgets(self): self.graph_widget = components.GraphWidget(tmp_graph_key=keys.keys['GUI']['TEMP']['YIELD'], layer=utilities.get_next_layer(self.objectName())) self.arg_widget = components.ArgumentWidget(calculate_function=self.calculate, clear_function=self.clear, controls=self.controls, layer=utilities.get_next_layer( self.objectName()), mode=components.SYMBOLS_NONE) # TODO: initialize arg widget WITHOUT tickers self.setLayout(QtWidgets.QHBoxLayout()) def _arrange_widgets(self): self.layout().addWidget(self.graph_widget) self.layout().addWidget(self.arg_widget) def _stage_widgets(self): self.arg_widget.prime() def resizeEvent(self, event: QtGui.QResizeEvent) -> None: if self.graph_widget.figure.isVisible(): self.graph_widget.set_pixmap() return super().resizeEvent(event) @QtCore.Slot() def calculate(self): if self.graph_widget.figure.isVisible(): self.graph_widget.figure.hide() yield_curve = {} start_date = dater.this_date_or_last_trading_date( self.arg_widget.get_control_input('start_date')) start_string = dater.to_string(start_date) yield_curve[start_string] = [] for maturity in keys.keys['YIELD_CURVE']: rate = services.get_daily_interest_history(maturity=maturity, start_date=start_date, end_date=start_date) yield_curve[start_string].append(rate[start_string]) plotter.plot_yield_curve(yield_curve=yield_curve, show=False, savefile=f'{settings.TEMP_DIR}/{keys.keys["GUI"]["TEMP"]["YIELD"]}') self.graph_widget.set_pixmap() self.arg_widget.fire() @QtCore.Slot() def clear(self): self.graph_widget.clear() self.arg_widget.prime()Ancestors
- SkeletonWidget
- PySide6.QtWidgets.QWidget
- PySide6.QtCore.QObject
- PySide6.QtGui.QPaintDevice
- Shiboken.Object
Class variables
var staticMetaObject
Methods
def calculate(self)-
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@QtCore.Slot() def calculate(self): if self.graph_widget.figure.isVisible(): self.graph_widget.figure.hide() yield_curve = {} start_date = dater.this_date_or_last_trading_date( self.arg_widget.get_control_input('start_date')) start_string = dater.to_string(start_date) yield_curve[start_string] = [] for maturity in keys.keys['YIELD_CURVE']: rate = services.get_daily_interest_history(maturity=maturity, start_date=start_date, end_date=start_date) yield_curve[start_string].append(rate[start_string]) plotter.plot_yield_curve(yield_curve=yield_curve, show=False, savefile=f'{settings.TEMP_DIR}/{keys.keys["GUI"]["TEMP"]["YIELD"]}') self.graph_widget.set_pixmap() self.arg_widget.fire() def clear(self)-
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@QtCore.Slot() def clear(self): self.graph_widget.clear() self.arg_widget.prime() def resizeEvent(self, event: PySide6.QtGui.QResizeEvent) ‑> None-
resizeEvent(self, event: PySide6.QtGui.QResizeEvent) -> None
Expand source code
def resizeEvent(self, event: QtGui.QResizeEvent) -> None: if self.graph_widget.figure.isVisible(): self.graph_widget.set_pixmap() return super().resizeEvent(event)