Allocation (%) can be updated

.gitignore

@@ -2,9 +2,14 @@
 .env
 #.env.*
 
-# Cache directories
+# Ignore all runtime cache data (created at runtime, not code)
 cache/
-**/cache/
+
+# But DO track the cache manager Python code in the package
+!ETF_Portal/ETF_Portal/cache/*.py
+!ETF_Portal/ETF_Portal/cache/__init__.py
+!ETF_Portal/ETF_Portal/cache/
+
 
 # Python
 __pycache__/

ETF_Portal/services/data_service.py

@@ -7,10 +7,11 @@ import json
 import pandas as pd
 import numpy as np
 from datetime import datetime, timedelta
-from typing import Dict, Optional
+from typing import Dict, Optional, List
 import yfinance as yf
 import logging
 from pathlib import Path
+from ..api.factory import APIFactory
 
 logger = logging.getLogger(__name__)
 
@@ -28,6 +29,14 @@ class DataService:
         self.fmp_holdings_dir = self.fmp_cache_dir / 'etf_holdings'
         self.cache_timeout = timedelta(hours=1)
         
+        # Create cache directories if they don't exist
+        for directory in [self.cache_dir, self.yf_cache_dir, self.fmp_cache_dir, 
+                         self.fmp_profiles_dir, self.fmp_historical_dir, self.fmp_holdings_dir]:
+            directory.mkdir(parents=True, exist_ok=True)
+            
+        # Initialize API factory
+        self.api_factory = APIFactory()
+        
     def get_etf_data(self, ticker: str) -> Dict:
         """Get ETF data using fallback logic:
         1. Try FMP cache
@@ -191,7 +200,80 @@ class DataService:
     
     def _get_from_fmp(self, ticker: str) -> Optional[Dict]:
         """Get data from FMP API"""
-        # TODO: Implement FMP API integration
+        try:
+            # Get FMP client
+            fmp_client = self.api_factory.get_client('fmp')
+            
+            # Get ETF profile
+            profile = fmp_client.get_etf_profile(ticker)
+            if not profile:
+                return None
+                
+            # Get historical data
+            hist_data = fmp_client.get_etf_historical_data(ticker)
+            if hist_data.empty:
+                return None
+                
+            # Get holdings
+            holdings = fmp_client.get_etf_holdings(ticker)
+            
+            # Get dividend history
+            dividend_history = fmp_client.get_dividend_history(ticker)
+            
+            # Get sector weightings
+            sector_weightings = fmp_client.get_sector_weightings(ticker)
+            
+            # Calculate metrics
+            hist_data['log_returns'] = np.log(hist_data['close'] / hist_data['close'].shift(1))
+            returns = hist_data['log_returns'].dropna()
+            
+            # Calculate annualized volatility using daily log returns
+            volatility = returns.std() * np.sqrt(252)
+            
+            # Calculate max drawdown using rolling window
+            rolling_max = hist_data['close'].rolling(window=252, min_periods=1).max()
+            daily_drawdown = hist_data['close'] / rolling_max - 1.0
+            max_drawdown = abs(daily_drawdown.min())
+            
+            # Calculate Sharpe ratio (assuming risk-free rate of 0.02)
+            risk_free_rate = 0.02
+            excess_returns = returns - risk_free_rate/252
+            sharpe_ratio = np.sqrt(252) * excess_returns.mean() / returns.std()
+            
+            # Calculate Sortino ratio
+            downside_returns = returns[returns < 0]
+            sortino_ratio = np.sqrt(252) * excess_returns.mean() / downside_returns.std()
+            
+            # Calculate dividend trend
+            if not dividend_history.empty:
+                dividend_history['date'] = pd.to_datetime(dividend_history['date'])
+                dividend_history = dividend_history.sort_values('date')
+                dividend_trend = dividend_history['dividend'].pct_change().mean() * 100
+            else:
+                dividend_trend = 0.0
+            
+            # Calculate age in years
+            if 'inceptionDate' in profile:
+                inception_date = pd.to_datetime(profile['inceptionDate'])
+                age_years = (pd.Timestamp.now() - inception_date).days / 365.25
+            else:
+                age_years = 0.0
+            
+            return {
+                'info': profile,
+                'hist': hist_data.to_dict('records'),
+                'holdings': holdings,
+                'volatility': volatility,
+                'max_drawdown': max_drawdown,
+                'sharpe_ratio': sharpe_ratio,
+                'sortino_ratio': sortino_ratio,
+                'dividend_trend': dividend_trend,
+                'age_years': age_years,
+                'is_new': age_years < 2
+            }
+            
+        except Exception as e:
+            logger.error(f"Error fetching FMP data for {ticker}: {str(e)}")
             return None
     
     def _get_from_yfinance(self, ticker: str) -> Optional[Dict]:
@@ -335,3 +417,21 @@ class DataService:
             'is_new': False,
             'is_estimated': True  # Flag to indicate these are estimates
         }
+    
+    def get_etf_list(self) -> List[str]:
+        """Get list of available ETFs"""
+        try:
+            # Define a list of high-yield ETFs to track
+            etf_list = [
+                'JEPI', 'JEPQ', 'FEPI', 'CONY', 'MSTY', 'SDIV', 'DIV', 'VIGI',
+                'VYM', 'VIG', 'DVY', 'SCHD', 'DGRO', 'VIGI', 'VIG', 'VYM',
+                'DVY', 'SCHD', 'DGRO', 'VIGI', 'VIG', 'VYM', 'DVY', 'SCHD',
+                'DGRO', 'VIGI', 'VIG', 'VYM', 'DVY', 'SCHD', 'DGRO'
+            ]
+            
+            # Remove duplicates while preserving order
+            return list(dict.fromkeys(etf_list))
+            
+        except Exception as e:
+            logger.error(f"Error getting ETF list: {str(e)}")
+            return [] 

ETF_Portal/services/etf_selection_service/__init__.py

@@ -0,0 +1,23 @@
+"""
+ETF Selection Service package initialization
+"""
+
+from .service import ETFSelectionService
+from .models import InvestmentGoal, RiskTolerance, ETF, ETFUniverse
+from .exceptions import (
+    ETFSelectionError, ETFDataError, ETFNotFoundError,
+    ValidationError, PortfolioOptimizationError
+)
+
+__all__ = [
+    'ETFSelectionService',
+    'InvestmentGoal',
+    'RiskTolerance',
+    'ETF',
+    'ETFUniverse',
+    'ETFSelectionError',
+    'ETFDataError',
+    'ETFNotFoundError',
+    'ValidationError',
+    'PortfolioOptimizationError'
+] 

ETF_Portal/services/etf_selection_service/database.py

@@ -0,0 +1,179 @@
+"""
+Database operations for ETF Selection Service
+"""
+
+import logging
+import sqlite3
+from typing import Dict, List, Optional
+from datetime import datetime
+import json
+
+from .models import ETF, ETFUniverse
+from .exceptions import DatabaseError, DataUpdateError
+
+logger = logging.getLogger(__name__)
+
+class ETFDatabase:
+    def __init__(self, db_path: str = "etf_data.db"):
+        self.db_path = db_path
+        self._init_db()
+    
+    def _init_db(self):
+        """Initialize database tables"""
+        try:
+            with sqlite3.connect(self.db_path) as conn:
+                cursor = conn.cursor()
+                
+                # Create ETFs table
+                cursor.execute("""
+                    CREATE TABLE IF NOT EXISTS etfs (
+                        ticker TEXT PRIMARY KEY,
+                        name TEXT,
+                        expense_ratio REAL,
+                        aum REAL,
+                        avg_volume INTEGER,
+                        tracking_error REAL,
+                        volatility REAL,
+                        max_drawdown REAL,
+                        sharpe_ratio REAL,
+                        top_holding_weight REAL,
+                        dividend_yield REAL,
+                        category TEXT,
+                        asset_class TEXT,
+                        sector TEXT,
+                        region TEXT,
+                        strategy TEXT,
+                        last_updated TEXT
+                    )
+                """)
+                
+                # Create categories table
+                cursor.execute("""
+                    CREATE TABLE IF NOT EXISTS categories (
+                        category TEXT PRIMARY KEY,
+                        etfs TEXT,
+                        last_updated TEXT
+                    )
+                """)
+                
+                conn.commit()
+        except sqlite3.Error as e:
+            raise DatabaseError(f"Failed to initialize database: {str(e)}")
+    
+    def save_etf(self, etf: ETF):
+        """Save ETF data to database"""
+        try:
+            with sqlite3.connect(self.db_path) as conn:
+                cursor = conn.cursor()
+                cursor.execute("""
+                    INSERT OR REPLACE INTO etfs (
+                        ticker, name, expense_ratio, aum, avg_volume,
+                        tracking_error, volatility, max_drawdown,
+                        sharpe_ratio, top_holding_weight, dividend_yield,
+                        category, asset_class, sector, region, strategy,
+                        last_updated
+                    ) VALUES (?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?, ?)
+                """, (
+                    etf.ticker, etf.name, etf.expense_ratio, etf.aum,
+                    etf.avg_volume, etf.tracking_error, etf.volatility,
+                    etf.max_drawdown, etf.sharpe_ratio, etf.top_holding_weight,
+                    etf.dividend_yield, etf.category, etf.asset_class,
+                    etf.sector, etf.region, etf.strategy,
+                    datetime.now().isoformat()
+                ))
+                conn.commit()
+        except sqlite3.Error as e:
+            raise DataUpdateError(f"Failed to save ETF data: {str(e)}")
+    
+    def get_etf(self, ticker: str) -> Optional[ETF]:
+        """Get ETF data from database"""
+        try:
+            with sqlite3.connect(self.db_path) as conn:
+                cursor = conn.cursor()
+                cursor.execute("SELECT * FROM etfs WHERE ticker = ?", (ticker,))
+                row = cursor.fetchone()
+                
+                if row:
+                    return ETF(
+                        ticker=row[0],
+                        name=row[1],
+                        expense_ratio=row[2],
+                        aum=row[3],
+                        avg_volume=row[4],
+                        tracking_error=row[5],
+                        volatility=row[6],
+                        max_drawdown=row[7],
+                        sharpe_ratio=row[8],
+                        top_holding_weight=row[9],
+                        dividend_yield=row[10],
+                        category=row[11],
+                        asset_class=row[12],
+                        sector=row[13],
+                        region=row[14],
+                        strategy=row[15]
+                    )
+                return None
+        except sqlite3.Error as e:
+            raise DatabaseError(f"Failed to get ETF data: {str(e)}")
+    
+    def save_universe(self, universe: ETFUniverse):
+        """Save ETF universe to database"""
+        try:
+            with sqlite3.connect(self.db_path) as conn:
+                cursor = conn.cursor()
+                
+                # Save categories
+                for category, etfs in universe.categories.items():
+                    cursor.execute("""
+                        INSERT OR REPLACE INTO categories (
+                            category, etfs, last_updated
+                        ) VALUES (?, ?, ?)
+                    """, (
+                        category,
+                        json.dumps(etfs),
+                        datetime.now().isoformat()
+                    ))
+                
+                conn.commit()
+        except sqlite3.Error as e:
+            raise DataUpdateError(f"Failed to save ETF universe: {str(e)}")
+    
+    def get_universe(self) -> ETFUniverse:
+        """Get ETF universe from database"""
+        try:
+            universe = ETFUniverse()
+            
+            with sqlite3.connect(self.db_path) as conn:
+                cursor = conn.cursor()
+                
+                # Get all ETFs
+                cursor.execute("SELECT * FROM etfs")
+                for row in cursor.fetchall():
+                    etf = ETF(
+                        ticker=row[0],
+                        name=row[1],
+                        expense_ratio=row[2],
+                        aum=row[3],
+                        avg_volume=row[4],
+                        tracking_error=row[5],
+                        volatility=row[6],
+                        max_drawdown=row[7],
+                        sharpe_ratio=row[8],
+                        top_holding_weight=row[9],
+                        dividend_yield=row[10],
+                        category=row[11],
+                        asset_class=row[12],
+                        sector=row[13],
+                        region=row[14],
+                        strategy=row[15]
+                    )
+                    universe.etfs[etf.ticker] = etf
+                
+                # Get categories
+                cursor.execute("SELECT category, etfs FROM categories")
+                for row in cursor.fetchall():
+                    universe.categories[row[0]] = json.loads(row[1])
+                
+                return universe
+        except sqlite3.Error as e:
+            raise DatabaseError(f"Failed to get ETF universe: {str(e)}") 

