azapyGUI 0.0.1__py3-none-any.whl

azapyGUI/PortAnalyseWindow.py

@@ -0,0 +1,179 @@
+import tkinter as tk
+from tkinter import ttk
+import re
+import pandas as pd
+
+import azapyGUI.config as config
+from azapyGUI.TimeSeriesViewWindow import TimeSeriesViewWindow, WIDTH_CBX
+from azapyGUI.DF_Window import DF_Window
+
+
+class PortAnalyseWindow(TimeSeriesViewWindow):
+    def __init__(self, master, ports):
+        self._ports = ports
+        
+        self._rep_show = {}
+        data = {pname: self._ports[pname].get_port() for pname in self._ports.keys()}
+        ll = 0
+        for pname, vv in data.items():
+            if vv.shape[0] > ll:
+                ll = vv.shape[0]
+                ref_name = pname
+        col_name = data[ref_name].columns[0]
+        name = 'Performance'
+        
+        super().__init__(master=master, name=name, data=data, 
+                         ref_name=ref_name, col_name=col_name)
+        
+        frm_specrep = tk.LabelFrame(master=self.frm_btn, text='Specific')
+        frm_specrep.pack(side=tk.TOP, fill=tk.X)
+        
+        self._cbx_sprot = ttk.Combobox(master=frm_specrep, width=WIDTH_CBX, state='readonly')
+        self._cbx_sprot.pack(pady=5, padx=5, side=tk.TOP,)
+        self._cbx_sprot['values'] = tuple(data.keys())
+        self._cbx_sprot.current(0)
+        
+        self._specific_rep = {'Summary': self._spec_rep_summary,
+                              'Weights': self._spec_rep_weights,
+                              'Nr. Shares': self._spec_rep_nshares,
+                              'Annual': self._spec_rep_annula,
+                              'Quarterly': self._spec_rep_quarterly,
+                              'Monthly': self._spec_rep_monthly,
+                              'Reinv. Ret.': self._spec_rep_reinvret,
+                              'Drawdowns': self._spec_rep_drawdown,
+                              'Reinv. Perf.': self._spec_rep_reinvperf,
+                              'Account': self._spec_rep_account,
+                              }
+        self._cbx_srep = ttk.Combobox(master=frm_specrep, width=WIDTH_CBX, state='readonly')
+        self._cbx_srep.pack(pady=5, padx=5, side=tk.TOP,)
+        self._cbx_srep['values'] = tuple(self._specific_rep.keys())
+        self._cbx_srep.set('Summary')
+        self._cbx_srep.bind("<<ComboboxSelected>>",  self._cbx_srep_func)
+        
+    
+    def _spec_rep_summary(self, pname):
+        pp = self._ports[pname]
+        rep = pp.port_perf()
+        cols = ['RR', 'DD', 'RoMaD']
+        rep[cols] = (rep[cols] * 100).round(2)
+        
+        return rep, f'{pname} Summary', '400x200'
+    
+    
+    def _spec_rep_weights(self, pname):
+        pp = self._ports[pname]
+        rep = pp.get_weights().set_index(['Droll', 'Dfix'])
+        rep = (rep * 100).round(2)
+
+        return rep, f'{pname} Weights', '400x400'
+    
+    
+    def _spec_rep_nshares(self, pname):
+        pp = self._ports[pname]
+        rep = pp.get_nshares()
+        
+        return rep, f'{pname} Number of shares', '400x300'
+
+
+    def _spec_rep_annula(self, pname):
+        pp = self._ports[pname]
+        rep = pp.port_annual_returns(withcomp=True)
+        rep = (rep * 100).round(2)
+        rep.rename(columns={'close': pname}, inplace=True)
+        
+        return rep, f'{pname} Annual Returns (portfolio and components)', '400x300'
+
+
+    def _spec_rep_quarterly(self, pname):
