org.akutan.blacklitterman.gui
Class BLApplet

java.lang.Object
  java.awt.Component
      java.awt.Container
          java.awt.Panel
              java.applet.Applet
                  javax.swing.JApplet
                      org.akutan.blacklitterman.gui.BLApplet

All Implemented Interfaces:

java.awt.image.ImageObserver, java.awt.MenuContainer, java.awt.print.Printable, java.io.Serializable, java.lang.Runnable, java.util.EventListener, javax.accessibility.Accessible, javax.swing.RootPaneContainer, org.jfree.chart.ChartMouseListener

public class BLApplet
extends javax.swing.JApplet
implements java.awt.print.Printable, java.lang.Runnable, org.jfree.chart.ChartMouseListener

Applet/Main class for Application that displays the results from a Black-Litterman model. Given some weights and a covariance matrix which the user can edit, the applet displays the weights in a pie chart, then shows the distributions for the various asset returns, and also can display an efficient frontier given the posterior returns and variances.

Since:

February 2007

See Also:

Serialized Form

Nested Class Summary

Nested classes/interfaces inherited from class javax.swing.JApplet

javax.swing.JApplet.AccessibleJApplet

Nested classes/interfaces inherited from class java.applet.Applet

java.applet.Applet.AccessibleApplet

Nested classes/interfaces inherited from class java.awt.Panel

java.awt.Panel.AccessibleAWTPanel

Nested classes/interfaces inherited from class java.awt.Container

java.awt.Container.AccessibleAWTContainer

Nested classes/interfaces inherited from class java.awt.Component

java.awt.Component.AccessibleAWTComponent, java.awt.Component.BaselineResizeBehavior, java.awt.Component.BltBufferStrategy, java.awt.Component.FlipBufferStrategy

Field Summary

protected java.util.Map<java.lang.String,java.lang.Integer>	_assetMap Map of asset names for easy access
protected org.jfree.chart.plot.CategoryPlot	_histPlot Displays the computed returns
protected org.jfree.chart.plot.CategoryPlot	_histPlot2 Displays the computed weights
protected org.jfree.chart.plot.PiePlot	_piePlot Displays the equilibrium weights