ETF_Portal/services/etf_selection_service/exceptions.py

@@ -0,0 +1,31 @@
+"""
+Custom exceptions for ETF Selection Service
+"""
+
+class ETFSelectionError(Exception):
+    """Base exception for ETF selection errors"""
+    pass
+
+class ETFDataError(ETFSelectionError):
+    """Exception raised when ETF data is invalid or missing"""
+    pass
+
+class ETFNotFoundError(ETFSelectionError):
+    """Exception raised when ETF is not found"""
+    pass
+
+class DatabaseError(ETFSelectionError):
+    """Exception raised for database-related errors"""
+    pass
+
+class DataUpdateError(ETFSelectionError):
+    """Exception raised when data update fails"""
+    pass
+
+class ValidationError(ETFSelectionError):
+    """Exception raised when input validation fails"""
+    pass
+
+class PortfolioOptimizationError(ETFSelectionError):
+    """Exception raised when portfolio optimization fails"""
+    pass 

ETF_Portal/services/etf_selection_service/models.py

@@ -0,0 +1,52 @@
+"""
+Data models and enums for ETF Selection Service
+"""
+
+from dataclasses import dataclass
+from enum import Enum
+from typing import Optional, Dict, List
+
+class RiskTolerance(Enum):
+    CONSERVATIVE = "Conservative"
+    MODERATE = "Moderate"
+    AGGRESSIVE = "Aggressive"
+
+@dataclass
+class InvestmentGoal:
+    capital_target: float
+    income_target: Optional[float] = None
+    risk_tolerance: RiskTolerance = RiskTolerance.MODERATE
+    investment_horizon: int = 5  # years
+
+@dataclass
+class ETF:
+    ticker: str
+    name: str
+    expense_ratio: float
+    aum: float
+    avg_volume: float
+    tracking_error: float
+    volatility: float
+    max_drawdown: float
+    sharpe_ratio: float
+    top_holding_weight: float
+    dividend_yield: float
+    category: str
+    asset_class: str
+    sector: str
+    region: str
+    strategy: str
+
+class ETFCategory(Enum):
+    EQUITY = "Equity"
+    FIXED_INCOME = "Fixed Income"
+    COMMODITY = "Commodity"
+    REAL_ESTATE = "Real Estate"
+    CRYPTO = "Crypto"
+    MULTI_ASSET = "Multi-Asset"
+
+class ETFUniverse:
+    def __init__(self):
+        self.etfs: Dict[str, ETF] = {}
+        self.categories: Dict[str, List[str]] = {}
+        self.last_updated: Optional[str] = None 

ETF_Portal/services/etf_selection_service/service.py

@@ -0,0 +1,418 @@
+"""
+ETF Selection Service for optimizing ETF selection based on investment goals
+"""
+
+import logging
+from typing import Dict, List, Optional, Tuple
+import pandas as pd
+import numpy as np
+from datetime import datetime
+import os
+
+from .models import InvestmentGoal, RiskTolerance, ETF, ETFUniverse, ETFCategory
+from .exceptions import (
+    ETFSelectionError, ETFDataError, ETFNotFoundError,
+    ValidationError, PortfolioOptimizationError
+)
+from .database import ETFDatabase
+from .utils import (
+    calculate_volatility, calculate_max_drawdown,
+    calculate_sharpe_ratio, calculate_sortino_ratio,
+    calculate_portfolio_metrics, is_cache_valid
+)
+
+logger = logging.getLogger(__name__)
+
+class ETFSelectionService:
+    def __init__(self, data_service):
+        """
+        Initialize ETF Selection Service
+        
+        Args:
+            data_service: Service that provides ETF data (must implement get_etf_list() and get_etf_data())
+        """
+        self.data_service = data_service
+        self.db = ETFDatabase()
+        self.cache = {}
+        self.cache_ttl = 3600  # 1 hour cache TTL
+        
+        self.selection_criteria = {
+            'tier1': {
+                'expense_ratio': 0.10,  # 0.10% or less
+                'aum': 5_000_000_000,   # $5B or more
+                'tracking_error': 0.05,  # 0.05% or less
+                'avg_volume': 100_000    # 100K shares/day
+            },
+            'tier2': {
+                'expense_ratio': 0.25,  # 0.25% or less
+                'aum': 1_000_000_000,   # $1B or more
+                'tracking_error': 0.10,  # 0.10% or less
+                'avg_volume': 50_000     # 50K shares/day
+            }
+        }
+    
+    def select_etfs(self, goal: InvestmentGoal) -> List[Dict]:
+        """
+        Select ETFs based on investment goals and risk tolerance
+        Returns a list of recommended ETFs with allocation percentages
+        """
+        try:
+            logger.info(f"Starting ETF selection with goal: {goal}")
+            
+            # Validate investment goal
+            self._validate_investment_goal(goal)
+            
+            # Get ETF data as DataFrame
+            etfs_df = self._get_etfs_dataframe()
+            if etfs_df.empty:
+                raise ETFDataError("No ETFs available for selection")
+            
+            logger.info(f"Found {len(etfs_df)} available ETFs")
+            
+            # Filter ETFs based on criteria
+            filtered_df = self._filter_etfs_vectorized(etfs_df, goal)
+            if filtered_df.empty:
+                raise ETFSelectionError(
+                    "No ETFs passed the filtering criteria. Please try adjusting your risk tolerance or investment goals."
+                )
+            
+            logger.info(f"{len(filtered_df)} ETFs passed filtering criteria")
+            
+            # Score ETFs based on criteria
+            scored_df = self._score_etfs_vectorized(filtered_df, goal)
+            if scored_df.empty:
+                raise ETFSelectionError(
+                    "No ETFs passed the scoring criteria. Please try adjusting your risk tolerance or investment goals."
+                )
+            
+            logger.info(f"{len(scored_df)} ETFs passed scoring criteria")
+            
+            # Optimize portfolio allocation
+            portfolio = self._optimize_portfolio_vectorized(scored_df, goal)
+            if portfolio.empty:
+                raise PortfolioOptimizationError(
+                    "Failed to optimize portfolio allocation. Please try adjusting your investment goals or risk tolerance."
+                )
+            
+            logger.info(f"Successfully generated portfolio with {len(portfolio)} ETFs")
+            return portfolio.to_dict('records')
+            
+        except ETFSelectionError as e:
+            logger.error(str(e))
+            raise
+        except Exception as e:
+            error_msg = f"Unexpected error during ETF selection: {str(e)}"
+            logger.error(error_msg, exc_info=True)
+            raise ETFSelectionError(error_msg)
+    
+    def _validate_investment_goal(self, goal: InvestmentGoal) -> None:
+        """Validate investment goal parameters"""
+        if goal.capital_target <= 0:
+            raise ValidationError("Capital target must be greater than 0")
+        
+        if goal.income_target and goal.income_target <= 0:
+            raise ValidationError("Income target must be greater than 0")
+        
+        if not isinstance(goal.risk_tolerance, RiskTolerance):
+            raise ValidationError("Risk tolerance must be a valid RiskTolerance enum value")
+    
+    def _get_etfs_dataframe(self) -> pd.DataFrame:
+        """Get ETF data as DataFrame with caching"""
+        cache_key = 'etfs_dataframe'
+        
+        # Check cache first
+        if cache_key in self.cache:
+            cache_data, timestamp = self.cache[cache_key]
+            if is_cache_valid(timestamp, self.cache_ttl):
+                return cache_data
+        
+        try:
+            # Get list of ETFs
+            etf_list = self.data_service.get_etf_list()
+            if not etf_list:
+                raise ETFDataError("No ETFs available from data service")
+            
+            # Batch fetch ETF data
+            etf_data = []
+            for ticker in etf_list:
+                try:
+                    data = self.data_service.get_etf_data(ticker)
+                    if data:
+                        etf_data.append({
+                            'ticker': ticker,
+                            'name': data.get('info', {}).get('longName', ticker),
+                            'expense_ratio': data.get('info', {}).get('annualReportExpenseRatio', 0.5) / 100,
+                            'aum': data.get('info', {}).get('totalAssets', 0),
+                            'avg_volume': data.get('info', {}).get('averageVolume', 0),
+                            'tracking_error': 0.0,  # Not available from yfinance
+                            'volatility': float(data.get('volatility', 0)),
+                            'max_drawdown': float(data.get('max_drawdown', 0)),
+                            'sharpe_ratio': float(data.get('sharpe_ratio', 0)),
+                            'top_holding_weight': 0.0,  # Not available from yfinance
+                            'dividend_yield': float(data.get('dividend_yield', 0)) / 100,
+                            'category': data.get('info', {}).get('category', 'Unknown'),
+                            'asset_class': data.get('info', {}).get('assetClass', 'Unknown'),
+                            'sector': data.get('info', {}).get('sector', 'Unknown'),
+                            'region': data.get('info', {}).get('region', 'Unknown'),
+                            'strategy': data.get('info', {}).get('strategy', 'Unknown')
+                        })
+                except Exception as e:
+                    logger.warning(f"Error processing ETF {ticker}: {str(e)}")
+                    continue
+            
+            if not etf_data:
+                raise ETFDataError("No ETFs could be processed")
+            
+            # Convert to DataFrame
+            df = pd.DataFrame(etf_data)
+            
+            # Cache the result
+            self.cache[cache_key] = (df, datetime.now().isoformat())
+            
+            return df
+            
+        except Exception as e:
+            raise ETFDataError(f"Error fetching ETF data: {str(e)}")
+    
+    def _filter_etfs_vectorized(self, df: pd.DataFrame, goal: InvestmentGoal) -> pd.DataFrame:
+        """Filter ETFs using vectorized operations"""
+        # Get criteria based on risk tolerance
+        criteria = self.selection_criteria['tier1' if goal.risk_tolerance == RiskTolerance.CONSERVATIVE else 'tier2']
+        
+        # Create boolean masks for filtering
+        mask = (
+            (df['expense_ratio'] <= criteria['expense_ratio']) &
+            (df['aum'] >= criteria['aum']) &
+            (df['tracking_error'] <= criteria['tracking_error']) &
+            (df['avg_volume'] >= criteria['avg_volume'])
+        )
+        
+        return df[mask]
+    
+    def _score_etfs_vectorized(self, df: pd.DataFrame, goal: InvestmentGoal) -> pd.DataFrame:
+        """Score ETFs using vectorized operations"""
+        # Calculate risk score
+        df['risk_score'] = (
+            df['volatility'] * 0.3 +
+            df['max_drawdown'] * 0.3 +
+            (1 - df['sharpe_ratio']) * 0.4
+        )
+        
+        # Calculate income score if income target is specified
+        if goal.income_target:
+            df['income_score'] = df['dividend_yield'] / goal.income_target
+        
+        # Calculate final score
+        if goal.income_target:
+            df['final_score'] = (
+                (1 - df['risk_score']) * 0.6 +
+                df['income_score'] * 0.4
+            )
+        else:
+            df['final_score'] = 1 - df['risk_score']
+        
+        # Normalize scores
+        df['final_score'] = (df['final_score'] - df['final_score'].min()) / (df['final_score'].max() - df['final_score'].min())
+        
+        # Filter out ETFs with low scores
+        return df[df['final_score'] >= 0.5]
+    
+    def _optimize_portfolio_vectorized(self, df: pd.DataFrame, goal: InvestmentGoal) -> pd.DataFrame:
+        """Optimize portfolio allocation using vectorized operations"""
+        # Sort by final score
+        df = df.sort_values('final_score', ascending=False)
+        
+        # Select top ETFs based on risk tolerance
+        n_etfs = 5 if goal.risk_tolerance == RiskTolerance.CONSERVATIVE else 10
+        df = df.head(n_etfs)
+        
+        # Calculate weights based on scores
+        df['weight'] = df['final_score'] / df['final_score'].sum()
+        
+        # Add allocation amount (already in percentage)
+        df['allocation'] = df['weight'] * 100  # Convert to percentage
+        df['amount'] = df['weight'] * goal.capital_target  # Calculate actual amount
+        
+        # Add metrics dictionary for each ETF
+        df['metrics'] = df.apply(lambda row: {
+            'expense_ratio': row['expense_ratio'],
+            'aum': row['aum'],
+            'volatility': row['volatility'],
+            'max_drawdown': row['max_drawdown'],
+            'sharpe_ratio': row['sharpe_ratio'],
+            'dividend_yield': row['dividend_yield']
+        }, axis=1)
+        
+        return df[['ticker', 'name', 'allocation', 'amount', 'metrics']]
+    
+    def _update_etf_universe(self):
+        """Update ETF universe with latest data"""
+        try:
+            # Get list of ETFs to update
+            etfs_to_update = self._get_etfs_to_update()
+            
+            # Update each ETF
+            for ticker in etfs_to_update:
+                try:
+                    etf = self._fetch_etf_data(ticker)
+                    if etf:
+                        self.db.save_etf(etf)
+                except Exception as e:
+                    logger.warning(f"Failed to update ETF {ticker}: {str(e)}")
+                    continue
+            
+            # Update universe metadata
+            self._update_universe_metadata()
+            
+        except Exception as e:
+            raise DataUpdateError(f"Failed to update ETF universe: {str(e)}")
+    
+    def _get_etfs_to_update(self) -> List[str]:
+        """Get list of ETFs that need updating"""
+        try:
+            # Get current universe
+            universe = self.db.get_universe()
+            
+            # Get list of all ETFs
+            all_etfs = self.data_service.get_etf_list()
+            
+            # Find ETFs that need updating
+            etfs_to_update = []
+            for ticker in all_etfs:
+                if ticker not in universe.etfs:
+                    etfs_to_update.append(ticker)
+                else:
+                    # Check if data is stale
+                    etf = universe.etfs[ticker]
+                    if not is_cache_valid(etf.last_updated, self.cache_ttl):
+                        etfs_to_update.append(ticker)
+            
+            return etfs_to_update
+            
+        except Exception as e:
+            raise DataUpdateError(f"Failed to get ETFs to update: {str(e)}")
+    
+    def _fetch_etf_data(self, ticker: str) -> Optional[ETF]:
+        """Fetch ETF data from data service"""
+        try:
+            data = self.data_service.get_etf_data(ticker)
+            if not data:
+                return None
+            
+            info = data.get('info', {})
+            
+            return ETF(
+                ticker=ticker,
+                name=info.get('longName', ticker),
+                expense_ratio=info.get('annualReportExpenseRatio', 0.5) / 100,
+                aum=info.get('totalAssets', 0),
+                avg_volume=info.get('averageVolume', 0),
+                tracking_error=0.0,  # Not available from yfinance
+                volatility=float(data.get('volatility', 0)),
+                max_drawdown=float(data.get('max_drawdown', 0)),
+                sharpe_ratio=float(data.get('sharpe_ratio', 0)),
+                top_holding_weight=0.0,  # Not available from yfinance
+                dividend_yield=float(data.get('dividend_yield', 0)) / 100,
+                category=info.get('category', 'Unknown'),
+                asset_class=info.get('assetClass', 'Unknown'),
+                sector=info.get('sector', 'Unknown'),
+                region=info.get('region', 'Unknown'),
+                strategy=info.get('strategy', 'Unknown')
+            )
+            
+        except Exception as e:
+            logger.warning(f"Failed to fetch ETF data for {ticker}: {str(e)}")
+            return None
+    
+    def _determine_category(self, info: Dict) -> ETFCategory:
+        """Determine ETF category from info"""
+        category = info.get('category', '').lower()
+        
+        if 'equity' in category:
+            return ETFCategory.EQUITY
+        elif 'fixed income' in category or 'bond' in category:
+            return ETFCategory.FIXED_INCOME
+        elif 'commodity' in category:
+            return ETFCategory.COMMODITY
+        elif 'real estate' in category:
+            return ETFCategory.REAL_ESTATE
+        elif 'crypto' in category:
+            return ETFCategory.CRYPTO
+        else:
+            return ETFCategory.MULTI_ASSET
+    
+    def _determine_risk_level(self, volatility: float) -> str:
+        """Determine risk level based on volatility"""
+        if volatility < 0.1:
+            return 'Low'
+        elif volatility < 0.2:
+            return 'Medium'
+        else:
+            return 'High'
+    
+    def _update_universe_metadata(self):
+        """Update ETF universe metadata"""
+        try:
+            universe = self.db.get_universe()
+            
+            # Group ETFs by category
+            categories = {}
+            for etf in universe.etfs.values():
+                if etf.category not in categories:
+                    categories[etf.category] = []
+                categories[etf.category].append(etf.ticker)
+            
+            # Update categories
+            universe.categories = categories
+            universe.last_updated = datetime.now().isoformat()
+            
+            # Save to database
+            self.db.save_universe(universe)
+            
+        except Exception as e:
+            raise DataUpdateError(f"Failed to update universe metadata: {str(e)}")
+    
+    def get_etf_universe(self) -> ETFUniverse:
+        """Get current ETF universe"""
+        try:
+            return self.db.get_universe()
+        except Exception as e:
+            raise DatabaseError(f"Failed to get ETF universe: {str(e)}")
+    
+    def search_etfs(self,
+                   category: Optional[ETFCategory] = None,
+                   risk_level: Optional[str] = None,
+                   min_dividend_yield: Optional[float] = None,
+                   max_expense_ratio: Optional[float] = None) -> List[ETF]:
+        """Search ETFs based on criteria"""
+        try:
+            universe = self.get_etf_universe()
+            
+            # Filter ETFs
+            filtered_etfs = []
+            for etf in universe.etfs.values():
+                if category and etf.category != category.value:
+                    continue
+                if risk_level and self._determine_risk_level(etf.volatility) != risk_level:
+                    continue
+                if min_dividend_yield and etf.dividend_yield < min_dividend_yield:
+                    continue
+                if max_expense_ratio and etf.expense_ratio > max_expense_ratio:
+                    continue
+                filtered_etfs.append(etf)
+            
+            return filtered_etfs
+            
+        except Exception as e:
+            raise ETFSelectionError(f"Failed to search ETFs: {str(e)}")
+    
+    def get_etf_details(self, ticker: str) -> Optional[ETF]:
+        """Get detailed ETF information"""
+        try:
+            return self.db.get_etf(ticker)
+        except Exception as e:
+            raise ETFNotFoundError(f"Failed to get ETF details for {ticker}: {str(e)}")
+    
+    def clear_cache(self):
+        """Clear service cache"""
+        self.cache.clear() 

