Spaces:
Sleeping
Sleeping
Update pyfolio/mcp_output/mcp_plugin/mcp_service.py
Browse files
pyfolio/mcp_output/mcp_plugin/mcp_service.py
CHANGED
|
@@ -4,6 +4,11 @@ import pandas as pd
|
|
| 4 |
from typing import Optional, Dict, List, Any
|
| 5 |
import io
|
| 6 |
import contextlib
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 7 |
|
| 8 |
source_path = os.path.join(os.path.dirname(os.path.dirname(os.path.dirname(os.path.abspath(__file__)))), "source")
|
| 9 |
sys.path.insert(0, source_path)
|
|
@@ -32,6 +37,35 @@ from pyfolio.plotting import (
|
|
| 32 |
|
| 33 |
mcp = FastMCP("pyfolio_service")
|
| 34 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 35 |
def _convert_to_series(data: List[float], name: str = "returns") -> pd.Series:
|
| 36 |
"""Convert list to pandas Series with date index."""
|
| 37 |
if isinstance(data, list):
|
|
@@ -389,12 +423,32 @@ def plot_annual_returns_tool(returns: list) -> dict:
|
|
| 389 |
returns: List of daily returns
|
| 390 |
|
| 391 |
Returns:
|
| 392 |
-
Dictionary with success status and result/error message
|
| 393 |
"""
|
| 394 |
try:
|
| 395 |
returns_series = _convert_to_series(returns)
|
| 396 |
-
|
| 397 |
-
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 398 |
except Exception as e:
|
| 399 |
return {"success": False, "result": None, "error": str(e)}
|
| 400 |
|
|
@@ -407,12 +461,32 @@ def plot_monthly_returns_heatmap_tool(returns: list) -> dict:
|
|
| 407 |
returns: List of daily returns
|
| 408 |
|
| 409 |
Returns:
|
| 410 |
-
Dictionary with success status and result/error message
|
| 411 |
"""
|
| 412 |
try:
|
| 413 |
returns_series = _convert_to_series(returns)
|
| 414 |
-
|
| 415 |
-
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 416 |
except Exception as e:
|
| 417 |
return {"success": False, "result": None, "error": str(e)}
|
| 418 |
|
|
@@ -426,12 +500,32 @@ def plot_drawdown_periods_tool(returns: list, top: int = 10) -> dict:
|
|
| 426 |
top: Number of top drawdown periods to highlight
|
| 427 |
|
| 428 |
Returns:
|
| 429 |
-
Dictionary with success status and result/error message
|
| 430 |
"""
|
| 431 |
try:
|
| 432 |
returns_series = _convert_to_series(returns)
|
| 433 |
-
|
| 434 |
-
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 435 |
except Exception as e:
|
| 436 |
return {"success": False, "result": None, "error": str(e)}
|
| 437 |
|
|
@@ -446,13 +540,34 @@ def plot_rolling_returns_tool(returns: list, factor_returns: list = None, live_s
|
|
| 446 |
live_start_date: Start date for live trading period (optional)
|
| 447 |
|
| 448 |
Returns:
|
| 449 |
-
Dictionary with success status and result/error message
|
| 450 |
"""
|
| 451 |
try:
|
| 452 |
returns_series = _convert_to_series(returns)
|
| 453 |
factor_series = _convert_to_series(factor_returns, "factor") if factor_returns else None
|
| 454 |
-
|
| 455 |
-
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 456 |
except Exception as e:
|
| 457 |
return {"success": False, "result": None, "error": str(e)}
|
| 458 |
|
|
|
|
| 4 |
from typing import Optional, Dict, List, Any
|
| 5 |
import io
|
| 6 |
import contextlib
|
| 7 |
+
import matplotlib
|
| 8 |
+
matplotlib.use('Agg') # Use non-interactive backend
|
| 9 |
+
import matplotlib.pyplot as plt
|
| 10 |
+
import base64
|
| 11 |
+
from datetime import datetime
|
| 12 |
|
| 13 |
source_path = os.path.join(os.path.dirname(os.path.dirname(os.path.dirname(os.path.abspath(__file__)))), "source")
|
| 14 |
sys.path.insert(0, source_path)
|
|
|
|
| 37 |
|
| 38 |
mcp = FastMCP("pyfolio_service")
|
| 39 |
|
| 40 |
+
def _save_plot_as_base64(fig=None, filename_prefix="plot") -> str:
|
| 41 |
+
"""Save matplotlib plot as base64 encoded image."""
