Update scripts/app.py
Browse files- scripts/app.py +128 -217
scripts/app.py
CHANGED
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@@ -10,17 +10,45 @@ import os
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import sys
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import json
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import torch
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from stable_baselines3 import SAC
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from scripts.evaluate_baselines import buy_and_hold, equally_weighted_rebalanced
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# --- Configuration ---
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MODEL_PATH = os.path.join("checkpoints", "sac_portfolio_model.zip")
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WINDOW_SIZE = 30
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MACRO_COLS = list(FRED_IDS.values())
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DASHBOARD_DATA_PATH = os.path.join("data", "historical_dashboard_data.csv")
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# *** UPDATE THESE DATES TO MATCH YOUR ACTUAL TRAINING PERIOD ***
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TRAIN_START_DATE = "2015-01-01"
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@@ -70,6 +98,7 @@ def initialize_dashboard_data():
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# Initialize data at startup
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try:
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initialize_dashboard_data()
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except Exception as e:
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print(f"Warning: Data initialization failed. Error: {e}")
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@@ -85,7 +114,7 @@ def evaluate_agent_pro(env, model):
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"""
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obs, info = env.reset()
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terminated, truncated = False, False
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portfolio_values = [env.
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while not (terminated or truncated):
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action, _states = model.predict(obs, deterministic=True)
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@@ -144,6 +173,11 @@ def calculate_feature_importance(model, obs):
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"""
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# Convert observation to torch tensor and enable gradient tracking
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obs_tensor = torch.as_tensor(obs, dtype=torch.float32, device=model.device)
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obs_tensor.requires_grad_()
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# Get the policy network (actor)
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@@ -164,28 +198,24 @@ def calculate_feature_importance(model, obs):
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action_mean = actor(scaled_input)
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# We need a scalar output to calculate gradients against.
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# Here we sum, representing overall sensitivity of the action vector.
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target_output = action_mean.sum()
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# Calculate gradients of the target output with respect to the input features
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grad = torch.autograd.grad(outputs=target_output, inputs=scaled_input)[0]
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grads.append(grad)
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#
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avg_grads =
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# Calculate Integrated Gradients: (input - baseline) * average_gradients
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integrated_grads = (obs_tensor - baseline) * avg_grads
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# Detach, move to cpu, and convert to numpy array
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importance_scores = integrated_grads.detach().cpu().numpy().flatten()
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# Feature Names mapping
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num_assets = len(ASSETS)
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num_macro = len(MACRO_COLS)
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# Create feature names based on the observation structure
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feature_names = []
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for i in range(WINDOW_SIZE):
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for asset in ASSETS:
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@@ -223,76 +253,72 @@ def calculate_feature_importance(model, obs):
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yaxis={'categoryorder':'total ascending'},
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coloraxis_showscale=False,
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margin=dict(l=10, r=10, t=40, b=10),
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height=300 # Keep it compact
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)
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return fig
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# =========================================
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# Tab 4 Logic: Historical Simulation
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# =========================================
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def run_historical_simulation(start_date_str, end_date_str):
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"""
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Runs the RL agent on historical data and compares to baselines using professional metrics.
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"""
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if DASHBOARD_DATA_DF is None:
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return go.Figure(), "Data not initialized. Please restart app.",
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status_msg = "Preparing simulation..."
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yield go.Figure(), status_msg,
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try:
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# 1. Validate and Slice Data
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try:
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start_date = pd.to_datetime(start_date_str)
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end_date = pd.to_datetime(end_date_str)
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except ValueError:
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yield go.Figure(), "Error: Invalid date format. Use YYYY-MM-DD.",
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return
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if start_date < DASHBOARD_DATA_DF.index.min() or end_date > DASHBOARD_DATA_DF.index.max():
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avail_start = DASHBOARD_DATA_DF.index.min().date()
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avail_end = DASHBOARD_DATA_DF.index.max().date()
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yield go.Figure(), f"Error:
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return
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df_slice = DASHBOARD_DATA_DF.loc[start_date:end_date].copy()
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asset_cols_only = [c for c in ASSETS if c in df_slice.columns]
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if len(df_slice) < WINDOW_SIZE + 10:
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yield go.Figure(), "Error: Time period too short
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return
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# 2. Setup Environment and Agent
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status_msg = "Running RL Agent simulation..."
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yield go.Figure(), status_msg,
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env = PortfolioEnv(df_slice, WINDOW_SIZE,
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if not os.path.exists(MODEL_PATH):
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raise FileNotFoundError(f"Model not found: {MODEL_PATH}")
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model = SAC.load(MODEL_PATH)
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# 3. Run Simulation Loop & Get Values using Pro Function
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rl_portfolio_series = evaluate_agent_pro(env, model)
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yield go.Figure(), status_msg, gr.update(visible=False)
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bnh_portfolio_series = buy_and_hold(df_slice[asset_cols_only], initial_amount=10000)
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# Realign B&H index to match RL agent's start date
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bnh_portfolio_series = bnh_portfolio_series.loc[rl_portfolio_series.index[0]:]
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# Normalize B&H starting value to match RL agent's start
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bnh_portfolio_series = bnh_portfolio_series / bnh_portfolio_series.iloc[0] * 10000
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eq_portfolio_series = equally_weighted_rebalanced(df_slice[asset_cols_only],
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eq_portfolio_series = eq_portfolio_series.loc[rl_portfolio_series.index[0]:]
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eq_portfolio_series = eq_portfolio_series / eq_portfolio_series.iloc[0] * 10000
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# 5. Generate Plot
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fig = go.Figure()
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fig.add_trace(go.Scatter(x=rl_portfolio_series.index, y=rl_portfolio_series, mode='lines', name='RL Agent (SAC)', line=dict(color='#10b981', width=3)))
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fig.add_trace(go.Scatter(x=bnh_portfolio_series.index, y=bnh_portfolio_series, mode='lines', name='Buy & Hold (SPY)', line=dict(color='#6b7280', dash='dash')))
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@@ -306,15 +332,14 @@ def run_historical_simulation(start_date_str, end_date_str):
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paper_bgcolor='rgba(0,0,0,0)',
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plot_bgcolor='rgba(0,0,0,0)',
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hovermode="x unified",
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legend=dict(orientation="h", yanchor="bottom", y=1.02, xanchor="right", x=1)
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)
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# 6. Calculate Professional Metrics Table
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rl_m = calculate_metrics_pro(rl_portfolio_series)
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bnh_m = calculate_metrics_pro(bnh_portfolio_series)
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eq_m = calculate_metrics_pro(eq_portfolio_series)
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# Helper to format based on metric type
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def fmt(val, is_pct=True):
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if pd.isna(val): return "N/A"
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return f"{val:.2%}" if is_pct else f"{val:.2f}"
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}
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metrics_df = pd.DataFrame(metrics_data)
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metrics_md = metrics_df.to_markdown(index=False)
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final_metrics_display = f"### ๐ Professional Performance Metrics\n\n{metrics_md}"
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yield fig, "Simulation Complete.", final_metrics_display
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except Exception as e:
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import traceback
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traceback.print_exc()
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yield go.Figure(), f"Error
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# =========================================
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# =========================================
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def run_historical_analysis(selected_assets, period_name):
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"""Backend for Tab 3."""