ETF_Portal/services/etf_selection_service/utils.py

@@ -0,0 +1,49 @@
+"""
+Utility functions for ETF selection service
+"""
+
+import numpy as np
+import pandas as pd
+from datetime import datetime, timedelta
+from typing import Dict, List, Optional, Tuple
+
+def calculate_volatility(returns: pd.Series) -> float:
+    """Calculate annualized volatility from returns series."""
+    return returns.std() * np.sqrt(252)
+
+def calculate_max_drawdown(prices: pd.Series) -> float:
+    """Calculate maximum drawdown from price series."""
+    return (prices / prices.cummax() - 1).min()
+
+def calculate_sharpe_ratio(returns: pd.Series, risk_free_rate: float = 0.02) -> float:
+    """Calculate Sharpe ratio from returns series."""
+    excess_returns = returns - risk_free_rate/252
+    if len(excess_returns) < 2:
+        return 0.0
+    return np.sqrt(252) * excess_returns.mean() / excess_returns.std()
+
+def calculate_sortino_ratio(returns: pd.Series, risk_free_rate: float = 0.02) -> float:
+    """Calculate Sortino ratio from returns series."""
+    excess_returns = returns - risk_free_rate/252
+    downside_returns = excess_returns[excess_returns < 0]
+    if len(downside_returns) < 2:
+        return 0.0
+    return np.sqrt(252) * excess_returns.mean() / downside_returns.std()
+
+def calculate_portfolio_metrics(weights: np.ndarray, returns: pd.DataFrame) -> Dict[str, float]:
+    """Calculate portfolio metrics from weights and returns."""
+    portfolio_returns = returns.dot(weights)
+    return {
+        'volatility': calculate_volatility(portfolio_returns),
+        'max_drawdown': calculate_max_drawdown(portfolio_returns.cumsum()),
+        'sharpe_ratio': calculate_sharpe_ratio(portfolio_returns),
+        'sortino_ratio': calculate_sortino_ratio(portfolio_returns)
+    }
+
+def is_cache_valid(timestamp: str, ttl_seconds: int) -> bool:
+    """Check if cached data is still valid based on TTL."""
+    try:
+        cache_time = datetime.fromisoformat(timestamp)
+        return datetime.now() - cache_time < timedelta(seconds=ttl_seconds)
+    except (ValueError, TypeError):
+        return False 

pages/ETF_Portfolio_Builder.py

@@ -21,6 +21,9 @@ import traceback
 from dotenv import load_dotenv
 import re
 from ETF_Portal.services.drip_service import DRIPService, DripConfig
+from ETF_Portal.services.etf_selection_service import ETFSelectionService, InvestmentGoal, RiskTolerance
+from ETF_Portal.services.nav_erosion_service import NavErosionService
+from ETF_Portal.services.data_service import DataService
 
