function go() {
if(document.frmDropdowns.request.value != '')
document.frmDropdowns.submit();
}
";
# ----- Header
myheader("Portfolio manager",'..',$myPermit);
echo "This is a tool performing a quantitative analysis of a portfolio,
with investments that are diversified in assets with multiple currencies.
Use the symbol search utility
from yahoo to identify tickers for most of the shares quoted on the
major world markets
(e.g. nesn.vx for Nestle quoted on VTX) and choose a short
time interval to start with a limited amount of data for download.
More information from this link.";
if ($user_nbr<=99) {
echo " You need to login to be able to
modify any of the data.";
}
echo "
";
$db = SQLconnect($host, $sql); # ----- Default values
if (substr($os,0,6)=="Sun5.8") $wget='/usr/local/bin/wget';
else $wget='wget';
# Time interval
if (!isset($from) || $user_nbr<=99) $from=(date("Y")-1).date("-m-d");
if (!isset($to) || $user_nbr<=99) $to=date("Y-m-d");
# Currencies
$currencies = array('USD','EUR','JPY','YUA','CHF',
'GBP','SEK','SGD','HKD','RUP',
'REA');
if (isset($refCurcy)) { # Reference currency
$stoCur='t';
} else {
$cmd = "SELECT ref_curcy,ref_rate FROM portfolios WHERE user_nbr=$user_nbr;";
$ptfs=SQLquery($db,$cmd); $nptf=SQLnumrows($ptfs);
if ($nptf>0) {
$ptf=SQLobject($ptfs,0);
$refCurcy=$ptf->ref_curcy; $refRate=$ptf->ref_rate;
} else {
$refCurcy="USD"; $refRate="0.02";
}
}
# ----- Portfolio
if (!isset($request) || strstr($request,"portfolio")) {
if (isset($stoCur) && $user_nbr>99) { # Store
$cmd = "SELECT ref_curcy FROM portfolios WHERE user_nbr=$user_nbr;";
$ptfs=SQLquery($db,$cmd); $nptf=SQLnumrows($ptfs);
if ($nptf!=1) {
$cmd="INSERT INTO portfolios (user_nbr,ref_curcy,ref_rate) ".
"VALUES ($user_nbr,'$refCurcy','$refRate');";
} else {
$cmd="UPDATE portfolios SET ref_curcy='$refCurcy',ref_rate='$refRate' ".
"WHERE user_nbr=$user_nbr;";
}
$r=SQLquery($db,$cmd);
}
# Portfolio request
echo "
";
} else if (strstr($request,"asset")) { # ----- Asset
if (strstr($request,"assets")) $request="asset list";
if (isset($asset) && $asset!='' && $user_nbr>99) {
if (strstr($request,"insert") && !isset($sel)) { # SQL insert
$cmd = "SELECT asset_nbr FROM assets ".
"WHERE symb='$asset' AND user_nbr=$user_nbr;";
$asss=SQLquery($db,$cmd); $nass=SQLnumrows($asss);
if ($nass==0) {
$cmd="INSERT INTO assets (user_nbr,symb,curcy,nbr,day,paid) ".
"VALUES ($user_nbr,'$asset','$curcy','$nbr','$dat','$paid');";
$r=SQLquery($db,$cmd);
$request="asset edit"; $asset="";
} else {
echo "A position exists for $asset: update the existing values
";
$request="asset edit"; $sel=0;
}
}
if (isset($sel) && strstr($request,"delete")) { # SQL delete
$cmd = "DELETE FROM assets WHERE symb='$asset' AND user_nbr=$user_nbr;";
$r=SQLquery($db,$cmd);
$request="asset edit"; unset($sel);
} else if (!isset($sel) && strstr($request,"edit")) { # SQL update
$cmd="UPDATE assets SET symb='$asset',curcy='$curcy',".
"nbr='$nbr',day='$dat',paid='$paid'".
" WHERE symb='$asset' AND user_nbr=$user_nbr;";
$r=SQLquery($db,$cmd);
} else if (isset($sel)) { # SQL select
$cmd = "SELECT asset_nbr,symb,curcy,nbr,day,paid FROM assets ".
"WHERE symb='$asset' AND user_nbr=$user_nbr;";
$asss=SQLquery($db,$cmd); $nass=SQLnumrows($asss);
$ass=SQLobject($asss,0);
$asset=$ass->symb; $curcy=$ass->curcy;
$nbr=$ass->nbr; $paid=$ass->paid; $dat=$ass->day;
}
}
if ($asset=='' || strstr($request,"insert")) { # Default
$asset=""; $curcy="USD";
$nbr=0; $paid="10.00"; $dat=date("d-m-Y");
}
# Asset request
echo "
";
}
# ----- Analyse
$fromto=str_replace("-","",$from)."-".str_replace("-","",$to);
$a=substr($from,5,2); $b=substr($from,8,2); $c=substr($from,0,4);
$d=substr($to ,5,2); $e=substr($to ,8,2); $f=substr($to ,0,4);
$downld_error="";
if (!isset($request) || strstr($request,"portfolio")) {
$cmd = "SELECT asset_nbr,symb,curcy,nbr,day,paid FROM assets ".
"WHERE user_nbr=$user_nbr ORDER BY symb;";
$asss=SQLquery($db,$cmd); $nass=SQLnumrows($asss);
$ip1=1;
echo "
$downld_error.
\n";
echo "PTFSolution applet:
Press Draw to display the daily closing price multiplied by the
exchange rate and the number of assets in any chosen reference currency.
Click inside the plot area and check the browser status field
to visualize the trading date and measure a coordinate. Print
sends a number output to the java console.
You can highlight specific assets and switch between
Portfolio value to plot the price history,
Compare assets that are normalized to unity at the beginning,
Volatility [%] to plot EWMA94 averages,
Correlation to plot EWMA94 averages and print the correlation
table at the end to the Java console,
Drift [%] and Sharpe ratio to monitor the performance,
Foreign exchange and CompareCurrency to display the
evolution of the foreign exchange rates. To facilitate the reading,
Foreign Exchange rates here are given for the price of 100 JPN, 100 RUP,
10 YUA, 10 SEK, 10 HKD and all others for the price of 1 single currency
unit bought that day in the chosen reference currency.";
}
?>