Update app.py
Browse files
app.py
CHANGED
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@@ -76,50 +76,53 @@ confidence_percent = st.slider(
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confidence_level = confidence_percent / 100
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if st.button("Identificar Tickers") and empresa_input:
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st.warning("Se requieren al menos dos tickers válidos.")
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st.stop()
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else:
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st.
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st.subheader("Asignar pesos a cada activo (la suma debe ser 100%)")
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# Inicializar los pesos en session_state si no existen
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for ticker in tickers:
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key = f"weight_{ticker}"
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if key not in st.session_state:
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st.session_state[key] = round(100 / len(tickers), 2)
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# Crear inputs para cada peso
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cols = st.columns(len(tickers))
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total_weight = 0
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weight_inputs = []
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for i, ticker in enumerate(tickers):
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with cols[i]:
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weight = st.number_input(
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f"{ticker} (%)",
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min_value=0.0,
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max_value=100.0,
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value=st.session_state[f"weight_{ticker}"],
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key=f"weight_{ticker}",
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step=0.1,
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format="%.2f"
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)
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weight_inputs.append(weight)
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total_weight += weight
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# Validar suma de 100%
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if abs(total_weight - 100.0) > 0.01:
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st.warning(f"⚠️ La suma de los pesos es {total_weight:.2f}%. Debe ser exactamente 100%.")
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st.stop()
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weights = np.array(weight_inputs) / 100
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if st.button("Calcular VaR y CVaR"):
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start_date = fecha_inicio.strftime("%Y-%m-%d")
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end_date = datetime.datetime.today().strftime("%Y-%m-%d")
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@@ -144,7 +147,7 @@ if st.button("Identificar Tickers") and empresa_input:
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st.markdown(f"**Monte Carlo VaR:** {mc_VaR:.4%}")
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st.markdown(f"**Historical CVaR (Expected Shortfall):** {historical_CVaR:.4%}")
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#
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fig1, ax1 = plt.subplots(figsize=(10, 6))
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ax1.hist(portfolio_returns, bins=50, density=True, alpha=0.5)
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ax1.axvline(historical_VaR, color="red", linestyle="--", label="Historical VaR")
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)
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confidence_level = confidence_percent / 100
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# ✅ Botón para detectar tickers
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if st.button("Identificar Tickers") and empresa_input:
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tickers_detectados = obtener_tickers_desde_nombres(empresa_input)
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if len(tickers_detectados) >= 2:
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st.session_state["tickers"] = tickers_detectados
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else:
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st.warning("Se requieren al menos dos tickers válidos.")
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# ✅ Mostrar si ya se identificaron los tickers
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if "tickers" in st.session_state:
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tickers = st.session_state["tickers"]
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st.success(f"Tickers detectados: {', '.join(tickers)}")
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st.subheader("Asignar pesos a cada activo (la suma debe ser 100%)")
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# Inicializar pesos si no existen
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for ticker in tickers:
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key = f"weight_{ticker}"
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if key not in st.session_state:
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st.session_state[key] = round(100 / len(tickers), 2)
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# Inputs para los pesos
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cols = st.columns(len(tickers))
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total_weight = 0
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weight_inputs = []
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for i, ticker in enumerate(tickers):
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with cols[i]:
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weight = st.number_input(
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f"{ticker} (%)",
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min_value=0.0,
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max_value=100.0,
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value=st.session_state[f"weight_{ticker}"],
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key=f"weight_{ticker}",
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step=0.1,
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format="%.2f"
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)
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st.session_state[f"weight_{ticker}"] = weight
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weight_inputs.append(weight)
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total_weight += weight
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# Validación de suma
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if abs(total_weight - 100.0) > 0.01:
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st.warning(f"⚠️ La suma de los pesos es {total_weight:.2f}%. Debe ser exactamente 100%.")
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else:
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# Calcular VaR y CVaR
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if st.button("Calcular VaR y CVaR"):
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weights = np.array(weight_inputs) / 100
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start_date = fecha_inicio.strftime("%Y-%m-%d")
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end_date = datetime.datetime.today().strftime("%Y-%m-%d")
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st.markdown(f"**Monte Carlo VaR:** {mc_VaR:.4%}")
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st.markdown(f"**Historical CVaR (Expected Shortfall):** {historical_CVaR:.4%}")
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# Gráfico de VaR
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fig1, ax1 = plt.subplots(figsize=(10, 6))
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ax1.hist(portfolio_returns, bins=50, density=True, alpha=0.5)
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ax1.axvline(historical_VaR, color="red", linestyle="--", label="Historical VaR")
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