From 956c9419d9b1b66e918055cfe9a91881efacb9c6 Mon Sep 17 00:00:00 2001
From: "Someshwar, Rudra (PG/T - Comp Sci & Elec Eng)" <rs01922@surrey.ac.uk>
Date: Sat, 13 May 2023 19:13:17 +0000
Subject: [PATCH] Update 3 files
- /flaskapp.py
- /flaskapp.wsgi
- /ec2_function.py
---
ec2_function.py | 4 +--
flaskapp.py | 85 -------------------------------------------------
flaskapp.wsgi | 4 ---
3 files changed, 2 insertions(+), 91 deletions(-)
delete mode 100644 flaskapp.py
delete mode 100644 flaskapp.wsgi
diff --git a/ec2_function.py b/ec2_function.py
index d444da4..38ad7a8 100644
--- a/ec2_function.py
+++ b/ec2_function.py
@@ -81,5 +81,5 @@ def run_simulation():
# }
# return jsonify(response_json)
-if __name__ == '__main__':
- app.run()
\ No newline at end of file
+# if __name__ == '__main__':
+# app.run()
\ No newline at end of file
diff --git a/flaskapp.py b/flaskapp.py
deleted file mode 100644
index d444da4..0000000
--- a/flaskapp.py
+++ /dev/null
@@ -1,85 +0,0 @@
-from flask import Flask, request, jsonify
-import json
-import random
-import math
-
-app = Flask(__name__)
-
-@app.route('/')
-def hello_world():
- return 'Hello from Flask!'
-
-@app.route('/work', methods=['POST'])
-def run_simulation():
- # Parse the JSON input data
- input_json = request.json
-
- # Extract the required parameters from the input data
- minhistory = int(input_json['history'])
- shots = int(input_json['shots'])
- signaltype = str(input_json['signal_type'])
- P = int(input_json['time_horizon'])
- closing_prices = input_json['closing_prices']
- buy_signals = input_json['buy_signals']
- sell_signals = input_json['sell_signals']
-
-
- # print(minhistory, shots, signaltype, P)
- # print(buy_signals)
- # print(sell_signals)
-
- # create empty lists to store the results
- risk95_values = []
- risk99_values = []
-
- for i in range(minhistory, len(closing_prices)):
- if (i+P) < len(closing_prices): # this ignores signals where we don't have price_p_days_forward
- if signaltype=="Buy" and buy_signals[i]==1: # for buy signals
- # calculate the mean and standard deviation of the price changes over the past minhistory days
- pct_changes = [closing_prices[j]/closing_prices[j-1] - 1 for j in range(i-minhistory, i)] # percent changes with previous closing price
- mean = sum(pct_changes)/len(pct_changes)
- std = math.sqrt(sum([(x-mean)**2 for x in pct_changes])/len(pct_changes))
-
- # generate much larger random number series with same broad characteristics
- simulated = [random.gauss(mean,std) for x in range(shots)]
-
- # sort and pick 95% and 99% - not distinguishing long/short risks here
- simulated.sort(reverse=True)
- var95 = simulated[int(len(simulated)*0.95)]
- var99 = simulated[int(len(simulated)*0.99)]
-
- # record the risk values
- risk95_values.append(var95)
- risk99_values.append(var99)
-
-
- elif signaltype=="Sell" and sell_signals[i]==1:
- # calculate the mean and standard deviation of the price changes over the past minhistory days
- pct_changes = [closing_prices[j]/closing_prices[j-1] - 1 for j in range(i-minhistory, i)] # percent changes with previous closing price
- mean = sum(pct_changes)/len(pct_changes)
- std = math.sqrt(sum([(x-mean)**2 for x in pct_changes])/len(pct_changes))
-
- # generate much larger random number series with same broad characteristics
- simulated = [random.gauss(mean,std) for x in range(shots)]
-
- # sort and pick 95% and 99% - not distinguishing long/short risks here
- simulated.sort(reverse=True)
- var95 = simulated[int(len(simulated)*0.95)]
- var99 = simulated[int(len(simulated)*0.99)]
-
- # record the risk values
- risk95_values.append(var95)
- risk99_values.append(var99)
-
-
- return (risk95_values, risk99_values)
-
-
- # # Return the results as a JSON response
- # response_json = {
- # 'result': result
- # }
- # return jsonify(response_json)
-
-if __name__ == '__main__':
- app.run()
\ No newline at end of file
diff --git a/flaskapp.wsgi b/flaskapp.wsgi
deleted file mode 100644
index 552c628..0000000
--- a/flaskapp.wsgi
+++ /dev/null
@@ -1,4 +0,0 @@
-import sys
-sys.path.insert(0, '/var/www/html/flaskapp')
-
-from flaskapp import app as application
\ No newline at end of file
--
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