Fields inherited from class javax.swing.JApplet

accessibleContext, rootPane, rootPaneCheckingEnabled

Fields inherited from class java.awt.Component

BOTTOM_ALIGNMENT, CENTER_ALIGNMENT, LEFT_ALIGNMENT, RIGHT_ALIGNMENT, TOP_ALIGNMENT

Fields inherited from interface java.awt.print.Printable

NO_SUCH_PAGE, PAGE_EXISTS

Fields inherited from interface java.awt.image.ImageObserver

ABORT, ALLBITS, ERROR, FRAMEBITS, HEIGHT, PROPERTIES, SOMEBITS, WIDTH

Constructor Summary

BLApplet()
Constructs

Method Summary

void	action(java.awt.event.ActionEvent event, java.lang.Object arg) Action handler for the buttons on the main control panel, these are Go and Clear.
void	chartMouseClicked(org.jfree.chart.ChartMouseEvent event) We want to handle these events by opening a BayesianDialog object for the right asset.
void	chartMouseMoved(org.jfree.chart.ChartMouseEvent event) We can ignore these messages
void	constrain(java.awt.Container container, java.awt.Component component, int grid_x, int grid_y, int grid_width, int grid_height) helper method to set layout constraints when adding a component to a container.
void	constrain(java.awt.Container container, java.awt.Component component, int grid_x, int grid_y, int grid_width, int grid_height, int fill, int anchor, double weight_x, double weight_y, int top, int left, int bottom, int right) Helper method to apply layout constraint to a component as it's added to a container.
void	constrain(java.awt.Container container, java.awt.Component component, int grid_x, int grid_y, int grid_width, int grid_height, int top, int left, int bottom, int right) Helper method to set layout constraints when adding a component to a container.
protected org.jfree.chart.plot.CategoryPlot	createBarChart()
protected org.jfree.chart.plot.CategoryPlot	createBarChart2() Called to create the pie chart frame and chart objects so they can be filled in when an optimization is run.
protected void	createGui() Called to create the various charts and associated bits during initialization of the application.
protected org.jfree.chart.plot.PiePlot	createPieChart() Called to create the pie chart frame and chart objects so they can be filled in when an optimization is run.
protected void	dumpPoints(java.util.List<SolvedPoint> points) Debug method to dump all the points on an efficient frontier to System.out.
java.lang.String	getParameter(java.lang.String name) Wraps the logic for retrieving parameters so we can use the same code as an applet and as an application.
void	init() To start with we will use the He-Litterman data and allow the user to modify the sampling distribution returns (not the covariances) and also to specify views.
static void	main(java.lang.String[] args) Allows us to run as an application or an applet
void	paint(java.awt.Graphics g) New paint method for graphics panel using jfreechart
int	print(java.awt.Graphics g, java.awt.print.PageFormat f, int page)
void	run() Used with SwingUtilities to cause a paint when a calculation has completed
void	setDefaults() Called to reset the assets, weights and covariances to the He-Litterman 1992 data which is the default for this app.
void	setParameter(java.lang.String key, java.lang.String value) Sets a parameter for later access by getParameter method.
protected void	updateBarChart(java.lang.String[] assets, cern.colt.matrix.DoubleMatrix1D returns)
protected void	updateBarChart(java.lang.String[] assets, cern.colt.matrix.DoubleMatrix1D returns, cern.colt.matrix.DoubleMatrix1D viewReturns)
protected void	updateBarChart2(java.lang.String[] assets, cern.colt.matrix.DoubleMatrix1D weights)
protected void	updateGui()

Methods inherited from class javax.swing.JApplet

addImpl, createRootPane, getAccessibleContext, getContentPane, getGlassPane, getGraphics, getJMenuBar, getLayeredPane, getRootPane, getTransferHandler, isRootPaneCheckingEnabled, paramString, remove, repaint, setContentPane, setGlassPane, setJMenuBar, setLayeredPane, setLayout, setRootPane, setRootPaneCheckingEnabled, setTransferHandler, update

Methods inherited from class java.applet.Applet

destroy, getAppletContext, getAppletInfo, getAudioClip, getAudioClip, getCodeBase, getDocumentBase, getImage, getImage, getLocale, getParameterInfo, isActive, newAudioClip, play, play, resize, resize, setStub, showStatus, start, stop

Methods inherited from class java.awt.Panel

addNotify

Methods inherited from class java.awt.Container

add, add, add, add, add, addContainerListener, addPropertyChangeListener, addPropertyChangeListener, applyComponentOrientation, areFocusTraversalKeysSet, countComponents, deliverEvent, doLayout, findComponentAt, findComponentAt, getAlignmentX, getAlignmentY, getComponent, getComponentAt, getComponentAt, getComponentCount, getComponents, getComponentZOrder, getContainerListeners, getFocusTraversalKeys, getFocusTraversalPolicy, getInsets, getLayout, getListeners, getMaximumSize, getMinimumSize, getMousePosition, getPreferredSize, insets, invalidate, isAncestorOf, isFocusCycleRoot, isFocusCycleRoot, isFocusTraversalPolicyProvider, isFocusTraversalPolicySet, layout, list, list, locate, minimumSize, paintComponents, preferredSize, print, printComponents, processContainerEvent, processEvent, remove, removeAll, removeContainerListener, removeNotify, setComponentZOrder, setFocusCycleRoot, setFocusTraversalKeys, setFocusTraversalPolicy, setFocusTraversalPolicyProvider, setFont, transferFocusBackward, transferFocusDownCycle, validate, validateTree