+        pp = self._ports[pname]
+        rep = pp.port_quarterly_returns(withcomp=True)
+        rep = (rep * 100).round(2)
+        rep.rename(columns={'close': pname}, inplace=True)
+        rep.columns.name = 'Symbols'
+        
+        rep.index = pd.MultiIndex.from_arrays(
+                                [rep.index.year.to_list(),
+                                 ['Q' + str(k) for k in rep.index.quarter]],
+                                 names= ['year', 'quarter'])
+ 
+        rep = rep.stack().unstack('quarter')
+        
+        return rep, f'{pname} Quarterly Returns (portfolio and components)', '300x400'
+    
+    
+    def _spec_rep_monthly(self, pname):
+        pp = self._ports[pname]
+        rep = pp.port_monthly_returns(withcomp=True)
+        rep = (rep * 100).round(2)
+        rep.rename(columns={'close': pname}, inplace=True)
+        rep.columns.name = 'Symbols'
+        
+        rep.index = pd.MultiIndex.from_arrays(
+                                [rep.index.year.to_list(),
+                                 rep.index.month_name().to_list()],
+                                 names= ['year', 'month'])
+ 
+        rep = rep.stack().unstack('month')
+        rep.columns = pd.Series(rep.columns).apply(lambda x: x[:3])
+        rep.columns = pd.Categorical(rep.columns, categories=config._months_name, ordered=True)
+        rep.sort_index(axis=1, inplace=True)
+        
+        return rep, f'{pname} Monthly Returns (portfolio and components)', '500x400'
+  
+    
+    def _spec_rep_reinvret(self, pname):
+        pp = self._ports[pname]
+        rep = pp.port_period_returns().set_index(['Droll', 'Dfix'])
+        rep = (rep * 100).round(2)
+        
+        return rep, f'{pname} Reinvestment Returns', '400x400'
+ 
+    
+    def _spec_rep_drawdown(self, pname):
+        pp = self._ports[pname]
+        rep = pp.port_drawdown(withcomp=True)
+        rep['DD'] = (rep['DD'] * 100).round(2)
+        
+        return rep, f'{pname} Drawdown (portfolio and component)', '400x400'
+ 
+    
+    def _spec_rep_reinvperf(self, pname):
+        pp = self._ports[pname]
+        rep = pp.port_period_perf().set_index('Droll')
+        rep.iloc[:, :4] = (rep.iloc[:, :4] * 100).round(2)
+        
+        return rep, f'{pname} Performance per reinvestment', '520x400'
+ 
+    
+    def _spec_rep_account(self, pname):
+        pp = self._ports[pname]
+        rep = pp.get_account()
+        
+        rep.iloc[:,-3:] = rep.iloc[:, -3:].round(2)
+        
+        return rep, f'{pname} Account Info.', '500x400'
+    
+    
+    def _cbx_srep_func(self, event):
+        pname = self._cbx_sprot.get()
+        srep = self._cbx_srep.get()
+        
+        if pname not in self._rep_show.keys():
+            self._rep_show[pname] = {}
+        if ((srep in self._rep_show[pname].keys()) and
+            self._rep_show[pname][srep].winfo_exists()):
+            self._rep_show[pname][srep].lift()
+            return
+        
+        df, title, geometry = self._specific_rep[srep](pname)
+        fname = pname + '_' + re.sub('[. ]', '', srep)
+        
+        dfw = DF_Window(master=self._window, df=df, title=title, geometry=geometry, fname=fname)
+        self._rep_show[pname][srep] = dfw
+        
+        
+    def _btn_quit_func(self):
+        for pp in self._rep_show.values(): 
+            for vv in pp.values():
+                if vv.winfo_exists(): vv.destroy()
+        super()._btn_quit_func()

