Implemented Loader; Implemented Render

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Dennis Thießen committed 2021-02-01 21:19:33 +01:00
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Brotli==1.0.9
certifi==2020.12.5
chardet==3.0.4
click==7.1.2
dash==1.18.1
dash-core-components==1.14.1
dash-html-components==1.1.1
dash-renderer==1.8.3
dash-table==4.11.1
Flask==1.1.2
Flask-Compress==1.8.0
future==0.18.2
idna==2.10
itsdangerous==1.1.0
Jinja2==2.11.2
lxml==4.6.2
MarkupSafe==1.1.1
multitasking==0.0.9
numpy==1.19.3
pandas==1.1.5
plotly==4.14.1
python-dateutil==2.8.1
pytz==2020.4
requests==2.25.0
retrying==1.3.3
six==1.15.0
urllib3==1.26.2
Werkzeug==1.0.1
yfinance==0.1.55
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import os, sys
import pandas as pd
import numpy as np
import sqlalchemy
import logging
import traceback
from timeit import default_timer as timer
from datetime import datetime, timedelta
from sqlalchemy.ext.declarative import declarative_base
from sqlalchemy import Column, Integer, String, DateTime
from sqlalchemy.orm import sessionmaker
from sqlalchemy.types import VARCHAR
import yfinance as yf
API_KEY = '44ced5e44c50543745b1d89fce8cd93a'
api_key = "?apikey=" + API_KEY
api_kpi_url = "https://financialmodelingprep.com/api/v3/key-metrics/"
api_batch_stock_price_url = "https://financialmodelingprep.com/api/v3/quote/"
logging.basicConfig(
level=logging.INFO,
format="%(asctime)s [%(levelname)s] %(message)s",
handlers=[
logging.FileHandler("debug.log"),
logging.StreamHandler()
]
)
Base = declarative_base()
data_dir = 'data'
file_symbol = os.path.join(data_dir, 'symbols.json')
db_symbol = "base_symbol"
db_kpi = "base_kpi"
db_div = "base_dividend"
db_rec = "base_recommendation"
db_his = "base_price_history"
sync_freq_kpi = 14
sync_freq_rec = 7
sync_freq_div = 21
sync_freq_his = 1
sym_exclude = []
engine = sqlalchemy.create_engine("mysql+pymysql://spcial:GOi1gA01@localhost:3306/app_stockdash?charset=utf8mb4")
def update_timestamp(symbol, schema):
Session = sessionmaker(bind=engine)
session = Session()
curr_symbol = session.query(Symbols).filter(Symbols.symbol == symbol)
if schema == db_kpi:
curr_symbol.update({Symbols.last_updated_kpi: datetime.now()}, synchronize_session=False)
elif schema == db_rec:
curr_symbol.update({Symbols.last_updated_rec: datetime.now()}, synchronize_session=False)
elif schema == db_div:
curr_symbol.update({Symbols.last_updated_div: datetime.now()}, synchronize_session=False)
elif schema == db_his:
curr_symbol.update({Symbols.last_updated_his: datetime.now()}, synchronize_session=False)
session.commit()
def update_loadable(symbol, loadable):
Session = sessionmaker(bind=engine)
session = Session()
curr_symbol = session.query(Symbols).filter(Symbols.symbol == symbol)
curr_symbol.update({Symbols.loadable: loadable}, synchronize_session=False)
session.commit()
def load_to_db(df, table_name):
start = timer()
try:
df = df.replace([np.inf, -np.inf], np.nan)
df.to_sql(table_name, schema='app_stockdash', con=engine, if_exists='append', dtype={'symbol': VARCHAR(10)})
except Exception as err:
logging.warning(" <%s> Error occured when loading data to DB. Error: \n%s" % (table_name, err))
raise
logging.info(" <load_to_db> comleted in %f sec! " % (timer() - start))
def load_from_db(table_name, where=None, limit=None, orderby=None):
start = timer()
try:
sql = "SELECT * FROM %s " % table_name
if where is not None:
sql = sql + "WHERE %s " % where
if orderby is not None:
sql = sql + "ORDER BY %s " % orderby
if limit is not None:
sql = sql + "LIMIT %i " % limit
df = pd.read_sql_query(sql, engine)
except sqlalchemy.exc.ProgrammingError as er:
logging.warning(" <%s> Error occured when quering data. Return None. Error: \n%s" % (table_name, er))
return None
logging.info(" <load_from_db> comleted in %f sec! " % (timer() - start))
return df
def load_symbols():
logging.info("Loading symbols based on file %s" % file_symbol)
df_symbols = pd.read_json(file_symbol).drop(columns=['price'])
logging.info("Retrieved %i symbols from file" % len(df_symbols))
df_symbols = df_symbols[df_symbols['exchange'].isin(['Nasdaq Global Select', 'NASDAQ Global Market', 'NASDAQ Capital Market'])]
logging.info("Using %i symbols after filtering" % len(df_symbols))
df_symbols["initialized"] = datetime.now()
df_symbols["last_updated_kpi"] = pd.Timestamp.min
df_symbols["last_updated_div"] = pd.Timestamp.min
df_symbols["last_updated_rec"] = pd.Timestamp.min
df_symbols["last_updated_his"] = pd.Timestamp.min
df_symbols["loadable"] = True
df_existing_symbols = load_from_db(db_symbol)
if df_existing_symbols is not None:
logging.info("Retrieved %i symbols from DB" % len(df_existing_symbols))
df_diff = pd.concat([df_symbols, df_existing_symbols]).drop_duplicates(subset=['symbol'], keep=False).set_index('symbol')
logging.info("Loading %i new symbols into DB..." % len(df_diff))
if len(df_diff) > 0:
load_to_db(df_diff, db_symbol)
else:
logging.info("Could not retrieve any symbols from DB. Expecting table does not exist. Create table...")
