def customer_command(ticker: str = ""):
"""Displays customers of the company [CSIMarket]"""
# Debug user input
if cfg.DEBUG:
logger.debug("dd-customer %s", ticker)
if not ticker:
raise Exception("A ticker is required")
tickers = csimarket_model.get_customers(ticker)
if not tickers:
raise Exception("Enter a valid ticker")
# Debug user output
if cfg.DEBUG:
logger.debug(tickers)
# Output data
return {
"title": f"Stocks: [CSIMarket] {ticker} Customers",
"description": tickers,
}
def metals_command():
"""Displays metals futures data [Finviz]"""
# Debug user input
if cfg.DEBUG:
logger.debug("econ-metals")
# Retrieve data
d_futures = finviz_model.get_futures()
df = pd.DataFrame(d_futures["Metals"])
# Check for argument
if df.empty:
raise Exception("No available data found")
formats = {"last": "${:.2f}", "prevClose": "${:.2f}"}
for col, value in formats.items():
df[col] = df[col].map(lambda x: value.format(x)) # pylint: disable=W0640
# Debug user output
if cfg.DEBUG:
logger.debug(df)
df = df.sort_values(by="ticker", ascending=False)
df = df.fillna("")
df.set_index("label", inplace=True)
df = df[[
"prevClose",
"last",
"change",
]]
df.index.names = [""]
df = df.rename(columns={
"prevClose": "PrevClose",
"last": "Last",
"change": "Change"
})
dindex = len(df.index)
fig = df2img.plot_dataframe(
df,
fig_size=(800, (40 + (40 * dindex))),
col_width=[6, 3, 3],
tbl_cells=dict(
align="left",
height=35,
),
template="plotly_dark",
font=dict(
family="Consolas",
size=20,
),
paper_bgcolor="rgba(0, 0, 0, 0)",
)
imagefile = save_image("econ-metals.png", fig)
return {
"title": "Economy: [WSJ] Metals Futures",
"imagefile": imagefile,
}
def toplobbying_command(num: int = 10, raw: bool = False):
"""Displays top lobbying firms [quiverquant.com]"""
# Debug user input
if cfg.DEBUG:
logger.debug("gov-toplobbying %s %s", num, raw)
# Retrieve Data
df_lobbying = quiverquant_model.get_government_trading(
"corporate-lobbying")
if df_lobbying.empty:
raise Exception("No corporate lobbying found")
df_lobbying["Amount"] = df_lobbying.Amount.astype(float).fillna(
0) / 100_000
lobbying_by_ticker = pd.DataFrame(
df_lobbying.groupby("Ticker")["Amount"].agg("sum")).sort_values(
by="Amount", ascending=False)
fig, ax = plt.subplots(figsize=plot_autoscale(), dpi=PLOT_DPI)
lobbying_by_ticker.head(num).plot(kind="bar", ax=ax)
ax.set_xlabel("Ticker")
ax.set_ylabel("Total Amount ($100k)")
ax.set_title(f"Corporate Lobbying Spent since {df_lobbying['Date'].min()}")
fig.tight_layout()
plt.savefig("ta_toplobbying.png")
imagefile = "ta_toplobbying.png"
imagefile = image_border(imagefile)
return {
"title": "Stocks: [quiverquant.com] Top Lobbying Firms",
"imagefile": imagefile,
}
def quote_command(ticker: str = None):
"""Ticker Quote"""
# Debug
if cfg.DEBUG:
logger.debug("quote %s", ticker)
# Check for argument
if ticker is None:
raise Exception("Stock ticker is required")
df = quote(ticker)
fig = df2img.plot_dataframe(
df,
fig_size=(600, 1500),
col_width=[2, 3],
tbl_cells=dict(
align="left",
height=35,
),
template="plotly_dark",
font=dict(
family="Consolas",
size=20,
),
paper_bgcolor="rgba(0, 0, 0, 0)",
)
imagefile = save_image("quote.png", fig)
return {
"title": f"{ticker.upper()} Quote",
"imagefile": imagefile,
}
def usbonds_command():
"""US bonds overview [Wall St. Journal]"""
# Debug user input
if cfg.DEBUG:
logger.debug("econ-usbonds")
# Retrieve data
df = wsj_model.us_bonds()
# Check for argument
if df.empty:
raise Exception("No available data found")
df["Rate (%)"] = pd.to_numeric(df["Rate (%)"].astype(float))
df["Yld (%)"] = pd.to_numeric(df["Yld (%)"].astype(float))
df["Yld Chg (%)"] = pd.to_numeric(df["Yld Chg (%)"].astype(float))
formats = {
"Rate (%)": "{:.2f}%",
"Yld (%)": "{:.2f}%",
"Yld Chg (%)": "{:.2f}%",
}
for col, value in formats.items():
df[col] = df[col].map(lambda x: value.format(x)) # pylint: disable=W0640
df = df.fillna("")
df.set_index(" ", inplace=True)
df = df.set_axis(
[
"Rate",
"Yld",
"Yld Chg",
],
axis="columns",
)
dindex = len(df.index)
fig = df2img.plot_dataframe(
df,
fig_size=(800, (40 + (40 * dindex))),
col_width=[8, 3, 3],
tbl_cells=dict(
align="left",