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if DASHBOARD_DATA_DF is None or not selected_assets:
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return go.Figure(), "Please wait for data initialization or select assets."
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yield go.Figure(), status_html
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try:
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# 1. Filter Data by Time Period
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days = TIME_PERIODS.get(period_name, 365)
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cutoff_date = datetime.now() - timedelta(days=days)
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valid_assets = [a for a in selected_assets if a in DASHBOARD_DATA_DF.columns]
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if not valid_assets:
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yield go.Figure(), "Error: Selected assets not found
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return
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df_filtered = DASHBOARD_DATA_DF.loc[cutoff_date:, valid_assets].copy()
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if df_filtered.empty:
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yield go.Figure(), f"No data found for
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return
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# 2. Generate Normalized Price Plot
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df_normalized = df_filtered / df_filtered.iloc[0] * 100
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fig = px.line(df_normalized, x=df_normalized.index, y=df_normalized.columns,
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title=f"Performance Comparison: {period_name} (Base=100)",
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color_discrete_sequence=px.colors.qualitative.Bold)
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fig.update_layout(template="plotly_dark", paper_bgcolor='rgba(0,0,0,0)', plot_bgcolor='rgba(0,0,0,0)',
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yaxis_title="Normalized Price", xaxis_title="Date", legend_title_text="", hovermode="x unified"
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# 3. Run AI Analysis
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analysis_text = analyze_historical_segment(df_filtered, valid_assets, period_name)
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formatted_analysis = f"### ๐ค AI Analyst Report: {period_name}\n\n{analysis_text}"
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yield fig, formatted_analysis
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except Exception as e:
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import traceback
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traceback.print_exc()
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yield go.Figure(), f"### Error
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# =========================================
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# Tab 2 Logic: Forecast & Analysis
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# =========================================
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def get_latest_data_window(window_size=30):
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"""Fetches latest data needed for prediction."""
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print("Fetching prediction data...")
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lookback_days = window_size + 150
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end_date = datetime.now().strftime('%Y-%m-%d')
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start_date = (datetime.now() - timedelta(days=lookback_days)).strftime('%Y-%m-%d')
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temp_filename = os.path.join("data", "temp_gradio_prediction_data.csv")
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fetch_market_data(start_date, end_date, temp_filename)
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if not os.path.exists(temp_filename): raise Exception("Failed to fetch market data file.")
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df = pd.read_csv(temp_filename, index_col=0, parse_dates=True)
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df.dropna(inplace=True)
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if len(df) < window_size: raise Exception(f"Not enough clean data fetched
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return df.iloc[-window_size:].copy()
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def prepare_observation(data_window):
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norm_prices = price_data / (price_data[0] + 1e-8)
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norm_macro = macro_data / (macro_data[0] + 1e-8)
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obs = np.concatenate([norm_prices, norm_macro], axis=1)
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# Return both flattened obs for model and raw obs for XAI
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return obs.flatten().astype(np.float32), obs.astype(np.float32), data_window
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def predict_and_analyze():
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"""Main function for Forecast Tab."""
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status_msg = "Starting process..."
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loading_html = """<div style="color: #9ca3af;">๐ Fetching data & running prediction...</div>"""
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# Update to yield an empty plot for the XAI chart initially
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yield status_msg, None, go.Figure(), loading_html
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try:
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data_window = get_latest_data_window(WINDOW_SIZE)
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# Get flattened obs for prediction and raw obs for XAI
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flat_obs, raw_obs, df_window_for_analyst = prepare_observation(data_window)
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if not os.path.exists(MODEL_PATH): raise FileNotFoundError(f"Model not found: {MODEL_PATH}")
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model = SAC.load(MODEL_PATH)
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# --- XAI: Calculate Feature Importance ---
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status_msg = "Calculating feature importance..."
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yield status_msg, None, go.Figure(), loading_html
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xai_plot = calculate_feature_importance(model,
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# --- Prediction ---
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action, _ = model.predict(flat_obs, deterministic=True)
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exp_action = np.exp(np.asarray(action).flatten())
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weights = exp_action / np.sum(exp_action)
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status_msg = "Prediction done. Running AI Risk Analysis..."
