import streamlit as st
import pandas as pd
import numpy as np
import optuna
import plotly.express as px

st.title("Portfolio weights calculator")

help_string = "NOTA: El formato utilizado aquí es llamando cada columna de GOOGLEFINANCE."

"Stocks - Tickets.csv"

check_box = st.checkbox("¿Deseas usar el archivo precargado?")

if check_box:
    uploaded_file = "Stocks - Tickets.csv"
    file_name = uploaded_file
else:
    uploaded_file = st.file_uploader("Sube aquí tu archivo de excel", type=[".xls", ".xlsx", ".csv"], help=help_string)
    file_name = uploaded_file.name if uploaded_file is not None else None

if uploaded_file is not None:
    # Can be used wherever a "file-like" object is accepted:
    if file_name[-3:] == "csv":
        df = pd.read_csv(uploaded_file)
    else:
        df = pd.read_excel(uploaded_file)
        
    df = df.drop(0, axis=0)
    df = df.drop("Unnamed: 2", axis=1).drop("Unnamed: 4", axis=1).rename({"Unnamed: 0": "Date"}, axis=1) 
    
    df['Date'] = pd.to_datetime(df['Date']).dt.date 
    
    stocks = list(df.columns)[-3:]
    stocks_rets = []
    
    for i in stocks:
        stocks_rets.append(i+"_ret")
        df[i] = df[i].astype(float)
        df[i+"_ret"] = (df[i] - df[i].shift(1)) / df[i].shift(1)
        
    st.write(df[["Date"] + stocks_rets])
    
    # Plotting with Plotly
    fig = px.line(df, x=df.Date, y=stocks, labels={'value': 'Value', 'variable': 'Series'}, title='Time Series Plot')
    fig.update_layout(xaxis_title='Date', yaxis_title='Value')
    
    # Use Streamlit to render the plot
    st.plotly_chart(fig)
    
    ret_list = df[stocks_rets].mean().to_numpy().reshape(-1, 1)
    cov_matrix = df[stocks_rets].cov().to_numpy()
    
    optim_choice = st.selectbox("Elige la forma de optomizar :", ("max returns", "min variance", "max returns - variance"))
    
    def portfolio_variance(weights, covariance_matrix):
        return np.dot(weights.T, np.dot(covariance_matrix, weights))
    
    def portfolio_returns(weights, expected_returns):
        return np.dot(weights.T, expected_returns)
    
    if optim_choice == "max returns":
        def objective(trial):
            w1 = trial.suggest_uniform('w1', 0, 1)
            w2 = trial.suggest_uniform('w2', 0, 1)
            w3 = 1 - w1 - w2
            weights = np.array([w1, w2, w3]).reshape(-1, 1)
            return np.dot(weights.T, ret_list)
    
        study = optuna.create_study(direction="maximize")
        study.optimize(objective, n_trials=100, show_progress_bar=True)
    
    elif optim_choice == "min variance":
        def objective(trial):
            w1 = trial.suggest_uniform('w1', 0, 1)
            w2 = trial.suggest_uniform('w2', 0, 1)
            w3 = 1 - w1 - w2
            weights = np.array([w1, w2, w3]).reshape(-1, 1)
            return np.dot(weights.T, np.dot(cov_matrix, weights))
    
        study = optuna.create_study(direction="minimize")
        study.optimize(objective, n_trials=100, show_progress_bar=True)
    
    else:
        def objective(trial):
            w1 = trial.suggest_uniform('w1', 0, 1)
            w2 = trial.suggest_uniform('w2', 0, 1)
            w3 = 1 - w1 - w2
            weights = np.array([w1, w2, w3]).reshape(-1, 1)
            return np.dot(weights.T, ret_list) - np.dot(weights.T, np.dot(cov_matrix, weights))
    
        study = optuna.create_study(direction="maximize")
        study.optimize(objective, n_trials=100, show_progress_bar=True)
    
    w1 = study.best_params['w1']
    w2 = study.best_params['w2']
    w3 = 1- w1 - w2
    
    weights = np.array([w1, w2, w3]).reshape(-1, 1)
    
    yearly_returns = (1 + np.dot(weights.T, ret_list)[0, 0]) ** 252 - 1
    yearly_variance = np.dot(weights.T, np.dot(cov_matrix, weights))[0, 0] * 252
        
    st.write(f"Los pesos son: :green[{stocks[0]} -> {w1:,.4f}], :green[{stocks[1]} -> {w2:,.4f}], :green[{stocks[2]} -> {w3:,.4f}]")
    st.write(f"El retorno anualizado del portafolio es: :green[{yearly_returns:,.4f}]")
    st.write(f"La varianza anualizado del portafolio es: :green[{yearly_variance:,.4f}]")