load_to_db(df_symbols, db_symbol)
return df_symbols
def synch_data():
logging.info("Synching data. Loading available symbols from DB...")
df_symbols = load_from_db(db_symbol, where='loadable = 1')
num_symbols = len(df_symbols['symbol'])
logging.info("Loaded %i symbols from DB." % num_symbols)
final_kpi_columns = load_from_db(db_kpi, limit=1).columns
i = 1
for index, row in df_symbols.iterrows():
try:
symbol = row['symbol']
yticker = yf.Ticker(symbol)
logging.info("%s/%s Querying data for ticker %s" % (i, num_symbols, symbol))
# KPI
if row['last_updated_kpi'] < datetime.today() - timedelta(days=sync_freq_kpi):
logging.info(" <%s> Last Updated above Threshold. Loading new KPI data for symbol into DB %s" % (db_kpi, symbol))
ticker_dict = yticker.info
for idx, val in ticker_dict.items():
if type(val) != list:
ticker_dict[idx] = [val]
else:
ticker_dict[idx] = [",".join(val)]
kpi = pd.DataFrame.from_dict(ticker_dict).set_index('symbol')
kpi["date"] = datetime.now()
kpi = kpi[kpi.columns.intersection(final_kpi_columns)]
load_to_db(kpi, db_kpi)
update_timestamp(symbol, db_kpi)
else:
logging.info(" <%s> Data is up-to-date. Nothing to do." % db_kpi)
# DIVIDENDS
if row['last_updated_div'] < datetime.today() - timedelta(days=sync_freq_div):
logging.info(" <%s> Last Updated above Threshold. Loading new DIVIDENDS data for symbol into DB %s" % (db_div, symbol))
div = yticker.dividends.to_frame().reset_index()
div.insert(0, 'symbol', symbol)
div = div.set_index('symbol')
load_to_db(div, db_div)
update_timestamp(symbol, db_div)
else:
logging.info(" <%s> Data is up-to-date. Nothing to do." % db_div)
# RECOMMENDATIONS
if row['last_updated_rec'] < datetime.today() - timedelta(days=sync_freq_rec):
logging.info(" <%s> Last Updated above Threshold. Loading new RECOMMENDATIONS data for symbol into DB %s" % (db_rec, symbol))
rec = yticker.recommendations
if rec is not None:
rec = rec.reset_index()
rec.insert(0, 'symbol', symbol)
rec = rec.set_index('symbol').drop_duplicates(subset=['Date', 'Firm'])
load_to_db(rec, db_rec)
else:
logging.info(" <%s> No recommendation data found for %s" % (db_rec, symbol))
update_timestamp(symbol, db_rec)
else:
logging.info(" <%s> Data is up-to-date. Nothing to do." % db_rec)
# PRICE HISTORY
if row['last_updated_his'] < datetime.today() - timedelta(days=sync_freq_his):
if row['last_updated_his'].date() != pd.Timestamp.min.to_pydatetime().date():
delta = (row['last_updated_his'] + timedelta(days=1)).strftime("%Y-%m-%d")
his = yticker.history(start=delta)
logging.info(" <%s> Last Updated above Threshold. Loading new PRICE data for symbol into DB %s since %s" % (db_his, symbol, delta))
else:
his = yticker.history(period="max")
logging.info(" <%s> Never loaded price data. Loading all available price data for symbol into DB %s " % (db_his, symbol))
if his is not None:
his = his.reset_index()
his.insert(0, 'symbol', symbol)
his = his.set_index('symbol')
load_to_db(his, db_his)
else:
logging.info(" <%s> No price history data found for %s" % (db_rec, symbol))
update_timestamp(symbol, db_his)
else:
logging.info(" <%s> Data is up-to-date. Nothing to do." % db_his)
i += 1
except Exception as er:
logging.warning("%s/%s Error occured - skipping this entry. Errormsg: \n%s" % (
i, num_symbols, traceback.print_exception(*sys.exc_info())))
update_loadable(symbol, 0)
i += 1
continue
class Symbols(Base):
__tablename__ = db_symbol
index = Column(Integer, primary_key=True)
symbol = Column(String)
name = Column(String)
exchange = Column(String)
initialized = Column(String)
last_updated_kpi = Column(DateTime)
last_updated_div = Column(DateTime)
last_updated_rec = Column(DateTime)
last_updated_his = Column(DateTime)
loadable = Column(Integer)
if __name__ == '__main__':
load_symbols()
synch_data()
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import os
import pandas as pd
import json
from datetime import datetime
import time
import stockdash_render