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analysing_html = """<div style="color: #9ca3af;">๐ค Running Qwen-2.5-3B Risk Analysis...</div>"""
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# Yield XAI plot along with other outputs
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yield status_msg, alloc_df, xai_plot, analysing_html
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allocations_for_llm = {k: float(v) for k, v in allocations_dict.items()}
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risk = analysis_result.get('risk_level', 'N/A').upper()
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just = analysis_result.get('justification', 'N/A')
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conf = analysis_result.get('confidence_score', 'N/A')
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else:
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risk_css = "color: #10b981; font-weight: bold;"
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status_bg = "#064e3b"
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status_border = "#10b981"
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status_icon = "๐"
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status_text = "TRADE APPROVED"
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report_html = f"""
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<div style="background-color: #1f2937; padding: 20px; border-radius: 12px 12px 0 0; border: 1px solid #374151; border-bottom: none;">
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</div>"""
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else:
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report_html = f"""<div style="padding: 20px; background-color: #7f1d1d; color: #fca5a5; border-radius: 12px;"><h3>โ Analysis Failed to Parse</h3><p>{str(analysis_result)}</p></div>"""
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yield status_msg, alloc_df, xai_plot, report_html
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except Exception as e:
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import traceback
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traceback.print_exc()
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status_msg
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error_html = f"""<div style="padding: 20px; background-color: #7f1d1d; color: #fca5a5; border-radius: 12px;"><h3>โ Process Error</h3><p>{str(e)}</p></div>"""
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# Final yield in case of error
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yield status_msg, None, go.Figure(), error_html
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# =========================================
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# Tab 1 Logic: Live Dashboard (DUMMY DATA)
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# =========================================
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def get_dashboard_metrics():
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return "$135,400", "+3.07%"
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def get_portfolio_history_plot():
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dates = pd.date_range(start="2023-01-01", periods=100)
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np.random.seed(42)
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rl_value = 10000 * np.cumprod(1 + rl_returns)
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bnh_value = 10000 * np.cumprod(1 + bnh_returns)
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fig = go.Figure()
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fig.add_trace(go.Scatter(x=dates, y=rl_value, mode='lines', name='RL Agent
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fig.add_trace(go.Scatter(x=dates, y=bnh_value, mode='lines', name='Benchmark', line=dict(color='#6b7280', dash='dash')))
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fig.update_layout(title="Portfolio Net Worth (Live
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return fig
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def get_current_allocation_plot():
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fig = px.pie(values=values, names=labels, title="Current Holdings Breakdown", color_discrete_sequence=px.colors.qualitative.Bold)
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fig.update_traces(textposition='inside', textinfo='percent+label', hole=.4)
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fig.update_layout(template="plotly_dark", paper_bgcolor='rgba(0,0,0,0)', legend=dict(orientation="h", yanchor="bottom", y=-0.1))
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return fig
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def get_recent_transactions():
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return pd.DataFrame(data, columns=["Date", "Type", "Asset", "Approx. Value"])
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# =========================================
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# Gradio Interface
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# =========================================
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custom_css = """
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.metric-box { background-color: #1f2937; padding: 20px; border-radius: 12px; border: 1px solid #374151; text-align: center; }
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.metric-label { font-size: 1.1em; color: #9ca3af; margin-bottom: 5px; }
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.disclaimer-box { background-color: #374151; padding: 15px; border-radius: 8px; border-left: 4px solid #f59e0b; color: #d1d5db; font-size: 0.9em; margin-bottom: 20px; }
|
| 534 |
"""
|
| 535 |
|
| 536 |
-
# theme
|
| 537 |
-
|
| 538 |
-
|
| 539 |
-
|
| 540 |
-
with gr.Blocks(
|
| 541 |
-
# theme=theme,
|
| 542 |
-
# css=custom_css,
|
| 543 |
-
title="Deep RL Portfolio Manager") as demo:
|
| 544 |
-
gr.HTML("""<script>function forceDark(){document.body.classList.add('dark');} forceDark(); setTimeout(forceDark, 500);</script>""")
|
| 545 |
-
|
| 546 |
gr.Markdown("# ๐ง Deep RL & LLM Portfolio Manager")
|
| 547 |
|
| 548 |
with gr.Tabs():
|
| 549 |
-
|
| 550 |
-
|
| 551 |
-
# Metrics Row
|
| 552 |
with gr.Row():
|
| 553 |
-
|
| 554 |
-
|
| 555 |
-
with gr.Column(elem_classes=["metric-box"]):
|
| 556 |
-
gr.HTML(f"<div class='metric-label'>Current Net Worth</div><div class='metric-value'>{nw_val}</div>")
|
| 557 |
-
with gr.Column(elem_classes=["metric-box"]):
|
| 558 |
-
gr.HTML(f"<div class='metric-label'>24h Change</div><div class='metric-value' style='color: #10b981;'>{daily_change}</div>")
|
| 559 |
-
|
| 560 |
-
# Main Chart row
|
| 561 |
with gr.Row():
|
| 562 |
-
with gr.Column(scale=3):
|
| 563 |
-
|
| 564 |
-
|
| 565 |
-
# Bottom Row: Allocations and Transactions
|
| 566 |
with gr.Row():
|
| 567 |
-
with gr.Column(
|
| 568 |
-
|
| 569 |
-
|
| 570 |
-
|
| 571 |
-
|
| 572 |
-
|
| 573 |
-
# ================= TAB 2: FORECAST (UPDATED with XAI) =================
|
| 574 |
-
with gr.TabItem("๐ฎ Forecast & AI Analysis"):
|
| 575 |
-
gr.Markdown("### Generate Tomorrow's Portfolio Strategy")
|
| 576 |
-
run_btn = gr.Button("๐ Run Overnight Analysis", variant="primary", size="lg")
|
| 577 |
-
status_output = gr.Textbox(label="System Status", placeholder="Ready...", interactive=False, lines=1)
|
| 578 |
-
gr.Markdown("---")
|
| 579 |
-
|
| 580 |
with gr.Row():
|
| 581 |
-
# Left Column: Allocations & XAI Plot
|
| 582 |
with gr.Column(scale=2):
|
| 583 |
-
gr.
|
| 584 |
-
|
| 585 |
-
|
| 586 |
-
# NEW: XAI Feature Importance Plot
|
| 587 |
-
gr.Markdown("### ๐ง Why did the agent choose this?")