height=35,
),
template="plotly_dark",
font=dict(
family="Consolas",
size=20,
),
paper_bgcolor="rgba(0, 0, 0, 0)",
)
imagefile = save_image("econ-usbonds.png", fig)
return {
"title": "Economy: [WSJ] US Bonds",
"imagefile": imagefile,
}
def sec_command(ticker=""):
"""Displays sec filings [Market Watch]"""
# Debug user input
if cfg.DEBUG:
logger.debug("dd-sec %s", ticker)
if ticker == "":
raise Exception("A ticker is required")
df_financials = marketwatch_model.get_sec_filings(ticker)
if df_financials.empty:
raise Exception("Enter a valid ticker")
# Debug user output
if cfg.DEBUG:
logger.debug(df_financials.to_string())
df = df_financials
df.loc[:, "Link"] = "[Link Source](" + df.loc[:, "Link"].astype(str)
df.loc[:, "Link"] = df.loc[:, "Link"] + ")"
# Output data
return {
"title": "Stocks: [Market Watch] SEC Filings",
"description": df.to_string(),
}
def currencies_command():
"""Currencies overview [Wall St. Journal]"""
# Debug user input
if cfg.DEBUG:
logger.debug("econ-currencies")
# Retrieve data
df = wsj_model.global_currencies()
df = pd.DataFrame.from_dict(df)
# Check for argument
if df.empty:
raise Exception("No available data found")
df["Last"] = pd.to_numeric(df["Last"].astype(float))
df["Chng"] = pd.to_numeric(df["Chng"].astype(float))
df["%Chng"] = pd.to_numeric(df["%Chng"].astype(float))
formats = {"Last": "{:.2f}", "Chng": "{:.2f}", "%Chng": "{:.2f}%"}
for col, value in formats.items():
df[col] = df[col].map(lambda x: value.format(x)) # pylint: disable=W0640
df = df.fillna("")
df.set_index(" ", inplace=True)
# Debug user output
if cfg.DEBUG:
logger.debug(df.to_string())
df = df[[
"Last",
"Chng",
"%Chng",
]]
dindex = len(df.index)
fig = df2img.plot_dataframe(
df,
fig_size=(800, (40 + (40 * dindex))),
col_width=[8, 3, 3],
tbl_cells=dict(
align="left",
height=35,
),
template="plotly_dark",
font=dict(
family="Consolas",
size=20,
),
paper_bgcolor="rgba(0, 0, 0, 0)",
)
imagefile = save_image("econ-currencies.png", fig)
return {
"title": "Economy: [WSJ] Currencies",
"imagefile": imagefile,
}
def histcont_command(ticker=""):
"""Displays historical quarterly-contracts [quiverquant.com]"""
# Debug user input
if cfg.DEBUG:
logger.debug("gov-histcont %s", ticker)
if ticker == "":
raise Exception("A ticker is required")
# Retrieve Data
df_contracts = quiverquant_model.get_government_trading(
"quarter-contracts", ticker=ticker
)
if df_contracts.empty:
logger.debug("No quarterly government contracts found")
raise Exception("No quarterly government contracts found")
# Output Data
amounts = df_contracts.sort_values(by=["Year", "Qtr"])["Amount"].values
qtr = df_contracts.sort_values(by=["Year", "Qtr"])["Qtr"].values
year = df_contracts.sort_values(by=["Year", "Qtr"])["Year"].values
quarter_ticks = [
f"{quarter[0]}" if quarter[1] == 1 else "" for quarter in zip(year, qtr)
]
fig, ax = plt.subplots(figsize=plot_autoscale(), dpi=PLOT_DPI)
ax.plot(np.arange(0, len(amounts)), amounts / 1000, "-*", lw=2, ms=15)
ax.set_xlim([-0.5, len(amounts) - 0.5])
ax.set_xticks(np.arange(0, len(amounts)))
ax.set_xticklabels(quarter_ticks)
ax.grid()
ax.set_title(f"Historical Quarterly Government Contracts for {ticker.upper()}")
ax.set_xlabel("Date")
ax.set_ylabel("Amount ($1k)")
fig.tight_layout()
plt.savefig("gov_histcont.png")
imagefile = "gov_histcont.png"
imagefile = image_border(imagefile)
return {
"title": "Stocks: Historical Quarterly Government Contract ",
"imagefile": imagefile,
}
def presets_default_command():
"""Displays default presets"""
# Debug
if cfg.DEBUG:
logger.debug("scr-presets")
description = ""
for signame, sigdesc in so.d_signals_desc.items():
description += f"**{signame}:** *{sigdesc}*\n"
return {
"title": "Stocks: Screener Default Presets",
"description": description,
}
def feargreed_command(indicator=""):
"""CNN Fear and Greed Index [CNN]"""
# Debug user input
if cfg.DEBUG:
logger.debug("econ-futures")
# Check for argument
possible_indicators = ("", "jbd", "mv", "pco", "mm", "sps", "spb", "shd")
if indicator not in possible_indicators:
raise Exception(
f"Select a valid indicator from {', '.join(possible_indicators)}" # nosec
