plots.py

import pandas as pd
import seaborn as sns
import streamlit as st
import matplotlib.pyplot as plt
import numpy as np
import altair as alt
import plotly.express as px


def beta(stock_df, choices):
    symbols, weights, investment, rf, A_coef  = choices.values()
    tickers = symbols
    tickers.append('sp500')
    #print(tickers)
    quantity = weights
    selected_stocks = stock_df[tickers]
    # calculating daily return
    # loops through each stocks
    # loops through each row belonging to the stock
    # calculates the percentage change from previous day
    # sets the value of first row to zero since there is no previous value
    df_stocks = selected_stocks.copy()

    for i in selected_stocks.columns[1:]:
        for j in range(1, len(selected_stocks)):
            df_stocks[i][j] = ((selected_stocks[i][j] - selected_stocks[i][j - 1]) / selected_stocks[i][j - 1]) * 100
        df_stocks[i][0] = 0
    # calculate Beta and alpha for a single stock
    # used sp500 as a benchmark
    # used polyfit to calculate beta
    beta_list = []
    alpha_list = []
    stocks_daily_return = df_stocks
    for i in stocks_daily_return.columns:
        if i != 'Date' and i != 'sp500':
            # stocks_daily_return.plot(kind = 'scatter', x = 'A', y = i)
            b, a = np.polyfit(stocks_daily_return['sp500'], stocks_daily_return[i], 1)
            # plt.plot(stocks_daily_return['sp500'], b * stocks_daily_return['sp500'] + a, '-', color = 'r')
            beta_list.append(round(b, 2))
            alpha_list.append(round(a, 2))
            # plt.show()
    # Formats the results
    symbols.remove('sp500')
    beta = {'Assets': symbols, 'Beta': beta_list}
    alpha = {'Assets': symbols, 'Alpha': alpha_list}
    # Creates a header for streamlit
    st.subheader('Beta and Alpha of Assets Compared to S&P500 index')
    col1, col2 = st.columns(2)

    with col1:
        st.dataframe(beta)
    with col2:
        st.dataframe(alpha)


def ER(stock_df, choices):
    symbols, weights, investment, rf, A_coef  = choices.values()
    symbols_ =symbols.copy()
    tickers = symbols
    tickers.append('sp500')
    #print(tickers)
    quantity = weights
    selected_stocks = stock_df[tickers]
    # calculating daily return
    # loops through each stocks
    # loops through each row belonging to the stock
    # calculates the percentage change from previous day
    # sets the value of first row to zero since there is no previous value
    df_stocks = selected_stocks.copy()

    for i in selected_stocks.columns[1:]:
        for j in range(1, len(selected_stocks)):
            df_stocks[i][j] = ((selected_stocks[i][j] - selected_stocks[i][j - 1]) / selected_stocks[i][j - 1]) * 100
        df_stocks[i][0] = 0
    beta = {}
    alpha = {}
    stocks_daily_return = df_stocks
    # print(df_stocks)

    for i in stocks_daily_return.columns:
        if i != 'Date' and i != 'sp500':
            # stocks_daily_return.plot(kind = 'scatter', x = 'A', y = i)
            b, a = np.polyfit(stocks_daily_return['sp500'], stocks_daily_return[i], 1)
            # plt.plot(stocks_daily_return['sp500'], b * stocks_daily_return['sp500'] + a, '-', color = 'r')
            beta[i] = round(b, 2)
            alpha[i] = round(a, 2)
            # plt.show()

    # calculating camp for a stock
    keys = list(beta.keys())
    ER_ = []
    # rf = 0 assuming risk-free rate of 0
    rf = 0
    # rm - annualize retun
    rm = stocks_daily_return['sp500'].mean() * 252
    for i in keys:
        ER_.append( round(rf + (beta[i] * (rm - rf)), 2))

    #for i in keys:
    #    print('Expected Return based on CAPM for {} is {}%'.format(i, ER_[i]))
    #print(ER)
    symbols.remove('sp500')
    #st.subheader('Expected Annual Return Based on CAPM Model')

    Expected_return = {'Assets': symbols_, 'Expected Annual Return': ER_}
    # Creates a header for streamlit
    #st.dataframe(Expected_return)