|
| 588 |
-
xai_output_plot = gr.Plot(label="Top Influential Factors (XAI)", show_label=False)
|
| 589 |
-
|
| 590 |
-
# Right Column: AI Analysis Report
|
| 591 |
with gr.Column(scale=3):
|
| 592 |
-
|
| 593 |
-
|
| 594 |
-
# Updated click event with new XAI output
|
| 595 |
-
run_btn.click(
|
| 596 |
-
fn=predict_and_analyze,
|
| 597 |
-
inputs=None,
|
| 598 |
-
outputs=[status_output, allocation_output, xai_output_plot, analysis_report_html]
|
| 599 |
-
)
|
| 600 |
-
|
| 601 |
-
# ================= TAB 3: HISTORICAL DATA ANALYST =================
|
| 602 |
-
with gr.TabItem("๐
Historical Data Analyst"):
|
| 603 |
-
gr.Markdown("### Analyze Past Market Performance with AI")
|
| 604 |
-
|
| 605 |
-
with gr.Row():
|
| 606 |
-
with gr.Column(scale=1):
|
| 607 |
-
all_tickers_hist = ASSETS + list(FRED_IDS.values())
|
| 608 |
-
if DASHBOARD_DATA_DF is not None:
|
| 609 |
-
available_tickers_hist = [t for t in all_tickers_hist if t in DASHBOARD_DATA_DF.columns]
|
| 610 |
-
else:
|
| 611 |
-
available_tickers_hist = []
|
| 612 |
-
default_tickers_hist = available_tickers_hist[:3] if available_tickers_hist else []
|
| 613 |
-
|
| 614 |
-
asset_selector = gr.Dropdown(choices=available_tickers_hist, value=default_tickers_hist, multiselect=True, label="1. Select Assets")
|
| 615 |
-
period_selector = gr.Dropdown(choices=list(TIME_PERIODS.keys()), value="1 Year", label="2. Select Period")
|
| 616 |
-
analyze_btn = gr.Button("๐ Run Analysis", variant="primary")
|
| 617 |
-
|
| 618 |
-
with gr.Column(scale=3):
|
| 619 |
-
historical_plot = gr.Plot(label="Performance Plot")
|
| 620 |
-
|
| 621 |
-
gr.Markdown("---")
|
| 622 |
-
historical_analysis_md = gr.Markdown("### ๐ค AI Analyst Report\n\n*Click 'Run Analysis' to generate.*")
|
| 623 |
-
|
| 624 |
-
analyze_btn.click(
|
| 625 |
-
fn=run_historical_analysis,
|
| 626 |
-
inputs=[asset_selector, period_selector],
|
| 627 |
-
outputs=[historical_plot, historical_analysis_md]
|
| 628 |
-
)
|
| 629 |
-
|
| 630 |
-
# ================= TAB 4: HISTORICAL SIMULATION (UPDATED with Pro Metrics) =================
|
| 631 |
-
with gr.TabItem("๐ Historical Simulation"):
|
| 632 |
-
gr.Markdown("### Backtest the RL Agent against Baselines")
|
| 633 |
-
|
| 634 |
-
# Disclaimer Box
|
| 635 |
-
gr.HTML(f"""
|
| 636 |
-
<div class='disclaimer-box'>
|
| 637 |
-
<strong>โ ๏ธ IMPORTANT DISCLAIMER:</strong> The RL model was trained on data from approximately
|
| 638 |
-
<strong>{TRAIN_START_DATE} to {TRAIN_END_DATE}</strong>. Running simulations outside or overlapping significantly
|
| 639 |
-
with this period may not accurately reflect real-world performance (lookahead bias or out-of-distribution data).
|
| 640 |
-
Use for educational purposes only.
|
| 641 |
-
</div>
|
| 642 |
-
""")
|
| 643 |
|
|
|
|
| 644 |
with gr.Row():
|
| 645 |
with gr.Column(scale=1):
|
| 646 |
-
|
| 647 |
-
|
| 648 |
-
|
| 649 |
-
|
| 650 |
-
|
| 651 |
with gr.Column(scale=3):
|
| 652 |
-
|
|
|
|
|
|
|
| 653 |
|
| 654 |
-
|
| 655 |
-
|
| 656 |
-
|
| 657 |
-
|
| 658 |
-
|
| 659 |
-
|
| 660 |
-
|
| 661 |
-
|
| 662 |
-
)
|
| 663 |
|
| 664 |
if __name__ == "__main__":
|
| 665 |
demo.queue().launch(server_name="0.0.0.0", server_port=7860, debug=True, share=True)
|
|
|
|
| 10 |
import sys
|
| 11 |
import json
|
| 12 |
import torch
|
| 13 |
+
import shutil
|
| 14 |
+
import yfinance as yf
|
| 15 |
+
|
| 16 |
+
# --- Fix YFinance Cache Lock ---
|
| 17 |
+
try:
|
| 18 |
+
cache_dir = "/tmp/pytz_cache"
|
| 19 |
+
if os.path.exists(cache_dir): shutil.rmtree(cache_dir)
|
| 20 |
+
os.makedirs(cache_dir, exist_ok=True)
|
| 21 |
+
yf.set_tz_cache_location(cache_dir)
|
| 22 |
+
except: pass
|
| 23 |
+
|
| 24 |
+
# --- Add project root to sys.path ---
|
| 25 |
+
try:
|
| 26 |
+
script_dir = os.path.dirname(os.path.abspath(__file__))
|
| 27 |
+
project_root = os.path.dirname(script_dir)
|
| 28 |
+
if project_root not in sys.path:
|
| 29 |
+
sys.path.insert(0, project_root)
|
| 30 |
+
except NameError:
|
| 31 |
+
project_root = os.getcwd()
|
| 32 |
+
if project_root not in sys.path:
|
| 33 |
+
sys.path.insert(0, project_root)
|
| 34 |
+
|
| 35 |
+
print(f"Project Root set to: {project_root}")
|
| 36 |
+
|
| 37 |
+
# --- Imports ---
|
| 38 |
+
from scripts.fetch_market_data import fetch_market_data, ASSETS, FRED_IDS
|
| 39 |
+
# Import the new analysis function instead of RAG tools
|
| 40 |
+
from scripts.llm_analysis_rag import analyze_agent_decision, analyze_historical_segment, setup_rag_chain
|
| 41 |
from stable_baselines3 import SAC
|
| 42 |
+
# Import the environment for simulation
|
| 43 |
+
from scripts.environment import PortfolioEnv