|
| 42 |
+
try:
|
| 43 |
+
if fig is None:
|
| 44 |
+
fig = plt.gcf()
|
| 45 |
+
|
| 46 |
+
# Save to BytesIO
|
| 47 |
+
buffer = io.BytesIO()
|
| 48 |
+
fig.savefig(buffer, format='png', dpi=150, bbox_inches='tight')
|
| 49 |
+
buffer.seek(0)
|
| 50 |
+
|
| 51 |
+
# Convert to base64
|
| 52 |
+
image_base64 = base64.b64encode(buffer.getvalue()).decode('utf-8')
|
| 53 |
+
|
| 54 |
+
# Also save to file
|
| 55 |
+
timestamp = datetime.now().strftime("%Y%m%d_%H%M%S")
|
| 56 |
+
filepath = f"/tmp/{filename_prefix}_{timestamp}.png"
|
| 57 |
+
fig.savefig(filepath, format='png', dpi=150, bbox_inches='tight')
|
| 58 |
+
|
| 59 |
+
plt.close(fig) # Close to free memory
|
| 60 |
+
|
| 61 |
+
return {
|
| 62 |
+
"base64": image_base64,
|
| 63 |
+
"filepath": filepath,
|
| 64 |
+
"data_uri": f"data:image/png;base64,{image_base64}"
|
| 65 |
+
}
|
| 66 |
+
except Exception as e:
|
| 67 |
+
return {"error": str(e)}
|
| 68 |
+
|
| 69 |
def _convert_to_series(data: List[float], name: str = "returns") -> pd.Series:
|
| 70 |
"""Convert list to pandas Series with date index."""
|
| 71 |
if isinstance(data, list):
|
|
|
|
| 423 |
returns: List of daily returns
|
| 424 |
|
| 425 |
Returns:
|
| 426 |
+
Dictionary with success status, image data, and result/error message
|
| 427 |
"""
|
| 428 |
try:
|
| 429 |
returns_series = _convert_to_series(returns)
|
| 430 |
+
|
| 431 |
+
# Create the plot
|
| 432 |
+
fig, ax = plt.subplots(figsize=(10, 6))
|
| 433 |
+
plot_annual_returns(returns_series, ax=ax)
|
| 434 |
+
plt.title('Annual Returns')
|
| 435 |
+
|
| 436 |
+
# Save plot as base64
|
| 437 |
+
image_data = _save_plot_as_base64(fig, "annual_returns")
|
| 438 |
+
|
| 439 |
+
if "error" in image_data:
|
| 440 |
+
return {"success": False, "result": None, "error": image_data["error"]}
|
| 441 |
+
|
| 442 |
+
return {
|
| 443 |
+
"success": True,
|
| 444 |
+
"result": {
|
| 445 |
+
"message": "Annual returns plot generated successfully.",
|
| 446 |
+
"image_base64": image_data["base64"],
|
| 447 |
+
"image_path": image_data["filepath"],
|
| 448 |
+
"data_uri": image_data["data_uri"]
|
| 449 |
+
},
|
| 450 |
+
"error": None
|
| 451 |
+
}
|
| 452 |
except Exception as e:
|
| 453 |
return {"success": False, "result": None, "error": str(e)}
|
| 454 |
|
|
|
|
| 461 |
returns: List of daily returns
|
| 462 |
|
| 463 |
Returns:
|
| 464 |
+
Dictionary with success status, image data, and result/error message
|
| 465 |
"""
|
| 466 |
try:
|
| 467 |
returns_series = _convert_to_series(returns)
|
| 468 |
+
|
| 469 |
+
# Create the plot
|
| 470 |
+
fig, ax = plt.subplots(figsize=(12, 8))
|
| 471 |
+
plot_monthly_returns_heatmap(returns_series, ax=ax)
|
| 472 |
+
plt.title('Monthly Returns Heatmap')
|
| 473 |
+
|
| 474 |
+
# Save plot as base64
|
| 475 |
+
image_data = _save_plot_as_base64(fig, "monthly_heatmap")
|
| 476 |
+
|
| 477 |
+
if "error" in image_data:
|
| 478 |
+
return {"success": False, "result": None, "error": image_data["error"]}
|
| 479 |
+
|
| 480 |
+
return {
|