import yfinance as yf
API_KEY = '44ced5e44c50543745b1d89fce8cd93a'
api_key = "?apikey=" + API_KEY
api_kpi_url = "https://financialmodelingprep.com/api/v3/key-metrics/"
api_batch_stock_price_url = "https://financialmodelingprep.com/api/v3/quote/"
data_dir = 'data'
file_symbol = os.path.join(data_dir, 'symbols.json')
file_kpi = os.path.join(data_dir, 'comp_kpi.csv')
file_div = os.path.join(data_dir, 'comp_div.csv')
file_rec = os.path.join(data_dir, 'comp_rec.csv')
file_his = os.path.join(data_dir, 'comp_his.csv')
sym_exclude = []
used_columns = ['symbol', 'shortName', 'sector', 'industry', 'country', 'marketCap', 'enterpriseValue', 'dividendRate',
'trailingPE', 'forwardPE', 'enterpriseToEbitda', 'shortRatio']
def load_symbols():
symbols = []
with open(file_symbol) as json_file:
data = json.load(json_file)
for sym in data:
if 'exchange' in sym and sym['exchange'] == 'Nasdaq Global Select' and sym['symbol'] not in sym_exclude:
symbols.append(sym['symbol'])
return symbols
def get_data(symbols):
tickers = yf.Tickers(' '.join(symbols))
if os.path.exists(file_kpi) and os.path.exists(file_div) and os.path.exists(file_rec) and os.path.exists(file_his):
print("Found cached files. Loading cache...")
kpi_data = pd.read_csv(file_kpi)
print("%s KPIs loaded..." % len(kpi_data))
div_data = pd.read_csv(file_div)
print("%s Dividends loaded..." % len(div_data))
rec_data = pd.read_csv(file_rec)
print("%s Recommendations loaded..." % len(rec_data))
his_data = pd.read_csv(file_his)
print("%s Price History loaded..." % len(his_data))
else:
kpi_data, div_data, rec_data, his_data = pd.DataFrame(), pd.DataFrame(), pd.DataFrame(), pd.DataFrame()
i = 1
for ticker in tickers.tickers:
try:
info = ticker.info
print("%s/%s Querying data for ticker %s" % (i, len(symbols), info['symbol']))
kpi_data = kpi_data.append(info, ignore_index=True)
div = ticker.dividends.to_frame().reset_index()
div.insert(0, 'Symbol', info['symbol'])
div_data = div_data.append(div, ignore_index=True)
rec = ticker.recommendations.reset_index()
rec.insert(0, 'Symbol', info['symbol'])
rec_data = rec_data.append(rec, ignore_index=True)
his = ticker.history(period='5y').reset_index()
his.insert(0, 'Symbol', info['symbol'])
his_data = his_data.append(his, ignore_index=True)
i += 1
except Exception:
print("Error occured when quering %s - skipping this entry")
continue
kpi_data = kpi_data[['symbol'] + [col for col in kpi_data.columns if col != 'symbol']]
rec_data['Date'] = pd.to_datetime(rec_data['Date'])
his_data['priceMA50'] = his_data['Close'].rolling(window=50).mean()
his_data['priceMA200'] = his_data['Close'].rolling(window=200).mean()
his_data['diffMA50_200'] = his_data['priceMA50'] - his_data['priceMA200']
kpi_data.to_csv(file_kpi)
div_data.to_csv(file_div)
rec_data.to_csv(file_rec)
his_data.to_csv(file_his)
return kpi_data, div_data, rec_data, his_data
if __name__ == '__main__':
start_time = time.time()
print("----- Starting STOCKDASH @ %s -----" % datetime.fromtimestamp(start_time))
used_symbols = load_symbols()
print("%s symbols loaded from file" % len(used_symbols))
kpi_data, div_data, rec_data, his_data = get_data(used_symbols[:100])
# Modify Recommendation Data
rec_data_mod = pd.concat([rec_data, pd.get_dummies(rec_data['To Grade'], prefix='grade')], axis=1)
rec_data_mod.drop(['To Grade', 'From Grade', 'Action'], axis=1, inplace=True)
rec_data_mod['Date'] = pd.to_datetime(rec_data_mod['Date'])
df2 = rec_data_mod.groupby([pd.Grouper(key='Date', freq='Y'), pd.Grouper('Symbol')]).agg(['sum'])
df2['Positive'] = df2['grade_Buy'] + df2['grade_Outperform'] + df2['grade_Market Outperform'] + df2[
'grade_Overweight'] + df2['grade_Positive'] + df2['grade_Strong Buy']
df2['Neutral'] = df2['grade_Equal-Weight'] + df2['grade_Hold'] + df2['grade_Neutral']
df2['Negative'] = df2['grade_Market Underperform'] + df2['grade_Reduce'] + df2['grade_Sell'] + df2[
'grade_Underweight']
columns = ['Positive', 'Neutral', 'Negative']
