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Commit bfa6c714 authored by victarr's avatar victarr
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Replace server.R

parent 6b4ffe23
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......@@ -113,6 +113,7 @@ server <- function(input, output, session) {
A <- names(datos)
A <- gsub("=", ".", A)
str_sub(A, -9) <- ""
val_aux <- A
A <- str_c(A, collapse = " ")
a <- str_c("set A :=\n", A, ";", sep = "")
b <- str_c("param R:\n", A, " :=\n", sep = "")
......@@ -227,6 +228,7 @@ server <- function(input, output, session) {
varianza<- ampl$getVariable("varianza")
x <- ampl$getVariable("x")
cartera <- x$getValues()
cartera$index0 <- val_aux
cartera <- cartera[cartera$x.val > 0.001,]
data_return <- data.frame("activ" = cartera$index0, "porc" = cartera$x.val)
......@@ -253,6 +255,8 @@ server <- function(input, output, session) {
datos <- datos[1:filas,]
save(datos_evaluacion, file = "../../RData/data_eval.RData") # Eliminar en la ventana de inicio de la web
rownames(datos) <- gsub("\\.", "-", unlist(gsub("X", "", rownames(datos))))
# Valores que utilizamos (retornos).
returns <- 1 + Return.calculate(datos)
returns <- returns[-1,]
......@@ -261,6 +265,7 @@ server <- function(input, output, session) {
A <- names(datos)
A <- gsub("=", ".", A)
str_sub(A, -9) <- ""
val_aux <- A
A <- str_c(A, collapse = " ")
a <- str_c("set A :=\n", A, ";", sep = "")
b <- str_c("param R:\n", A, " :=\n", sep = "")
......@@ -292,7 +297,6 @@ server <- function(input, output, session) {
p <- input$discount
h <- str_c("param mean {j in A}:= ( sum{i in T}",p,"^(card(T) - i) * R[i,j])/( sum {i in T}",p,"^(card(T) - i));",collapse = "")
#########
# AMPL
#########
......@@ -378,6 +382,7 @@ server <- function(input, output, session) {
varianza<- ampl$getVariable("varianza")
x <- ampl$getVariable("x")
cartera <- x$getValues()
cartera$index0 <- val_aux
cartera <- cartera[cartera$x.val > 0.001,]
data_return <- data.frame("activ" = cartera$index0, "porc" = cartera$x.val)
......@@ -600,6 +605,7 @@ server <- function(input, output, session) {
A <- names(datos)
A <- gsub("=", ".", A)
str_sub(A, -9) <- ""
val_aux <- A
A <- str_c(A, collapse = " ")
a <- str_c("set A :=\n", A, ";", sep = "")
b <- str_c("param R:\n", A, " :=\n", sep = "")
......@@ -737,6 +743,7 @@ server <- function(input, output, session) {
sharpe <- c(ampl$getVariable("sharpe"))
x <- ampl$getVariable("x")
cartera <- x$getValues()
cartera$index0 <- val_aux
cartera <- cartera[cartera$x.val > 0.001,]
data_return <- data.frame("activ" = cartera$index0, "porc" = cartera$x.val)
data_portfolio <- list(modelo = "markowitz2", cartera = data_return, mu = input$mu)
......@@ -801,7 +808,7 @@ server <- function(input, output, session) {
represent <- data.frame("Activo" = data$activ, "Porcentaje" = round(as.numeric(data$porc), 2),
"Inversión" = round(as.numeric(input$dinero * data$porc), 2))
}
if(input$modelos == "Modelo de miminización del riesgo"){
if(input$modelos == "Modelo de minimización del riesgo"){
data <- Data_min()
represent <- data.frame("Activo" = data$activ, "Porcentaje" = round(as.numeric(data$porc), 2),
"Inversión" = round(as.numeric(input$dinero * data$porc), 2))
......@@ -838,13 +845,14 @@ server <- function(input, output, session) {
(max(data$medias) - (input$sharpe - 1)*100)/sqrt(max(data$varianzas)),
(data_sharpe$medias - (input$sharpe - 1)*100)/sqrt(data_sharpe$varianzas)))
}
}
represent$Rendimiento <- round(represent$Rendimiento, 4)
represent$Rendimiento <- as.character(represent$Rendimiento)
represent$Riesgo <- round(represent$Riesgo, 4)
represent$Riesgo <- as.character(represent$Riesgo)
represent$Ratio.Sharpe <- round(represent$Ratio.Sharpe, 4)
represent$Ratio.Sharpe <- as.character(represent$Ratio.Sharpe)
}
represent
}
......@@ -853,6 +861,7 @@ server <- function(input, output, session) {
pdf(NULL)
output$scatter <- renderPlotly({
if(input$modelos == "Modelo biobjetivo de Markowitz"){
if(length(input$empresas) > 1){
data <- Data_markowitz()$dataframe
datos <- Data_empresas()
......@@ -909,6 +918,8 @@ server <- function(input, output, session) {
fig
}
}
})
......@@ -1340,6 +1351,10 @@ server <- function(input, output, session) {
data <- Data_markowitz2()
data$activ <- gsub("\\.X", "=X", data$activ)
data$activ <- gsub("\\.F", "=F", data$activ)
data$activ <- gsub("GSPC", "^GSPC", data$activ)
data$activ <- gsub("NDX", "^NDX", data$activ)
data$activ <- gsub("IBEX", "^IBEX", data$activ)
data$activ <- gsub("STOXX50E", "^STOXX50E", data$activ)
valores <- NULL
for(i in 1:dim(data)[1]){
valores <- c(valores, activos$activo[activos$simbolo == data$activ[i]][1])
......@@ -1373,6 +1388,10 @@ server <- function(input, output, session) {
data <- Data_markowitz2()
data$activ <- gsub("\\.X", "=X", data$activ)
data$activ <- gsub("\\.F", "=F", data$activ)
data$activ <- gsub("GSPC", "^GSPC", data$activ)
data$activ <- gsub("NDX", "^NDX", data$activ)
data$activ <- gsub("IBEX", "^IBEX", data$activ)
data$activ <- gsub("STOXX50E", "^STOXX50E", data$activ)
valores <- NULL
for(i in 1:dim(data)[1]){
valores <- c(valores, activos$activo[activos$simbolo == data$activ[i]][1])
......
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