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import streamlit as st
import yfinance as yf
import numpy as np
import pandas as pd
import matplotlib.pyplot as plt
import scipy.optimize as sco
def get_stock_data(tickers, start, end):
data = yf.download(tickers, start=start, end=end)
if data.empty:
st.error("Data saham tidak ditemukan. Periksa ticker atau rentang tanggal.")
return None
if 'Adj Close' in data.columns:
return data['Adj Close']
elif 'Close' in data.columns:
st.warning("Menggunakan 'Close' karena 'Adj Close' tidak tersedia.")
return data['Close']
else:
st.error("Data harga penutupan tidak ditemukan.")
return None
def calculate_returns(data):
log_returns = np.log(data / data.shift(1))
return log_returns.mean() * 252, log_returns.cov() * 252
def optimize_portfolio(returns, cov_matrix):
num_assets = len(returns)
def sharpe_ratio(weights):
portfolio_return = np.dot(weights, returns)
portfolio_volatility = np.sqrt(np.dot(weights.T, np.dot(cov_matrix, weights)))
return -portfolio_return / portfolio_volatility
constraints = ({'type': 'eq', 'fun': lambda x: np.sum(x) - 1})
bounds = tuple((0, 1) for _ in range(num_assets))
init_guess = num_assets * [1. / num_assets]
result = sco.minimize(sharpe_ratio, init_guess, method='SLSQP', bounds=bounds, constraints=constraints)
return result.x if result.success else None
def generate_efficient_frontier(returns, cov_matrix, num_portfolios=5000):
num_assets = len(returns)
results = np.zeros((3, num_portfolios))
for i in range(num_portfolios):
weights = np.random.dirichlet(np.ones(num_assets), size=1)[0]
portfolio_return = np.dot(weights, returns)
portfolio_volatility = np.sqrt(np.dot(weights.T, np.dot(cov_matrix, weights)))
sharpe_ratio = portfolio_return / portfolio_volatility
results[0, i] = portfolio_return
results[1, i] = portfolio_volatility
results[2, i] = sharpe_ratio
return results
st.title("Analisis Portofolio Saham Optimal (Model Markowitz)")
def get_recommended_stocks():
return "KLBF.JK, SIDO.JK, KAEF.JK, TLKM.JK, UNVR.JK"
def validate_tickers(tickers):
invalid_tickers = [t for t in tickers if yf.Ticker(t).history(period='1d').empty]
if invalid_tickers:
st.warning(f"Ticker tidak valid atau tidak memiliki data: {', '.join(invalid_tickers)}")
return False
return True
st.write("Rekomendasi Saham yang Bertahan Saat COVID-19:")
st.write(get_recommended_stocks())
tickers_list = st.text_input("Masukkan ticker saham", "KLBF.JK, SIDO.JK, KAEF.JK").split(", ")
start_date = st.date_input("Pilih tanggal mulai", pd.to_datetime("2020-01-01"))
end_date = st.date_input("Pilih tanggal akhir", pd.to_datetime("2023-12-31"))
if st.button("Analisis Portofolio"):
if validate_tickers(tickers_list):
stock_data = get_stock_data(tickers_list, start_date, end_date)
if stock_data is not None:
mean_returns, cov_matrix = calculate_returns(stock_data)
optimal_weights = optimize_portfolio(mean_returns, cov_matrix)
st.subheader("Statistik Saham")
st.write(stock_data.describe())
if optimal_weights is not None:
st.subheader("Bobot Portofolio Optimal")
portfolio_weights = {stock: weight for stock, weight in zip(stock_data.columns, optimal_weights)}
st.write(portfolio_weights)
fig, ax = plt.subplots()
ax.pie(optimal_weights, labels=stock_data.columns, autopct='%1.1f%%', startangle=140)
ax.axis('equal')
st.pyplot(fig)
results = generate_efficient_frontier(mean_returns, cov_matrix)
st.subheader("Efficient Frontier")
fig, ax = plt.subplots()
scatter = ax.scatter(results[1, :], results[0, :], c=results[2, :], cmap="viridis", marker='o')
ax.set_xlabel("Risiko (Standar Deviasi)")
ax.set_ylabel("Return Tahunan")
ax.set_title("Efficient Frontier")
fig.colorbar(scatter, label="Sharpe Ratio")
st.pyplot(fig)
else:
st.error("Optimasi portofolio gagal. Coba dengan saham yang berbeda.")
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