    
    # calculate expected return for the portfolio
    # portfolio weights assume equal
    portfolio_weights = []
    current_cash_value = 0
    total_portfolio_value = 0
    cash_value_stocks =[]
    for i in range(len(tickers) ):
        stocks_name = tickers[i]
        current_cash_value = selected_stocks[stocks_name].iloc[-1]
        stocks_quantity = quantity[i]
        cash_value = stocks_quantity * current_cash_value
        cash_value_stocks.append(cash_value)
        total_portfolio_value += cash_value
        portfolio_weights.append(cash_value)
    #print(portfolio_weights)
    portfolio_weights = (portfolio_weights / total_portfolio_value)*100
    ER_portfolio= []
    ER_portfolio = sum(list(ER_) * portfolio_weights)/100
    #print(ER_portfolio)

    #st.subheader('Expected Portfolio Return Based on CAPM Model')
    # Creates a header for streamlit
    #st.write('Expected Portfolio Return is:', ER_portfolio)
    Bar_output = Expected_return.copy()
    Bar_output['Assets'].append('Portfolio')
    Bar_output['Expected Annual Return'].append(ER_portfolio)
    fig = px.bar(Bar_output, x='Assets', y="Expected Annual Return",color='Assets') 
    #fig.update_layout(title_text = 'Annual Expected Return of the Assets and Portfolio',title_x=0.458)
    st.subheader('Annual Expected Return of the Assets and Portfolio')
    st.plotly_chart(fig, use_container_width=True)
    
    return beta, cash_value_stocks

def basic_portfolio(stock_df):
    """Uses the stock dataframe to graph the normalized historical cumulative returns of each asset.
    """
    # Calculates the daily returns of the inputted dataframe
    daily_return = stock_df.dropna().pct_change()
    # Calculates the cumulative return of the previously calculated daily return
    cumulative_return = (1 + daily_return).cumprod()

    # Creates the title for streamlit
    st.subheader('Portfolio Historical Normalized Cumulative Returns')
    # Graphs the cumulative returns
    st.line_chart(cumulative_return)


def display_heat_map(stock_df,choices):
    symbols, weights, investment, rf, A_coef  = choices.values()
    selected_stocks = stock_df[symbols]
    # Calcuilates the correlation of the assets in the portfolio
    price_correlation = selected_stocks.corr()

    # Creates the title for streamlit
    st.subheader('Heatmap Showing Correlation Of Assets')
    # Generates a figure for the heatmap
    fig, ax = plt.subplots()
    fig = px.imshow(price_correlation,text_auto=True, aspect="auto")
    # Displays the heatmap on streamlit
    st.write(fig)
   

#def display_portfolio_return(stock_df, choices):
    """Uses the stock dataframe and the chosen weights from choices to calculate and graph the historical cumulative portfolio return.
    """
#    symbols, weights, investment = choices.values()

    # Calculates the daily percentage returns of the 
#    daily_returns = stock_df.pct_change().dropna()
    # Applies the weights of each asset to the portfolio
#    portfolio_returns = daily_returns.dot(weights)
    # Calculates the cumulative weighted portfolio return
#    cumulative_returns = (1 + portfolio_returns).cumprod()
    # Calculates the cumulative profit using the cumulative portfolio return
#    cumulative_profit = investment * cumulative_returns

    # Graphs the result, and displays it with a header on streamlit
#    st.subheader('Portfolio Historical Cumulative Returns Based On Inputs!')
#    st.line_chart(cumulative_profit)
def buble_interactive(stock_df,choices):
    symbols, weights, investment, rf, A_coef  = choices.values()
    beta,cash_value_weights  = ER(stock_df,choices)
    my_list = []
    for i in beta.values():
        my_list.append(i)
    
    df_final =pd.DataFrame()
    df_final['ticker'] = symbols
    df_final['quantities'] = weights
    df_final['cash_value']  =cash_value_weights
    df_final['Beta'] = my_list
   
    fig = px.scatter(
    df_final,
    x="quantities",
    y="Beta",
    size="cash_value",
    #color="continent",
    hover_name="ticker",
    log_x=True,
    size_max=60,
    )
    fig.update_layout(title="Beta ----write something")
    # -- Input the Plotly chart to the Streamlit interface
    st.plotly_chart(fig, use_container_width=True)