rec_data_mod = df2[columns]
print("Data loaded after %ss" % (time.time()-start_time))
stockdash_render.load_dash(kpi_data[used_columns], rec_data_mod, div_data, his_data)
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@@ -1,6 +1,7 @@
from datetime import datetime from datetime import datetime
import time import time
import flask
import pandas as pd
import dash_table import dash_table
import plotly.graph_objects as go import plotly.graph_objects as go
import dash_core_components as dcc import dash_core_components as dcc
@@ -8,167 +9,118 @@ import dash_html_components as html
from dash import Dash from dash import Dash
from dash_table.Format import Format from dash_table.Format import Format
from dash.dependencies import Input, Output from dash.dependencies import Input, Output
from plotly.subplots import make_subplots
import stockdash_loader as sdl
colorway = ["#9a58cc", '#FF4F00', '#375CB1', '#FF7400', '#FFF400', '#FF0056'] colorway = ["lightslategray", '#FF4F00', '#375CB1', '#FF7400', '#FFF400', '#FF0056']
used_columns = ['symbol', 'shortName', 'sector', 'industry', 'country', 'marketCap', 'enterpriseValue', 'dividendRate',
'trailingPE', 'forwardPE', 'enterpriseToEbitda', 'shortRatio']
PAGE_SIZE = 20 PAGE_SIZE = 20
app = Dash(__name__)
server = app.server
def load_dash(comp_kpi, rec_data_mod, div_data, his_data): start_time = time.time()
start_time = time.time() print("----- Starting STOCKDASH @ %s -----" % datetime.fromtimestamp(start_time))
print(" -- Rendering STOCKDASH @ %s -----" % datetime.fromtimestamp(start_time)) kpi_data = sdl.load_from_db(sdl.db_kpi, orderby="marketCap DESC")
print("Data loaded after %ss" % (time.time()-start_time))
comp_kpi = kpi_data[used_columns]
app = Dash(__name__) app.layout = html.Div(children=[
html.Div(className='row',
children=[html.Div(className='three columns div-user-controls',
children=[
html.H2('STOCKDASH'),
html.P('''Visualising data with Plotly - Dash'''),
html.P('''Pick one or more KPIs from the dropdown below.'''),
html.Div(
className='div-for-dropdown',
children=[
dcc.Dropdown(id='stockselector',
options=[{'label': i, 'value': i} for i in
comp_kpi._get_numeric_data().columns],
multi=True,
value=[comp_kpi._get_numeric_data().columns[0]],
style={'backgroundColor': '#1E1E1E'},
className='stockselector')
],
style={'color': '#1E1E1E'}),
html.P(id="total-stocks"),
dcc.Markdown(
children=[
"Source: [thiessen.io](https://www.thiessen.io)"
])
]),
html.Div(className='nine columns div-for-charts bg-grey',
style={'padding': 0},
children=[
dash_table.DataTable(
id='company-kpi-data',
columns=
[{"name": i, "id": i, 'deletable': True, 'type': 'numeric',
'format': Format(group=',')} if i in comp_kpi._get_numeric_data().columns
else {"name": i, "id": i, 'deletable': True} for i in comp_kpi.columns],
style_as_list_view=True,
style_data_conditional=[{
'if': {'column_editable': False},
'backgroundColor': 'rgba(50, 50, 50, 0.5)',
'textAlign': 'left',
'color': 'white',
'padding': 7
}],
style_filter_conditional=[{
'if': {'column_editable': False},
'backgroundColor': 'rgba(40, 40, 40,0.5)',
'textAlign': 'left',
'color': 'white'
}],
style_header_conditional=[{
'if': {'column_editable': False},
'backgroundColor': 'rgba(30, 30, 30,0.5)',
'textAlign': 'left',
'fontWeight': 'bold',
'color': 'white'
}],
page_current=0,
page_size=PAGE_SIZE,
page_action='custom',
app.layout = html.Div(children=[ filter_action='custom',
html.Div(className='row', filter_query='',
children=[html.Div(className='three columns div-user-controls',
children=[
html.H2('STOCKDASH'),
html.P('''Visualising data with Plotly - Dash'''),
html.P('''Pick one or more KPIs from the dropdown below.'''),
html.Div(
className='div-for-dropdown',
children=[
dcc.Dropdown(id='stockselector',
options=[{'label': i, 'value': i} for i in
comp_kpi._get_numeric_data().columns],
multi=True,
value=[comp_kpi._get_numeric_data().columns[0]],