|
| 44 |
+
# Import baseline functions
|
| 45 |
from scripts.evaluate_baselines import buy_and_hold, equally_weighted_rebalanced
|
| 46 |
|
| 47 |
# --- Configuration ---
|
| 48 |
+
MODEL_PATH = os.path.join(project_root, "checkpoints", "sac_portfolio_model.zip")
|
| 49 |
WINDOW_SIZE = 30
|
| 50 |
MACRO_COLS = list(FRED_IDS.values())
|
| 51 |
+
DASHBOARD_DATA_PATH = os.path.join(project_root, "data", "historical_dashboard_data.csv")
|
| 52 |
|
| 53 |
# *** UPDATE THESE DATES TO MATCH YOUR ACTUAL TRAINING PERIOD ***
|
| 54 |
TRAIN_START_DATE = "2015-01-01"
|
|
|
|
| 98 |
|
| 99 |
# Initialize data at startup
|
| 100 |
try:
|
| 101 |
+
setup_rag_chain() # Initialize RAG components if needed
|
| 102 |
initialize_dashboard_data()
|
| 103 |
except Exception as e:
|
| 104 |
print(f"Warning: Data initialization failed. Error: {e}")
|
|
|
|
| 114 |
"""
|
| 115 |
obs, info = env.reset()
|
| 116 |
terminated, truncated = False, False
|
| 117 |
+
portfolio_values = [env.initial_balance]
|
| 118 |
|
| 119 |
while not (terminated or truncated):
|
| 120 |
action, _states = model.predict(obs, deterministic=True)
|
|
|
|
| 173 |
"""
|
| 174 |
# Convert observation to torch tensor and enable gradient tracking
|
| 175 |
obs_tensor = torch.as_tensor(obs, dtype=torch.float32, device=model.device)
|
| 176 |
+
|
| 177 |
+
# Ensure batch dimension exists
|
| 178 |
+
if obs_tensor.dim() == 1:
|
| 179 |
+
obs_tensor = obs_tensor.unsqueeze(0)
|
| 180 |
+
|
| 181 |
obs_tensor.requires_grad_()
|
| 182 |
|
| 183 |
# Get the policy network (actor)
|
|
|
|
| 198 |
action_mean = actor(scaled_input)
|
| 199 |
|
| 200 |
# We need a scalar output to calculate gradients against.
|
|
|
|
| 201 |
target_output = action_mean.sum()
|
| 202 |
|
| 203 |
# Calculate gradients of the target output with respect to the input features
|
| 204 |
grad = torch.autograd.grad(outputs=target_output, inputs=scaled_input)[0]
|
| 205 |
grads.append(grad)
|
| 206 |
|
| 207 |
+
# Stack and average gradients
|
| 208 |
+
stacked_grads = torch.stack(grads)
|
| 209 |
+
avg_grads = (stacked_grads[:-1] + stacked_grads[1:]) / 2.0
|
| 210 |
+
avg_grads = avg_grads.mean(dim=0)
|
| 211 |
|
| 212 |
# Calculate Integrated Gradients: (input - baseline) * average_gradients
|
| 213 |
integrated_grads = (obs_tensor - baseline) * avg_grads
|
| 214 |
|
| 215 |
+
# Detach, move to cpu, flatten, and convert to numpy array
|
| 216 |
importance_scores = integrated_grads.detach().cpu().numpy().flatten()
|
| 217 |
|
| 218 |
# Feature Names mapping
|
|
|
|
|
|
|
|
|
|
|
|
|
| 219 |
feature_names = []
|
| 220 |
for i in range(WINDOW_SIZE):
|
| 221 |
for asset in ASSETS:
|
|
|
|
| 253 |
yaxis={'categoryorder':'total ascending'},
|
| 254 |
coloraxis_showscale=False,
|
| 255 |
margin=dict(l=10, r=10, t=40, b=10),
|
| 256 |
+
height=300, # Keep it compact
|
| 257 |
+
# Style the hover labels for readability
|
| 258 |
+
hoverlabel=dict(
|
| 259 |
+
bgcolor="white",
|
| 260 |
+
font_size=14,
|
| 261 |
+
font_family="Roboto",
|
| 262 |
+
font_color="black"
|
| 263 |
+
)
|
| 264 |
)
|
| 265 |
|
| 266 |
return fig
|
| 267 |
|
| 268 |
# =========================================
|
| 269 |
+
# Tab 4 Logic: Historical Simulation
|
| 270 |
# =========================================
|
| 271 |
|
| 272 |
def run_historical_simulation(start_date_str, end_date_str):
|
|
|
|
|
|
|
|
|
|
| 273 |
if DASHBOARD_DATA_DF is None:
|
| 274 |
+
return go.Figure(), "Data not initialized. Please restart app.", None
|
| 275 |
|
| 276 |
status_msg = "Preparing simulation..."
|
| 277 |
+
yield go.Figure(), status_msg, None
|
| 278 |
|
| 279 |
try:
|
|
|
|
| 280 |
try:
|
| 281 |
start_date = pd.to_datetime(start_date_str)
|
| 282 |
end_date = pd.to_datetime(end_date_str)
|
| 283 |
except ValueError:
|
| 284 |
+
yield go.Figure(), "Error: Invalid date format. Use YYYY-MM-DD.", None
|
| 285 |
return
|
| 286 |
|
| 287 |
if start_date < DASHBOARD_DATA_DF.index.min() or end_date > DASHBOARD_DATA_DF.index.max():
|
| 288 |
avail_start = DASHBOARD_DATA_DF.index.min().date()
|
| 289 |
avail_end = DASHBOARD_DATA_DF.index.max().date()
|
| 290 |
+
yield go.Figure(), f"Error: Dates out of range ({avail_start} to {avail_end}).", None
|
| 291 |
return
|
| 292 |
|
| 293 |
df_slice = DASHBOARD_DATA_DF.loc[start_date:end_date].copy()
|
| 294 |
asset_cols_only = [c for c in ASSETS if c in df_slice.columns]
|
| 295 |
|
| 296 |
if len(df_slice) < WINDOW_SIZE + 10:
|
| 297 |
+
yield go.Figure(), "Error: Time period too short.", None
|
| 298 |
return
|
| 299 |
|
|
|
|
| 300 |
status_msg = "Running RL Agent simulation..."