azapyGUI/PortDataNode.py

@@ -0,0 +1,180 @@
+import json
+
+
+class PortDataNode:
+    def __init__(self, name=None, symbols=None, selectors=None, optimizer=None, 
+                 status=None, saved=None, **rest):
+        self.name = name if name is not None else "MyPort"
+        self.symbols = symbols if symbols is not None else []
+        self.selectors = selectors if selectors is not None else {}
+        self.optimizer = optimizer if optimizer is not None else {}
+        self.status = status if status is not None else "New"
+        self.saved = saved if saved is not None else False
+        self._active_level = 0
+        
+        
+    def add_optimizer(self, name, param):
+        if len(self.optimizer.keys()) > 0: return False
+        self.optimizer[name] = {}
+        self.optimizer[name]['index'] = 0
+        self.optimizer[name]['name'] = name
+        self.optimizer[name]['param'] = param
+        
+        return True
+        
+    
+    def remove_optimizer(self):
+        self.optimizer.clear()
+        return True
+    
+    
+    def get_optimizer(self):
+        ele = self.optimizer.keys()
+        if len(ele) == 0: return None
+        return self.optimizer[list(ele)[0]]
+    
+    
+    def clear_optimizer(self):
+        self.optimizer = {}
+        
+        
+    def update_optimizer(self, param):
+        self.optimizer[self.get_optimizer()['name']]['param'] = param
+        return True
+    
+    
+    def is_set_optimizer(self):
+        return (True if len(self.optimizer.keys()) > 0 else False)
+    
+    
+    def is_set_selector(self, name):
+        return (name in self.selectors.keys())
+    
+    
+    def number_selector(self):
+        return len(self.selectors.keys())
+        
+    
+    def add_selector(self, name, param):
+        if name in self.selectors.keys(): return False
+        self.selectors[name] = {}
+        self.selectors[name]['index'] = len(self.selectors.keys()) - 1
+        self.selectors[name]['name'] = name
+        self.selectors[name]['param'] = param
+        return True
+    
+    
+    def insert_selector(self, name, param, index):
+        kk_sel = self.selectors.keys()
+        if index >= len(kk_sel):
+            return self.append_selector(name, param)
+        for sel in kk_sel:
+            if self.selectors[sel]['index'] >= index:
+                self.selectors[sel]['index'] += 1 
+        self.selectors[name] = {}
+        self.selectors[name]['param'] = param
+        self.selectors[name]['index'] = index if index >= 0 else 0
+        self.selectors[name]['name'] = name
+        
+        return True
+    
+    
+    def get_selector(self, index_or_name):
+        if isinstance(index_or_name, str):
+            if index_or_name in self.selectors.keys():
+                return self.selectors[index_or_name]
+        elif isinstance(index_or_name, int):
+            for kk in self.selectors.keys():
+                if self.selectors[kk]['index'] == index_or_name:
+                    return self.selectors[kk]
+        return None
+    
+    
+    def to_list_selector(self):
+        if len(self.selectors.keys()) == 0: return []
+        return sorted(list(self.selectors.values()), key=lambda x: x['index'])
+    
+    
+    def remove_selector(self, name):
+        ele = self.get_selector(name)
+        if ele is None: return False
+        
+        for kk in self.selectors.keys():
+            if self.selectors[kk]['index'] > ele['index']:
+                self.selectors[kk]['index'] -= 1
+        del self.selectors[ele['name']]
+        return True
+    
+    
+    def moveUp_selector(self, name):
+        index = self.selectors[name]['index']
+        if index != 0: 
+            nindex = index - 1 
+            upname = self.get_selector(nindex)['name']
+            self.selectors[upname]['index'] = index
+            self.selectors[name]['index'] = nindex
+        
+        
+    def moveDown_selector(self, name):
+        index = self.selectors[name]['index']
+        if index != self.number_selector() - 1: 
+            nindex = index + 1 
+            upname = self.get_selector(nindex)['name']
+            self.selectors[upname]['index'] = index
+            self.selectors[name]['index'] = nindex    
+            
+            
+    def update_selector(self, name, param):
+        if name in self.selectors.keys():
+            self.selectors[name]['param'] = param
+            return True
+        return False
+            
+    
+    def add_symbol(self, lsymb):
+        if isinstance(lsymb, str):
+            self.symbols += [lsymb]
+        self.symbols += lsymb
+        
+        
+    def clear_symbol(self):
+        self.symbols = []
+        
+        
+    def remove_symbol (self, symb):
+        self.symbols.remove(symb)
+        
+        
+    def set_symbol(self, symb):
+        self.clear_symbol()
+        self.add_symbol(symb)
+        
+        
+    def number_symmbols(self):
+        return len(self.symbols)
+            
+    
+    def writeFile(self, file_name):
+        fname = file_name
+        with open(fname, "w") as write_file:
+            json.dump(self.__dict__, write_file)
+                
+            
+    def loadFile(self, file_name):
+        fname = file_name
+        with open(fname, "r") as read_file:
+            data = json.load(read_file)
+        self.__init__(**data)
+        return self
+    
+    
+    def setActive(self, value=True):
+        if value:
+            self.status = 'Active'
+            self._active_level += 1 
+        else:
+            if self._active_level > 1:
+                self._active_level -= 1 
+                return
+            self._active_level = 0
+            self.status = 'Set'