 # Load environment variables
 load_dotenv(override=True)  # Force reload of environment variables
@@ -1132,60 +1135,20 @@ def portfolio_summary(final_alloc: pd.DataFrame) -> None:
         return
 
     try:
-        # Calculate key metrics
-        total_capital = final_alloc["Capital Allocated ($)"].sum()
-        total_income = final_alloc["Income Contributed ($)"].sum()
-        
-        # Calculate weighted average yield
-        weighted_yield = (final_alloc["Allocation (%)"] * final_alloc["Yield (%)"]).sum() / 100
-        
-        # Display metrics in columns
-        col1, col2, col3 = st.columns(3)
-        
-        with col1:
-            st.metric("Total Capital", format_large_number(total_capital))
-            
-        with col2:
-            st.metric("Annual Income", format_large_number(total_income))
-            st.metric("Monthly Income", format_large_number(total_income/12))
-            
-        with col3:
-            st.metric("Average Yield", f"{weighted_yield:.2f}%")
-            st.metric("Effective Yield", f"{(total_income/total_capital*100):.2f}%")
-        
-        # Display allocation chart
-        fig = px.pie(
-            final_alloc,
-            values="Allocation (%)",
-            names="Ticker",
-            title="Portfolio Allocation by ETF",
-            hover_data={
-                "Ticker": True,
-                "Allocation (%)": ":.2f",
-                "Yield (%)": ":.2f",
-                "Capital Allocated ($)": ":,.2f",
-                "Income Contributed ($)": ":,.2f"
-            }
-        )
-        st.plotly_chart(fig, use_container_width=True)
-        
-        # Display detailed allocation table
-        st.subheader("Detailed Allocation")
+        # Use the allocation from session state for all calculations and display
         display_df = final_alloc.copy()
+        numeric_columns = ["Allocation (%)", "Yield (%)", "Price", "Shares", "Capital Allocated ($)", "Income Contributed ($)"]
+        for col in numeric_columns:
+            if col in display_df.columns:
+                display_df[col] = pd.to_numeric(display_df[col], errors='coerce')
         display_df["Monthly Income"] = display_df["Income Contributed ($)"] / 12
-        
-        # Format large numbers in the display DataFrame
-        display_df["Capital Allocated ($)"] = display_df["Capital Allocated ($)"].apply(format_large_number)
-        display_df["Income Contributed ($)"] = display_df["Income Contributed ($)"].apply(format_large_number)
-        display_df["Monthly Income"] = display_df["Monthly Income"].apply(format_large_number)
-        
-        # Ensure data_source column exists and rename it for display
+        display_df["Capital Allocated ($)"] = display_df["Capital Allocated ($)"].apply(lambda x: f"${float(x):,.2f}")
+        display_df["Income Contributed ($)"] = display_df["Income Contributed ($)"].apply(lambda x: f"${float(x):,.2f}")
+        display_df["Monthly Income"] = display_df["Monthly Income"].apply(lambda x: f"${float(x):,.2f}")
         if "data_source" in display_df.columns:
             display_df = display_df.rename(columns={"data_source": "Data Source"})
         else:
             display_df["Data Source"] = "Unknown"
-        
-        # Select and order columns for display
         display_columns = [
             "Ticker",
             "Allocation (%)",
@@ -1198,15 +1161,43 @@ def portfolio_summary(final_alloc: pd.DataFrame) -> None:
             "Risk Level",
             "Data Source"
         ]
-        
-        # Format the display
-        st.dataframe(
-            display_df[display_columns].style.format({
-                "Allocation (%)": "{:.2f}%",
-                "Yield (%)": "{:.2f}%",
-                "Price": "${:,.2f}",
-                "Shares": "{:,.4f}"
-            }),
+        editor_key = "allocation_editor"
+        def parse_currency(val):
+            if isinstance(val, str):
+                return float(val.replace('$', '').replace(',', ''))
+            return float(val)
+        # --- Portfolio Summary Metrics (use session state allocation) ---
+        total_capital = display_df["Capital Allocated ($)"].apply(parse_currency).sum()
+        total_income = display_df["Income Contributed ($)"].apply(parse_currency).sum()
+        weighted_yield = (display_df["Allocation (%)"] * display_df["Yield (%)"]).sum() / 100
+        col1, col2, col3 = st.columns(3)
+        with col1:
+            st.metric("Total Capital", f"${total_capital:,.2f}")
+        with col2:
+            st.metric("Annual Income", f"${total_income:,.2f}")
+            st.metric("Monthly Income", f"${total_income/12:,.2f}")
+        with col3:
+            st.metric("Average Yield", f"{weighted_yield:.2f}%")
+            st.metric("Effective Yield", f"{(total_income/total_capital*100):.2f}%")
+        # --- Pie chart (use session state allocation) ---
+        fig = px.pie(
+            display_df,
+            values="Allocation (%)",
+            names="Ticker",
+            title="Portfolio Allocation by ETF",
+            hover_data={
+                "Ticker": True,
+                "Allocation (%)": ":.2f",
+                "Yield (%)": ":.2f",
+                "Capital Allocated ($)": ":,.2f",
+                "Income Contributed ($)": ":,.2f"
+            }
+        )
+        st.plotly_chart(fig, use_container_width=True)
+        # --- Editable allocation table below the pie chart ---
+        st.subheader("Detailed Allocation")
+        edited_df = st.data_editor(
+            display_df[display_columns],
             column_config={
                 "Ticker": st.column_config.TextColumn("Ticker", disabled=True),
                 "Allocation (%)": st.column_config.NumberColumn(
@@ -1217,9 +1208,21 @@ def portfolio_summary(final_alloc: pd.DataFrame) -> None:
                     format="%.1f",
                     required=True
                 ),
-                "Yield (%)": st.column_config.TextColumn("Yield (%)", disabled=True),
-                "Price": st.column_config.TextColumn("Price", disabled=True),
-                "Shares": st.column_config.TextColumn("Shares", disabled=True),
+                "Yield (%)": st.column_config.NumberColumn(
+                    "Yield (%)",
+                    format="%.2f",
+                    disabled=True
+                ),
+                "Price": st.column_config.NumberColumn(
+                    "Price",
+                    format="%.2f",
+                    disabled=True
+                ),
+                "Shares": st.column_config.NumberColumn(
+                    "Shares",
+                    format="%.2f",
+                    disabled=True
+                ),
                 "Capital Allocated ($)": st.column_config.TextColumn("Capital Allocated ($)", disabled=True),
                 "Monthly Income": st.column_config.TextColumn("Monthly Income", disabled=True),
                 "Income Contributed ($)": st.column_config.TextColumn("Income Contributed ($)", disabled=True),
@@ -1227,9 +1230,35 @@ def portfolio_summary(final_alloc: pd.DataFrame) -> None:
                 "Data Source": st.column_config.TextColumn("Data Source", disabled=True)
             },
             hide_index=True,
-            use_container_width=True
+            use_container_width=True,
+            key=editor_key
         )
-        
+        edited_df = edited_df.reset_index(drop=True)
+        # --- Update Allocations Button ---
+        if st.button("Update Allocations", type="primary"):
+            try:
+                edited_df["Allocation (%)"] = pd.to_numeric(edited_df["Allocation (%)"], errors='coerce')
+                total_allocation = edited_df["Allocation (%)"].sum()
+                if abs(total_allocation - 100.0) > 0.01:
+                    st.error(f"Total allocation must be 100%. Current total: {total_allocation:.2f}%")
+                else:
+                    edited_df["Capital Allocated ($)"] = edited_df["Capital Allocated ($)"].apply(parse_currency)
+                    edited_df["Income Contributed ($)"] = edited_df["Income Contributed ($)"].apply(parse_currency)
+                    edited_df["Monthly Income"] = edited_df["Monthly Income"].apply(parse_currency)
+                    total_capital = edited_df["Capital Allocated ($)"].sum()
+                    for idx, row in edited_df.iterrows():
+                        edited_df.at[idx, "Capital Allocated ($)"] = total_capital * (row["Allocation (%)"] / 100)
+                        edited_df.at[idx, "Income Contributed ($)"] = edited_df.at[idx, "Capital Allocated ($)"] * (row["Yield (%)"] / 100)
+                        edited_df.at[idx, "Monthly Income"] = edited_df.at[idx, "Income Contributed ($)"] / 12
+                        edited_df.at[idx, "Shares"] = edited_df.at[idx, "Capital Allocated ($)"] / row["Price"]
+                    # Update the session state with new allocations and trigger rerun
+                    st.session_state.final_alloc = edited_df
+                    st.success("Allocations updated successfully! Click 'Run Portfolio Simulation' to recalculate.")
+                    st.rerun()
+            except Exception as e:
+                st.error(f"Error updating allocations: {str(e)}")
+                logger.error(f"Error in allocation update: {str(e)}")
+                logger.error(traceback.format_exc())
     except Exception as e:
         st.error(f"Error calculating portfolio summary: {str(e)}")
         logger.error(f"Error in portfolio_summary: {str(e)}")
@@ -1373,7 +1402,7 @@ def allocate_for_income(df: pd.DataFrame, target: float, etf_allocations: List[D
         for alloc in etf_allocations:
             mask = final_alloc["Ticker"] == alloc["ticker"]
             if mask.any():
-                final_alloc.loc[mask, "Allocation (%)"] = alloc["allocation"]
+                final_alloc.loc[mask, "Allocation (%)"] = alloc["allocation"]  # Already in percentage
             else:
                 logger.warning(f"Ticker {alloc['ticker']} not found in DataFrame")
         
@@ -1392,7 +1421,7 @@ def allocate_for_income(df: pd.DataFrame, target: float, etf_allocations: List[D
             logger.error("Weighted yield is zero")
             return None
             
-        # Calculate required capital based on weighted yield (convert percentage to decimal)
+        # Calculate required capital based on weighted yield
         required_capital = annual_income / (weighted_yield / 100)
         
         # Calculate capital allocation and income
@@ -1439,7 +1468,7 @@ def allocate_for_capital(df: pd.DataFrame, initial_capital: float, etf_allocatio
         for alloc in etf_allocations:
             mask = final_alloc["Ticker"] == alloc["ticker"]
             if mask.any():
-                final_alloc.loc[mask, "Allocation (%)"] = alloc["allocation"]
+                final_alloc.loc[mask, "Allocation (%)"] = alloc["allocation"]  # Already in percentage
             else:
                 logger.warning(f"Ticker {alloc['ticker']} not found in DataFrame")
         
@@ -1659,45 +1688,28 @@ def remove_ticker(ticker_to_remove: str) -> None:
 # Display current tickers in the main space
 if st.session_state.etf_allocations:
     st.subheader("Selected ETFs")
-    st.markdown("""
-    <style>
-    .ticker-container {
-        display: flex;
-        flex-wrap: wrap;
-        gap: 8px;
-        margin-bottom: 20px;
-    }
-    .ticker-item {
-        display: inline-flex;
-        align-items: center;
-        color: #2ecc71;
-        font-size: 1.1em;
-        font-weight: 500;
-    }
-    .ticker-close {
-        margin-left: 2px;
-        cursor: pointer;
-        font-size: 1.1em;
-        opacity: 0.7;
-    }
-    .ticker-close:hover {
-        opacity: 1;
-    }
-    </style>
-    """, unsafe_allow_html=True)
     
-    # Create a container for tickers
-    ticker_container = st.container()
-    with ticker_container:
-        # Display each ticker with a close button
-        for etf in st.session_state.etf_allocations:
-            col1, col2 = st.columns([0.05, 0.95])  # Adjusted column ratio
-            with col1:
+    # Create four columns for the tables with smaller widths
+    col1, col2, col3, col4 = st.columns([1, 1, 1, 1])
+    
+    # Split the ETFs into four groups
+    etf_groups = [[] for _ in range(4)]
+    for i, etf in enumerate(st.session_state.etf_allocations):
+        group_index = i % 4
+        etf_groups[group_index].append(etf)
+    
+    # Display each group in its own column
+    for i, (col, etf_group) in enumerate(zip([col1, col2, col3, col4], etf_groups)):
+        with col:
+            for etf in etf_group:
+                st.markdown(f"""
+                <div style="display: flex; align-items: center; gap: 2px; margin-bottom: -15px;">
+                    <span style="color: #2ecc71; font-weight: 500;">{etf['ticker']}</span>
+                </div>
+                """, unsafe_allow_html=True)
                 if st.button("×", key=f"remove_{etf['ticker']}", 
                             help=f"Remove {etf['ticker']} from portfolio"):
                     remove_ticker(etf['ticker'])
-            with col2:
-                st.markdown(f"<div class='ticker-item'>{etf['ticker']}</div>", unsafe_allow_html=True)
 
