Enhance tp2 Rmd (histogram, interactive maps, choropleth fixes); add TP3 Shiny apps and project files; update .gitignore; add shap (+cloudpickle, numba, llvmlite, tqdm, slicer) to pyproject.toml and uv.lock; remove generated tp2 HTML/assets

2026-02-14 06:07:45 +01:00 · 2025-11-13 16:07:58 +01:00
parent b080b08487
commit 5b59f03dc1
27 changed files with 1083 additions and 5527 deletions
--- a/Visualisation/tp3/sh-black_scholes/app-enonce.R
+++ b/Visualisation/tp3/sh-black_scholes/app-enonce.R
@@ -0,0 +1,122 @@
+# Original source : https://srdas.github.io/MLBook/Shiny.html#the-application-program
+
+library(shiny)
+library(plotly)
+library(ggplot2)
+library(ggthemes)
+
+
+
+##### CONSIGNES #####
+#  1. Completer le code du serveur (???) permet de compléter l'objet `output` (argument plotCall
+# et plotPut). Il s'agit de deux figures qui permet de presenter la valeur 
+# d'un call et d'un put en fonction du Strike K.
+
+# 2. Compléter le code de l'ui (???) afin de creer des box affichant la valeur de l'action
+# 'Stock Price' et du strike 'Strike Price'. Prendre par dééfaut la valeur 100.
+
+# 3 . Sur la base du slider pour la Maturité, ajouter un slider pour la volatilité,
+#  le taux sans risque et le taux de dividende.
+
+# 4. Lancer l'application.
+
+##### SERVER #####
+
+# Define server logic for random distribution application
+server <- function(input, output) {
+    
+    #Generate Black-Scholes values
+    BS = function(S,K,T,v,rf,dv) {
+        d1 = (log(S/K) + (rf-dv+0.5*v^2)*T)/(v*sqrt(T))
+        d2 = d1 - v*sqrt(T)
+        bscall = S*exp(-dv*T)*pnorm(d1) - K*exp(-rf*T)*pnorm(d2)
+        bsput = -S*exp(-dv*T)*pnorm(-d1) + K*exp(-rf*T)*pnorm(-d2)
+        res = c(bscall,bsput)
+    }
+    
+    #Call option price
+    output$BScall <- renderText({ 
+        #Get inputs
+        S = input$stockprice
+        K = input$strike
+        T = input$maturity
+        v = input$volatility
+        rf = input$riskfreerate
+        dv = input$divrate
+        res = round(BS(S,K,T,v,rf,dv)[1],4)
+    })
+    
+    #Put option price
+    output$BSput <- renderText({ 
+        #Get inputs
+        S = input$stockprice
+        K = input$strike
+        T = input$maturity
+        v = input$volatility
+        rf = input$riskfreerate
+        dv = input$divrate
+        res = round(BS(S,K,T,v,rf,dv)[2],4)
+    })
+    
+    #Call plot
+    output$plotCall <- renderPlotly({
+        S = input$stockprice
+        K = input$strike
+        T = input$maturity
+        v = input$volatility
+        rf = input$riskfreerate
+        dv = input$divrate
+        vcall = NULL; vput = NULL
+        strikes = seq(K-30,K+30)
+        for (k in strikes) {
+            vcall = ???
+            vput = ???
+        }
+        df = data.frame(strikes,vcall,vput)
+        p <- ggplot(???) + ???
+        plotly::ggplotly(p)
+    })
+    
+    #Put plot
+    output$plotPut <- ???
+    
+}
+
+##### UI #####
+
+ui <- shinyUI(fluidPage(
+    
+    titlePanel("Black-Scholes-Merton (1973)"),
+    
+    sidebarLayout(
+        sidebarPanel(
+            numericInput(???,'Stock Price', ???),
+            numericInput(???,'Strike Price', ???),
+            sliderInput('maturity','Maturity (years)',min=0.1,max=10,value=1,step=0.01),
+            sliderInput(???),
+            sliderInput(???),
+            sliderInput(???),
+            hr(),
+            p('Please refer to following for more details:',
+              a("Black-Scholes (1973)", 
+                href = "https://en.wikipedia.org/wiki/Black%E2%80%93Scholes_model")),
+            hr()
+        ),
+        
+        mainPanel(
+            h2('European call price'),
+            textOutput("BScall"),
+            hr(),
+            h2('European put price'),
+            textOutput("BSput"),
+            hr(),
+            tabsetPanel(
+                tabPanel("Calls", plotlyOutput("plotCall",width="100%")), 
+                tabPanel("Puts", plotlyOutput("plotPut",width="100%")) 
+            )
+        )
+    )  
+))
+
+##### Run #####
+???