|
| 301 |
+
yield go.Figure(), status_msg, None
|
| 302 |
|
| 303 |
+
env = PortfolioEnv(df_slice, WINDOW_SIZE, initial_balance=10000)
|
| 304 |
|
| 305 |
if not os.path.exists(MODEL_PATH):
|
| 306 |
raise FileNotFoundError(f"Model not found: {MODEL_PATH}")
|
| 307 |
model = SAC.load(MODEL_PATH)
|
| 308 |
|
|
|
|
| 309 |
rl_portfolio_series = evaluate_agent_pro(env, model)
|
| 310 |
|
| 311 |
+
status_msg = "Calculating baselines..."
|
| 312 |
+
yield go.Figure(), status_msg, None
|
|
|
|
| 313 |
|
| 314 |
+
bnh_portfolio_series = buy_and_hold(df_slice[asset_cols_only], initial_balance=10000)
|
|
|
|
|
|
|
| 315 |
bnh_portfolio_series = bnh_portfolio_series.loc[rl_portfolio_series.index[0]:]
|
|
|
|
| 316 |
bnh_portfolio_series = bnh_portfolio_series / bnh_portfolio_series.iloc[0] * 10000
|
| 317 |
|
| 318 |
+
eq_portfolio_series = equally_weighted_rebalanced(df_slice[asset_cols_only], initial_balance=10000)
|
| 319 |
eq_portfolio_series = eq_portfolio_series.loc[rl_portfolio_series.index[0]:]
|
| 320 |
eq_portfolio_series = eq_portfolio_series / eq_portfolio_series.iloc[0] * 10000
|
| 321 |
|
|
|
|
| 322 |
fig = go.Figure()
|
| 323 |
fig.add_trace(go.Scatter(x=rl_portfolio_series.index, y=rl_portfolio_series, mode='lines', name='RL Agent (SAC)', line=dict(color='#10b981', width=3)))
|
| 324 |
fig.add_trace(go.Scatter(x=bnh_portfolio_series.index, y=bnh_portfolio_series, mode='lines', name='Buy & Hold (SPY)', line=dict(color='#6b7280', dash='dash')))
|
|
|
|
| 332 |
paper_bgcolor='rgba(0,0,0,0)',
|
| 333 |
plot_bgcolor='rgba(0,0,0,0)',
|
| 334 |
hovermode="x unified",
|
| 335 |
+
legend=dict(orientation="h", yanchor="bottom", y=1.02, xanchor="right", x=1),
|
| 336 |
+
hoverlabel=dict(bgcolor="white", font_size=14, font_family="Roboto", font_color="black")
|
| 337 |
)
|
| 338 |
|
|
|
|
| 339 |
rl_m = calculate_metrics_pro(rl_portfolio_series)
|
| 340 |
bnh_m = calculate_metrics_pro(bnh_portfolio_series)
|
| 341 |
eq_m = calculate_metrics_pro(eq_portfolio_series)
|
| 342 |
|
|
|
|
| 343 |
def fmt(val, is_pct=True):
|
| 344 |
if pd.isna(val): return "N/A"
|
| 345 |
return f"{val:.2%}" if is_pct else f"{val:.2f}"
|
|
|
|
| 352 |
}
|
| 353 |
metrics_df = pd.DataFrame(metrics_data)
|
| 354 |
|
| 355 |
+
yield fig, "Simulation Complete.", metrics_df
|
|
|
|
|
|
|
|
|
|
|
|
|
| 356 |
|
| 357 |
except Exception as e:
|
| 358 |
import traceback
|
| 359 |
traceback.print_exc()
|
| 360 |
+
yield go.Figure(), f"Error: {str(e)}", None
|
| 361 |
|
| 362 |
|
| 363 |
# =========================================
|
|
|
|
| 365 |
# =========================================
|
| 366 |
|
| 367 |
def run_historical_analysis(selected_assets, period_name):
|
|
|
|
| 368 |
if DASHBOARD_DATA_DF is None or not selected_assets:
|
| 369 |
return go.Figure(), "Please wait for data initialization or select assets."
|
| 370 |
|
|
|
|
| 372 |
yield go.Figure(), status_html
|
| 373 |
|
| 374 |
try:
|
|
|
|
| 375 |
days = TIME_PERIODS.get(period_name, 365)
|
| 376 |
cutoff_date = datetime.now() - timedelta(days=days)
|
| 377 |
valid_assets = [a for a in selected_assets if a in DASHBOARD_DATA_DF.columns]
|
| 378 |
if not valid_assets:
|
| 379 |
+
yield go.Figure(), "Error: Selected assets not found."
|
| 380 |
return
|
| 381 |
df_filtered = DASHBOARD_DATA_DF.loc[cutoff_date:, valid_assets].copy()
|
| 382 |
if df_filtered.empty:
|
| 383 |
+
yield go.Figure(), f"No data found for: {period_name}"
|
| 384 |
return
|
| 385 |
|
|
|
|
| 386 |
df_normalized = df_filtered / df_filtered.iloc[0] * 100
|
| 387 |
fig = px.line(df_normalized, x=df_normalized.index, y=df_normalized.columns,
|
| 388 |
title=f"Performance Comparison: {period_name} (Base=100)",
|
| 389 |
color_discrete_sequence=px.colors.qualitative.Bold)
|
| 390 |
fig.update_layout(template="plotly_dark", paper_bgcolor='rgba(0,0,0,0)', plot_bgcolor='rgba(0,0,0,0)',
|
| 391 |
+
yaxis_title="Normalized Price", xaxis_title="Date", legend_title_text="", hovermode="x unified",
|
| 392 |
+
hoverlabel=dict(bgcolor="white", font_size=14, font_family="Roboto", font_color="black"))
|
| 393 |
|
|
|
|
| 394 |
analysis_text = analyze_historical_segment(df_filtered, valid_assets, period_name)
|
| 395 |
formatted_analysis = f"### ๐ค AI Analyst Report: {period_name}\n\n{analysis_text}"
|
| 396 |
yield fig, formatted_analysis
|
|
|
|
| 398 |
except Exception as e:
|
| 399 |
import traceback
|
| 400 |
traceback.print_exc()
|
| 401 |
+
yield go.Figure(), f"### Error: {str(e)}"
|
| 402 |
|
| 403 |
|
| 404 |
# =========================================
|
| 405 |
+
# Tab 2 Logic: Forecast & Analysis
|
| 406 |
# =========================================
|
| 407 |
|
| 408 |
def get_latest_data_window(window_size=30):
|
|
|
|
| 409 |
print("Fetching prediction data...")