 # Debug information
 logger.info("=== Session State Debug ===")
@@ -1829,7 +1841,15 @@ with st.sidebar:
     
     # Create a container for ETF input
     with st.container():
-        # Input field for ETF ticker only
+        # Input field for ETF ticker with improved visibility
+        st.markdown("""
+        <style>
+        .stTextInput input {
+            color: #2ecc71 !important;
+            font-weight: 500 !important;
+        }
+        </style>
+        """, unsafe_allow_html=True)
         new_ticker = st.text_input("ETF Ticker", help="Enter a valid ETF ticker (e.g., SCHD)")
         
         # Add button to add ETF
@@ -2116,15 +2136,24 @@ if st.session_state.simulation_run and st.session_state.df_data is not None:
                 st.subheader("📈 Strategy Performance Summary")
                 col1, col2, col3, col4 = st.columns(4)
                 
+                drip_variation = (comparison_result['drip_final_value'] - comparison_result['initial_investment']) / comparison_result['initial_investment'] * 100
+                no_drip_variation = (comparison_result['no_drip_final_value'] - comparison_result['initial_investment']) / comparison_result['initial_investment'] * 100
+                
                 with col1:
                     st.metric(
                         "DRIP Final Value",
-                        f"${comparison_result['drip_final_value']:,.2f}"
+                        f"${comparison_result['drip_final_value']:,.2f}",
+                        delta=f"{drip_variation:+.1f}%",
+                        delta_color="normal" if drip_variation < 0 else "inverse" if drip_variation == 0 else "off" if drip_variation < 0 else "normal"  # fallback, but we will override below
                     )
+                    # Streamlit does not support custom colors, so we use green for >0, grey for <0
+                    # But delta_color="normal" is green for positive, red for negative. We'll use normal for green, off for grey.
                 with col2:
                     st.metric(
                         "No-DRIP Final Value",
-                        f"${comparison_result['no_drip_final_value']:,.2f}"
+                        f"${comparison_result['no_drip_final_value']:,.2f}",
+                        delta=f"{no_drip_variation:+.1f}%",
+                        delta_color="normal" if no_drip_variation > 0 else "off"
                     )
                 with col3:
                     winner = comparison_result['winner']
@@ -2848,8 +2877,275 @@ if st.session_state.simulation_run and st.session_state.df_data is not None:
                 st.error("Unable to analyze ETF erosion risk. Please try again.")
 
         with tab4:
-            st.subheader("🤖 AI Suggestions")
-            st.write("This tab will contain AI suggestions for portfolio optimization.")
+            st.subheader("🤖 AI Portfolio Suggestions")
+            
+            try:
+                # Get values from session state
+                capital_target = st.session_state.initial_capital if st.session_state.mode == "Capital Target" else 3000.0
+                income_target = st.session_state.target * 12 if st.session_state.mode == "Income Target" else 0.0
+                risk_tolerance = st.session_state.risk_tolerance
+                investment_horizon = 5  # Default to 5 years if not specified
+                
+                # Initialize services
+                from ETF_Portal.services.data_service import DataService
+                from ETF_Portal.services.etf_selection_service import ETFSelectionService
+                from ETF_Portal.services.etf_selection_service import InvestmentGoal, RiskTolerance
+                
+                data_service = DataService()
+                selection_service = ETFSelectionService(data_service)
+                
+                # Create investment goal
+                goal = InvestmentGoal(
+                    capital_target=capital_target,
+                    income_target=income_target if income_target > 0 else None,
+                    risk_tolerance=RiskTolerance[risk_tolerance.upper()],
+                    investment_horizon=investment_horizon
+                )
+                
+                # Get AI suggestions for different strategies
+                with st.spinner("Analyzing ETFs and generating portfolio suggestions..."):
+                    try:
+                        # Strategy 1: Balanced Growth
+                        balanced_goal = InvestmentGoal(
+                            capital_target=capital_target,
+                            income_target=income_target if income_target > 0 else None,
+                            risk_tolerance=RiskTolerance.MODERATE,
+                            investment_horizon=investment_horizon
+                        )
+                        balanced_portfolio = selection_service.select_etfs(balanced_goal)
+                        
+                        # Strategy 2: Income Focus
+                        income_goal = InvestmentGoal(
+                            capital_target=capital_target,
+                            income_target=income_target * 1.2 if income_target > 0 else capital_target * 0.06,  # 6% target yield
+                            risk_tolerance=RiskTolerance.CONSERVATIVE,
+                            investment_horizon=investment_horizon
+                        )
+                        income_portfolio = selection_service.select_etfs(income_goal)
+                        
+                        # Strategy 3: Growth Focus
+                        growth_goal = InvestmentGoal(
+                            capital_target=capital_target,
+                            income_target=income_target * 0.8 if income_target > 0 else capital_target * 0.03,  # 3% target yield
+                            risk_tolerance=RiskTolerance.AGGRESSIVE,
+                            investment_horizon=investment_horizon
+                        )
+                        growth_portfolio = selection_service.select_etfs(growth_goal)
+                        
+                        # Strategy 4: Risk-Adjusted (uses user's risk tolerance)
+                        risk_adjusted_goal = InvestmentGoal(
+                            capital_target=capital_target,
+                            income_target=income_target if income_target > 0 else None,  # No default yield target
+                            risk_tolerance=RiskTolerance[risk_tolerance.upper()],
+                            investment_horizon=investment_horizon
+                        )
+                        risk_adjusted_portfolio = selection_service.select_etfs(risk_adjusted_goal)
+                        
+                        # Create tabs for each strategy
+                        strategy_tabs = st.tabs([
+                            "🔄 Balanced Growth",
+                            "💰 Income Focus",
+                            "📈 Growth Focus",
+                            "⚖️ Risk-Adjusted"
+                        ])
+                        
+                        # Display Balanced Growth Strategy
+                        with strategy_tabs[0]:
+                            st.write("### Balanced Growth Strategy")
+                            st.write("""
+                            A balanced approach focusing on both growth and income, suitable for most investors.
+                            - Target Yield: 4%
+                            - Risk Level: Moderate
+                            - Focus: Equal balance between growth and income
+                            """)
+                            if balanced_portfolio:
+                                portfolio_df = pd.DataFrame(balanced_portfolio)
+                                portfolio_df['Allocation (%)'] = portfolio_df['allocation'].round().astype(int)
+                                portfolio_df['Amount ($)'] = portfolio_df['amount']
+                                
+                                st.dataframe(
+                                    portfolio_df[['ticker', 'name', 'Allocation (%)', 'Amount ($)']],
+                                    hide_index=True
+                                )
+                                
+                                # Display metrics
+                                metrics_df = pd.DataFrame([
+                                    {
+                                        'Ticker': etf['ticker'],
+                                        'Expense Ratio (%)': etf['metrics']['expense_ratio'] * 100,
+                                        'AUM ($B)': etf['metrics']['aum'] / 1e9,
+                                        'Volatility (%)': etf['metrics']['volatility'] * 100,
+                                        'Max Drawdown (%)': etf['metrics']['max_drawdown'] * 100,
+                                        'Sharpe Ratio': etf['metrics']['sharpe_ratio'],
+                                        'Dividend Yield (%)': etf['metrics']['dividend_yield']
+                                    }
+                                    for etf in balanced_portfolio
+                                ])
+                                st.dataframe(metrics_df, hide_index=True)
+                            else:
+                                st.error("Could not generate balanced growth portfolio.")
+                        
+                        # Display Income Focus Strategy
+                        with strategy_tabs[1]:
+                            st.write("### Income Focus Strategy")
+                            st.write("""
+                            Optimized for higher dividend income with lower risk, suitable for income-focused investors.
+                            - Target Yield: 6%
+                            - Risk Level: Conservative
+                            - Focus: Maximizing dividend income
+                            """)
+                            if income_portfolio:
+                                portfolio_df = pd.DataFrame(income_portfolio)
+                                portfolio_df['Allocation (%)'] = portfolio_df['allocation'].round().astype(int)
+                                portfolio_df['Amount ($)'] = portfolio_df['amount']
+                                
+                                st.dataframe(
+                                    portfolio_df[['ticker', 'name', 'Allocation (%)', 'Amount ($)']],
+                                    hide_index=True
+                                )
+                                
+                                # Display metrics
+                                metrics_df = pd.DataFrame([
+                                    {
+                                        'Ticker': etf['ticker'],
+                                        'Expense Ratio (%)': etf['metrics']['expense_ratio'] * 100,
+                                        'AUM ($B)': etf['metrics']['aum'] / 1e9,
+                                        'Volatility (%)': etf['metrics']['volatility'] * 100,
+                                        'Max Drawdown (%)': etf['metrics']['max_drawdown'] * 100,
+                                        'Sharpe Ratio': etf['metrics']['sharpe_ratio'],
+                                        'Dividend Yield (%)': etf['metrics']['dividend_yield']
+                                    }
+                                    for etf in income_portfolio
+                                ])
+                                st.dataframe(metrics_df, hide_index=True)
+                            else:
+                                st.error("Could not generate income focus portfolio.")
+                        
+                        # Display Growth Focus Strategy
+                        with strategy_tabs[2]:
+                            st.write("### Growth Focus Strategy")
+                            st.write("""
+                            Optimized for capital appreciation with higher risk tolerance, suitable for growth investors.
+                            - Target Yield: 3%
+                            - Risk Level: Aggressive
+                            - Focus: Capital appreciation
+                            """)
+                            if growth_portfolio:
+                                portfolio_df = pd.DataFrame(growth_portfolio)
+                                portfolio_df['Allocation (%)'] = portfolio_df['allocation'].round().astype(int)
+                                portfolio_df['Amount ($)'] = portfolio_df['amount']
+                                
+                                st.dataframe(
+                                    portfolio_df[['ticker', 'name', 'Allocation (%)', 'Amount ($)']],
+                                    hide_index=True
+                                )
+                                
+                                # Display metrics
+                                metrics_df = pd.DataFrame([
+                                    {
+                                        'Ticker': etf['ticker'],
+                                        'Expense Ratio (%)': etf['metrics']['expense_ratio'] * 100,
+                                        'AUM ($B)': etf['metrics']['aum'] / 1e9,
+                                        'Volatility (%)': etf['metrics']['volatility'] * 100,
+                                        'Max Drawdown (%)': etf['metrics']['max_drawdown'] * 100,
+                                        'Sharpe Ratio': etf['metrics']['sharpe_ratio'],
+                                        'Dividend Yield (%)': etf['metrics']['dividend_yield']
+                                    }
+                                    for etf in growth_portfolio
+                                ])
+                                st.dataframe(metrics_df, hide_index=True)
+                            else:
+                                st.error("Could not generate growth focus portfolio.")
+                        
+                        # Display Risk-Adjusted Strategy
+                        with strategy_tabs[3]:
+                            st.write("### Risk-Adjusted Strategy")
+                            st.write(f"""
+                            Optimized for your specific risk tolerance ({risk_tolerance}), with a focus on sustainable income.
+                            - Target Yield: 5%
+                            - Risk Level: {risk_tolerance}
+                            - Focus: Balanced growth with sustainable income
+                            """)
+                            if risk_adjusted_portfolio:
+                                portfolio_df = pd.DataFrame(risk_adjusted_portfolio)
+                                portfolio_df['Allocation (%)'] = portfolio_df['allocation'].round().astype(int)
+                                portfolio_df['Amount ($)'] = portfolio_df['amount']
+                                
+                                st.dataframe(
+                                    portfolio_df[['ticker', 'name', 'Allocation (%)', 'Amount ($)']],
+                                    hide_index=True
+                                )
+                                
+                                # Display metrics
+                                metrics_df = pd.DataFrame([
+                                    {
+                                        'Ticker': etf['ticker'],
+                                        'Expense Ratio (%)': etf['metrics']['expense_ratio'] * 100,
+                                        'AUM ($B)': etf['metrics']['aum'] / 1e9,
+                                        'Volatility (%)': etf['metrics']['volatility'] * 100,
+                                        'Max Drawdown (%)': etf['metrics']['max_drawdown'] * 100,
+                                        'Sharpe Ratio': etf['metrics']['sharpe_ratio'],
+                                        'Dividend Yield (%)': etf['metrics']['dividend_yield']
+                                    }
+                                    for etf in risk_adjusted_portfolio
+                                ])
+                                st.dataframe(metrics_df, hide_index=True)
+                            else:
+                                st.error("Could not generate risk-adjusted portfolio.")
+                        
+                        # Add buttons to apply each strategy
+                        st.write("### Apply Strategy")
+                        col1, col2, col3, col4 = st.columns(4)
+                        
+                        with col1:
+                            if st.button("Apply Balanced Growth", key="apply_balanced"):
+                                if balanced_portfolio:
+                                    st.session_state.etf_allocations = [
+                                        {"ticker": etf['ticker'], "allocation": int(round(etf['allocation']))}
+                                        for etf in balanced_portfolio
+                                    ]
+                                    st.success("Applied Balanced Growth strategy!")
+                                    st.rerun()
+                        
+                        with col2:
+                            if st.button("Apply Income Focus", key="apply_income"):
+                                if income_portfolio:
+                                    st.session_state.etf_allocations = [
+                                        {"ticker": etf['ticker'], "allocation": int(round(etf['allocation']))}
+                                        for etf in income_portfolio
+                                    ]
+                                    st.success("Applied Income Focus strategy!")
+                                    st.rerun()
+                        
+                        with col3:
+                            if st.button("Apply Growth Focus", key="apply_growth"):
+                                if growth_portfolio:
+                                    st.session_state.etf_allocations = [
+                                        {"ticker": etf['ticker'], "allocation": int(round(etf['allocation']))}
+                                        for etf in growth_portfolio
+                                    ]
+                                    st.success("Applied Growth Focus strategy!")
+                                    st.rerun()
+                        
+                        with col4:
+                            if st.button("Apply Risk-Adjusted", key="apply_risk_adjusted"):
+                                if risk_adjusted_portfolio:
+                                    st.session_state.etf_allocations = [
+                                        {"ticker": etf['ticker'], "allocation": int(round(etf['allocation']))}
+                                        for etf in risk_adjusted_portfolio
+                                    ]
+                                    st.success("Applied Risk-Adjusted strategy!")
+                                    st.rerun()
+                        
+                    except ValueError as e:
+                        st.error(str(e))
+                    except Exception as e:
+                        st.error(f"An unexpected error occurred: {str(e)}")
+                        logger.error(f"Error generating portfolio suggestions: {str(e)}", exc_info=True)
+                        
+            except Exception as e:
+                st.error(f"Error initializing services: {str(e)}")
+                logger.error(f"Error initializing services: {str(e)}", exc_info=True)
 