)
# Retrieve data
fig = plt.figure(figsize=[1, 1], dpi=10)
report, _ = cnn_model.get_feargreed_report(indicator, fig)
cnn_view.fear_and_greed_index(indicator=indicator, export="png")
plt.close("all")
# Output data
now = datetime.datetime.now()
image_path = os.path.join(
cfg.GST_PATH,
"exports",
"economy",
f"feargreed_{now.strftime('%Y%m%d_%H%M%S')}.png",
)
i = 0
while not os.path.exists(image_path) and i < 10:
now -= datetime.timedelta(seconds=1)
image_path = os.path.join(
cfg.GST_PATH,
"exports",
"economy",
f"feargreed_{now.strftime('%Y%m%d_%H%M%S')}.png",
)
i += 1
return {
"title": "Economy: [CNN] Fear Geed Index",
"imagefile": image_path,
"description": report,
}
def contracts_command(
ticker: str = "", past_transaction_days: Union[int, str] = 10, raw: bool = False
):
"""Displays contracts associated with tickers [quiverquant.com]"""
past_transaction_days = int(past_transaction_days)
# Debug user input
if cfg.DEBUG:
logger.debug("gov-contracts %s %s %s", ticker, past_transaction_days, raw)
if ticker == "":
raise Exception("A ticker is required")
# Retrieve Data
df_contracts = quiverquant_model.get_government_trading("contracts", ticker)
if df_contracts.empty:
return {
"title": f"Stocks: [quiverquant.com] Contracts by {ticker}",
"description": f"{ticker} does not have any contracts",
}
# Output Data
df_contracts["Date"] = pd.to_datetime(df_contracts["Date"]).dt.date
df_contracts = df_contracts[
df_contracts["Date"].isin(df_contracts["Date"].unique()[:past_transaction_days])
]
df_contracts.drop_duplicates(inplace=True)
fig, ax = plt.subplots(figsize=plot_autoscale(), dpi=PLOT_DPI)
df_contracts.groupby("Date").sum().div(1000).plot(kind="bar", rot=0, ax=ax)
ax.set_ylabel("Amount ($1k)")
ax.set_title(f"Sum of latest government contracts to {ticker}")
fig.tight_layout()
plt.savefig("gov_contracts.png")
imagefile = "gov_contracts.png"
imagefile = image_border(imagefile)
return {
"title": f"Stocks: [quiverquant.com] Contracts by {ticker}",
"imagefile": imagefile,
}
def analyst_command(ticker=""):
"""Displays analyst recommendations [Finviz]"""
# Debug
if cfg.DEBUG:
logger.debug("dd-analyst %s", ticker)
# Check for argument
if not ticker:
raise Exception("Stock ticker is required")
df = finviz_model.get_analyst_data(ticker)
df = df.replace(np.nan, 0)
df.index.names = ["Date"]
df = df.rename(
columns={
"category": "Category",
"analyst": "Analyst",
"rating": "Rating",
"target": "Target",
"target_from": "Target From",
"target_to": "Target To",
})
dindex = len(df.index)
fig = df2img.plot_dataframe(
df,
fig_size=(1500, (40 + (40 * dindex))),
col_width=[5, 5, 8, 14, 5, 5, 5],
tbl_cells=dict(height=35, ),
font=dict(
family="Consolas",
size=20,
),
template="plotly_dark",
paper_bgcolor="rgba(0, 0, 0, 0)",
)
imagefile = save_image("dd-analyst.png", fig)
return {
"title": f"Stocks: [Finviz] Analyst Recommendations {ticker.upper()}",
"imagefile": imagefile,
}
def summary_command(ticker=""):
"""Displays text of a given stocks ta summary [FinBrain API]"""
# Debug
if cfg.DEBUG:
logger.debug("ta-summary %s", ticker)
# Check for argument
if ticker == "":
raise Exception("Stock ticker is required")
report = finbrain_model.get_technical_summary_report(ticker)
if report:
report = "```" + report.replace(". ", ".\n") + "```"
return {
"title": "Stocks: [FinBrain API] Summary",
"description": report,
}
def iv_command(ticker: str = None):
"""Options IV"""
# Debug
if cfg.DEBUG:
logger.debug("opt-iv %s", ticker)
# Check for argument
if ticker is None:
raise Exception("Stock ticker is required")
df = barchart_model.get_options_info(ticker)
df = df.fillna("")
df = df.set_axis(
[
" ",
"",
],
axis="columns",
)
df.set_index(" ", inplace=True)
fig = df2img.plot_dataframe(
df,
fig_size=(600, 1500),
col_width=[3, 3],
tbl_cells=dict(
align="left",
height=35,
),
template="plotly_dark",
font=dict(
family="Consolas",
size=20,
),
paper_bgcolor="rgba(0, 0, 0, 0)",
)
imagefile = save_image("opt-iv.png", fig)
return {
"title": f"{ticker.upper()} Options: IV",
"imagefile": imagefile,
}
def ford_command():
"""Display Orders by Fidelity Customers. [Source: Fidelity]"""
