Name: Portfolio-Optimize
Owner: International Business Machines
Description: Learn how to build a socially responsible portfolio
Created: 2017-10-16 18:16:46.0
Updated: 2018-04-27 18:54:54.0
Pushed: 2018-05-17 21:27:32.0
Homepage: https://developer.ibm.com/code/patterns/construct-a-socially-responsible-investment-portfolio/
Size: 1058
Language: Python
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Skill Level: Beginner
N.B: All services used in this repo are Lite plans.
In this developer journey, we will demonstrate how to collect information from a user to build a socially responsible portfolio that maintains the same risk and return profile of a standardized portfolio.
This journey leverages two services:
When the reader has completed this journey, they will understand how to:
Use the Deploy to IBM Cloud button OR create the services and run Run Locally.
Note: The code automatically prepopulates the Investment Portfolio service before running the front end. This is done without use the typical raw curl command. See Step 6: Initialize Investment Portfolio for more details.
Follow these steps to setup and run this developer journey. The steps are described in detail below.
Clone the Build-an-optimal-investment-portfolio code locally. In a terminal, run:
$ git clone https://github.com/IBM/Build-an-optimal-investment-portfolio.git
Create the following services: You need to click on each link listed below, give it a name and create the service.
Edit the manifest.yml file in the folder that contains your code and replace with a unique name for your application. The name that you specify determines the application's URL, such as your-application-name.mybluemix.net. Additionally - update the service names so they match what you have in the IBM Cloud. The relevant portion of the manifest.yml file looks like the following:
clared-services:
Investment-Portfolio:
label: fss-portfolio-service
plan: fss-portfolio-service-free-plan
Portfolio-Optimization:
label: fss-financial-optimization-service
plan: fss-financial-optimization-service-free-plan
plications:
path: .
memory: 128M
instances: 1
name: Socially-Responsible-Investment-Portfolio-Construction
disk_quota: 1024M
domain: mybluemix.net
services:
- Investment-Portfolio
- Portfolio-Optimization
buildpack: python_buildpack
Create a .env file in the root directory of your clone of the project repository by copying the sample .env.example file using the following command:
.env.example .env
NOTE Most files systems regard files with a “.” at the front as hidden files. If you are on a Windows system, you should be able to use either GitBash or Xcopy
You will need to update the credentials with the IBM Cloud credentials for each of the services you created in Step 2.
The .env file will look something like the following:
vestment Portfolio
_PORTFOLIO_USERID_W=
_PORTFOLIO_PWD_W=
_PORTFOLIO_USERID_R=
_PORTFOLIO_PWD_R=
rtfolio Optimizer
_OPTIMIZER_uri=https://fss-analytics.mybluemix.net/
_OPTIMIZER_accessToken=
cd into this project's root directory
pip install -r requirements.txt to install the app's dependenciespython run.pyThe application relies on a few elements pre-populated in the Investment Portfolio service. The user interface will read from this service in order to retrieve the properties and selections that a user can interact with.
Once the application is running, we can initialize the service by populating the Investment Portfolio service with the information it needs.
Some points to note:
.env file has been updated with your user credentials for the Investment Portfolio service.Instrument Universe.csv file.benchmarks.csv file. You can specify weights instead of position units (e.g. .25 for 25% allocation)portfolio.csv file. Here, position units are expected as the total value of the optimized portfolio will match the current value of this (unless a cash infusion is specified in the request).You have the ability to initalize the application by accessing the initialize endpoint in your browser by navigating to http://0.0.0.0:8080/api/init.
Find more information on Investment Portfolio api calls here.
Note that accessing the /api/reset endpoint will delete all of the portfolios in the service that the /api/init endpoint created. You can always start over this way, but be careful to not access this if you've done considerable work.
Big Data and Analytics Hub Data & Analytics Architecture
pp logs <application-name> --recent
on InvestmentPortfolio.py
on PortfolioOptimization.py
This web application includes code to track deployments to IBM Cloud runtimes and services. The following information is sent to a Metrics Tracker service on each deployment:
application_name)application_id)instance_index)space_id)application_version)application_uris)This data is collected from the VCAP_APPLICATION and VCAP_SERVICES environment variables in IBM Cloud. This data is used by IBM to track metrics around deployments of sample applications to IBM Cloud to measure the usefulness of our examples, so that we can continuously improve the content we offer to you. Only deployments of sample applications that include code to ping the Deployment Tracker service will be tracked.