         with tab5:
             st.subheader("📊 ETF Details")

services/drip_service/__init__.py

@@ -1,4 +0,0 @@
-from .service import DripService
-from .models import DripConfig, DripResult, MonthlyData, PortfolioAllocation
-
-__all__ = ['DripService', 'DripConfig', 'DripResult', 'MonthlyData', 'PortfolioAllocation'] 

services/drip_service/logger.py

@@ -1,23 +0,0 @@
-import logging
-import sys
-
-def setup_logger():
-    # Create logger
-    logger = logging.getLogger('drip_service')
-    logger.setLevel(logging.DEBUG)
-
-    # Create console handler with formatting
-    console_handler = logging.StreamHandler(sys.stdout)
-    console_handler.setLevel(logging.DEBUG)
-    
-    # Create formatter
-    formatter = logging.Formatter('%(asctime)s - %(name)s - %(levelname)s - %(message)s')
-    console_handler.setFormatter(formatter)
-    
-    # Add handler to logger
-    logger.addHandler(console_handler)
-    
-    return logger
-
-# Create logger instance
-logger = setup_logger() 

services/drip_service/models.py

@@ -1,46 +0,0 @@
-from dataclasses import dataclass
-from typing import Dict, List, Optional
-from datetime import datetime
-
-@dataclass
-class PortfolioAllocation:
-    ticker: str
-    price: float
-    yield_annual: float
-    initial_shares: float
-    initial_allocation: float
-    distribution: str
-
-@dataclass
-class MonthlyData:
-    month: int
-    total_value: float
-    monthly_income: float
-    cumulative_income: float
-    shares: Dict[str, float]
-    prices: Dict[str, float]
-    yields: Dict[str, float]
-
-@dataclass
-class DripConfig:
-    months: int
-    erosion_type: str
-    erosion_level: Dict
-    dividend_frequency: Dict[str, int] = None
-
-    def __post_init__(self):
-        if self.dividend_frequency is None:
-            self.dividend_frequency = {
-                "Monthly": 12,
-                "Quarterly": 4,
-                "Semi-Annually": 2,
-                "Annually": 1,
-                "Unknown": 12  # Default to monthly if unknown
-            }
-
-@dataclass
-class DripResult:
-    monthly_data: List[MonthlyData]
-    final_portfolio_value: float
-    total_income: float
-    total_shares: Dict[str, float] 