style={'backgroundColor': '#1E1E1E'},
className='stockselector')
],
style={'color': '#1E1E1E'})
]),
html.Div(className='nine columns div-for-charts bg-grey',
style={'padding': 0},
children=[
dash_table.DataTable(
id='company-kpi-data',
columns=
[{"name": i, "id": i, 'deletable': True, 'type': 'numeric',
'format': Format(group=',')} if i in comp_kpi._get_numeric_data().columns
else {"name": i, "id": i, 'deletable': True} for i in comp_kpi.columns],
style_as_list_view=True,
style_data_conditional=[{
'if': {'column_editable': False},
'backgroundColor': 'rgba(50, 50, 50, 0.5)',
'textAlign': 'left',
'color': 'white',
'padding': 7
}],
style_filter_conditional=[{
'if': {'column_editable': False},
'backgroundColor': 'rgba(40, 40, 40,0.5)',
'textAlign': 'left',
'color': 'white'
}],
style_header_conditional=[{
'if': {'column_editable': False},
'backgroundColor': 'rgba(30, 30, 30,0.5)',
'textAlign': 'left',
'fontWeight': 'bold',
'color': 'white'
}],
page_current=0,
page_size=PAGE_SIZE,
page_action='custom',
filter_action='custom', sort_action='custom',
filter_query='', sort_mode='multi',
sort_by=[]
),
dcc.Graph(
id='bar-chart-marketcap',
className='bg-grey',
hoverData={'points': [{'x': 'AAPL'}]},
animate=False),
dcc.Graph(
id='timeseries-chart-price',
className='bg-grey',
config={'displayModeBar': False},
animate=False),
dcc.Graph(
id='recom-bar-chart',
className='bg-grey',
config={'displayModeBar': False},
animate=False)
])
])
])
sort_action='custom',
sort_mode='multi',
sort_by=[]
),
dcc.Graph(
id='bar-chart-marketcap',
className='bg-grey',
hoverData={'points': [{'x': 'AAPL'}]},
animate=True),
dcc.Graph(
id='timeseries-chart-price',
className='bg-grey',
config={'displayModeBar': False},
animate=False),
dcc.Graph(
id='recom-bar-chart',
className='bg-grey',
config={'displayModeBar': False},
animate=True)
])
])
])
@app.callback(Output('bar-chart-marketcap', 'figure'), @app.callback(Output('bar-chart-marketcap', 'figure'),
[Input('company-kpi-data', 'data'), [Input('company-kpi-data', 'data'),
Input('stockselector', 'value')]) Input('stockselector', 'value'),
def update_graph(data, selected_columns): Input('bar-chart-marketcap', 'clickData')])
used_symbols = [x['symbol'] for x in data] def update_graph(data, selected_columns, clickData):
used_symbols = [x['symbol'] for x in data]
figure = go.Figure( figure = go.Figure(
layout=go.Layout( layout=go.Layout(
colorway=colorway,
template='plotly_dark',
paper_bgcolor='rgba(0, 0, 0, 0)',
plot_bgcolor='rgba(0, 0, 0, 0)',
margin={'b': 15},
hovermode='x',
autosize=True,
title={'text': 'Market Data', 'font': {'color': 'white'}, 'x': 0.5}
))
val = dict()
val["xaxis"] = dict(domain=[0.15, 0.85])
for i, column in enumerate(selected_columns):
i += 1
figure.add_trace(go.Bar(name=column,
x=used_symbols,
y=[x[column] for x in data],
yaxis='y' + str(i), offsetgroup=i))
val["yaxis%s" % i] = dict(
title=column,
titlefont=dict(color=colorway[i - 1]),
tickfont=dict(color=colorway[i - 1]),
)
if i == 2:
val["yaxis2"].update(dict(
anchor="x",
overlaying="y",
side="right"
))
elif i == 3:
val["yaxis3"].update(dict(
anchor="free",
overlaying="y",
side="left",
position=0.05
))
elif i == 4:
val["yaxis4"].update(dict(
anchor="free",
overlaying="y",
side="right",
position=0.95
))
figure.update_layout(val)
figure.update_yaxes(
showgrid=True, zeroline=True, zerolinewidth=1, zerolinecolor='White',
)
return figure
@app.callback(Output('recom-bar-chart', 'figure'),
[Input('company-kpi-data', 'data')])
def update_graph(data):
used_symbols = [x['symbol'] for x in data]
df = rec_data_mod.loc['2020-12-31'].reset_index()
df_tmp = df.loc[df['Symbol'].isin(used_symbols)]
figure = go.Figure(layout=go.Layout(
colorway=colorway, colorway=colorway,
template='plotly_dark', template='plotly_dark',
paper_bgcolor='rgba(0, 0, 0, 0)', paper_bgcolor='rgba(0, 0, 0, 0)',
@@ -176,113 +128,281 @@ def load_dash(comp_kpi, rec_data_mod, div_data, his_data):