# Debug
if cfg.DEBUG:
logger.debug("disc-ford")
order_header, df_orders = fidelity_model.get_orders()
df_orders = df_orders.head(n=30).iloc[:, :-1]
df_orders = df_orders.applymap(str)
font_color = (["white"] * 2 + [[
"#ad0000" if boolv else "#0d5700"
for boolv in df_orders["Price Change"].str.contains("-")
]] + [["white"] * 3])
df_orders.set_index("Symbol", inplace=True)
df_orders = df_orders.apply(lambda x: x.str.slice(0, 20))
dindex = len(df_orders.index)
fig = df2img.plot_dataframe(
df_orders,
fig_size=(1500, (40 + (40 * dindex))),
col_width=[1, 3, 2.2, 3, 2, 2],
tbl_cells=dict(
align=["left", "center", "left", "left", "center"],
font=dict(color=font_color),
height=35,
),
template="plotly_dark",
font=dict(
family="Consolas",
size=20,
),
paper_bgcolor="rgba(0, 0, 0, 0)",
)
imagefile = save_image("disc-ford.png", fig)
return {
"title": "Fidelity Customer Orders",
"imagefile": imagefile,
}
def recom_command(ticker=""):
"""Displays text of a given stocks recommendation based on ta [Tradingview API]"""
# Debug
if cfg.DEBUG:
logger.debug("ta-recom %s", ticker)
# Check for argument
if ticker == "":
raise Exception("Stock ticker is required")
recom = tradingview_model.get_tradingview_recommendation(
ticker, "america", "", "")
recom = recom[["BUY", "NEUTRAL", "SELL", "RECOMMENDATION"]]
report = "```" + recom.to_string() + "```"
return {
"title": "Stocks: [Tradingview API] Recommendation based on TA",
"description": report,
}
def presets_custom_command():
"""Displays every custom preset"""
# Debug
if cfg.DEBUG:
logger.debug("scr-presets")
description = ""
for preset in so.presets:
with open(
so.presets_path + preset + ".ini",
encoding="utf8",
) as f:
preset_line = ""
for line in f:
if line.strip() == "[General]":
break
preset_line += line.strip()
description += f"**{preset}:** *{preset_line.split('Description: ')[1].replace('#', '')}*\n"
return {
"title": "Stocks: Screener Custom Presets",
"description": description,
}
def view_command(ticker=""):
"""Displays image from Finviz [Finviz]"""
# Debug
if cfg.DEBUG:
logger.debug("ta-view %s", ticker)
# Check for argument
if ticker == "":
raise Exception("Stock ticker is required")
image_data = finviz_model.get_finviz_image(ticker)
dataBytesIO = io.BytesIO(image_data)
im = Image.open(dataBytesIO)
im = im.resize((800, 340), Image.ANTIALIAS)
imagefile = "ta_view.png"
im.save(imagefile, "PNG", quality=100)
imagefile = image_border(imagefile)
return {
"title": f"Stocks: [Finviz] Trendlines & Data {ticker}",
"imagefile": imagefile,
}
def sma_command(ticker="", window="", offset="", start="", end=""):
"""Displays chart with simple moving average [Yahoo Finance]"""
# Debug
if cfg.DEBUG:
logger.debug(
"ta-sma %s %s %s %s %s",
ticker,
window,
offset,
start,
end,
)
# Check for argument
if ticker == "":
raise Exception("Stock ticker is required")
if start == "":
start = datetime.now() - timedelta(days=365)
else:
start = datetime.strptime(start, cfg.DATE_FORMAT)
if end == "":
end = datetime.now()
else:
end = datetime.strptime(end, cfg.DATE_FORMAT)
l_legend = [ticker]
if window == "":
window = [20, 50]
else:
window_temp = list()
for wind in window.split(","):
try:
window_temp.append(float(wind))
except Exception as e:
raise Exception("Window needs to be a float") from e
window = window_temp
ticker = ticker.upper()
stock = helpers.load(ticker, start)
if stock.empty:
raise Exception("Stock ticker is invalid")
# Retrieve Data
price_df = pd.DataFrame(stock["Adj Close"].values,
columns=["Price"],
index=stock.index)
i = 1
for win in window:
sma_data = overlap_model.sma(values=stock["Adj Close"],
length=win,
offset=offset)
price_df = price_df.join(sma_data)
l_legend.append(f"SMA {win}")
i += 1
# Output Data
start = start.strftime("%Y-%m-%d")
end = end.strftime("%Y-%m-%d")
price_df = price_df.loc[(price_df.index >= start) & (price_df.index < end)]
fig = go.Figure()
fig.add_trace(
go.Scatter(
name=f"{ticker}",
x=price_df.index,
y=price_df["Price"],
line=dict(color="#fdc708", width=2),
opacity=1,
), )
for i in range(1, price_df.shape[1]):
trace_name = price_df.columns[i].replace("_", " ")
fig.add_trace(
go.Scatter(