services/drip_service/service.py

@@ -1,455 +0,0 @@
-from typing import Dict, List, Optional, Tuple, Any
-import pandas as pd
-import numpy as np
-import traceback
-from dataclasses import dataclass, field
-from enum import Enum
-from .models import PortfolioAllocation, MonthlyData, DripConfig, DripResult
-from ..nav_erosion_service import NavErosionService
-from .logger import logger
-
-class DistributionFrequency(Enum):
-    """Enum for distribution frequencies"""
-    MONTHLY = ("Monthly", 12)
-    QUARTERLY = ("Quarterly", 4) 
-    SEMI_ANNUALLY = ("Semi-Annually", 2)
-    ANNUALLY = ("Annually", 1)
-    UNKNOWN = ("Unknown", 12)
-    
-    def __init__(self, name: str, payments_per_year: int):
-        self.display_name = name
-        self.payments_per_year = payments_per_year
-
-@dataclass
-class TickerData:
-    """Data structure for individual ticker information"""
-    ticker: str
-    price: float
-    annual_yield: float
-    shares: float
-    allocation_pct: float
-    distribution_freq: DistributionFrequency
-    
-    @property
-    def market_value(self) -> float:
-        return self.price * self.shares
-    
-    @property
-    def monthly_yield(self) -> float:
-        return self.annual_yield / 12
-    
-    @property
-    def distribution_yield(self) -> float:
-        return self.annual_yield / self.distribution_freq.payments_per_year
-
-class DripService:
-    """Enhanced DRIP calculation service with improved performance and accuracy"""
-    
-    def __init__(self) -> None:
-        self.DISTRIBUTION_FREQUENCIES = {freq.display_name: freq for freq in DistributionFrequency}
-        self.nav_erosion_service = NavErosionService()
-
-    def calculate_drip_growth(self, portfolio_df: pd.DataFrame, config: DripConfig) -> DripResult:
-        """
-        Calculate DRIP growth for a portfolio over a specified period with enhanced accuracy.
-        
-        Args:
-            portfolio_df: DataFrame containing portfolio allocation
-            config: DripConfig object with simulation parameters
-            
-        Returns:
-            DripResult object containing the simulation results
-        """
-        try:
-            # Validate inputs
-            self._validate_inputs(portfolio_df, config)
-            
-            # Get erosion data from nav_erosion_service
-            erosion_data = self.nav_erosion_service.analyze_etf_erosion_risk(portfolio_df["Ticker"].tolist())
-            logger.info(f"Erosion data results: {erosion_data.results}")
-            
-            # Initialize erosion rates dictionary
-            erosion_rates = {}
-            
-            # Use erosion rates from nav_erosion_service
-            for ticker in portfolio_df["Ticker"]:
-                # Find the result for this ticker in erosion_data.results
-                result = next((r for r in erosion_data.results if r.ticker == ticker), None)
-                
-                if result:
-                    erosion_rates[ticker] = {
-                        "nav": result.monthly_nav_erosion_rate,
-                        "yield": result.monthly_yield_erosion_rate
-                    }
-                    logger.info(f"=== EROSION RATE DEBUG ===")
-                    logger.info(f"Ticker: {ticker}")
-                    logger.info(f"Erosion rates from nav_erosion_service:")
-                    logger.info(f"  NAV: {erosion_rates[ticker]['nav']:.4%}")
-                    logger.info(f"  Yield: {erosion_rates[ticker]['yield']:.4%}")
-                    logger.info(f"=== END EROSION RATE DEBUG ===\n")
-                else:
-                    # Use default erosion rates if not found
-                    erosion_rates[ticker] = {
-                        "nav": 0.05,  # 5% per month (very high, for test)
-                        "yield": 0.07  # 7% per month (very high, for test)
-                    }
-                    logger.info(f"=== EROSION RATE DEBUG ===")
-                    logger.info(f"Ticker: {ticker}")
-                    logger.info(f"Using default erosion rates:")
-                    logger.info(f"  NAV: {erosion_rates[ticker]['nav']:.4%}")
-                    logger.info(f"  Yield: {erosion_rates[ticker]['yield']:.4%}")
-                    logger.info(f"=== END EROSION RATE DEBUG ===\n")
-            
-            # Log the final erosion rates dictionary
-            logger.info(f"Final erosion rates dictionary: {erosion_rates}")
-            
-            # Initialize portfolio data
-            ticker_data = self._initialize_ticker_data(portfolio_df)
-            
-            # Pre-calculate distribution schedule for performance
-            distribution_schedule = self._create_distribution_schedule(ticker_data, config.months)
-            
-            # Initialize simulation state
-            simulation_state = self._initialize_simulation_state(ticker_data)
-            monthly_data: List[MonthlyData] = []
-            
-            # Run monthly simulation
-            for month in range(1, config.months + 1):
-                logger.info(f"\n=== Starting Month {month} ===")
-                logger.info(f"Initial state for month {month}:")
-                for ticker in ticker_data.keys():
-                    logger.info(f"  {ticker}:")
-                    logger.info(f"    Price: ${simulation_state['current_prices'][ticker]:.2f}")
-                    logger.info(f"    Yield: {simulation_state['current_yields'][ticker]:.2%}")
-                    logger.info(f"    Shares: {simulation_state['current_shares'][ticker]:.4f}")
-                
-                month_result = self._simulate_month(
-                    month, 
-                    simulation_state, 
-                    ticker_data,
-                    erosion_rates,
-                    distribution_schedule
-                )
-                monthly_data.append(month_result)
-                
-                logger.info(f"Final state for month {month}:")
-                for ticker in ticker_data.keys():
-                    logger.info(f"  {ticker}:")
-                    logger.info(f"    Price: ${simulation_state['current_prices'][ticker]:.2f}")
-                    logger.info(f"    Yield: {simulation_state['current_yields'][ticker]:.2%}")
-                    logger.info(f"    Shares: {simulation_state['current_shares'][ticker]:.4f}")
-                logger.info(f"=== End Month {month} ===\n")
-            
-            # Calculate final results
-            return self._create_drip_result(monthly_data, simulation_state)
-            
-        except Exception as e:
-            logger.error(f"Error calculating DRIP growth: {str(e)}")
-            logger.error(traceback.format_exc())
-            raise
-
-    def _validate_inputs(self, portfolio_df: pd.DataFrame, config: DripConfig) -> None:
-        """Validate input parameters"""
-        required_columns = ["Ticker", "Price", "Yield (%)", "Shares"]
-        missing_columns = [col for col in required_columns if col not in portfolio_df.columns]
-        
-        if missing_columns:
-            raise ValueError(f"Missing required columns: {missing_columns}")
-        
-        if config.months <= 0:
-            raise ValueError("Months must be positive")
-        
-        if portfolio_df.empty:
-            raise ValueError("Portfolio DataFrame is empty")
-
-    def _initialize_ticker_data(self, portfolio_df: pd.DataFrame) -> Dict[str, TickerData]:
-        """Initialize ticker data with validation"""
-        ticker_data = {}
-        
-        for _, row in portfolio_df.iterrows():
-            ticker = row["Ticker"]
-            
-            # Handle distribution frequency
-            dist_period = row.get("Distribution Period", "Monthly")
-            dist_freq = self.DISTRIBUTION_FREQUENCIES.get(dist_period, DistributionFrequency.MONTHLY)
-            
-            ticker_data[ticker] = TickerData(
-                ticker=ticker,
-                price=max(0.01, float(row["Price"])),  # Prevent zero/negative prices
-                annual_yield=max(0.0, float(row["Yield (%)"] / 100)),  # Convert to decimal
-                shares=max(0.0, float(row["Shares"])),
-                allocation_pct=float(row.get("Allocation (%)", 0) / 100),
-                distribution_freq=dist_freq
-            )
-        
-        return ticker_data
-
-    def _create_distribution_schedule(self, ticker_data: Dict[str, TickerData], total_months: int) -> Dict[str, List[int]]:
-        """Pre-calculate which months each ticker pays distributions"""
-        schedule = {}
-        
-        for ticker, data in ticker_data.items():
-            distribution_months = []
-            freq = data.distribution_freq
-            
-            for month in range(1, total_months + 1):
-                if self._is_distribution_month(month, freq):
-                    distribution_months.append(month)
-            
-            schedule[ticker] = distribution_months
-        
-        return schedule
-
-    def _initialize_simulation_state(self, ticker_data: Dict[str, TickerData]) -> Dict[str, Any]:
-        """Initialize simulation state variables"""
-        return {
-            'current_shares': {ticker: data.shares for ticker, data in ticker_data.items()},
-            'current_prices': {ticker: data.price for ticker, data in ticker_data.items()},
-            'current_yields': {ticker: data.annual_yield for ticker, data in ticker_data.items()},
-            'cumulative_income': 0.0
-        }
-
-    def _simulate_month(
-        self, 
-        month: int, 
-        state: Dict[str, Any], 
-        ticker_data: Dict[str, TickerData],
-        erosion_rates: Dict[str, Dict[str, float]],
-        distribution_schedule: Dict[str, List[int]]
-    ) -> MonthlyData:
-        """Simulate a single month with improved accuracy"""
-        
-        # Debug logging for erosion rates
-        logger.info(f"\n=== EROSION RATES DEBUG ===")
-        logger.info(f"Erosion rates dictionary: {erosion_rates}")
-        for ticker, rates in erosion_rates.items():
-            logger.info(f"  {ticker}:")
-            logger.info(f"    nav: {rates['nav']:.4%}")
-            logger.info(f"    yield: {rates['yield']:.4%}")
-        logger.info(f"=== END EROSION RATES DEBUG ===\n")
-        
-        # Apply erosion first
-        for ticker, rates in erosion_rates.items():
-            if ticker in state['current_prices']:
-                # Get monthly erosion rates (already in decimal form)
-                monthly_nav_erosion = rates['nav']
-                monthly_yield_erosion = rates['yield']
-                
-                # Get current values
-                old_price = state['current_prices'][ticker]
-                old_yield = state['current_yields'][ticker]
-                
-                # Debug logging
-                logger.info(f"\n=== EROSION CALCULATION DEBUG ===")
-                logger.info(f"Ticker: {ticker}")
-                logger.info(f"Raw erosion rates from nav_erosion_service:")
-                logger.info(f"  monthly_nav_erosion: {monthly_nav_erosion:.4%}")
-                logger.info(f"  monthly_yield_erosion: {monthly_yield_erosion:.4%}")
-                logger.info(f"Current values:")
-                logger.info(f"  old_price: ${old_price:.4f}")
-                logger.info(f"  old_yield: {old_yield:.4%}")
-                
-                # Calculate new values
-                new_price = old_price * (1 - monthly_nav_erosion)
-                new_yield = old_yield * (1 - monthly_yield_erosion)
-                
-                logger.info(f"Calculated new values:")
-                logger.info(f"  new_price = ${old_price:.4f} * (1 - {monthly_nav_erosion:.4%})")
-                logger.info(f"  new_price = ${old_price:.4f} * {1 - monthly_nav_erosion:.4f}")
-                logger.info(f"  new_price = ${new_price:.4f}")
-                logger.info(f"  new_yield = {old_yield:.4%} * (1 - {monthly_yield_erosion:.4%})")
-                logger.info(f"  new_yield = {old_yield:.4%} * {1 - monthly_yield_erosion:.4f}")
-                logger.info(f"  new_yield = {new_yield:.4%}")
-                
-                # Apply the new values with bounds checking
-                state['current_prices'][ticker] = max(0.01, new_price)  # Prevent zero/negative prices
-                state['current_yields'][ticker] = max(0.0, new_yield)  # Prevent negative yields
-                
-                logger.info(f"Final values after bounds checking:")
-                logger.info(f"  final_price: ${state['current_prices'][ticker]:.4f}")
-                logger.info(f"  final_yield: {state['current_yields'][ticker]:.4%}")
-                logger.info(f"=== END EROSION CALCULATION DEBUG ===\n")
-                
-                # Log the actual erosion being applied
-                logger.info(f"Applied erosion to {ticker}:")
-                logger.info(f"  NAV: {monthly_nav_erosion:.4%} -> New price: ${state['current_prices'][ticker]:.2f}")
-                logger.info(f"  Yield: {monthly_yield_erosion:.4%} -> New yield: {state['current_yields'][ticker]:.2%}")
-        
-        # Calculate monthly income from distributions using eroded values
-        monthly_income = self._calculate_monthly_distributions(
-            month, state, ticker_data, distribution_schedule
-        )
-        
-        # Update cumulative income
-        state['cumulative_income'] += monthly_income
-        
-        # Reinvest dividends (DRIP)
-        self._reinvest_dividends(month, state, distribution_schedule)
-        
-        # Calculate total portfolio value with bounds checking
-        total_value = 0.0
-        for ticker in ticker_data.keys():
-            shares = state['current_shares'][ticker]
-            price = state['current_prices'][ticker]
-            if shares > 0 and price > 0:
-                total_value += shares * price
-        
-        return MonthlyData(
-            month=month,
-            total_value=total_value,
-            monthly_income=monthly_income,
-            cumulative_income=state['cumulative_income'],
-            shares=state['current_shares'].copy(),
-            prices=state['current_prices'].copy(),
-            yields=state['current_yields'].copy()
-        )
-
-    def _calculate_monthly_distributions(
-        self, 
-        month: int, 
-        state: Dict[str, Any], 
-        ticker_data: Dict[str, TickerData],
-        distribution_schedule: Dict[str, List[int]]
-    ) -> float:
-        """Calculate distributions for the current month"""
-        monthly_income = 0.0
-        
-        for ticker, data in ticker_data.items():
-            if month in distribution_schedule[ticker]:
-                shares = state['current_shares'][ticker]
-                price = state['current_prices'][ticker]
-                yield_rate = state['current_yields'][ticker]
-                
-                # Calculate distribution amount using annual yield divided by payments per year
-                distribution_yield = yield_rate / data.distribution_freq.payments_per_year
-                distribution_amount = shares * price * distribution_yield
-                monthly_income += distribution_amount
-        
-        return monthly_income
-
-    def _reinvest_dividends(
-        self, 
-        month: int, 
-        state: Dict[str, Any], 
-        distribution_schedule: Dict[str, List[int]]
-    ) -> None:
-        """Reinvest dividends for tickers that distributed in this month"""
-        
-        for ticker, distribution_months in distribution_schedule.items():
-            if month in distribution_months:
-                shares = state['current_shares'][ticker]
-                price = state['current_prices'][ticker]
-                yield_rate = state['current_yields'][ticker]
-                
-                # Calculate dividend income using the correct distribution frequency
-                freq = self.DISTRIBUTION_FREQUENCIES.get(ticker, DistributionFrequency.MONTHLY)
-                dividend_income = shares * price * (yield_rate / freq.payments_per_year)
-                
-                # Purchase additional shares
-                if price > 0:
-                    new_shares = dividend_income / price
-                    state['current_shares'][ticker] += new_shares
-
-    def _is_distribution_month(self, month: int, frequency: DistributionFrequency) -> bool:
-        """Check if current month is a distribution month"""
-        if frequency == DistributionFrequency.MONTHLY:
-            return True
-        elif frequency == DistributionFrequency.QUARTERLY:
-            return month % 3 == 0
-        elif frequency == DistributionFrequency.SEMI_ANNUALLY:
-            return month % 6 == 0
-        elif frequency == DistributionFrequency.ANNUALLY:
-            return month % 12 == 0
-        else:
-            return True  # Default to monthly for unknown
-
-    def _create_drip_result(self, monthly_data: List[MonthlyData], state: Dict[str, Any]) -> DripResult:
-        """Create final DRIP result object"""
-        if not monthly_data:
-            raise ValueError("No monthly data generated")
-        
-        final_data = monthly_data[-1]
-        
-        return DripResult(
-            monthly_data=monthly_data,
-            final_portfolio_value=final_data.total_value,
-            total_income=final_data.cumulative_income,
-            total_shares=state['current_shares'].copy()
-        )
-
-    # Utility methods for analysis and comparison
-    def calculate_drip_vs_no_drip_comparison(
-        self, 
-        portfolio_df: pd.DataFrame, 
-        config: DripConfig
-    ) -> Dict[str, Any]:
-        """Calculate comparison between DRIP and no-DRIP scenarios"""
-        
-        # Calculate DRIP scenario
-        drip_result = self.calculate_drip_growth(portfolio_df, config)
-        
-        # Calculate no-DRIP scenario (dividends not reinvested)
-        no_drip_result = self._calculate_no_drip_scenario(portfolio_df, config)
-        
-        # Calculate comparison metrics
-        drip_advantage = drip_result.final_portfolio_value - no_drip_result['final_value']
-        percentage_advantage = (drip_advantage / no_drip_result['final_value']) * 100
-        
-        return {
-            'drip_final_value': drip_result.final_portfolio_value,
-            'no_drip_final_value': no_drip_result['final_value'],
-            'drip_advantage': drip_advantage,
-            'percentage_advantage': percentage_advantage,
-            'total_dividends_reinvested': drip_result.total_income,
-            'cash_dividends_no_drip': no_drip_result['total_dividends']
-        }
-
-    def _calculate_no_drip_scenario(self, portfolio_df: pd.DataFrame, config: DripConfig) -> Dict[str, float]:
-        """Calculate scenario where dividends are not reinvested"""
-        ticker_data = self._initialize_ticker_data(portfolio_df)
-        erosion_data = self.nav_erosion_service.analyze_etf_erosion_risk(portfolio_df["Ticker"].tolist())
-        erosion_rates = {
-            result.ticker: {
-                "nav": result.monthly_nav_erosion_rate,
-                "yield": result.monthly_yield_erosion_rate
-            }
-            for result in erosion_data.results
-        }
-        state = self._initialize_simulation_state(ticker_data)
-        
-        total_dividends = 0.0
-        
-        for month in range(1, config.months + 1):
-            # Calculate dividends but don't reinvest
-            monthly_dividends = self._calculate_monthly_distributions(
-                month, state, ticker_data, 
-                self._create_distribution_schedule(ticker_data, config.months)
-            )
-            total_dividends += monthly_dividends
-            
-            # Apply erosion
-            for ticker, rates in erosion_rates.items():
-                if ticker in state['current_prices']:
-                    # Get monthly erosion rates (already in decimal form)
-                    monthly_nav_erosion = rates['nav']
-                    monthly_yield_erosion = rates['yield']
-                    
-                    # Apply NAV erosion (decrease price)
-                    old_price = state['current_prices'][ticker]
-                    new_price = old_price * (1 - monthly_nav_erosion)
-                    state['current_prices'][ticker] = max(0.01, new_price)  # Prevent zero/negative prices
-                    
-                    # Apply yield erosion (decrease yield)
-                    old_yield = state['current_yields'][ticker]
-                    new_yield = old_yield * (1 - monthly_yield_erosion)
-                    state['current_yields'][ticker] = max(0.0, new_yield)  # Prevent negative yields
-        
-        final_value = sum(
-            state['current_shares'][ticker] * state['current_prices'][ticker]
-            for ticker in ticker_data.keys()
-        )
-        
-        return {
-            'final_value': final_value,
-            'total_dividends': total_dividends
-        } 

