moneropro/charts/templates/charts/sharpe.html
2022-07-19 14:01:52 -03:00

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{% extends 'charts/base.html' %}
{% block header %}
<title>Moneroj.net - Sharpe Ratio</title>
{% endblock %}
{% block content %}
<!-- Content Wrapper -->
<div id="content-wrapper" style="background-color:rgb(48, 44, 41)">
<!-- Main Content -->
<div id="content">
<!-- Begin Page Content -->
<div class="container-fluid"><br>
<div class="row">
<div class="col-xl-12 col-lg-12">
<div class="card" id="graph1">
<div
class="card-header py-3 d-flex flex-row align-items-center justify-content-between text-white">
<h6 class="m-0 text-light">Sharpe Ratio</h6>
<div class="dropdown no-arrow">
<a class="dropdown-toggle" href="#" role="button"
onclick="$('#graph1').toggleClass('fullscreen');window.dispatchEvent(new Event('resize'));">
<i class="bx bx-expand text-gray-400"></i>
</a>
</div>
</div>
<div class="card-body pb-0 pt-0 pl-0 pr-0" style="height: 100px;">
<div id="graph" style="height: 100%;"></div>
</div>
</div>
<br>
</div>
</div>
<!-- Content Row -->
<div class="row">
<div class="col-xl-11 col-md-6 mb-4">
<div class="alert alert-dark" role="alert">
Not financial advice.
For information about the chart, click the button >
</div>
</div>
<div class="col-xl-1">
<button type="button" class="btn btn-dark btn-block" data-toggle="modal" href="#"
data-target="#id_Modal">
<div class="col-auto">
+
</div>
</button>
</div>
</div>
</div>
<!-- /.container-fluid -->
</div>
<!-- End of Main Content -->
</div>
<!-- End of Content Wrapper -->
<!-- Modal -->
<div class="modal fade" id="id_Modal" tabindex="-1" role="dialog" aria-labelledby="Modal" aria-hidden="true">
<div class="modal-dialog" role="document">
<div class="modal-content">
<div class="modal-header">
<h5 class="modal-title" id="Modal">Help about the chart</h5>
<button type="button" class="close" data-dismiss="modal" aria-label="Cancelar">
<span aria-hidden="true">&times;</span>
</button>
</div>
<div class="modal-body">
This is the Sharpe Ratio for Monero, which is an indicator that calculates the return over the risk of
the investment. For more information
access <a href="https://web.stanford.edu/~wfsharpe/art/sr/SR.htm" target="_blank">this webpage.</a> This
is a rolling 52 week Sharpe Ratio,
calculated by Ratio = Yearly Moving Average(Weekly R.O.C.)/ Yearly StDev(Weekly R.O.C.))*Sqrt(52).<br>
</div>
<div class="modal-footer">
<button type="button" class="btn btn-secondary" data-dismiss="modal">Close</button>
</div>
</div>
</div>
</div>
<!-- Fim do Modal -->
<!-- Page level plugins -->
<script>
var data1 = {
type: "scatter",
mode: "lines",
name: 'Sharpe Ratio',
x: {{ dates|safe }},
y: {{ sharpe|safe }},
line: {
color: '#1dddcd'
,width: 2
},
yaxis: "y2"
};
var data1_mobile = {
type: "scatter",
mode: "lines",
name: 'Sharpe Ratio',
x: {{ dates|safe }},
y: {{ sharpe|safe }},
line: {
color: '#1dddcd'
,width: 2
},
yaxis: "y2"
};
var data2 = {
type: "scatter",
mode: "markers",
name: 'Average price on date',
x: {{ dates|safe }},
y: {{ values|safe }},
line: {color: '#7f421d'},
marker: {
color: {{ color|safe }},
colorscale: [['0', '#0000ff'], ['0.33', '#00ff00'], ['0.66', '#ffff00'], ['1', '#ff0000']],
sizemode: 'area',
size: 5,
cmax: 100,
cmin: 0
}
};
var data2_mobile = {
type: "scatter",
mode: "markers",
name: 'Average price on date',
x: {{ dates|safe }},
y: {{ values|safe }},