azapyGUI/PortfolioFrame.py

@@ -0,0 +1,197 @@
+import tkinter as tk 
+from tkinter import ttk
+
+import azapyGUI.config as config
+import azapyGUI.configSettings as configSettings
+from azapyGUI.EntryRenamePortfolioWindow import EntryRenamePortfolioWindow
+from azapyGUI.EntryClonePortfolioWindow import EntryClonePortfolioWindow
+from azapyGUI.EditPortfolioWindow import EditPortfolioWindow
+from azapyGUI.PortDataNode import PortDataNode
+from azapyGUI.BacktestEntryWindow import BacktestEntryWindow
+from azapyGUI.WeightsWindow import WeightsWindow
+
+
+class PortfolioFrame(tk.LabelFrame):
+    def __init__(self, master, **kwargs):
+        self._master = master
+        super().__init__(master=self._master, **kwargs)
+     
+        self.grid_rowconfigure(0, weight=1)
+        self.grid_columnconfigure(0, weight=1)
+        self.grid_columnconfigure(1, weight=0)
+        
+        self._trv = ttk.Treeview(master=self, columns=("#1", "#2"))
+        self._trv.grid(row=0, column=0, sticky=tk.NSEW)
+        
+        self._trv.heading("#0", text="Portfolio", command=self._load_port)
+        self._trv.heading("#1", text="Status")
+        self._trv.heading("#2", text="Saved")
+        
+        self._trv.column("#0", minwidth=10, width=120, stretch=True, anchor=tk.W)
+        self._trv.column("#1", minwidth=10, width=60, stretch=False, anchor=tk.CENTER)
+        self._trv.column("#2", minwidth=10, width=60, stretch=False, anchor=tk.CENTER)
+        
+        vscrlb = ttk.Scrollbar(master=self, 
+                               orient ="vertical", 
+                               command = self._trv.yview)
+        vscrlb.grid(row=0, column=1, sticky=tk.NS)
+        self._trv.configure(yscrollcommand = vscrlb.set)
+        self._trv.tag_bind("trv_tag", "<<TreeviewSelect>>", self._item_select)
+        
+        self.refresh()
+        self._set_menu()
+        
+        
+    def _set_menu(self):
+        self._mmenu = tk.Menu(self._trv, tearoff = 0) 
+        self._mmenu.add_command(label ="Edit", command=self._edit_port) 
+        self._mmenu.add_command(label="Backtest", command=self._backtest_port)
+        self._mmenu.add_command(label="Rebalance", command=self._rebalance_port)
+        self._mmenu.add_command(label ="Clone", command=self._clone_port)  
+        self._mmenu.add_command(label ="Rename", command=self._rename_port) 
+        self._mmenu.add_command(label ="Save", command=self._save_port)  
+        self._mmenu.add_separator() 
+        self._mmenu.add_command(label ="Remove", command=self._delete_port) 
+        
+        
+    def refresh(self): 
+        for item in self._trv.get_children():
+            self._trv.delete(item)
+            
+        for kk, val in config.PortDataDict.items():
+            self._trv.insert(
+                "",
+                tk.END,
+                text=val.name,
+                values=(val.status, val.saved),
+                tags=("trv_tag",),
+            )
+        
+        
+    def _item_select(self, _event: tk.Event):
+        iids = self._trv.selection()
+        self._port_selected = [self._trv.item(iid,'text') for iid in iids]
+
+        try: 
+            self._mmenu.tk_popup(self._trv.winfo_pointerx(), self._trv.winfo_pointery()) 
+        finally: 
+            self._mmenu.grab_release() 
+            
+            
+    def _save_port(self):
+        port_path = configSettings.MasterApplicationSettings["UserPortfolioDirectory"]
+        for tport in self._port_selected:
+            if config.PortDataDict[tport].saved: continue
+            filepath = tk.filedialog.asksaveasfilename(
+                defaultextension=".json",
+                filetypes=[("Json Files", "*.json")],
+                initialdir=port_path,
+                initialfile=tport,
+            )
+            if filepath: 
+                config.PortDataDict[tport].saved = True
+                config.PortDataDict[tport].writeFile(filepath)
+        self.refresh()
+        
+        
+    def _rename_port(self):