|
| 410 |
lookback_days = window_size + 150
|
| 411 |
end_date = datetime.now().strftime('%Y-%m-%d')
|
| 412 |
start_date = (datetime.now() - timedelta(days=lookback_days)).strftime('%Y-%m-%d')
|
| 413 |
+
temp_filename = os.path.join(project_root, "data", "temp_gradio_prediction_data.csv")
|
| 414 |
fetch_market_data(start_date, end_date, temp_filename)
|
| 415 |
if not os.path.exists(temp_filename): raise Exception("Failed to fetch market data file.")
|
| 416 |
df = pd.read_csv(temp_filename, index_col=0, parse_dates=True)
|
| 417 |
df.dropna(inplace=True)
|
| 418 |
+
if len(df) < window_size: raise Exception(f"Not enough clean data fetched.")
|
| 419 |
return df.iloc[-window_size:].copy()
|
| 420 |
|
| 421 |
def prepare_observation(data_window):
|
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|
| 424 |
norm_prices = price_data / (price_data[0] + 1e-8)
|
| 425 |
norm_macro = macro_data / (macro_data[0] + 1e-8)
|
| 426 |
obs = np.concatenate([norm_prices, norm_macro], axis=1)
|
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|
| 427 |
return obs.flatten().astype(np.float32), obs.astype(np.float32), data_window
|
| 428 |
|
| 429 |
def predict_and_analyze():
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|
| 430 |
status_msg = "Starting process..."
|
| 431 |
loading_html = """<div style="color: #9ca3af;">๐ Fetching data & running prediction...</div>"""
|
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|
| 432 |
yield status_msg, None, go.Figure(), loading_html
|
| 433 |
|
| 434 |
try:
|
| 435 |
data_window = get_latest_data_window(WINDOW_SIZE)
|
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|
| 436 |
flat_obs, raw_obs, df_window_for_analyst = prepare_observation(data_window)
|
| 437 |
|
| 438 |
if not os.path.exists(MODEL_PATH): raise FileNotFoundError(f"Model not found: {MODEL_PATH}")
|
| 439 |
model = SAC.load(MODEL_PATH)
|
| 440 |
|
|
|
|
| 441 |
status_msg = "Calculating feature importance..."
|
| 442 |
yield status_msg, None, go.Figure(), loading_html
|
| 443 |
+
xai_plot = calculate_feature_importance(model, flat_obs)
|
| 444 |
|
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|
| 445 |
action, _ = model.predict(flat_obs, deterministic=True)
|
| 446 |
exp_action = np.exp(np.asarray(action).flatten())
|
| 447 |
weights = exp_action / np.sum(exp_action)
|
|
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|
| 452 |
|
| 453 |
status_msg = "Prediction done. Running AI Risk Analysis..."
|
| 454 |
analysing_html = """<div style="color: #9ca3af;">๐ค Running Qwen-2.5-3B Risk Analysis...</div>"""
|
|
|
|
| 455 |
yield status_msg, alloc_df, xai_plot, analysing_html
|
| 456 |
|
| 457 |
allocations_for_llm = {k: float(v) for k, v in allocations_dict.items()}
|
|
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|
| 463 |
risk = analysis_result.get('risk_level', 'N/A').upper()
|
| 464 |
just = analysis_result.get('justification', 'N/A')
|
| 465 |
conf = analysis_result.get('confidence_score', 'N/A')
|
| 466 |
+
|
| 467 |
+
risk_css = "color: #ef4444;" if 'HIGH' in risk else "color: #10b981;"
|
| 468 |
+
status_bg = "#7f1d1d" if 'HIGH' in risk else "#064e3b"
|
| 469 |
+
status_border = "#ef4444" if 'HIGH' in risk else "#10b981"
|
| 470 |
+
status_icon = "โ" if 'HIGH' in risk else "๐"
|
| 471 |
+
status_text = "TRADE BLOCKED: High Risk Detected" if 'HIGH' in risk else "TRADE APPROVED"
|
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|
| 472 |
|
| 473 |
report_html = f"""
|
| 474 |
<div style="background-color: #1f2937; padding: 20px; border-radius: 12px 12px 0 0; border: 1px solid #374151; border-bottom: none;">
|
|
|
|
| 483 |
</div>"""
|
| 484 |
else:
|
| 485 |
report_html = f"""<div style="padding: 20px; background-color: #7f1d1d; color: #fca5a5; border-radius: 12px;"><h3>โ Analysis Failed to Parse</h3><p>{str(analysis_result)}</p></div>"""
|
| 486 |
+
|
| 487 |
yield status_msg, alloc_df, xai_plot, report_html
|
| 488 |
except Exception as e:
|
| 489 |
import traceback
|
| 490 |
traceback.print_exc()
|
| 491 |
+
yield status_msg, None, go.Figure(), f"Error: {str(e)}"
|
|
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|
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|
|
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|
|
| 492 |
|
| 493 |
# =========================================
|
| 494 |
# Tab 1 Logic: Live Dashboard (DUMMY DATA)
|
| 495 |
# =========================================
|
| 496 |
def get_dashboard_metrics():
|
| 497 |
return "$135,400", "+3.07%"
|
|
|
|
| 498 |
def get_portfolio_history_plot():
|
| 499 |
dates = pd.date_range(start="2023-01-01", periods=100)
|
| 500 |
np.random.seed(42)
|
| 501 |
+
rl_value = 10000 * np.cumprod(1 + np.random.normal(0.001, 0.01, 100))
|
| 502 |
+
bnh_value = 10000 * np.cumprod(1 + np.random.normal(0.0005, 0.012, 100))
|
|
|
|
|
|
|
| 503 |
fig = go.Figure()