Methods inherited from class java.awt.Component

action, add, addComponentListener, addFocusListener, addHierarchyBoundsListener, addHierarchyListener, addInputMethodListener, addKeyListener, addMouseListener, addMouseMotionListener, addMouseWheelListener, bounds, checkImage, checkImage, coalesceEvents, contains, contains, createImage, createImage, createVolatileImage, createVolatileImage, disable, disableEvents, dispatchEvent, enable, enable, enableEvents, enableInputMethods, firePropertyChange, firePropertyChange, firePropertyChange, firePropertyChange, firePropertyChange, firePropertyChange, firePropertyChange, firePropertyChange, firePropertyChange, getBackground, getBaseline, getBaselineResizeBehavior, getBounds, getBounds, getColorModel, getComponentListeners, getComponentOrientation, getCursor, getDropTarget, getFocusCycleRootAncestor, getFocusListeners, getFocusTraversalKeysEnabled, getFont, getFontMetrics, getForeground, getGraphicsConfiguration, getHeight, getHierarchyBoundsListeners, getHierarchyListeners, getIgnoreRepaint, getInputContext, getInputMethodListeners, getInputMethodRequests, getKeyListeners, getLocation, getLocation, getLocationOnScreen, getMouseListeners, getMouseMotionListeners, getMousePosition, getMouseWheelListeners, getName, getParent, getPeer, getPropertyChangeListeners, getPropertyChangeListeners, getSize, getSize, getToolkit, getTreeLock, getWidth, getX, getY, gotFocus, handleEvent, hasFocus, hide, imageUpdate, inside, isBackgroundSet, isCursorSet, isDisplayable, isDoubleBuffered, isEnabled, isFocusable, isFocusOwner, isFocusTraversable, isFontSet, isForegroundSet, isLightweight, isMaximumSizeSet, isMinimumSizeSet, isOpaque, isPreferredSizeSet, isShowing, isValid, isVisible, keyDown, keyUp, list, list, list, location, lostFocus, mouseDown, mouseDrag, mouseEnter, mouseExit, mouseMove, mouseUp, move, nextFocus, paintAll, postEvent, prepareImage, prepareImage, printAll, processComponentEvent, processFocusEvent, processHierarchyBoundsEvent, processHierarchyEvent, processInputMethodEvent, processKeyEvent, processMouseEvent, processMouseMotionEvent, processMouseWheelEvent, remove, removeComponentListener, removeFocusListener, removeHierarchyBoundsListener, removeHierarchyListener, removeInputMethodListener, removeKeyListener, removeMouseListener, removeMouseMotionListener, removeMouseWheelListener, removePropertyChangeListener, removePropertyChangeListener, repaint, repaint, repaint, requestFocus, requestFocus, requestFocusInWindow, requestFocusInWindow, reshape, setBackground, setBounds, setBounds, setComponentOrientation, setCursor, setDropTarget, setEnabled, setFocusable, setFocusTraversalKeysEnabled, setForeground, setIgnoreRepaint, setLocale, setLocation, setLocation, setMaximumSize, setMinimumSize, setName, setPreferredSize, setSize, setSize, setVisible, show, show, size, toString, transferFocus, transferFocusUpCycle

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait

Field Detail

_piePlot

protected org.jfree.chart.plot.PiePlot _piePlot

Displays the equilibrium weights

_histPlot2

protected org.jfree.chart.plot.CategoryPlot _histPlot2

Displays the computed weights

_histPlot

protected org.jfree.chart.plot.CategoryPlot _histPlot

Displays the computed returns

_assetMap

protected java.util.Map<java.lang.String,java.lang.Integer> _assetMap

Map of asset names for easy access

Constructor Detail

BLApplet

public BLApplet()

Constructs

Method Detail

setParameter

public void setParameter(java.lang.String key,
                         java.lang.String value)

Sets a parameter for later access by getParameter method. We use this so that we can make the app and applet initialize the same way.

Parameters:

key - Name of the parameter to be set

value - Value for the parameter

getParameter

public java.lang.String getParameter(java.lang.String name)

Wraps the logic for retrieving parameters so we can use the same code as an applet and as an application.

Overrides:

getParameter in class java.applet.Applet

Parameters:

name - Name of the parameter for which the value is to be returned

Returns:

Current value of the parameter

setDefaults

public void setDefaults()

Called to reset the assets, weights and covariances to the He-Litterman 1992 data which is the default for this app.

chartMouseClicked

public void chartMouseClicked(org.jfree.chart.ChartMouseEvent event)

We want to handle these events by opening a BayesianDialog object for the right asset.

