Portfolio optimization - plot, show and load endpoints (#3443)

* minor changes

* add spaces to print help

* start _show refactoring

* partial refactor po

* fix ef view

* refactor plot

* remove some unused stuff

* refactor charts

* forgot this

* validate input type

* change func name

* rename some endpoints

* move statics

* turn some args to kwargs

* rewrite equal docstring

* equal docstring again

* add docstrings and move some statics

* fix maxsharpe terminal bug

* refactor show

* fix ef

* add integration tests

* fix category bug

* fill some examples

* add more examples and fix nco

* add more examples

* add one more example

* add examples file

* add examples to load

* add detail to example

* add integration tests

* fix doc

* fix teste

* black

* flake

* pylint

* Linting

* Fix return

* Trying to fix display_plot

* display_rc_chart -> display_rc

Co-authored-by: Chavithra PARANA <chavithra@gmail.com>

openbb_terminal/keys_model.py

@@ -194,7 +194,7 @@ def first_time_user() -> bool:
     If this is true, it also adds an env variable to make sure this does not run again.
 
     Returns
-    ----------
+    -------
     bool
         Whether or not the user is a first time user
     """

openbb_terminal/miscellaneous/library/trail_map.csv

@@ -331,27 +331,30 @@ portfolio.perf,openbb_terminal.portfolio.portfolio_model.get_performance_vs_benc
 portfolio.var,openbb_terminal.portfolio.portfolio_model.get_var,
 portfolio.es,openbb_terminal.portfolio.portfolio_model.get_es,
 portfolio.om,openbb_terminal.portfolio.portfolio_model.get_omega,openbb_terminal.portfolio.portfolio_view.display_omega
-portfolio.po.load,openbb_terminal.portfolio.portfolio_optimization.excel_model.load_allocation,
-portfolio.po.load_bl_views,openbb_terminal.portfolio.portfolio_optimization.excel_model.load_bl_views,
-portfolio.po.maxsharpe,openbb_terminal.portfolio.portfolio_optimization.optimizer_model.get_max_sharpe,openbb_terminal.portfolio.portfolio_optimization.optimizer_view.display_max_sharpe
-portfolio.po.minrisk,openbb_terminal.portfolio.portfolio_optimization.optimizer_model.get_min_risk,openbb_terminal.portfolio.portfolio_optimization.optimizer_view.display_min_risk
-portfolio.po.maxutil,openbb_terminal.portfolio.portfolio_optimization.optimizer_model.get_max_util,openbb_terminal.portfolio.portfolio_optimization.optimizer_view.display_max_util
-portfolio.po.maxret,openbb_terminal.portfolio.portfolio_optimization.optimizer_model.get_max_ret,openbb_terminal.portfolio.portfolio_optimization.optimizer_view.display_max_ret
-portfolio.po.maxdiv,openbb_terminal.portfolio.portfolio_optimization.optimizer_model.get_max_diversification_portfolio,openbb_terminal.portfolio.portfolio_optimization.optimizer_view.display_max_div
-portfolio.po.maxdecorr,openbb_terminal.portfolio.portfolio_optimization.optimizer_model.get_max_decorrelation_portfolio,openbb_terminal.portfolio.portfolio_optimization.optimizer_view.display_max_decorr
-portfolio.po.blacklitterman,openbb_terminal.portfolio.portfolio_optimization.optimizer_model.get_black_litterman_portfolio,openbb_terminal.portfolio.portfolio_optimization.optimizer_view.display_black_litterman
-portfolio.po.ef,openbb_terminal.portfolio.portfolio_optimization.optimizer_model.get_ef,openbb_terminal.portfolio.portfolio_optimization.optimizer_view.display_ef
-portfolio.po.riskparity,openbb_terminal.portfolio.portfolio_optimization.optimizer_model.get_risk_parity_portfolio,openbb_terminal.portfolio.portfolio_optimization.optimizer_view.display_risk_parity
-portfolio.po.relriskparity,openbb_terminal.portfolio.portfolio_optimization.optimizer_model.get_rel_risk_parity_portfolio,openbb_terminal.portfolio.portfolio_optimization.optimizer_view.display_rel_risk_parity
-portfolio.po.meanrisk,openbb_terminal.portfolio.portfolio_optimization.optimizer_model.get_mean_risk_portfolio,openbb_terminal.portfolio.portfolio_optimization.optimizer_view.display_mean_risk
-portfolio.po.hrp,openbb_terminal.portfolio.portfolio_optimization.optimizer_model.get_hrp,openbb_terminal.portfolio.portfolio_optimization.optimizer_view.display_hrp