|
| 504 |
+
fig.add_trace(go.Scatter(x=dates, y=rl_value, mode='lines', name='RL Agent', line=dict(color='#10b981', width=3)))
|
| 505 |
fig.add_trace(go.Scatter(x=dates, y=bnh_value, mode='lines', name='Benchmark', line=dict(color='#6b7280', dash='dash')))
|
| 506 |
+
fig.update_layout(title="Portfolio Net Worth (Live)", template="plotly_dark", paper_bgcolor='rgba(0,0,0,0)', plot_bgcolor='rgba(0,0,0,0)', hoverlabel=dict(bgcolor="white", font_size=14, font_color="black"))
|
| 507 |
return fig
|
|
|
|
| 508 |
def get_current_allocation_plot():
|
| 509 |
+
fig = px.pie(values=[0.25, 0.1, 0.3, 0.15, 0.05, 0.15], names=ASSETS+['Cash'], title="Holdings", color_discrete_sequence=px.colors.qualitative.Bold)
|
| 510 |
+
fig.update_layout(template="plotly_dark", paper_bgcolor='rgba(0,0,0,0)', hoverlabel=dict(bgcolor="white", font_size=14, font_color="black"))
|
|
|
|
|
|
|
|
|
|
| 511 |
return fig
|
|
|
|
| 512 |
def get_recent_transactions():
|
| 513 |
+
return pd.DataFrame([["2025-11-24", "SELL", "SPY", "$4,500"], ["2025-11-21", "BUY", "BTC-USD", "$1,000"]], columns=["Date", "Type", "Asset", "Value"])
|
|
|
|
|
|
|
| 514 |
|
| 515 |
# =========================================
|
| 516 |
# Gradio Interface
|
| 517 |
# =========================================
|
|
|
|
| 518 |
custom_css = """
|
| 519 |
.metric-box { background-color: #1f2937; padding: 20px; border-radius: 12px; border: 1px solid #374151; text-align: center; }
|
| 520 |
.metric-label { font-size: 1.1em; color: #9ca3af; margin-bottom: 5px; }
|
|
|
|
| 522 |
.disclaimer-box { background-color: #374151; padding: 15px; border-radius: 8px; border-left: 4px solid #f59e0b; color: #d1d5db; font-size: 0.9em; margin-bottom: 20px; }
|
| 523 |
"""
|
| 524 |
|
| 525 |
+
# Using theme=gr.themes.Soft(...) here because we forced requirements to support it
|
| 526 |
+
with gr.Blocks(css=custom_css, title="Deep RL Manager") as demo:
|
| 527 |
+
gr.HTML("""<script>function f(){document.body.classList.add('dark');} f(); setTimeout(f, 500);</script>""")
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 528 |
gr.Markdown("# ๐ง Deep RL & LLM Portfolio Manager")
|
| 529 |
|
| 530 |
with gr.Tabs():
|
| 531 |
+
with gr.TabItem("๐ Dashboard"):
|
| 532 |
+
nw, ch = get_dashboard_metrics()
|
|
|
|
| 533 |
with gr.Row():
|
| 534 |
+
gr.HTML(f"<div class='metric-box'><div>Net Worth</div><div class='metric-value'>{nw}</div></div>")
|
| 535 |
+
gr.HTML(f"<div class='metric-box'><div>Change</div><div class='metric-value' style='color:#10b981'>{ch}</div></div>")
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 536 |
with gr.Row():
|
| 537 |
+
with gr.Column(scale=3): gr.Plot(value=get_portfolio_history_plot())
|
| 538 |
+
with gr.Column(scale=1): gr.Plot(value=get_current_allocation_plot())
|
|
|
|
|
|
|
| 539 |
with gr.Row():
|
| 540 |
+
with gr.Column(): gr.Dataframe(value=get_recent_transactions(), label="Transactions")
|
| 541 |
+
|
| 542 |
+
with gr.TabItem("๐ฎ Forecast"):
|
| 543 |
+
btn = gr.Button("๐ Run Analysis", variant="primary")
|
| 544 |
+
stat = gr.Textbox(label="Status", interactive=False)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 545 |
with gr.Row():
|
|
|
|
| 546 |
with gr.Column(scale=2):
|
| 547 |
+
alloc = gr.Dataframe(label="Allocation")
|
| 548 |
+
xai = gr.Plot(label="XAI")
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 549 |
with gr.Column(scale=3):
|
| 550 |
+
rep = gr.HTML(label="Report")
|
| 551 |
+
btn.click(predict_and_analyze, None, [stat, alloc, xai, rep])
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 552 |
|
| 553 |
+
with gr.TabItem("๐
Analyst"):
|
| 554 |
with gr.Row():
|
| 555 |
with gr.Column(scale=1):
|
| 556 |
+
ticks = ASSETS + FRED_IDS.values() if DASHBOARD_DATA_DF is None else [c for c in ASSETS + list(FRED_IDS.values()) if c in DASHBOARD_DATA_DF.columns]
|
| 557 |
+
sel = gr.Dropdown(choices=ticks, multiselect=True, label="Assets")
|
| 558 |
+
per = gr.Dropdown(choices=list(TIME_PERIODS.keys()), value="1 Year", label="Period")
|
| 559 |
+
btn = gr.Button("Analyze", variant="primary")
|
|
|
|
| 560 |
with gr.Column(scale=3):
|
| 561 |
+
plot = gr.Plot()
|
| 562 |
+
out = gr.Markdown()
|
| 563 |
+
btn.click(run_historical_analysis, [sel, per], [plot, out])
|
| 564 |
|
| 565 |
+
with gr.TabItem("๐ Simulation"):
|
| 566 |
+
with gr.Row():
|
| 567 |
+
s_d = gr.Textbox(label="Start", value="2024-01-01")
|
| 568 |
+
e_d = gr.Textbox(label="End", value="2025-01-01")
|
| 569 |
+
btn = gr.Button("Run", variant="primary")
|
| 570 |
+
stat = gr.Textbox(label="Status")
|
| 571 |
+
plot = gr.Plot()
|
| 572 |
+
met = gr.Dataframe(label="Metrics")
|
| 573 |
+
btn.click(run_historical_simulation, [s_d, e_d], [plot, stat, met])
|
| 574 |
|
| 575 |
if __name__ == "__main__":
|
| 576 |
demo.queue().launch(server_name="0.0.0.0", server_port=7860, debug=True, share=True)
|