margin={'b': 15}, margin={'b': 15},
hovermode='x', hovermode='x',
autosize=True, autosize=True,
title={'text': 'Recommendation Data', 'font': {'color': 'white'}, 'x': 0.5}, title={'text': 'Market Data', 'font': {'color': 'white'}, 'x': 0.5}
barmode='stack'
)) ))
figure.add_trace(go.Bar(x=used_symbols, y=df_tmp['Positive'].tolist(), name='Positive Outlook', marker_color='#41B3A3')) val = dict()
figure.add_trace(go.Bar(x=used_symbols, y=df_tmp['Neutral'].tolist(), name='Neutral Outlook', marker_color='#E8A87C')) val["xaxis"] = dict(domain=[0.15, 0.85])
figure.add_trace(go.Bar(x=used_symbols, y=df_tmp['Negative'].tolist(), name='Negative Outlook', marker_color='#E27D60')) for i, column in enumerate(selected_columns):
i += 1
figure.add_trace(go.Bar(name=column,
x=used_symbols,
y=[x[column] for x in data],
marker_color=['lightslategray',] * len(data),
yaxis='y' + str(i), offsetgroup=i))
return figure val["yaxis%s" % i] = dict(
title=column,
titlefont=dict(color=colorway[i - 1]),
tickfont=dict(color=colorway[i - 1]),
)
@app.callback(Output('timeseries-chart-price', 'figure'), if i == 2:
[Input('bar-chart-marketcap', 'hoverData')]) val["yaxis2"].update(dict(
def update_graph(hoverData): anchor="x",
trace1 = [] overlaying="y",
columns = ['Close', 'priceMA50', 'priceMA200'] side="right"
df_sub = his_data[his_data['Symbol'] == hoverData['points'][0]['x']] ))
elif i == 3:
val["yaxis3"].update(dict(
anchor="free",
overlaying="y",
side="left",
position=0.10
))
elif i == 4:
val["yaxis4"].update(dict(
anchor="free",
overlaying="y",
side="right",
position=0.90
))
for column in columns: figure.update_layout(val)
trace1.append(go.Scatter(x=df_sub['Date'], figure.update_yaxes(
y=df_sub[column], showgrid=True, zeroline=True, zerolinewidth=1, zerolinecolor='White',
mode='lines', )
opacity=0.7,
name=hoverData['points'][0]['x'] + "-" + column,
textposition='bottom center'))
traces = [trace1] if clickData is not None:
data = [val for sublist in traces for val in sublist] i = 0
figure = {'data': data, for subFig in figure['data']:
'layout': go.Layout( color=[colorway[i],] * len(data)
colorway=colorway, color[clickData['points'][0]['pointNumber']] = 'crimson'
template='plotly_dark',
paper_bgcolor='rgba(0, 0, 0, 0)',
plot_bgcolor='rgba(0, 0, 0, 0)',
margin={'b': 15},
hovermode='x',
autosize=True,
title={'text': 'Stock Prices', 'font': {'color': 'white'}, 'x': 0.5}, subFig['marker']['color'] = color
xaxis={'range': [df_sub['Date'].min(), df_sub['Date'].max()]}, i = i +1
yaxis={'range': [0, df_sub['Close'].max() + df_sub['Close'].max() / 10]}
),
}
return figure return figure
def split_filter_part(filter_part):
operators = [['ge ', '>='],
['le ', '<='],
['lt ', '<'],
['gt ', '>'],
['ne ', '!='],
['eq ', '='],
['contains '],
['datestartswith ']]
for operator_type in operators: @app.callback(Output("total-stocks", "children"),
for operator in operator_type: [Input('company-kpi-data', 'data')])
if operator in filter_part: def update_total_stocks(data):
name_part, value_part = filter_part.split(operator, 1) stocks_picked = len(comp_kpi)
name = name_part[name_part.find('{') + 1: name_part.rfind('}')] return "Total Number of Stocks loaded: %s" % stocks_picked
value_part = value_part.strip()
v0 = value_part[0]
if v0 == value_part[-1] and v0 in ("'", '"', '`'): @app.callback(Output('recom-bar-chart', 'figure'),
value = value_part[1: -1].replace('\\' + v0, v0) [Input('company-kpi-data', 'data')])
else: def update_graph(data):
try: used_symbols = [x['symbol'] for x in data]
value = float(value_part)
except ValueError:
value = value_part
return name, operator_type[0].strip(), value # Modify Recommendation Data
return [None] * 3 where_clause = "symbol IN ('"+"','".join(used_symbols)+"')"
rec_data = sdl.load_from_db(sdl.db_rec, where=where_clause)
rec_data_mod = pd.concat([rec_data, pd.get_dummies(rec_data['To Grade'], prefix='grade')], axis=1)
rec_data_mod.drop(['To Grade', 'From Grade', 'Action'], axis=1, inplace=True)