services/nav_erosion_service/__init__.py

@@ -1,8 +0,0 @@
-"""
-Nav Erosion Service package
-"""
-
-from .service import NavErosionService
-from .models import NavErosionResult
-
-__all__ = ['NavErosionService', 'NavErosionResult'] 

services/nav_erosion_service/models.py

@@ -1,31 +0,0 @@
-from dataclasses import dataclass
-from typing import Dict, List, Optional
-from datetime import datetime
-
-@dataclass
-class NavErosionConfig:
-    max_erosion_level: int = 9
-    max_monthly_erosion: float = 1 - (0.1)**(1/12)  # ~17.54% monthly for 90% annual erosion
-    use_per_ticker: bool = False
-    global_nav_rate: float = 0
-    per_ticker_rates: Dict[str, float] = None
-
-@dataclass
-class NavErosionResult:
-    ticker: str
-    nav_erosion_rate: float
-    monthly_erosion_rate: float
-    annual_erosion_rate: float
-    risk_level: int  # 0-9 scale
-    risk_explanation: str
-    max_drawdown: float
-    volatility: float
-    is_new_etf: bool
-    etf_age_years: Optional[float]
-
-@dataclass
-class NavErosionAnalysis:
-    results: List[NavErosionResult]
-    portfolio_nav_risk: float  # Average risk level
-    portfolio_erosion_rate: float  # Weighted average erosion rate
-    risk_summary: str 

services/nav_erosion_service/service.py

@@ -1,209 +0,0 @@
-from typing import Dict, List, Tuple
-from .models import NavErosionConfig, NavErosionResult, NavErosionAnalysis
-from enum import Enum
-from dataclasses import dataclass
-import streamlit as st
-
-class ETFType(Enum):
-    INCOME = "Income"
-    GROWTH = "Growth"
-    BALANCED = "Balanced"
-
-@dataclass
-class NavErosionResult:
-    """Result of NAV erosion analysis for a single ETF"""
-    ticker: str
-    nav_erosion_rate: float  # Annual NAV erosion rate
-    yield_erosion_rate: float  # Annual yield erosion rate
-    monthly_nav_erosion_rate: float  # Monthly NAV erosion rate
-    monthly_yield_erosion_rate: float  # Monthly yield erosion rate
-    risk_level: int
-    risk_explanation: str
-    max_drawdown: float
-    volatility: float
-    is_new_etf: bool
-    etf_age_years: float
-
-@dataclass
-class NavErosionAnalysis:
-    """Complete NAV erosion analysis results"""
-    results: List[NavErosionResult]
-    portfolio_nav_risk: float = 0.0
-    portfolio_erosion_rate: float = 0.0
-    risk_summary: str = ""
-
-class NavErosionService:
-    def __init__(self):
-        self.NAV_COMPONENT_WEIGHTS = {
-            'drawdown': 0.4,
-            'volatility': 0.3,
-            'sharpe': 0.15,
-            'sortino': 0.15
-        }
-        
-        # Default erosion rates based on risk level (0-9)
-        self.RISK_TO_EROSION = {
-            0: 0.01,  # 1% annual
-            1: 0.02,  # 2% annual
-            2: 0.03,  # 3% annual
-            3: 0.04,  # 4% annual
-            4: 0.05,  # 5% annual
-            5: 0.06,  # 6% annual
-            6: 0.07,  # 7% annual
-            7: 0.08,  # 8% annual
-            8: 0.09,  # 9% annual
-            9: 0.10   # 10% annual
-        }
-
-    def analyze_etf_erosion_risk(self, tickers: List[str]) -> NavErosionAnalysis:
-        """Analyze NAV erosion risk for a list of ETFs"""
-        results = []
-        
-        print("\n=== NAV EROSION SERVICE DEBUG ===")
-        print(f"Session state keys: {st.session_state.keys()}")
-        print(f"Erosion level from session state: {st.session_state.get('erosion_level')}")
-        
-        for ticker in tickers:
-            # Get erosion rates from session state
-            erosion_level = st.session_state.get('erosion_level', {'nav': 5.0, 'yield': 5.0})
-            annual_nav_erosion = erosion_level['nav'] / 100  # Convert from percentage to decimal
-            annual_yield_erosion = erosion_level['yield'] / 100  # Convert from percentage to decimal
-            
-            # Convert annual rates to monthly
-            monthly_nav_erosion = 1 - (1 - annual_nav_erosion) ** (1/12)
-            monthly_yield_erosion = 1 - (1 - annual_yield_erosion) ** (1/12)
-            
-            print(f"\n=== NAV EROSION SERVICE DEBUG ===")
-            print(f"Ticker: {ticker}")
-            print(f"Session State Values:")
-            print(f"  Annual NAV Erosion: {annual_nav_erosion:.4%}")
-            print(f"  Annual Yield Erosion: {annual_yield_erosion:.4%}")
-            print(f"  Monthly NAV Erosion: {monthly_nav_erosion:.4%}")
-            print(f"  Monthly Yield Erosion: {monthly_yield_erosion:.4%}")
-            print(f"=== END NAV EROSION SERVICE DEBUG ===\n")
-            
-            result = NavErosionResult(
-                ticker=ticker,
-                nav_erosion_rate=annual_nav_erosion,
-                yield_erosion_rate=annual_yield_erosion,
-                monthly_nav_erosion_rate=monthly_nav_erosion,
-                monthly_yield_erosion_rate=monthly_yield_erosion,
-                risk_level=5,  # Arbitrary risk level
-                risk_explanation="Using erosion rates from session state",
-                max_drawdown=0.2,
-                volatility=0.25,
-                is_new_etf=False,
-                etf_age_years=1.0
-            )
-            results.append(result)
-            print(f"Created NavErosionResult for {ticker}:")
-            print(f"  monthly_nav_erosion_rate: {result.monthly_nav_erosion_rate:.4%}")
-            print(f"  monthly_yield_erosion_rate: {result.monthly_yield_erosion_rate:.4%}")
-        
-        # Calculate portfolio-level metrics
-        portfolio_nav_risk = sum(r.risk_level for r in results) / len(results)
-        portfolio_erosion_rate = sum(r.nav_erosion_rate for r in results) / len(results)
-        
-        analysis = NavErosionAnalysis(
-            results=results,
-            portfolio_nav_risk=portfolio_nav_risk,
-            portfolio_erosion_rate=portfolio_erosion_rate,
-            risk_summary="Portfolio has moderate NAV erosion risk"
-        )
-        
-        print("\nFinal NavErosionAnalysis:")
-        for r in analysis.results:
-            print(f"  {r.ticker}:")
-            print(f"    monthly_nav_erosion_rate: {r.monthly_nav_erosion_rate:.4%}")
-            print(f"    monthly_yield_erosion_rate: {r.monthly_yield_erosion_rate:.4%}")
-        print("=== END NAV EROSION SERVICE DEBUG ===\n")
-        
-        return analysis
-
-    def _calculate_nav_risk(self, etf_data: Dict, etf_type: ETFType) -> Tuple[float, Dict]:
-        """Calculate NAV risk components with ETF-type specific adjustments"""
-        components = {}
-        
-        # Base risk calculation with ETF-type specific thresholds
-        if etf_data.get('max_drawdown') is not None:
-            if etf_type == ETFType.INCOME:
-                # Income ETFs typically have lower drawdowns
-                if etf_data['max_drawdown'] > 0.25:
-                    components['drawdown'] = 7
-                elif etf_data['max_drawdown'] > 0.15:
-                    components['drawdown'] = 5
-                elif etf_data['max_drawdown'] > 0.10:
-                    components['drawdown'] = 3
-                else:
-                    components['drawdown'] = 2
-            elif etf_type == ETFType.GROWTH:
-                # Growth ETFs typically have higher drawdowns
-                if etf_data['max_drawdown'] > 0.35:
-                    components['drawdown'] = 7
-                elif etf_data['max_drawdown'] > 0.25:
-                    components['drawdown'] = 5
-                elif etf_data['max_drawdown'] > 0.15:
-                    components['drawdown'] = 3
-                else:
-                    components['drawdown'] = 2
-            else:  # BALANCED
-                # Balanced ETFs have moderate drawdowns
-                if etf_data['max_drawdown'] > 0.30:
-                    components['drawdown'] = 7
-                elif etf_data['max_drawdown'] > 0.20:
-                    components['drawdown'] = 5
-                elif etf_data['max_drawdown'] > 0.12:
-                    components['drawdown'] = 3
-                else:
-                    components['drawdown'] = 2
-        else:
-            components['drawdown'] = 4  # Default medium risk if no data
-        
-        # Rest of the method remains unchanged
-        if etf_data.get('volatility') is not None:
-            if etf_data['volatility'] > 0.40:
-                components['volatility'] = 7
-            elif etf_data['volatility'] > 0.25:
-                components['volatility'] = 5
-            elif etf_data['volatility'] > 0.15:
-                components['volatility'] = 3
-            else:
-                components['volatility'] = 2
-        else:
-            components['volatility'] = 4
-        
-        if etf_data.get('sharpe_ratio') is not None:
-            if etf_data['sharpe_ratio'] >= 2.0:
-                components['sharpe'] = 1
-            elif etf_data['sharpe_ratio'] >= 1.5:
-                components['sharpe'] = 2
-            elif etf_data['sharpe_ratio'] >= 1.0:
-                components['sharpe'] = 3
-            elif etf_data['sharpe_ratio'] >= 0.5:
-                components['sharpe'] = 4
-            else:
-                components['sharpe'] = 5
-        else:
-            components['sharpe'] = 4
-            
-        if etf_data.get('sortino_ratio') is not None:
-            if etf_data['sortino_ratio'] >= 2.0:
-                components['sortino'] = 1
-            elif etf_data['sortino_ratio'] >= 1.5:
-                components['sortino'] = 2
-            elif etf_data['sortino_ratio'] >= 1.0:
-                components['sortino'] = 3
-            elif etf_data['sortino_ratio'] >= 0.5:
-                components['sortino'] = 4
-            else:
-                components['sortino'] = 5
-        else:
-            components['sortino'] = 4
-        
-        # Calculate weighted NAV risk
-        nav_risk = sum(
-            components[component] * weight 
-            for component, weight in self.NAV_COMPONENT_WEIGHTS.items()
-        )
-        
-        return nav_risk, components