import streamlit as st
import yfinance as yf
import numpy as np
import pandas as pd
import matplotlib.pyplot as plt
import seaborn as sns
import scipy.optimize as sco

def get_stock_data(tickers, start, end):
    data = yf.download(tickers, start=start, end=end)
    
    if data.empty:
        st.error("Data saham tidak ditemukan. Periksa ticker atau rentang tanggal.")
        return None
    
    if 'Adj Close' in data.columns:
        return data['Adj Close']
    elif 'Close' in data.columns:
        st.warning("Menggunakan 'Close' karena 'Adj Close' tidak tersedia.")
        return data['Close']
    else:
        st.error("Data harga penutupan tidak ditemukan.")
        return None

def calculate_returns(data):
    log_returns = np.log(data / data.shift(1))  
    return log_returns.mean() * 252, log_returns.cov() * 252

def optimize_portfolio(returns, cov_matrix):
    num_assets = len(returns)
    
    def sharpe_ratio(weights):
        portfolio_return = np.dot(weights, returns)
        portfolio_volatility = np.sqrt(np.dot(weights.T, np.dot(cov_matrix, weights)))
        return -portfolio_return / portfolio_volatility  
    
    constraints = ({'type': 'eq', 'fun': lambda x: np.sum(x) - 1})
    bounds = tuple((0, 1) for _ in range(num_assets))
    init_guess = num_assets * [1. / num_assets]
    
    result = sco.minimize(sharpe_ratio, init_guess, method='SLSQP', bounds=bounds, constraints=constraints)
    return result.x if result.success else None

def generate_efficient_frontier(returns, cov_matrix, num_portfolios=5000):
    num_assets = len(returns)
    results = np.zeros((3, num_portfolios))
    
    for i in range(num_portfolios):
        weights = np.random.dirichlet(np.ones(num_assets), size=1)[0]
        portfolio_return = np.dot(weights, returns)
        portfolio_volatility = np.sqrt(np.dot(weights.T, np.dot(cov_matrix, weights)))
        sharpe_ratio = portfolio_return / portfolio_volatility
        
        results[0, i] = portfolio_return
        results[1, i] = portfolio_volatility
        results[2, i] = sharpe_ratio
    
    return results

def plot_correlation_heatmap(data):
    correlation_matrix = data.corr()
    fig, ax = plt.subplots()
    sns.heatmap(correlation_matrix, annot=True, cmap="coolwarm", ax=ax)
    st.pyplot(fig)

def plot_moving_averages(data, stock):
    fig, ax = plt.subplots()
    data[stock].plot(label='Harga', ax=ax)
    data[stock].rolling(window=50).mean().plot(label='SMA 50', ax=ax)
    data[stock].rolling(window=200).mean().plot(label='SMA 200', ax=ax)
    ax.legend()
    st.pyplot(fig)

def simulate_dca(data, investment_amount=100):
    investment_dates = data.index[::30]
    dca_values = data.loc[investment_dates].mean(axis=1) * investment_amount
    total_value = dca_values.cumsum()
    fig, ax = plt.subplots()
    total_value.plot(ax=ax, title='Simulasi Investasi DCA')
    st.pyplot(fig)

st.title("Analisis Portofolio Saham Optimal (Model Markowitz)")

st.write("Rekomendasi Saham yang Bertahan Saat COVID-19:")
st.write("KLBF.JK, SIDO.JK, KAEF.JK, TLKM.JK, UNVR.JK")

tickers_list = st.text_input("Masukkan ticker saham", "KLBF.JK, SIDO.JK, KAEF.JK").split(", ")
start_date = st.date_input("Pilih tanggal mulai", pd.to_datetime("2020-01-01"))
end_date = st.date_input("Pilih tanggal akhir", pd.to_datetime("2023-12-31"))

if st.button("Analisis Portofolio"):
    stock_data = get_stock_data(tickers_list, start_date, end_date)
    if stock_data is not None:
        mean_returns, cov_matrix = calculate_returns(stock_data)
        optimal_weights = optimize_portfolio(mean_returns, cov_matrix)

        st.subheader("Statistik Saham")
        st.write(stock_data.describe())
        
        st.subheader("Heatmap Korelasi Saham")
        plot_correlation_heatmap(stock_data)
        
        st.subheader("Moving Average untuk Prediksi Tren")
        selected_stock = st.selectbox("Pilih saham untuk analisis MA", stock_data.columns)
        plot_moving_averages(stock_data, selected_stock)
        
        st.subheader("Simulasi Investasi Dollar Cost Averaging (DCA)")
        simulate_dca(stock_data)
        
        if optimal_weights is not None:
            st.subheader("Bobot Portofolio Optimal")
            portfolio_weights = {stock: weight for stock, weight in zip(stock_data.columns, optimal_weights)}
            st.write(portfolio_weights)
            
            # Pie Chart dengan pengelompokan saham kecil ke "Others"
            threshold = 0.05
            large_weights = {k: v for k, v in portfolio_weights.items() if v >= threshold}
            small_weights = {k: v for k, v in portfolio_weights.items() if v < threshold}
            
            if small_weights:
                large_weights["Others"] = sum(small_weights.values())
            
            fig, ax = plt.subplots()
            ax.pie(large_weights.values(), labels=large_weights.keys(), autopct='%1.1f%%', startangle=140)
            ax.axis('equal')
            st.pyplot(fig)
            
            # Efficient Frontier
            results = generate_efficient_frontier(mean_returns, cov_matrix)
            
            st.subheader("Efficient Frontier")
            fig, ax = plt.subplots()
            scatter = ax.scatter(results[1, :], results[0, :], c=results[2, :], cmap="viridis", marker='o')
            ax.set_xlabel("Risiko (Standar Deviasi)")
            ax.set_ylabel("Return Tahunan")
            ax.set_title("Efficient Frontier")
            fig.colorbar(scatter, label="Sharpe Ratio")
            st.pyplot(fig)
        else:
            st.error("Optimasi portofolio gagal. Coba dengan saham yang berbeda.")