class StockApp(BokehApplet):
plot = Instance(Plot)
source = Instance(ColumnDataSource)
pretext = Instance(PreText)
def get_data(self, ticker1, ticker2):
fname = join(data_dir, "table_%s.csv" % ticker1.lower())
data1 = pd.read_csv(fname,
names=['date', 'foo', 'o', 'h', 'l', 'c', 'v'],
header=False,
parse_dates=['date'])
data1 = data1.set_index('date')
fname = join(data_dir, "table_%s.csv" % ticker2.lower())
data2 = pd.read_csv(fname,
names=['date', 'foo', 'o', 'h', 'l', 'c', 'v'],
header=False,
parse_dates=['date'])
data2 = data2.set_index('date')
data = pd.DataFrame({ticker1: data1.c, ticker2: data2.c})
data[ticker1 + "_returns"] = data[ticker1].diff()
data[ticker2 + "_returns"] = data[ticker2].diff()
data = data.dropna()
return data
def create(self, session):
"""
This function is called once, and is responsible for
creating all objects (plots, datasources, etc)
"""
self.modelform = StockInputModel()
self.modelform.create_inputs(session)
ticker1 = self.modelform.ticker1
ticker2 = self.modelform.ticker2
self.pretext = PreText(text="")
self.make_source(ticker1, ticker2)
self.make_plots(ticker1, ticker2)
self.make_stats()
self.set_children()
self.add_all(session)
def make_source(self, ticker1, ticker2):
df = self.get_data(ticker1, ticker2)
self.source = ColumnDataSource(data=df)
def make_plots(self, ticker1, ticker2):
self.plot = circle(ticker1 + "_returns",
ticker2 + "_returns",
title="%s vs %s" % (ticker1, ticker2),
source=self.source,
plot_width=400,
plot_height=400,
tools="pan,wheel_zoom,select")
session().plotcontext.children = [self]
session().plotcontext._dirty = True
def set_children(self):
self.children = [self.modelform, self.plot, self.pretext]
def input_change(self, obj, attrname, old, new):
"""
This function is called whenever the input form changes
This is responsible for updating the plot, or whatever
you want. The signature is
obj : the object that changed
attrname : the attr that changed
old : old value of attr
new : new value of attr
"""
if attrname in ("ticker1", "ticker2"):
ticker1 = self.modelform.ticker1
ticker2 = self.modelform.ticker2
self.make_source(ticker1, ticker2)
self.make_plots(ticker1, ticker2)
self.set_children()
def setup_events(self):
super(StockApp, self).setup_events()
if self.source:
self.source.on_change('selected', self, 'selection_change')
def make_stats(self):
pandas_df = pd.DataFrame(self.source.data)
selected = self.source.selected
if selected:
pandas_df = pandas_df.iloc[selected, :]
stats = pandas_df.describe()
self.pretext.text = str(stats)
def selection_change(self, obj, attrname, old, new):
self.make_stats()
class StockApp(BokehApplet):
plot = Instance(Plot, has_ref=True)
source = Instance(ColumnDataSource, has_ref=True)
pretext = Instance(PreText, has_ref=True)
def get_data(self, ticker1, ticker2):
fname = join(data_dir, "table_%s.csv" % ticker1.lower())
data1 = pd.read_csv(fname,
names=['date', 'foo', 'o', 'h', 'l', 'c', 'v'],
header=False,
parse_dates=['date'])
data1 = data1.set_index('date')
fname = join(data_dir, "table_%s.csv" % ticker2.lower())
data2 = pd.read_csv(fname,
names=['date', 'foo', 'o', 'h', 'l', 'c', 'v'],
header=False,
parse_dates=['date'])
data2 = data2.set_index('date')
data = pd.DataFrame({ticker1 : data1.c, ticker2 : data2.c})
data[ticker1 + "_returns"] = data[ticker1].diff()
data[ticker2 + "_returns"] = data[ticker2].diff()
data = data.dropna()
return data
def create(self, session):
"""
This function is called once, and is responsible for
creating all objects (plots, datasources, etc)
"""
self.modelform = StockInputModel()
self.modelform.create_inputs(session)
ticker1 = self.modelform.ticker1
ticker2 = self.modelform.ticker2
self.pretext = PreText(text="")
self.make_source(ticker1, ticker2)
self.make_plots(ticker1, ticker2)
self.make_stats()
self.set_children()
self.add_all(session)
def make_source(self, ticker1, ticker2):
df = self.get_data(ticker1, ticker2)
self.source = ColumnDataSource(data=df)
def make_plots(self, ticker1, ticker2):
self.plot = circle(ticker1 + "_returns", ticker2 + "_returns",
title="%s vs %s" %(ticker1, ticker2),
source=self.source,
plot_width=400, plot_height=400,
tools="pan,wheel_zoom,select"
)
session().plotcontext.children=[self]
session().plotcontext._dirty = True
def set_children(self):
self.children = [self.modelform, self.plot, self.pretext]
def input_change(self, obj, attrname, old, new):
"""
This function is called whenever the input form changes
This is responsible for updating the plot, or whatever
you want. The signature is
obj : the object that changed
attrname : the attr that changed
old : old value of attr
new : new value of attr
"""
if attrname in ("ticker1", "ticker2"):
ticker1 = self.modelform.ticker1