rec_data_mod['Date'] = pd.to_datetime(rec_data_mod['Date'])
df2 = rec_data_mod.groupby([pd.Grouper(key='Date', freq='Y'), pd.Grouper('symbol')]).agg(['sum'])
@app.callback( df2['Positive'] = df2['grade_Buy'] + df2['grade_Outperform'] + df2['grade_Market Outperform'] + df2[
Output('company-kpi-data', "data"), 'grade_Overweight'] + df2['grade_Positive'] + df2['grade_Strong Buy']
Input('company-kpi-data', "page_current"), df2['Neutral'] = df2['grade_Equal-Weight'] + df2['grade_Hold'] + df2['grade_Neutral']
Input('company-kpi-data', "page_size"), df2['Negative'] = df2['grade_Market Underperform'] + df2['grade_Reduce'] + df2['grade_Sell'] + df2[
Input('company-kpi-data', "sort_by"), 'grade_Underweight']
Input('company-kpi-data', 'filter_query'))
def update_table(page_current, page_size, sort_by, filter):
filtering_expressions = filter.split(' && ')
dff = comp_kpi
for filter_part in filtering_expressions:
col_name, operator, filter_value = split_filter_part(filter_part)
if operator in ('eq', 'ne', 'lt', 'le', 'gt', 'ge'): columns = ['Positive', 'Neutral', 'Negative']
dff = dff.loc[getattr(dff[col_name], operator)(filter_value)] rec_data_mod = df2[columns]
elif operator == 'contains':
dff = dff.loc[dff[col_name].str.contains(filter_value)]
elif operator == 'datestartswith':
dff = dff.loc[dff[col_name].str.startswith(filter_value)]
if len(sort_by): df = rec_data_mod.loc['2020-12-31'].reset_index()
dff = dff.sort_values( df_tmp = df.loc[df['symbol'].isin(used_symbols)]
[col['column_id'] for col in sort_by],
ascending=[
col['direction'] == 'asc'
for col in sort_by
],
inplace=False
)
page = page_current figure = go.Figure(layout=go.Layout(
size = page_size colorway=colorway,
return dff.iloc[page * size: (page + 1) * size].to_dict('records') template='plotly_dark',
paper_bgcolor='rgba(0, 0, 0, 0)',
plot_bgcolor='rgba(0, 0, 0, 0)',
margin={'b': 15},
hovermode='x',
autosize=True,
title={'text': 'Recommendation Data', 'font': {'color': 'white'}, 'x': 0.5},
barmode='stack'
))
print("Rendering loaded after %ss" % (time.time()-start_time)) figure.add_trace(
app.run_server(debug=True) go.Bar(x=used_symbols, y=df_tmp['Positive'].tolist(), name='Positive Outlook', marker_color='#41B3A3'))
figure.add_trace(
go.Bar(x=used_symbols, y=df_tmp['Neutral'].tolist(), name='Neutral Outlook', marker_color='#E8A87C'))
figure.add_trace(
go.Bar(x=used_symbols, y=df_tmp['Negative'].tolist(), name='Negative Outlook', marker_color='#E27D60'))
return figure
@app.callback(Output('timeseries-chart-price', 'figure'),
Input('bar-chart-marketcap', 'clickData'),
Input('company-kpi-data', 'data'))
def update_graph(clickData, kpi_data):
if clickData is None:
used_symbol = kpi_data[0]['symbol']
else:
used_symbol = clickData['points'][0]['x']
where_clause = "symbol = '%s'" % used_symbol
his_data = sdl.load_from_db(sdl.db_his, where=where_clause, limit=1000, orderby="Date DESC")
where_clause = "symbol = '%s' and Date >= '%s'" % (used_symbol, his_data['Date'].min())
div_data = sdl.load_from_db(sdl.db_div, where=where_clause, orderby="Date DESC")
# Calculate rolling window
his_data['priceMA50'] = his_data['Close'].rolling(window=50, min_periods=1).mean()
std_dev = his_data['Close'].rolling(window=50, min_periods=1).std()
his_data['priceMA50_lstd'] = his_data['priceMA50'] - 2*std_dev
his_data['priceMA50_hstd'] = his_data['priceMA50'] + 2*std_dev
his_data['priceMA200'] = his_data['Close'].rolling(window=200, min_periods=1).mean()
his_data['diffMA50_200'] = his_data['priceMA50'] - his_data['priceMA200']
fig = make_subplots(rows=3, cols=1, row_heights=[0.7, 0.2, 0.1], shared_xaxes=True, vertical_spacing=0.07)
fig.add_trace(go.Candlestick(x=his_data['Date'], open=his_data['Open'], high=his_data['High'], low=his_data['Low'],
close=his_data['Close'], name=used_symbol), row=1, col=1)
columns = ['priceMA50', 'priceMA200']
for column in columns:
fig.add_trace(go.Scatter(x=his_data['Date'], y=his_data[column], mode='lines', opacity=0.7,
name=used_symbol + "-" + column, textposition='bottom center'),
row=1, col=1)
fig.add_trace(go.Scatter(x=his_data['Date'], y=his_data['priceMA50_lstd'], mode='lines', opacity=0.7, line=dict(color='#ffdd70', width=1, dash='dash'),
name=used_symbol + "-" + 'Lower Band', textposition='bottom center'),
row=1, col=1)
fig.add_trace(go.Scatter(x=his_data['Date'], y=his_data['priceMA50_hstd'], mode='lines', opacity=0.7, line=dict(color='#ffdd70', width=1, dash='dash'),
name=used_symbol + "-" + 'Higher Band', textposition='bottom center'),
row=1, col=1)
fig.update_yaxes(showgrid=True, zeroline=False,
showspikes=True, spikemode='across', spikesnap='cursor', showline=False, spikedash='solid')
fig.update_xaxes(showgrid=True, zeroline=False, rangeslider_visible=False, showticklabels=False,
showspikes=True, spikemode='across', spikesnap='cursor', showline=False, spikedash='solid',
rangebreaks=[
dict(bounds=["sat", "mon"]), #hide weekends
#dict(values=["2015-12-25", "2016-01-01"]) # hide Christmas and New Year's
])
fig.update_layout(
colorway=colorway,
template='plotly_dark',
paper_bgcolor='rgba(0, 0, 0, 0)',
plot_bgcolor='rgba(0, 0, 0, 0)',
autosize=True,
height=800,
hovermode='x unified',
hoverlabel=dict(font=dict(color='black')),
title={'text': 'Stock Prices', 'font': {'color': 'white'}, 'x': 0.5},
xaxis={'range': [his_data['Date'].min(), his_data['Date'].max()],
'showticklabels': True,
'rangeselector_bgcolor':'rgba(0, 22, 0, 0)',
'rangeselector': dict(
buttons=list([
dict(count=1,
label="1m",
step="month",
stepmode="backward"),
dict(count=6,
label="6m",
step="month",
stepmode="backward"),
dict(count=1,
label="YTD",
step="year",
stepmode="todate"),
dict(count=1,
label="1y",
step="year",
stepmode="backward"),
dict(step="all")
]))},
yaxis1={'autorange': True, 'fixedrange': False},
legend=dict(y=1, x=0),
dragmode='pan')
fig.add_trace(
go.Bar(x=his_data['Date'], y=his_data['Volume'], marker_color='#3399ff', name='Volume'),
row=2, col=1)
fig.add_trace(
go.Scatter(x=div_data['Date'], y=div_data['Dividends'], marker_color='#fae823', name='Dividends', line=dict(
shape='hv'
)),
row=3, col=1)
return fig
def split_filter_part(filter_part):
operators = [['ge ', '>='],
['le ', '<='],
['lt ', '<'],
['gt ', '>'],
['ne ', '!='],
['eq ', '='],
['contains '],
['datestartswith ']]
for operator_type in operators:
for operator in operator_type:
if operator in filter_part:
name_part, value_part = filter_part.split(operator, 1)
name = name_part[name_part.find('{') + 1: name_part.rfind('}')]
value_part = value_part.strip()
v0 = value_part[0]
if v0 == value_part[-1] and v0 in ("'", '"', '`'):
value = value_part[1: -1].replace('\\' + v0, v0)
else:
try:
value = float(value_part)
except ValueError:
value = value_part
return name, operator_type[0].strip(), value
return [None] * 3
@app.callback(
Output('company-kpi-data', "data"),
Input('company-kpi-data', "page_current"),
Input('company-kpi-data', "page_size"),
Input('company-kpi-data', "sort_by"),
Input('company-kpi-data', 'filter_query'))
def update_table(page_current, page_size, sort_by, filter):
filtering_expressions = filter.split(' && ')
dff = comp_kpi
for filter_part in filtering_expressions:
col_name, operator, filter_value = split_filter_part(filter_part)
if operator in ('eq', 'ne', 'lt', 'le', 'gt', 'ge'):
dff = dff.loc[getattr(dff[col_name], operator)(filter_value)]
elif operator == 'contains':
dff = dff.loc[dff[col_name].str.contains(filter_value)]
elif operator == 'datestartswith':
dff = dff.loc[dff[col_name].str.startswith(filter_value)]
if len(sort_by):
dff = dff.sort_values(
[col['column_id'] for col in sort_by],
ascending=[
col['direction'] == 'asc'
for col in sort_by
],
inplace=False
)
page = page_current
size = page_size
return dff.iloc[page * size: (page + 1) * size].to_dict('records')
app.run_server(debug=True, port=18051, threaded=True)