-portfolio.po.herc,openbb_terminal.portfolio.portfolio_optimization.optimizer_model.get_herc,openbb_terminal.portfolio.portfolio_optimization.optimizer_view.display_herc
-portfolio.po.nco,openbb_terminal.portfolio.portfolio_optimization.optimizer_model.get_nco,openbb_terminal.portfolio.portfolio_optimization.optimizer_view.display_nco
-portfolio.po.hcp,openbb_terminal.portfolio.portfolio_optimization.optimizer_model.get_hcp_portfolio,openbb_terminal.portfolio.portfolio_optimization.optimizer_view.display_hcp
-portfolio.po.equal,openbb_terminal.portfolio.portfolio_optimization.optimizer_model.get_equal_weights,
-portfolio.po.property,openbb_terminal.portfolio.portfolio_optimization.optimizer_model.get_property_weights,openbb_terminal.portfolio.portfolio_optimization.optimizer_view.display_property_weighting
-portfolio.po.get_properties,openbb_terminal.portfolio.portfolio_optimization.optimizer_model.get_properties,
-portfolio.po.plot,openbb_terminal.portfolio.portfolio_optimization.optimizer_view.additional_plots,openbb_terminal.portfolio.portfolio_optimization.optimizer_view.additional_plots
+portfolio.po.load,openbb_terminal.portfolio.portfolio_optimization.po_model.generate_portfolio,,
+portfolio.po.file,openbb_terminal.portfolio.portfolio_optimization.po_model.load_parameters_file,,
+portfolio.po.show,openbb_terminal.portfolio.portfolio_optimization.po_model.show,,
+portfolio.po.load_bl_views,openbb_terminal.portfolio.portfolio_optimization.excel_model.load_bl_views,,
+portfolio.po.maxsharpe,openbb_terminal.portfolio.portfolio_optimization.po_model.get_maxsharpe,,
+portfolio.po.minrisk,openbb_terminal.portfolio.portfolio_optimization.po_model.get_minrisk,,
+portfolio.po.maxutil,openbb_terminal.portfolio.portfolio_optimization.po_model.get_maxutil,,
+portfolio.po.maxret,openbb_terminal.portfolio.portfolio_optimization.po_model.get_maxret,,
+portfolio.po.maxdiv,openbb_terminal.portfolio.portfolio_optimization.po_model.get_maxdiv,,
+portfolio.po.maxdecorr,openbb_terminal.portfolio.portfolio_optimization.po_model.get_maxdecorr,,
+portfolio.po.blacklitterman,openbb_terminal.portfolio.portfolio_optimization.po_model.get_blacklitterman,,
+portfolio.po.ef,openbb_terminal.portfolio.portfolio_optimization.po_model.get_ef,openbb_terminal.portfolio.portfolio_optimization.po_view.display_ef,
+portfolio.po.riskparity,openbb_terminal.portfolio.portfolio_optimization.po_model.get_riskparity,,
+portfolio.po.relriskparity,openbb_terminal.portfolio.portfolio_optimization.po_model.get_relriskparity,,
+portfolio.po.hrp,openbb_terminal.portfolio.portfolio_optimization.po_model.get_hrp,,
+portfolio.po.herc,openbb_terminal.portfolio.portfolio_optimization.po_model.get_herc,,
+portfolio.po.nco,openbb_terminal.portfolio.portfolio_optimization.po_model.get_nco,,
+portfolio.po.hcp,openbb_terminal.portfolio.portfolio_optimization.po_model.get_hcp,,
+portfolio.po.equal,openbb_terminal.portfolio.portfolio_optimization.po_model.get_equal,,
+portfolio.po.mktcap,openbb_terminal.portfolio.portfolio_optimization.po_model.get_mktcap,,
+portfolio.po.dividend,openbb_terminal.portfolio.portfolio_optimization.po_model.get_dividend,,
+portfolio.po.property,openbb_terminal.portfolio.portfolio_optimization.po_model.get_property,,
+portfolio.po.get_properties,openbb_terminal.portfolio.portfolio_optimization.optimizer_model.get_properties,,
+portfolio.po.plot,openbb_terminal.portfolio.portfolio_optimization.po_view.display_plot,openbb_terminal.portfolio.portfolio_optimization.po_view.display_plot,
 stocks.ba.cnews,openbb_terminal.stocks.behavioural_analysis.finnhub_model.get_company_news,
 stocks.ba.snews,openbb_terminal.stocks.behavioural_analysis.finnhub_model.get_headlines_sentiment,openbb_terminal.stocks.behavioural_analysis.finnhub_view.display_stock_price_headlines_sentiment
 stocks.ca.sentiment,openbb_terminal.stocks.comparison_analysis.finbrain_model.get_sentiments,openbb_terminal.stocks.comparison_analysis.finbrain_view.display_sentiment_compare