ticker2 = self.modelform.ticker2
self.make_source(ticker1, ticker2)
self.make_plots(ticker1, ticker2)
self.set_children()
def setup_events(self):
super(StockApp, self).setup_events()
if self.source:
self.source.on_change('selected', self, 'selection_change')
def make_stats(self):
pandas_df = pd.DataFrame(self.source.data)
selected = self.source.selected
if selected:
pandas_df = pandas_df.iloc[selected, :]
stats = pandas_df.describe()
self.pretext.text = str(stats)
def selection_change(self, obj, attrname, old, new):
self.make_stats()
class StockApp(VBox):
extra_generated_classes = [["StockApp", "StockApp", "VBox"]]
jsmodel = "VBox"
# text statistics
pretext = Instance(PreText)
# plots
plot = Instance(Plot)
line_plot1 = Instance(Plot)
line_plot2 = Instance(Plot)
hist1 = Instance(Plot)
hist2 = Instance(Plot)
# data source
source = Instance(ColumnDataSource)
# layout boxes
mainrow = Instance(HBox)
histrow = Instance(HBox)
statsbox = Instance(VBox)
# inputs
ticker1 = String(default="AAPL")
ticker2 = String(default="GOOG")
ticker1_select = Instance(Select)
ticker2_select = Instance(Select)
input_box = Instance(VBoxForm)
def __init__(self, *args, **kwargs):
super(StockApp, self).__init__(*args, **kwargs)
self._dfs = {}
@classmethod
def create(cls):
"""
This function is called once, and is responsible for
creating all objects (plots, datasources, etc)
"""
# create layout widgets
obj = cls()
obj.mainrow = HBox()
obj.histrow = HBox()
obj.statsbox = VBox()
obj.input_box = VBoxForm()
# create input widgets
obj.make_inputs()
# outputs
obj.pretext = PreText(text="", width=500)
obj.make_source()
obj.make_plots()
obj.make_stats()
# layout
obj.set_children()
return obj
def make_inputs(self):
self.ticker1_select = Select(
name='ticker1',
value='AAPL',
options=['AAPL', 'GOOG', 'INTC', 'BRCM', 'YHOO']
)
self.ticker2_select = Select(
name='ticker2',
value='GOOG',
options=['AAPL', 'GOOG', 'INTC', 'BRCM', 'YHOO']
)
@property
def selected_df(self):
pandas_df = self.df
selected = self.source.selected
if selected:
pandas_df = pandas_df.iloc[selected, :]
return pandas_df
def make_source(self):
self.source = ColumnDataSource(data=self.df)
def line_plot(self, ticker, x_range=None):
plot = circle(
'date', ticker,
title=ticker,
size=2,
x_range=x_range,
x_axis_type='datetime',
source=self.source,
title_text_font_size="10pt",
plot_width=1000, plot_height=200,
nonselection_alpha=0.02,
tools="pan,wheel_zoom,select"
)
return plot
def hist_plot(self, ticker):
global_hist, global_bins = np.histogram(self.df[ticker + "_returns"], bins=50)
hist, bins = np.histogram(self.selected_df[ticker + "_returns"], bins=50)
width = 0.7 * (bins[1] - bins[0])
center = (bins[:-1] + bins[1:]) / 2
start = global_bins.min()
end = global_bins.max()
top = hist.max()
return rect(
center, hist/2.0, width, hist,
title="%s hist" % ticker,
plot_width=500, plot_height=200,
tools="",
title_text_font_size="10pt",
x_range=[start, end],
y_range=[0, top],
)
def make_plots(self):
ticker1 = self.ticker1
ticker2 = self.ticker2
self.plot = circle(
ticker1 + "_returns", ticker2 + "_returns",
size=2,
title="%s vs %s" %(ticker1, ticker2),
source=self.source,
plot_width=400, plot_height=400,
tools="pan,wheel_zoom,select",
title_text_font_size="10pt",
nonselection_alpha=0.02,
)
self.line_plot1 = self.line_plot(ticker1)
self.line_plot2 = self.line_plot(ticker2, self.line_plot1.x_range)
self.hist_plots()
def hist_plots(self):
ticker1 = self.ticker1
ticker2 = self.ticker2
self.hist1 = self.hist_plot(ticker1)
self.hist2 = self.hist_plot(ticker2)
def set_children(self):
self.children = [self.mainrow, self.histrow, self.line_plot1, self.line_plot2]
self.mainrow.children = [self.input_box, self.plot, self.statsbox]
self.input_box.children = [self.ticker1_select, self.ticker2_select]
self.histrow.children = [self.hist1, self.hist2]
self.statsbox.children = [self.pretext]
def input_change(self, obj, attrname, old, new):
if obj == self.ticker2_select:
self.ticker2 = new
if obj == self.ticker1_select:
self.ticker1 = new
self.make_source()
self.make_plots()
self.set_children()
curdoc().add(self)
def setup_events(self):
super(StockApp, self).setup_events()
if self.source:
self.source.on_change('selected', self, 'selection_change')
if self.ticker1_select:
self.ticker1_select.on_change('value', self, 'input_change')
if self.ticker2_select:
self.ticker2_select.on_change('value', self, 'input_change')
def make_stats(self):
stats = self.selected_df.describe()
self.pretext.text = str(stats)
def selection_change(self, obj, attrname, old, new):
self.make_stats()
self.hist_plots()
self.set_children()
curdoc().add(self)
@property
def df(self):
return get_data(self.ticker1, self.ticker2)
