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Update app.py
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app.py
CHANGED
@@ -6,6 +6,7 @@ import matplotlib.pyplot as plt
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import scipy.optimize as sco
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def get_stock_data(tickers, start, end):
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data = yf.download(tickers, start=start, end=end)
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if data.empty:
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@@ -22,10 +23,12 @@ def get_stock_data(tickers, start, end):
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return None
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def calculate_returns(data):
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log_returns = np.log(data / data.shift(1))
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return log_returns.mean() * 252, log_returns.cov() * 252
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def optimize_portfolio(returns, cov_matrix):
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num_assets = len(returns)
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def sharpe_ratio(weights):
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@@ -41,6 +44,7 @@ def optimize_portfolio(returns, cov_matrix):
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return result.x if result.success else None
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def generate_efficient_frontier(returns, cov_matrix, num_portfolios=5000):
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num_assets = len(returns)
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results = np.zeros((3, num_portfolios))
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@@ -58,6 +62,11 @@ def generate_efficient_frontier(returns, cov_matrix, num_portfolios=5000):
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st.title("Analisis Portofolio Saham Optimal (Model Markowitz)")
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def get_recommended_stocks():
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return "KLBF.JK, SIDO.JK, KAEF.JK, TLKM.JK, UNVR.JK"
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@@ -68,7 +77,7 @@ def validate_tickers(tickers):
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return False
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return True
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st.
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st.write(get_recommended_stocks())
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tickers_list = st.text_input("Masukkan ticker saham", "KLBF.JK, SIDO.JK, KAEF.JK").split(", ")
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@@ -95,6 +104,12 @@ if st.button("Analisis Portofolio"):
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ax.axis('equal')
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st.pyplot(fig)
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results = generate_efficient_frontier(mean_returns, cov_matrix)
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st.subheader("Efficient Frontier")
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@@ -105,6 +120,11 @@ if st.button("Analisis Portofolio"):
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ax.set_title("Efficient Frontier")
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fig.colorbar(scatter, label="Sharpe Ratio")
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st.pyplot(fig)
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else:
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st.error("Optimasi portofolio gagal. Coba dengan saham yang berbeda.")
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-
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import scipy.optimize as sco
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def get_stock_data(tickers, start, end):
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"""Mengambil data harga saham dari Yahoo Finance."""
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data = yf.download(tickers, start=start, end=end)
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if data.empty:
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return None
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def calculate_returns(data):
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"""Menghitung return logaritmik dan matriks kovarians saham."""
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log_returns = np.log(data / data.shift(1))
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return log_returns.mean() * 252, log_returns.cov() * 252
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def optimize_portfolio(returns, cov_matrix):
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"""Mengoptimalkan portofolio dengan memaksimalkan rasio Sharpe."""
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num_assets = len(returns)
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def sharpe_ratio(weights):
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return result.x if result.success else None
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def generate_efficient_frontier(returns, cov_matrix, num_portfolios=5000):
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"""Membuat simulasi Efficient Frontier untuk berbagai kombinasi portofolio."""
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num_assets = len(returns)
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results = np.zeros((3, num_portfolios))
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st.title("Analisis Portofolio Saham Optimal (Model Markowitz)")
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st.write("""
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Portofolio optimal adalah strategi investasi yang bertujuan untuk mencapai return maksimum dengan risiko minimal.
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Model Markowitz digunakan untuk menentukan kombinasi saham terbaik dalam suatu portofolio.
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""")
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def get_recommended_stocks():
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return "KLBF.JK, SIDO.JK, KAEF.JK, TLKM.JK, UNVR.JK"
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return False
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return True
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st.subheader("Rekomendasi Saham Bertahan Saat COVID-19")
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st.write(get_recommended_stocks())
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tickers_list = st.text_input("Masukkan ticker saham", "KLBF.JK, SIDO.JK, KAEF.JK").split(", ")
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ax.axis('equal')
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st.pyplot(fig)
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st.write("""
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**Interpretasi:**
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- Bobot dalam portofolio menunjukkan proporsi investasi pada masing-masing saham.
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- Semakin besar bobot, semakin besar porsi dana yang dialokasikan ke saham tersebut.
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""")
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results = generate_efficient_frontier(mean_returns, cov_matrix)
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st.subheader("Efficient Frontier")
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ax.set_title("Efficient Frontier")
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fig.colorbar(scatter, label="Sharpe Ratio")
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st.pyplot(fig)
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st.write("""
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**Penjelasan Efficient Frontier:**
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- Grafik ini menunjukkan hubungan antara risiko dan return dari berbagai kombinasi portofolio.
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- Portofolio yang berada di frontier efisien memberikan return terbaik untuk tingkat risiko tertentu.
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""")
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else:
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st.error("Optimasi portofolio gagal. Coba dengan saham yang berbeda.")
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