+        tport = self._port_selected[0]
+        if config.PortDataDict[tport].status != 'Set': return
+        EntryRenamePortfolioWindow(master=self._master, pname=tport)
+    
+        
+    def _clone_port(self):
+        tport = self._port_selected[0]
+        EntryClonePortfolioWindow(master=self._master, pname=tport)
+
+        
+    def _delete_port(self):
+        for tport in self._port_selected:
+            if config.PortDataDict[tport].status != 'Set':
+                msg = f"Portfolio {tport} cannot be removed at this time"
+                tk.messagebox.showwarning("Warning", message=msg, parent=self._master)
+                continue
+            if not config.PortDataDict[tport].saved:
+                filepath = tk.filedialog.asksaveasfilename(
+                    defaultextension=".json",
+                    filetypes=[("Json Files", "*.json")],
+                    initialfile=tport,
+                    parent=self._master
+                )
+                if filepath: 
+                    config.PortDataDict[tport].saved = True
+                    config.PortDataDict[tport].writeFile(filepath)
+            del config.PortDataDict[tport]
+        self.refresh()
+        
+        
+    def _edit_port(self):
+        pname = self._port_selected[0]
+        if config.PortDataDict[pname].status != 'Set': return
+        EditPortfolioWindow(master=self._master, portfolio=config.PortDataDict[pname])
+
+
+    def _load_port(self):
+        port_path = configSettings.MasterApplicationSettings["UserPortfolioDirectory"]
+        filepaths = tk.filedialog.askopenfilename(
+            filetypes=[("Json Files", "*.json")],
+            initialdir=port_path,
+            title='Portfolio loading',
+            multiple=True,
+            parent=self._master,
+        )
+        for filepath  in list(filepaths):
+            sport = PortDataNode().loadFile(filepath)
+            if sport.name in config.PortDataDict.keys():
+                tk.messagebox.showwarning(
+                    "Warning", 
+                    f"Name {sport.name} already in use!\nAbort opening.",
+                    parent=self._master)
+                continue
+            sport.status = 'Set'
+            config.PortDataDict[sport.name] = sport
+            config.appPortfolioFrame.refresh()
+        
+        
+    def _backtest_port(self):
+        tport = self._port_selected
+        lport = [pp for pp in tport if config.PortDataDict[pp].status != 'Edit']
+        port_error = set(tport) - set(lport)
+
+        if len(port_error) > 0:
+            msg = (f"The following portfolios {port_error}\n"
+                   "are being edited. They cannot be included in the\n" 
+                   "computations at this time."
+                   )
+            if len(lport) == 0:
+                msg += "Abort backtesting!"
+                tk.messagebox.showwarning("Warning", message=msg, parent=self._master)
+                return
+            else:
+                msg += ("Do you want to continue with the backtesting for\n"
+                        f"{lport}"
+                        )
+                ask = tk.messagebox.askyesno("Warning", message=msg, parent=self._master)
+                if ask == 'no':
+                    return
+        
+        for pname in lport:
+            config.PortDataDict[pname].setActive(True)
+        self.refresh()
+        
+        BacktestEntryWindow(master=self._master, pnames=lport)
+        
+        
+    def _rebalance_port(self):
+        pname = self._port_selected[0]
+        if config.PortDataDict[pname].status == 'Edit':
+            msg = ("This portfolio is being edited. \n"
+                   "It cannot be evaluated at this time."
+                   )
+            tk.messagebox.showwarning('Warning', message=msg, parent=self._master)
+            return
+        
+        config.PortDataDict[pname].setActive(True)
+        self.refresh()
+        WeightsWindow(master=self._master, pname=pname)
+        