openbb_terminal/miscellaneous/portfolio_examples/optimization/example.ini

@@ -0,0 +1,7 @@
+[OPENBB]
+interval=3y
+log_returns=0
+freq=d
+maxnan=0.05
+threshold=0.3
+alpha=0.05

openbb_terminal/miscellaneous/scripts/portfolio/test_portfolio_po.openbb

@@ -1,23 +1,24 @@
 portfolio
 po
-load OpenBB_Portfolio_Template_v1.0.0.xlsx
-file --file OpenBB_Parameters_Template_v1.0.0.xlsx
-file -f defaults.ini
-params
-set maxsharpe
-arg log_returns True
-..
-maxsharpe
-minrisk
-maxutil
-maxret
-maxdiv
-maxdecorr
-ef
-riskparity
-relriskparity
-hrp
-herc
-nco
-equal
+load 60_40_Portfolio.xlsx
+maxsharpe -s 2022-10-20
+minrisk -r 0.05
+maxutil -a 0.1
+maxret -e 2022-11-20
+maxdiv -mn 0.1
+maxdecorr -lr
+ef -t
+equal -th 0.1
+riskparity -p 1y
+relriskparity -de 0.9
+hrp -cd spearman
+herc -at 0.1
+nco -rm MAD
+show RP_1
+plot -pf MAXSHARPE_0 -pi
+plot -pf MAXSHARPE_0 -hi
+plot -pf MAXSHARPE_0 -dd
+plot -pf MAXSHARPE_0 -rc
+plot -pf MAXSHARPE_0 -he
+rpf NAME_6
 exit

openbb_terminal/portfolio/portfolio_controller.py

@@ -27,7 +27,9 @@
 from openbb_terminal.portfolio import portfolio_view
 from openbb_terminal.portfolio import portfolio_helper
 from openbb_terminal.portfolio import attribution_model
-from openbb_terminal.portfolio.portfolio_optimization import po_controller
+from openbb_terminal.portfolio.portfolio_optimization.po_controller import (
+    PortfolioOptimizationController,
+)
 from openbb_terminal.rich_config import console, MenuText
 from openbb_terminal.common.quantitative_analysis import qa_view
 
@@ -392,7 +394,7 @@ def call_po(self, _):
         else:
             tickers = self.portfolio.tickers_list
         self.queue = self.load_class(
-            po_controller.PortfolioOptimizationController,
+            PortfolioOptimizationController,
             tickers,
             None,
             None,

openbb_terminal/portfolio/portfolio_optimization/optimizer_helper.py

@@ -2,6 +2,7 @@
 __docformat__ = "numpy"
 
 import argparse
+import pandas as pd
 
 # These are all the possible yfinance properties
 valid_property_infos = [
@@ -105,3 +106,25 @@ def check_valid_property_type(check_property: str) -> str:
         return check_property
 
     raise argparse.ArgumentTypeError(f"{check_property} is not a valid info")
+
+
+def dict_to_df(d: dict) -> pd.DataFrame:
+    """Convert a dictionary to a DataFrame
+
+    Parameters
+    ----------
+    d : dict
+        Dictionary to convert
+
+    Returns
+    -------
+    pd.DataFrame
+        DataFrame with dictionary
+    """
+
+    if not d:
+        return pd.DataFrame()
+
+    df = pd.DataFrame.from_dict(data=d, orient="index", columns=["value"])
+
+    return df