name=trace_name,
x=price_df.index,
y=price_df.iloc[:, i],
opacity=1,
), )
fig.update_layout(
margin=dict(l=0, r=0, t=50, b=20),
template=cfg.PLT_TA_STYLE_TEMPLATE,
colorway=cfg.PLT_TA_COLORWAY,
title=f"{ticker} SMA",
title_x=0.5,
yaxis_title="Stock Price ($)",
xaxis_title="Time",
yaxis=dict(fixedrange=False, ),
xaxis=dict(
rangeslider=dict(visible=False),
type="date",
),
dragmode="pan",
legend=dict(yanchor="top", y=0.99, xanchor="left", x=0.01),
)
config = dict({"scrollZoom": True})
imagefile = "ta_sma.png"
# Check if interactive settings are enabled
plt_link = ""
if cfg.INTERACTIVE:
html_ran = helpers.uuid_get()
fig.write_html(f"in/sma_{html_ran}.html", config=config)
plt_link = f"[Interactive]({cfg.INTERACTIVE_URL}/sma_{html_ran}.html)"
fig.update_layout(
width=800,
height=500,
)
imagefile = helpers.image_border(imagefile, fig=fig)
return {
"title": f"Stocks: Simple-Moving-Average {ticker}",
"description": plt_link,
"imagefile": imagefile,
}
def chain_command(
ticker: str = None,
expiry: str = None,
opt_type: str = None,
min_sp: float = None,
max_sp: float = None,
):
"""Show calls/puts for given ticker and expiration"""
# Debug
if cfg.DEBUG:
logger.debug("opt-chain %s %s %s %s %s", ticker, expiry, opt_type,
min_sp, max_sp)
# Check for argument
if not ticker:
raise Exception("Stock ticker is required")
dates = yfinance_model.option_expirations(ticker)
if not dates:
raise Exception("Stock ticker is invalid")
options = yfinance_model.get_option_chain(ticker, str(expiry))
calls_df = options.calls.fillna(0)
puts_df = options.puts.fillna(0)
column_map = {
"openInterest": "oi",
"volume": "vol",
"impliedVolatility": "iv"
}
columns = [
"strike",
"bid",
"ask",
"volume",
"openInterest",
"impliedVolatility",
]
if opt_type == "Calls":
df = calls_df[columns].rename(columns=column_map)
if opt_type == "Puts":
df = puts_df[columns].rename(columns=column_map)
min_strike = np.percentile(df["strike"], 1)
max_strike = np.percentile(df["strike"], 100)
if min_sp:
min_strike = min_sp
if max_sp:
max_strike = max_sp
if min_sp > max_sp: # type: ignore
min_sp, max_sp = max_strike, min_strike
df = df[df["strike"] >= min_strike]
df = df[df["strike"] <= max_strike]
df["iv"] = pd.to_numeric(df["iv"].astype(float))
formats = {"iv": "{:.2f}"}
for col, f in formats.items():
df[col] = df[col].map(lambda x: f.format(x)) # pylint: disable=W0640
df.set_index("strike", inplace=True)
title = (
f"Stocks: {opt_type} Option Chain for {ticker.upper()} on {expiry} [yfinance]"
)
embeds: list = []
# Output
i, i2, end = 0, 0, 20
df_pg = []
embeds_img = []
dindex = len(df.index)
while i < dindex:
df_pg = df.iloc[i:end]
df_pg.append(df_pg)
fig = df2img.plot_dataframe(
df_pg,
fig_size=(1000, (40 + (40 * 20))),
col_width=[3, 3, 3, 3],
tbl_cells=dict(height=35, ),
font=dict(
family="Consolas",
size=20,
),
template="plotly_dark",
paper_bgcolor="rgba(0, 0, 0, 0)",
)
imagefile = save_image(f"opt-chain{i}.png", fig)
uploaded_image = gst_imgur.upload_image(imagefile, title="something")
image_link = uploaded_image.link
embeds_img.append(f"{image_link}", )
embeds.append(disnake.Embed(
title=title,
colour=cfg.COLOR,
), )
i2 += 1
i += 20
end += 20
os.remove(imagefile)
# Author/Footer
for i in range(0, i2):
embeds[i].set_author(
name=cfg.AUTHOR_NAME,
url=cfg.AUTHOR_URL,
icon_url=cfg.AUTHOR_ICON_URL,
)
embeds[i].set_footer(
text=cfg.AUTHOR_NAME,
icon_url=cfg.AUTHOR_ICON_URL,
)
i = 0
for i in range(0, i2):
embeds[i].set_image(url=embeds_img[i])
i += 1
embeds[0].set_footer(text=f"Page 1 of {len(embeds)}")
choices = [
disnake.SelectOption(label="Home", value="0", emoji="🟢"),
]
return {
"view": Menu,
"title": title,
"embed": embeds,
"choices": choices,
"embeds_img": embeds_img,
}
def vol_command(
ticker: str = None,
expiry: str = "",
min_sp: float = None,
max_sp: float = None,
):
"""Options VOL"""
# Debug
if cfg.DEBUG:
logger.debug("opt-vol %s %s %s %s", ticker, expiry, min_sp, max_sp)
# Check for argument
if ticker is None:
raise Exception("Stock ticker is required")
dates = yfinance_model.option_expirations(ticker)
if not dates:
raise Exception("Stock ticker is invalid")
