/
app.py
80 lines (68 loc) · 2.14 KB
/
app.py
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from flask import Flask, render_template, request
from optimizer import summarize, filter, get_categories, optimize
import pandas as pd
from pulp import *
app = Flask(__name__)
df = pd.read_csv("U.csv")
@app.route("/")
def index():
return render_template(
"index.html",
categories=get_categories(df),
ratings=get_categories(df, ["RATING"])["RATING"],
)
@app.route("/result", methods=["POST"])
def result():
result = request.form.to_dict(flat=False)
# print(result)
filtered = filter(
df,
classifications={
1: result["CLASS_1"][0],
2: result["CLASS_2"][0],
3: result["CLASS_3"][0],
4: result["CLASS_4"][0],
},
rating=result["Rating"][0],
dur_cell_min=int(result["EFFDUR Max"][0]),
dur_cell_max=int(result["EFFDUR Min"][0]),
)
summary = summarize(
df,
classifications={
1: result["CLASS_1"][0],
2: result["CLASS_2"][0],
3: result["CLASS_3"][0],
4: result["CLASS_4"][0],
},
rating=result["Rating"][0],
dur_cell_min=float(result["EFFDUR Max"][0]),
dur_cell_max=float(result["EFFDUR Min"][0]),
)
return render_template(
"summary_result.html",
categories=get_categories(df),
ratings=get_categories(df, ["RATING"])["RATING"],
ytm=summary["YTM"],
oas=summary["OAS"],
mv=summary["mv"],
)
@app.route("/optimizer")
def optimizer():
return render_template("optimizer.html")
@app.route("/optimizer_result", methods=["POST"])
def optimizer_result():
result = request.form.to_dict(flat=False)
print(result)
optimized = optimize(
df,
str(result["Metric"][0]),
pd.Timestamp("2023-03-31"),
sec_weight=float(result["Sector Max"][0]),
max_indiv_weight=float(result["Weight Max"][0]),
delta=int(result["EFFDUR Max"][0]),
)
portfo = {v.name: v.varValue for v in optimized.variables() if v.varValue > 0}
return render_template("optimizer_results.html", portfolio=portfo)
if __name__ == "__main__":
app.run(debug=True)