| 481 |
+
"success": True,
|
| 482 |
+
"result": {
|
| 483 |
+
"message": "Monthly returns heatmap generated successfully.",
|
| 484 |
+
"image_base64": image_data["base64"],
|
| 485 |
+
"image_path": image_data["filepath"],
|
| 486 |
+
"data_uri": image_data["data_uri"]
|
| 487 |
+
},
|
| 488 |
+
"error": None
|
| 489 |
+
}
|
| 490 |
except Exception as e:
|
| 491 |
return {"success": False, "result": None, "error": str(e)}
|
| 492 |
|
|
|
|
| 500 |
top: Number of top drawdown periods to highlight
|
| 501 |
|
| 502 |
Returns:
|
| 503 |
+
Dictionary with success status, image data, and result/error message
|
| 504 |
"""
|
| 505 |
try:
|
| 506 |
returns_series = _convert_to_series(returns)
|
| 507 |
+
|
| 508 |
+
# Create the plot
|
| 509 |
+
fig, ax = plt.subplots(figsize=(12, 6))
|
| 510 |
+
plot_drawdown_periods(returns_series, top=top, ax=ax)
|
| 511 |
+
plt.title(f'Top {top} Drawdown Periods')
|
| 512 |
+
|
| 513 |
+
# Save plot as base64
|
| 514 |
+
image_data = _save_plot_as_base64(fig, "drawdown_periods")
|
| 515 |
+
|
| 516 |
+
if "error" in image_data:
|
| 517 |
+
return {"success": False, "result": None, "error": image_data["error"]}
|
| 518 |
+
|
| 519 |
+
return {
|
| 520 |
+
"success": True,
|
| 521 |
+
"result": {
|
| 522 |
+
"message": "Drawdown periods plot generated successfully.",
|
| 523 |
+
"image_base64": image_data["base64"],
|
| 524 |
+
"image_path": image_data["filepath"],
|
| 525 |
+
"data_uri": image_data["data_uri"]
|
| 526 |
+
},
|
| 527 |
+
"error": None
|
| 528 |
+
}
|
| 529 |
except Exception as e:
|
| 530 |
return {"success": False, "result": None, "error": str(e)}
|
| 531 |
|
|
|
|
| 540 |
live_start_date: Start date for live trading period (optional)
|
| 541 |
|
| 542 |
Returns:
|
| 543 |
+
Dictionary with success status, image data, and result/error message
|
| 544 |
"""
|
| 545 |
try:
|
| 546 |
returns_series = _convert_to_series(returns)
|
| 547 |
factor_series = _convert_to_series(factor_returns, "factor") if factor_returns else None
|
| 548 |
+
|
| 549 |
+
# Create the plot
|
| 550 |
+
fig, ax = plt.subplots(figsize=(12, 8))
|
| 551 |
+
plot_rolling_returns(returns_series, factor_returns=factor_series,
|
| 552 |
+
live_start_date=live_start_date, ax=ax)
|
| 553 |
+
plt.title('Rolling Returns Analysis')
|
| 554 |
+
|
| 555 |
+
# Save plot as base64
|
| 556 |
+
image_data = _save_plot_as_base64(fig, "rolling_returns")
|
| 557 |
+
|
| 558 |
+
if "error" in image_data:
|
| 559 |
+
return {"success": False, "result": None, "error": image_data["error"]}
|
| 560 |
+
|
| 561 |
+
return {
|
| 562 |
+
"success": True,
|
| 563 |
+
"result": {
|
| 564 |
+
"message": "Rolling returns plot generated successfully.",
|
| 565 |
+
"image_base64": image_data["base64"],
|
| 566 |
+
"image_path": image_data["filepath"],
|
| 567 |
+
"data_uri": image_data["data_uri"]
|
| 568 |
+
},
|
| 569 |
+
"error": None
|
| 570 |
+
}
|
| 571 |
except Exception as e:
|
| 572 |
return {"success": False, "result": None, "error": str(e)}
|
| 573 |
|