options = yfinance_model.get_option_chain(ticker, expiry)
current_price = yfinance_model.get_price(ticker)
if min_sp is None:
min_strike = 0.75 * current_price
else:
min_strike = min_sp
if max_sp is None:
max_strike = 1.25 * current_price
else:
max_strike = max_sp
calls = options.calls
puts = options.puts
call_v = calls.set_index("strike")["volume"] / 1000
put_v = puts.set_index("strike")["volume"] / 1000
df_opt = pd.merge(put_v, call_v, left_index=True, right_index=True)
dmax = df_opt.values.max()
fig = go.Figure()
fig.add_trace(
go.Scatter(
x=call_v.index,
y=call_v.values,
name="Calls",
mode="lines+markers",
line=dict(color="green", width=3),
))
fig.add_trace(
go.Scatter(
x=put_v.index,
y=put_v.values,
name="Puts",
mode="lines+markers",
line=dict(color="red", width=3),
))
fig.add_trace(
go.Scatter(
x=[current_price, current_price],
y=[0, dmax],
mode="lines",
line=dict(color="gold", width=2),
name="Current Price",
))
fig.update_xaxes(
range=[min_strike, max_strike],
constrain="domain",
)
fig.update_layout(
margin=dict(l=0, r=0, t=60, b=20),
template=cfg.PLT_SCAT_STYLE_TEMPLATE,
title=f"Volume for {ticker.upper()} expiring {expiry}",
title_x=0.5,
legend_title="",
xaxis_title="Strike",
yaxis_title="Volume (1k)",
xaxis=dict(rangeslider=dict(visible=False), ),
legend=dict(yanchor="top", y=0.99, xanchor="left", x=0.01),
dragmode="pan",
)
config = dict({"scrollZoom": True})
imagefile = "opt_vol.png"
# Check if interactive settings are enabled
plt_link = ""
if cfg.INTERACTIVE:
html_ran = helpers.uuid_get()
fig.write_html(f"in/vol_{html_ran}.html", config=config)
plt_link = f"[Interactive]({cfg.INTERACTIVE_URL}/vol_{html_ran}.html)"
fig.update_layout(
width=800,
height=500,
)
imagefile = helpers.image_border(imagefile, fig=fig)
return {
"title": f"Volume for {ticker.upper()} expiring {expiry}",
"description": plt_link,
"imagefile": imagefile,
}
def spos_command(ticker: str = ""):
"""Net short vs position [Stockgrid]"""
# Debug user input
if cfg.DEBUG:
logger.debug("dps-spos %s", ticker)
# Check for argument
if ticker == "":
raise Exception("Stock ticker is required")
ticker = ticker.upper()
stock = yf.download(ticker, progress=False)
if stock.empty:
raise Exception("Stock ticker is invalid")
# Retrieve data
df = stockgrid_model.get_net_short_position(ticker)
# Debug user output
if cfg.DEBUG:
logger.debug(df.to_string())
# Output data
title = f"Stocks: [Stockgrid] Net Short vs Position {ticker}"
fig = make_subplots(shared_xaxes=True, specs=[[{"secondary_y": True}]])
fig.add_trace(
go.Scatter(
name="Position ($)",
x=df["dates"].values,
y=df["dollar_dp_position"] * 1_000,
line=dict(color="#fdc708", width=2),
opacity=1,
showlegend=False,
),
secondary_y=True,
)
fig.add_trace(
go.Bar(
name="Net Short Vol. ($)",
x=df["dates"],
y=df["dollar_net_volume"],
opacity=1,
showlegend=False,
),
secondary_y=False,
)
# Set y-axes titles
fig.update_xaxes(dtick="M1", tickformat="%b %d\n%Y")
fig.update_yaxes(title_text="<b>Position</b> ($)", secondary_y=True)
fig.update_traces(hovertemplate="%{y:.2s}")
fig.update_layout(
margin=dict(l=0, r=10, t=40, b=20),
template=cfg.PLT_TA_STYLE_TEMPLATE,
colorway=cfg.PLT_TA_COLORWAY,
title=f"Net Short Vol. vs Position for {ticker}",
title_x=0.5,
yaxis_title="<b>Net Short Vol.</b> ($)",
yaxis=dict(
side="left",
showgrid=False,
fixedrange=False,
layer="above traces",
titlefont=dict(color="#d81aea"),
tickfont=dict(color="#d81aea"),
nticks=10,
),
xaxis=dict(
rangeslider=dict(visible=False),
type="date",
fixedrange=False,
),
xaxis2=dict(
rangeslider=dict(visible=False),
type="date",
fixedrange=False,
),
dragmode="pan",
legend=dict(orientation="h",
yanchor="bottom",
y=1.02,
xanchor="right",
x=1),
yaxis2=dict(
side="right",
position=0.15,
fixedrange=False,
titlefont=dict(color="#fdc708"),
tickfont=dict(color="#fdc708"),
nticks=10,
),
hovermode="x unified",
)
config = dict({"scrollZoom": True})
imagefile = "dps_spos.png"
# Check if interactive settings are enabled
plt_link = ""
if cfg.INTERACTIVE:
html_ran = helpers.uuid_get()
fig.write_html(f"in/spos_{html_ran}.html", config=config)
plt_link = f"[Interactive]({cfg.INTERACTIVE_URL}/spos_{html_ran}.html)"
