示例#1
0
         $portfolio_array[$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";
示例#2
0
     		$result = queryMysql($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;