Specified by:

chartMouseClicked in interface org.jfree.chart.ChartMouseListener

chartMouseMoved

public void chartMouseMoved(org.jfree.chart.ChartMouseEvent event)

We can ignore these messages

Specified by:

chartMouseMoved in interface org.jfree.chart.ChartMouseListener

print

public int print(java.awt.Graphics g,
                 java.awt.print.PageFormat f,
                 int page)

Specified by:

print in interface java.awt.print.Printable

init

public void init()

To start with we will use the He-Litterman data and allow the user to modify the sampling distribution returns (not the covariances) and also to specify views.

Overrides:

init in class java.applet.Applet

constrain

public void constrain(java.awt.Container container,
                      java.awt.Component component,
                      int grid_x,
                      int grid_y,
                      int grid_width,
                      int grid_height,
                      int fill,
                      int anchor,
                      double weight_x,
                      double weight_y,
                      int top,
                      int left,
                      int bottom,
                      int right)

Helper method to apply layout constraint to a component as it's added to a container.

Parameters:

container -

component -

grid_x -

grid_y -

grid_width -

grid_height -

fill -

anchor -

weight_x -

weight_y -

top -

left -

bottom -

right -

constrain

public void constrain(java.awt.Container container,
                      java.awt.Component component,
                      int grid_x,
                      int grid_y,
                      int grid_width,
                      int grid_height)

helper method to set layout constraints when adding a component to a container. Defaluts the insets and weights to be 0.

Parameters:

container -

component -

grid_x -

grid_y -

grid_width -

grid_height -

constrain

public void constrain(java.awt.Container container,
                      java.awt.Component component,
                      int grid_x,
                      int grid_y,
                      int grid_width,
                      int grid_height,
                      int top,
                      int left,
                      int bottom,
                      int right)

Helper method to set layout constraints when adding a component to a container. Defaults the weights to be 0.

Parameters:

container -

component -

grid_x -

grid_y -

grid_width -

grid_height -

top -

left -

bottom -

right -

dumpPoints

protected void dumpPoints(java.util.List<SolvedPoint> points)

Debug method to dump all the points on an efficient frontier to System.out.

Parameters:

points -

action

public void action(java.awt.event.ActionEvent event,
                   java.lang.Object arg)

Action handler for the buttons on the main control panel, these are Go and Clear. The Go button will start the optimization and the Clear button will clear all the charts and list boxes.

Parameters:

event -

arg -

run

public void run()

Used with SwingUtilities to cause a paint when a calculation has completed

Specified by:

run in interface java.lang.Runnable

paint

public void paint(java.awt.Graphics g)

New paint method for graphics panel using jfreechart

Overrides:

paint in class java.awt.Container

Parameters:

g -

createGui

protected void createGui()

Called to create the various charts and associated bits during initialization of the application.

updateGui

protected void updateGui()

createBarChart

protected org.jfree.chart.plot.CategoryPlot createBarChart()

createPieChart

protected org.jfree.chart.plot.PiePlot createPieChart()

Called to create the pie chart frame and chart objects so they can be filled in when an optimization is run.

Returns:

PiePlot the created PiePlot

createBarChart2

protected org.jfree.chart.plot.CategoryPlot createBarChart2()

Called to create the pie chart frame and chart objects so they can be filled in when an optimization is run.

Returns:

PiePlot the created PiePlot

updateBarChart2

protected void updateBarChart2(java.lang.String[] assets,
                               cern.colt.matrix.DoubleMatrix1D weights)

updateBarChart

protected void updateBarChart(java.lang.String[] assets,
                              cern.colt.matrix.DoubleMatrix1D returns)

updateBarChart

protected void updateBarChart(java.lang.String[] assets,
                              cern.colt.matrix.DoubleMatrix1D returns,
                              cern.colt.matrix.DoubleMatrix1D viewReturns)

main

public static void main(java.lang.String[] args)
                 throws java.lang.Exception

Allows us to run as an application or an applet

Parameters:

args -

Throws:

java.lang.Exception