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License: MIT License
Platform for portfolio optimization using quantum and not quantum
License: MIT License
use GDELT to get the current news sentiment on a given company from the current portfolio.
Idea: Make different setups (stock symbols, time frame, input parameters) identifiable and save the job result to the database. If the same setup is requested at a later point, the calculation does not have to be run again, but rather just read from the DB.
When starting the application with the setting use_db=False
, the sqlite db is not used. In some functionalities this leads to bugs, e.g. when sending a request for calculating the osqp algorithm.
Once calculated the results, the parameters should be able to be adjusted via the UI. A button should be provided to recalculate the results with the changed parameters (risk_weight
, esg_weight
).
Restructure and rename: following the Clean Code guidelines. Look through comments and To-Dos
and solve all issues regarding refactoring.
On the /portfolio
page when moving the sliders and thereby changing the values of esg_weight
and risk_weight
the classical models should be recalculated on change and not on button calculate
click. So the results shown in the chart can be changed faster.
This validates if the existing data works fine
It is not clear which model is doing what and where they are coming from (for example the qiskit algorithm is from IBM). The UI could show some information on that.
Instead of only being able to choose from a set of symbols depending on the view, create a component to allow a selection of single symbols and then Continue with these symbols
to calculate the models.
Following algorithms still have to be connected to the frontend, to show in the chart:
Follow-up of Pull Request 21
A lot of symbols that are send to the api are not being found by the yahoo library. Maybe exchange the library of the symbols to provide working symbols or find another solution to prevent sending symbols to the api that can't be processed.
When running npm install
for the frontend, a Could not resolve dependency
error occurs. Solve dependency conflicts.
Currently only basic filtering to search through indices, countries or industries is in place. Extend filtering capabilities to search for single symbols and company names on each view. Show all indices, countries, industries filtered accordingly that contain the symbol or the company name fow which is searched for.
On the portfolio page (or maybe also somewhere else) show already calculated results in a list sorted by entry created, so that the latest calculation is the first entry in the list. Following details should be shown in the list:
In deployment the env variables in the api service are not set. They are set via a config file taking from the .env file. In deployment the .env file doesn't exist, so they have to be taken directly from the environment. Restructure the api service to take the variables directly from the environment and not require an env file.
Once a request is sent to the api, the api is busy and doesn't take any further requests anymore. In deployment this is a problem. The health check in the helm charts for the api is currently disabled due to this.
Rebuild the api to take several requests and then change the helm chart to allow the health check on the api /health endpoint.
The history of the stocks are currently fetched only for a specific timeframe, make it editable to the user.
View names of the companies in addition to the symbols for a better user experience.
Add some documentation to the repo. Check if the charts of the db structure are up-to-date and show proper architecture charts with an explanation in an .md
file. If necessary make some refactoring changes and/or add some comments, so that the code base is easier to understand.
When sending the command to calculate the portfolio with the ionq
algorithm, an error in the backend appears.
<StocksCollection />
component) only searching for symbols is possible. Include also the capability to search via company names for the correct symbols.compare result quality and efficiency
The behavior of the quandl library is not as expected. Make sure the call to the nasdaq api returns a big enough dataset to extract the net_impact_ratio
. Maybe look for another python package to make the call.
Implement a way to get back to the tickers view (http://localhost:3000/). Maybe by having a button Restart process
during the process and once on the portfolio page.
streamline config and setup of project environment with poetry setup (similar to npm)
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