line: {color: '#7f421d'},
marker: {
color: {{ color|safe }},
colorscale: [['0', '#0000ff'], ['0.33', '#00ff00'], ['0.66', '#ffff00'], ['1', '#ff0000']],
sizemode: 'area',
size: 3,
cmax: 100,
cmin: 0
}
};
var data = [data1, data2];
var data_mobile = [data1_mobile, data2_mobile];
var layout = {
plot_bgcolor:"#252221",
paper_bgcolor:"#252221",
annotations: [
{
xref: 'paper',
yref: 'paper',
x: 0.02,
xanchor: 'auto',
y: 0.50,
yanchor: 'auto',
text: 'Moneroj<br>https://www.moneroj.net',
showarrow: false,
borderwidth: 1,
bordercolor: '#5f5f5f',
bgcolor: '#333333',
borderpad: 5,
align: 'center',
font: {
color: "white",
size: 12
}
}],
separators: ",.",
legend: {
x: 0.02,
y: 0.98,
bgcolor: '#333333',
bordercolor: '#5f5f5f',
borderwidth: 1,
font: {
color: 'white',
size: 12
},
traceorder: 'normal',
xanchor: 'auto',
yanchor: 'auto'
},
hoverlabel: {
namelength: -1
},
yaxis: {
type: "log",
title: {
text: 'Price (USD)',
font: {
size: 20,
color: 'white'
}
},
tickformat :",.1f"
,nticks: 10
,tickfont: {
color: "#ffffff"
,size: 12
}
,gridcolor: "#252221"
},
yaxis2: {
type: "linear",
title: {
text: 'Sharpe Ratio',
font: {
size: 20,
color: 'white'
}
},
tickformat :",.2f"
,nticks: 10
,tickfont: {
color: "#ffffff"
,size: 12
}
,gridcolor: "#252221"
,side: "right"
,overlaying: 'y'
},
xaxis: {
hoverformat: "%Y-%m-%d",
showgrid: true,
type: 'date',
nticks: 10
,tickfont: {
color: "#dddddd"
,size: 13
}
,gridcolor: "#333333"
,range: ['2014-02-01', '2023-12-01']
,zeroline: true
},
margin: {
l: 120,
r: 120,
b: 35,
t: 10,
pad: 10
}
};
var layout_mobile = {
plot_bgcolor:"black",
paper_bgcolor:"black",
separators: ",.",
hoverlabel: {
namelength: -1
},
legend: {
x: 0.02,
y: 0.98,
bgcolor: '#000000',
bordercolor: '#5f5f5f',
borderwidth: 1,
font: {
color: 'white',
size: 5
},
traceorder: 'normal',
xanchor: 'auto',
yanchor: 'auto'
},
showlegend: false,
yaxis: {
type: "log",
tickformat :",.1f"
,nticks: 10
,tickfont: {
color: "#ffffff"
,size: 7
}
,gridcolor: "#252221"
},
yaxis2: {
type: "linear",
tickformat :",.2f"
,nticks: 10
,tickfont: {
color: "white"
}
,gridcolor: "#252221"
,side: "right"
,overlaying: 'y'
},
xaxis: {
hoverformat: "%Y",
showgrid: true,
type: 'date',
nticks: 10
,tickfont: {
color: "#dddddd"
,size: 7
}
,gridcolor: "#444444"
,range: ['2014-02-01', '2023-12-01']
,zeroline: true
},
margin: {
l: 40,
r: 100,
b: 35,
t: 10,
pad: 10
}
};
function findBootstrapEnvironment() {
let envs = ['xs', 'sm', 'md', 'lg', 'xl'];
let el = document.createElement('div');
document.body.appendChild(el);
let curEnv = envs.shift();
for (let env of envs.reverse()) {
el.classList.add(`d-${env}-none`);
if (window.getComputedStyle(el).display === 'none') {
curEnv = env;
break;
}
}
document.body.removeChild(el);
return curEnv;
}
env_size = findBootstrapEnvironment();
if (env_size == "xs") {
document.getElementById("graph1").style.height="350px";
Plotly.newPlot('graph', data_mobile, layout_mobile, {responsive: true, modeBarButtonsToRemove: ['toImage', 'hoverCompareCartesian', 'hoverClosest2d', 'toggleSpikelines', 'lasso2d', 'select2d', 'hoverClosestCartesian'], displaylogo: false});
}
else {
document.getElementById("graph1").style.height="800px";
Plotly.newPlot('graph', data, layout, {responsive: true, modeBarButtonsToRemove: ['toImage', 'hoverCompareCartesian', 'hoverClosest2d', 'toggleSpikelines', 'lasso2d', 'select2d', 'hoverClosestCartesian'], displaylogo: false});
}
</script>
{% endblock %}