$portfolio_array[$count]['weight'] = $data[4]; $stock_return = stock_return($data[0], $year_ago_date, $today_date); $portfolio_array[$count]['beta'] = stat_beta($spy, $stock_return); // print "symbol: $data[0] market value: $data[3] weight: $data[4] beta: "; // print $portfolio_array[$count]['beta'] ; $pbeta += $portfolio_array[$count]['weight'] * $portfolio_array[$count]['beta']; // print " pbeta: $pbeta \n"; } print " final beta: {$pbeta} \n"; } else { if ($_GET['action'] == 'test_calculate_portfolio_VaR') { $today_date = date("Y-m-d"); $year_ago_date = date('Y-m-d', strtotime('-1 year')); $spy = stock_return('SPY', $year_ago_date, $today_date); $count = 0; $pvalue = turtle_portfolio_value(2); $query = "select symbol, last_price, shares, last_price*shares, last_price*shares/" . $pvalue; $query .= " from turtle_portfolio where portfolio_id = 2 and symbol != 'CASH' order by 4"; $result = queryMysql($query); $matrix = array(); while ($data = mysql_fetch_row($result)) { $stock_return = array(); $portfolio_array[$count]['symbol'] = $data[0]; $portfolio_array[$count]['last_price'] = $data[1]; $portfolio_array[$count]['shares'] = $data[2]; $portfolio_array[$count]['market_value'] = $data[3]; $portfolio_array[$count]['weight'] = $data[4]; $stock_return = stock_return($data[0], $year_ago_date, $today_date); print "portfolio array {$count} "; print $portfolio_array[$count]['symbol']; print "\n";
$result = queryMysql($query); while ($data = mysql_fetch_row($result)) { $daily_change += $data[0]; } $priceArray[0]['daily_change'] = $daily_change; */ echo json_encode($priceArray); } elseif ($_GET['action'] == 'calculate_portfolio_beta') { $pid = $_GET['portfolio_id']; $today_date = date("Y-m-d"); $year_ago_date = date('Y-m-d', strtotime('-1 year')); $spy = stock_return('SPY', $year_ago_date, $today_date); $count = 0; $pvalue = turtle_portfolio_value($pid); $query = "select symbol, last_price, shares, last_price*shares, last_price*shares/" . $pvalue; $query .= " from turtle_portfolio where portfolio_id = " . $pid . " and symbol != 'CASH' order by 4"; $result = queryMysql($query); while ($data = mysql_fetch_row($result)) { $stock_return = array(); $portfolio_array[$count]['symbol'] = $data[0]; $portfolio_array[$count]['last_price'] = $data[1]; $portfolio_array[$count]['shares'] = $data[2]; $portfolio_array[$count]['market_value'] = $data[3]; $portfolio_array[$count]['weight'] = $data[4]; $stock_return = stock_return($data[0], $year_ago_date, $today_date); $portfolio_array[$count]['beta'] = stat_beta($spy, $stock_return); $pbeta += $portfolio_array[$count]['weight'] * $portfolio_array[$count]['beta']; } $betaArray[0]['beta'] = $pbeta;