Bobby/stock_system
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

feat: Enhance Monte Carlo simulation plot with improved visualization and styling

Browse Source
This commit is contained in:
Bobby (aider) 2025-02-17 15:13:13 -08:00
parent 9b3b1f27ac
commit 3eb6b7b62b
1 changed files with 66 additions and 14 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

80
src/pages/analysis/monte_carlo_page.py
View File

@ -77,39 +77,91 @@ def create_simulation_plot(paths: np.ndarray, dates: pd.DatetimeIndex,
row_heights=[0.7, 0.3] row_heights=[0.7, 0.3]
) )
# Plot all simulation paths with low opacity
for i in range(paths.shape[1]):
fig.add_trace(
go.Scatter(
x=dates,
y=paths[:, i],
name=f'Simulation {i+1}',
line=dict(color='orange', width=0.1, opacity=0.1),
showlegend=False
),
row=1, col=1
)
# Plot confidence intervals # Plot confidence intervals
percentiles = np.percentile(paths, [5, 25, 50, 75, 95], axis=1) percentiles = np.percentile(paths, [5, 25, 50, 75, 95], axis=1)
# Add price paths # Add upper bound (blue)
fig.add_trace( fig.add_trace(
go.Scatter(x=dates, y=percentiles[2], name='Median Path', go.Scatter(
line=dict(color='blue', width=2)), row=1, col=1) x=dates,
y=percentiles[4],
name='Upper 95% Confidence',
line=dict(color='blue', width=2)
),
row=1, col=1
)
# Add confidence intervals # Add lower bound (red)
fig.add_trace( fig.add_trace(
go.Scatter(x=dates, y=percentiles[4], name='95% Confidence', go.Scatter(
line=dict(color='rgba(0,100,80,0.2)', width=0)), row=1, col=1) x=dates,
y=percentiles[0],
name='Lower 95% Confidence',
line=dict(color='red', width=2)
),
row=1, col=1
)
# Add median path
fig.add_trace( fig.add_trace(
go.Scatter(x=dates, y=percentiles[0], name='95% Confidence', go.Scatter(
fill='tonexty', line=dict(color='rgba(0,100,80,0.2)', width=0)), x=dates,
row=1, col=1) y=percentiles[2],
name='Median Path',
line=dict(color='white', width=2)
),
row=1, col=1
)
# Add starting price line # Add starting price line
fig.add_trace( fig.add_trace(
go.Scatter(x=dates, y=[last_price] * len(dates), name='Current Price', go.Scatter(
line=dict(color='red', dash='dash')), row=1, col=1) x=dates,
y=[last_price] * len(dates),
name='Current Price',
line=dict(color='green', dash='dash', width=2)
),
row=1, col=1
)
# Add histogram of final prices # Add histogram of final prices
fig.add_trace( fig.add_trace(
go.Histogram(x=paths[-1], name='Final Price Distribution', go.Histogram(
nbinsx=50), row=2, col=1) x=paths[-1],
name='Final Price Distribution',
nbinsx=50,
marker_color='orange'
),
row=2, col=1
)
# Update layout
fig.update_layout( fig.update_layout(
title=f'Monte Carlo Simulation - {ticker}', title=f'Monte Carlo Simulation - {ticker}',
showlegend=True, showlegend=True,
height=800 height=800,
template='plotly_dark', # Dark theme for better visibility
plot_bgcolor='rgba(0,0,0,0)', # Transparent background
paper_bgcolor='rgba(0,0,0,0)'
) )
# Update axes
fig.update_xaxes(showgrid=True, gridwidth=1, gridcolor='rgba(128,128,128,0.2)')
fig.update_yaxes(showgrid=True, gridwidth=1, gridcolor='rgba(128,128,128,0.2)')
return fig return fig
def monte_carlo_page(): def monte_carlo_page():