fig.update_layout(
width=800,
height=500,
)
imagefile = helpers.image_border(imagefile, fig=fig)
return {
"title": title,
"description": plt_link,
"imagefile": imagefile,
}
def fib_command(ticker="", start="", end=""):
"""Displays chart with fibonacci retracement [Yahoo Finance]"""
# Debug
if cfg.DEBUG:
logger.debug(
"ta-fib %s %s %s",
ticker,
start,
end,
)
# Check for argument
if ticker == "":
raise Exception("Stock ticker is required")
if start == "":
start = datetime.now() - timedelta(days=365)
f_start = None
else:
start = datetime.strptime(start, cfg.DATE_FORMAT)
f_start = start
if end == "":
end = datetime.now()
f_end = None
else:
end = datetime.strptime(end, cfg.DATE_FORMAT)
f_end = None
ticker = ticker.upper()
df_stock = bots.helpers.load(ticker, start)
if df_stock.empty:
raise Exception("Stock ticker is invalid")
# Retrieve Data
df_stock = df_stock.loc[(df_stock.index >= start) & (df_stock.index < end)]
start = start.strftime("%Y-%m-%d")
end = end.strftime("%Y-%m-%d")
(
df_fib,
min_date,
max_date,
min_pr,
max_pr,
) = custom_indicators_model.calculate_fib_levels(df_stock, 120, f_start, f_end)
levels = df_fib.Price
fig, ax = plt.subplots(figsize=(plot_autoscale()), dpi=cfp.PLOT_DPI)
ax.plot(df_stock["Adj Close"], "b")
ax.plot([min_date, max_date], [min_pr, max_pr], c="k")
for i in levels:
ax.axhline(y=i, c="g", alpha=0.5)
for i in range(5):
ax.fill_between(df_stock.index, levels[i], levels[i + 1], alpha=0.6)
ax.set_ylabel("Price")
ax.set_title(f"Fibonacci Support for {ticker.upper()}")
ax.set_xlim(df_stock.index[0], df_stock.index[-1])
ax1 = ax.twinx()
ax1.set_ylim(ax.get_ylim())
ax1.set_yticks(levels)
ax1.set_yticklabels([0, 0.235, 0.382, 0.5, 0.618, 1])
plt.gcf().autofmt_xdate()
fig.tight_layout(pad=1)
imagefile = "ta_fib.png"
plt.savefig(imagefile)
imagefile = image_border(imagefile)
return {
"title": f"Stocks: Fibonacci-Retracement-Levels {ticker}",
"imagefile": imagefile,
}
def ftd_command(ticker: str = "", start="", end=""):
"""Fails-to-deliver data [SEC]"""
# Debug user input
if cfg.DEBUG:
logger.debug("dps-ftd %s %s %s", ticker, start, end)
# Check for argument
if ticker == "":
raise Exception("Stock ticker is required")
ticker = ticker.upper()
if start == "":
start = datetime.now() - timedelta(days=365)
else:
start = datetime.strptime(start, cfg.DATE_FORMAT)
if end == "":
end = datetime.now()
else:
end = datetime.strptime(end, cfg.DATE_FORMAT)
# Retrieve data
ftds_data = sec_model.get_fails_to_deliver(ticker, start, end, 0)
# Debug user output
if cfg.DEBUG:
logger.debug(ftds_data.to_string())
stock = helpers.load(ticker, start)
stock_ftd = stock[stock.index > start]
stock_ftd = stock_ftd[stock_ftd.index < end]
# Output data
fig = make_subplots(shared_xaxes=True, specs=[[{"secondary_y": True}]])
fig.add_trace(
go.Scatter(
name=ticker,
x=stock_ftd.index,
y=stock_ftd["Adj Close"],
line=dict(color="#fdc708", width=2),
opacity=1,
showlegend=False,
),
secondary_y=False,
)
fig.add_trace(
go.Bar(
name="FTDs",
x=ftds_data["SETTLEMENT DATE"],
y=ftds_data["QUANTITY (FAILS)"] / 1000,
opacity=1,
),
secondary_y=True,
)
# Set y-axes titles
fig.update_yaxes(title_text="<b>Shares</b> [K]", secondary_y=True)
fig.update_layout(
margin=dict(l=0, r=20, t=30, b=20),
template=cfg.PLT_TA_STYLE_TEMPLATE,
colorway=cfg.PLT_TA_COLORWAY,
title=f"{ticker}",
title_x=0.5,
yaxis_title="<b>Stock Price</b> ($)",
yaxis=dict(
side="right",
fixedrange=False,
),
xaxis=dict(
rangeslider=dict(visible=False),
type="date",
fixedrange=False,
),
xaxis2=dict(
rangeslider=dict(visible=False),
type="date",
fixedrange=False,
),
dragmode="pan",
legend=dict(orientation="h",
yanchor="bottom",
y=1.02,
xanchor="right",
x=1),
yaxis2=dict(
side="left",
position=0.15,
fixedrange=False,
),
hovermode="x unified",
)
config = dict({"scrollZoom": True})
imagefile = "dps_ftd.png"
# Check if interactive settings are enabled
plt_link = ""
if cfg.INTERACTIVE:
html_ran = helpers.uuid_get()
fig.write_html(f"in/ftds_{html_ran}.html", config=config)
plt_link = f"[Interactive]({cfg.INTERACTIVE_URL}/ftds_{html_ran}.html)"
fig.update_layout(
width=800,
height=500,