azapyGUI/RebalanceMenuPortfolioWindow.py

@@ -0,0 +1,21 @@
+import azapyGUI.config as config
+from azapyGUI.SelectOneWindow import SelectOneWindow
+
+class RebalanceMenuPortfolioWindow(SelectOneWindow):
+    def __init__(self, master=None):
+        values = [kk for kk, vv in config.PortDataDict.items() if vv.status != 'Edit']
+        if len(values) == 0:
+            self.selection = None
+            return
+        title = "Rebalance Portfolio"
+        text = "Choose portfolio"
+        tip_text = "Only portfolios with status=Set or Active can be computed."
+        btn_text = "Rebalance"
+        super().__init__(master=master, title=title, text=text, values=values, 
+                         tip_text=tip_text, btn_text=btn_text)
+        
+    
+    def _btn_action(self):
+        self.selection = self._ent.get()
+        self._btn_cancel()
+        

azapyGUI/RemoveMenuPortfolioWindow.py

@@ -0,0 +1,33 @@
+import tkinter as tk
+
+import azapyGUI.config as config
+from azapyGUI.SelectOneWindow import SelectOneWindow
+
+
+class RemoveMenuPortfolioWindow(SelectOneWindow):
+    def __init__(self, master=None):
+        values = [kk for kk, vv in config.PortDataDict.items() if vv.status == 'Set']
+        title = "Remove Portfolio"
+        text = "Choose portfolio to remove"
+        tip_text = "Only portfolios with status=Set can be removed."
+        btn_text = "Remove"
+        super().__init__(master=master, title=title, text=text, values=values, 
+                         tip_text=tip_text, btn_text=btn_text)
+
+    
+    def _btn_action(self):
+        port_name = self._ent.get()
+        if not config.PortDataDict[port_name].saved:
+            filepath = tk.filedialog.asksaveasfilename(
+                defaultextension=".json",
+                filetypes=[("Json Files", "*.json")],
+                initialfile=port_name,
+            )
+            if filepath: 
+                config.PortDataDict[port_name].saved = True
+                config.PortDataDict[port_name].writeFile(filepath)
+        if config.PortDataDict[port_name].status == 'Set': 
+            del config.PortDataDict[port_name]
+        self._btn_cancel()
+        config.appPortfolioFrame.refresh()
+        

azapyGUI/SaveMenuPortfolioWindow.py

@@ -0,0 +1,36 @@
+import tkinter as tk 
+ 
+import azapyGUI.config as config
+import azapyGUI.configSettings as configSettings
+from azapyGUI.SelectOneWindow import SelectOneWindow
+
+
+class SaveMenuPortfolioWindow(SelectOneWindow):
+    def __init__(self, master=None):
+        values = [kk for kk, vv in config.PortDataDict.items() if not vv.saved]
+        if len(values) == 0: return
+        
+        title = 'Save Portfolio'
+        text = 'Choose portfolio to save'
+        tip_text = 'Only unsaved portfolios are listed.'
+        btn_text = 'Save'
+        super().__init__(master=master, title=title, text=text, values=values, 
+                         tip_text=tip_text, btn_text=btn_text)
+
+    
+    def _btn_action(self):
+        port = self._ent.get()
+        port_path = configSettings.MasterApplicationSettings["UserPortfolioDirectory"]
+        filepath = tk.filedialog.asksaveasfilename(
+            defaultextension=".json",
+            filetypes=[("Json Files", "*.json")],
+            initialdir=port_path,
+            initialfile=port,
+            parent=self._window
+        )
+        if not filepath: return
+        
+        config.PortDataDict[port].saved = True
+        config.PortDataDict[port].writeFile(filepath)
+        config.appPortfolioFrame.refresh()
+        self._btn_cancel()