bohmian commited on
Commit
55e240c
1 Parent(s): 6b66c0a

added title

Browse files
Files changed (2) hide show
  1. app.py +2 -2
  2. app.py.bak +0 -2
app.py CHANGED
@@ -29,7 +29,7 @@ def plot_efficient_frontier_and_max_sharpe(mu, S):
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  ef_max_sharpe.max_sharpe(risk_free_rate=0.02)
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  ret_tangent, std_tangent, _ = ef_max_sharpe.portfolio_performance()
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  ax.scatter(std_tangent, ret_tangent, marker="*", s=100, c="r", label="Max Sharpe")
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- # Generate random portfolios
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  n_samples = 1000
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  w = np.random.dirichlet(np.ones(ef.n_assets), n_samples)
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  rets = w.dot(ef.expected_returns)
@@ -104,7 +104,7 @@ with gr.Blocks() as app:
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  btn = gr.Button("Get Optimized Portfolio")
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  with gr.Row():
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- gr.Markdown("Optimizied Portfolio Metrics")
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  with gr.Row():
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  expected_annual_return = gr.Text(label="Expected Annual Return")
 
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  ef_max_sharpe.max_sharpe(risk_free_rate=0.02)
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  ret_tangent, std_tangent, _ = ef_max_sharpe.portfolio_performance()
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  ax.scatter(std_tangent, ret_tangent, marker="*", s=100, c="r", label="Max Sharpe")
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+ # Generate random portfolios with random weights
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  n_samples = 1000
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  w = np.random.dirichlet(np.ones(ef.n_assets), n_samples)
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  rets = w.dot(ef.expected_returns)
 
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  btn = gr.Button("Get Optimized Portfolio")
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  with gr.Row():
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+ gr.HTML("<h3>Optimizied Portfolio Metrics</h3>")
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  with gr.Row():
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  expected_annual_return = gr.Text(label="Expected Annual Return")
app.py.bak CHANGED
@@ -10,9 +10,7 @@ import numpy as np
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  import pandas as pd
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  import plotly.express as px
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  import matplotlib.pyplot as plt
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- import seaborn as sns
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  from datetime import datetime
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- from io import BytesIO
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  import datetime
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  def plot_cum_returns(data, title):
 
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  import pandas as pd
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  import plotly.express as px
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  import matplotlib.pyplot as plt
 
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  from datetime import datetime
 
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  import datetime
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  def plot_cum_returns(data, title):