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app_template.py
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import dash_core_components as dcc
import dash_html_components as html
import json
def get_companies():
with open('companies.json') as f:
return json.load(f)
def web_app_template():
return html.Div([
html.Div([
html.Header([
html.Div([], className="mdl-layout--large-screen-only mdl-layout__header-row"),
html.Div([
html.H3("Autocall backtester")
], className="mdl-layout--large-screen-only mdl-layout__header-row"),
html.Div([], className="mdl-layout--large-screen-only mdl-layout__header-row"),
html.Div([
html.A(['Tool'], className="mdl-layout__tab is-active"),
html.A(['About'], href='https://www.linkedin.com/in/maxencecoupet/', className="mdl-layout__tab"),
],className="mdl-layout__tab-bar mdl-js-ripple-effect mdl-color--primary-dark")
], className="mdl-layout__header mdl-layout__header--scroll mdl-color--primary"),
html.Main([
html.Div([
html.Section([
html.Div([
html.Div([
html.H4(['Product parameters']),
html.Div([
html.Div([
html.P('Underlyings'),
dcc.Dropdown(
options=get_companies(),
value='',
id='udls',
multi=True
)], className="mdl-cell mdl-cell--6-col"),
html.Div([
html.P('Maturity (years)'),
dcc.Input(
placeholder='Enter maturity',
type='text',
id='maturity',
value=''
)], className="mdl-cell mdl-cell--3-col"),
html.Div([
html.P('Frequency (years)'),
dcc.Input(
placeholder='Enter frequency',
type='text',
id='frequency',
value=''
)], className="mdl-cell mdl-cell--3-col"),
html.Div([
html.P('Strike (%)'),
dcc.Input(
placeholder='Enter strike',
type='text',
id='strike',
value=''
)], className="mdl-cell mdl-cell--3-col"),
html.Div([
html.P('Non-callable observations'),
dcc.Input(
placeholder='Enter nbr non-callable obs',
type='text',
id='non_callable',
value=''
)], className="mdl-cell mdl-cell--3-col"),
html.Div([
html.P('Barrier (%)'),
dcc.Input(
placeholder='Enter barrier',
type='text',
id='barrier',
value=''
)], className="mdl-cell mdl-cell--3-col"),
html.Div([
html.P('Barrier type'),
dcc.Dropdown(
options=[
{'label': 'European', 'value': 'EU'},
{'label': 'Daily', 'value': 'DAILY'}
],
value='EU',
id='barrier_type',
)], className="mdl-cell mdl-cell--3-col"),
html.Div([
html.P('Autocall trigger'),
dcc.Input(
placeholder='Enter autocall trigger',
type='text',
id='autocall_trigger',
value=''
)], className="mdl-cell mdl-cell--3-col"),
html.Div([
html.P('Coupon trigger'),
dcc.Input(
placeholder='Enter coupon trigger',
type='text',
id='coupon_trigger',
value=''
)], className="mdl-cell mdl-cell--3-col"),
html.Div([
html.P('Coupon (p.a.)'),
dcc.Input(
placeholder='Enter coupon',
type='text',
id='coupon',
value=''
)], className="mdl-cell mdl-cell--3-col")
], className='mdl-grid')
], className="mdl-card__supporting-text")
], className="mdl-card mdl-cell mdl-cell--12-col-desktop mdl-cell--6-col-tablet mdl-cell--4-col-phone"),
], className="section--center mdl-grid mdl-grid--no-spacing mdl-shadow--2dp")
], className="mdl-layout__tab-panel is-active"),
html.Div([
html.Section([
html.Div([
html.Div([
html.H4(['Backtest parameters']),
html.Div([
html.Div([
html.P('Backtesting dates'),
dcc.Input(
placeholder='From (dd/mm/yyyy)',
type='text',
id='begin_date',
value=''
)], className="mdl-cell mdl-cell--3-col"),
html.Div([
html.P('text', style={'visibility':'hidden'}),
dcc.Input(
placeholder='To (dd/mm/yyyy)',
type='text',
id='end_date',
value=''
)], className="mdl-cell mdl-cell--9-col"),
html.Div([
html.P("Client's email address"),
dcc.Input(
placeholder='email address',
type='text',
id='email',
value='')], className="mdl-cell mdl-cell--3-col")
], className='mdl-grid')
], className="mdl-card__supporting-text")
], className="mdl-card mdl-cell mdl-cell--12-col-desktop mdl-cell--6-col-tablet mdl-cell--4-col-phone"),
], className="section--center mdl-grid mdl-grid--no-spacing mdl-shadow--2dp")
], className="mdl-layout__tab-panel is-active")
], className="mdl-layout__content"),
html.A(['Launch backtest'], id="view-source", className="mdl-button mdl-js-button mdl-button--raised mdl-js-ripple-effect mdl-color--accent mdl-color-text--accent-contrast")
], className="mdl-layout mdl-js-layout mdl-layout--fixed-header"),
html.Div([], style={'display':'none'}, id='output')
], className="mdl-demo mdl-color--grey-100 mdl-color-text--grey-700 mdl-base")