FICO Xpress Optimization Examples Repository: Lightweight execution modes

FICO Xpress Optimization Examples Repository

Lightweight execution modes

Description

Files for testing the Insight Mosel example "Portfolio Optimization" in the Xpress distribution using lightweight custom execution modes. The full app forms part of the Insight developer kit. Assuming this has been extracted into the Xpress installation directory XPRESSDIR, you can find the full app in XPRESSDIR/examples/insight/basic_apps/mosel/portfolio_optimization/complete_app

Instructions for using these files:

Copy the portfoliolw.mos file into the source folder within the app's root directory, in replacement of the file portfolio.mos.
Copy the portfolio.vdl file into the client_resources folder within the app's root directory, replacing the existing one.
Run the file portfoliolw.mos from your IDE.

lightweightmos.zip

[download all files]

Source Files

By clicking on a file name, a preview is opened at the bottom of this page.

portfoliolw.mos	[download]
portfoliolw2.mos	[download]
portfolio.vdl	[download]
shares.csv	[download]

portfolio.vdl

<!--
  Xpress Insight Portfolio Optimization example
  Copyright (c) 2020-2023 Fair Isaac Corporation. All rights reserved.
-->
<vdl version="5">
    <vdl-page>
        <vdl-header>
            <vdl-action-group name="action_group_1">
                <vdl-action-execute></vdl-action-execute>
            </vdl-action-group>
            <vdl-action-group name="action_group_2">
                <vdl-action-execute mode="CUSTOM_RUN"></vdl-action-execute>
            </vdl-action-group>
        </vdl-header>
        <vdl-section heading-level="1" layout="fluid">
            <vdl-row>
                <vdl-column heading="Input data" size="5">
                    <vdl-table page-mode="paged" page-size="5">
                        <vdl-table-column set="ShareIds" width="150px"></vdl-table-column>
                        <vdl-table-column entity="Shares_HighRisk" width="20%"></vdl-table-column>
                        <vdl-table-column entity="Shares_NorthAmerica" width="20%"></vdl-table-column>
                        <vdl-table-column entity="Shares_Return" editable="true"></vdl-table-column>
                    </vdl-table>
                </vdl-column>
                <vdl-column heading="Configuration" size="5">
                    <vdl-form>
                        <vdl-field entity="MaxPerShare" size="4"></vdl-field>
                        <vdl-field entity="MaxHighRisk" size="4"></vdl-field>
                        <vdl-field entity="MinNorthAmerica" size="4"></vdl-field>
                    </vdl-form>
                    <vdl-button vdl-event="click:actions.action_group_1" label="RUN OPTIMIZATION"></vdl-button>
                </vdl-column>
            </vdl-row>
            <vdl-row>
                <vdl-column heading="PARTIAL RESULTS">
                    <vdl-button vdl-event="click:actions.action_group_2" label="CALCULATE RETURN HIGH-RISK vs LOW-RISK"></vdl-button>
                    <vdl-container>
                        <span vdl-text="Average expected return high-risk shares: "></span>
                        <span vdl-text="=insight.Formatter.formatNumber(scenario.entities.ReturnHighRisk.value,'$ 0.##')"></span>
                    </vdl-container>
                    <vdl-container>
                        <span vdl-text="Average expected return low-risk shares: "></span>
                        <span vdl-text="=insight.Formatter.formatNumber(scenario.entities.ReturnLowRisk.value,'$ 0.##')"></span>
                    </vdl-container>
                </vdl-column>
            </vdl-row>
            <vdl-row vdl-if="=scenario.summaryData.hasResultData">
                <vdl-column heading="Results" size="5">
                    <vdl-container><span vdl-text="Calculated optimal return: "></span><span vdl-text="=insight.Formatter.formatNumber(scenario.entities.TotalReturn.value,'$00.##')"></span></vdl-container>
                    <vdl-table>
                        <vdl-table-column set="ShareIds" width="150px"></vdl-table-column>
                        <vdl-table-column entity="Shares_fraction"></vdl-table-column>
                    </vdl-table>
                </vdl-column>
                <vdl-column heading="Scenario Comparison" size="7">
                    <vdl-chart>
                        <vdl-chart-series entity="Shares_fraction" scenario="=i" vdl-repeat="=s, i in scenarios"></vdl-chart-series>
                    </vdl-chart>
                </vdl-column>
            </vdl-row>
            <vdl-row vdl-if="=!scenario.summaryData.hasResultData">
                <vdl-column heading="No results - run optimization"></vdl-column>
            </vdl-row>
        </vdl-section>
    </vdl-page>
</vdl>