)
imagefile = helpers.image_border(imagefile, fig=fig)
return {
"title": f"Stocks: [SEC] Failure-to-deliver {ticker}",
"description": plt_link,
"imagefile": imagefile,
}
def lastcontracts_command(past_transactions_days: int = 2, num: int = 20):
"""Displays last government contracts [quiverquant.com]"""
# Debug user input
if cfg.DEBUG:
logger.debug("gov lastcontracts %s %s", past_transactions_days, num)
df_contracts = quiverquant_model.get_government_trading("contracts")
if df_contracts.empty:
logger.debug("No government contracts found")
raise Exception("No government contracts found")
df_contracts.sort_values("Date", ascending=False)
df_contracts["Date"] = pd.to_datetime(df_contracts["Date"])
df_contracts["Date"] = df_contracts["Date"].dt.date
df_contracts.drop_duplicates(inplace=True)
df_contracts = df_contracts[df_contracts["Date"].isin(
df_contracts["Date"].unique()[:past_transactions_days])]
df_contracts = df_contracts[["Date", "Ticker", "Amount", "Agency"]][:num]
choices = [
disnake.SelectOption(label="Overview", value="0", emoji="🟢"),
]
title = "Stocks: [quiverquant.com] Top buy government trading"
initial_str = "Overview"
i = 1
for col_name in df_contracts["Ticker"].values:
menu = f"\nPage {i}: {col_name}"
initial_str += f"\nPage {i}: {col_name}"
choices.append(
disnake.SelectOption(label=menu, value=f"{i}", emoji="🟢"), )
i += 1
embeds = []
df_contracts = df_contracts.T
reports = [f"{initial_str}"]
embeds.append(
disnake.Embed(
title=title,
description=initial_str,
colour=cfg.COLOR,
).set_author(
name=cfg.AUTHOR_NAME,
icon_url=cfg.AUTHOR_ICON_URL,
))
for column in df_contracts.columns.values:
description = "```" + df_contracts[column].fillna(
"").to_string() + "```"
embeds.append(
disnake.Embed(
description=description,
colour=cfg.COLOR,
).set_author(
name=cfg.AUTHOR_NAME,
icon_url=cfg.AUTHOR_ICON_URL,
))
reports.append(f"{description}")
return {
"view": Menu,
"title": title,
"description": reports,
"embed": embeds,
"choices": choices,
}
def shorted_command(num: int = 10):
"""Show most shorted stocks [Yahoo Finance]"""
# Debug user input
if cfg.DEBUG:
logger.debug("dps-shorted %s", num)
# Check for argument
if num < 0:
raise Exception("Number has to be above 0")
# Retrieve data
df = yahoofinance_model.get_most_shorted().head(num)
# Debug user output
if cfg.DEBUG:
logger.debug(df.to_string())
# Output data
title = "Stocks: [Yahoo Finance] Most Shorted"
df.dropna(how="all", axis=1, inplace=True)
df = df.replace(float("NaN"), "")
future_column_name = df["Symbol"]
df = df.transpose()
df.columns = future_column_name
df.drop("Symbol")
embeds = []
choices = [
disnake.SelectOption(label="Overview", value="0", emoji="🟢"),
]
initial_str = "Overview"
i = 1
for col_name in df.columns.values:
menu = f"\nPage {i}: {col_name}"
initial_str += f"\nPage {i}: {col_name}"
if i < 19:
choices.append(
disnake.SelectOption(label=menu, value=f"{i}", emoji="🟢"),
)
if i == 20:
choices.append(
disnake.SelectOption(label="Max Reached", value=f"{i}", emoji="🟢"),
)
i += 1
reports = [f"{initial_str}"]
embeds.append(
disnake.Embed(
title=title,
description=initial_str,
colour=cfg.COLOR,
).set_author(
name=cfg.AUTHOR_NAME,
icon_url=cfg.AUTHOR_ICON_URL,
)
)
for column in df.columns.values:
description = "```" + df[column].fillna("").to_string() + "```"
embeds.append(
disnake.Embed(description=description, colour=cfg.COLOR,).set_author(
name=cfg.AUTHOR_NAME,
icon_url=cfg.AUTHOR_ICON_URL,
)
)
reports.append(f"{description}")
return {
"view": Menu,
"title": title,
"description": reports,
"embed": embeds,
"choices": choices,
}
def obv_command(ticker="", start="", end=""):
"""Displays chart with on balance volume [Yahoo Finance]"""
# Debug
if cfg.DEBUG:
logger.debug(
"ta-obv %s %s %s",
ticker,
start,
end,
)
# Check for argument
if ticker == "":
raise Exception("Stock ticker is required")
if start == "":
start = datetime.now() - timedelta(days=365)
else:
start = datetime.strptime(start, cfg.DATE_FORMAT)
if end == "":
end = datetime.now()
else:
end = datetime.strptime(end, cfg.DATE_FORMAT)
ticker = ticker.upper()
df_stock = helpers.load(ticker, start)
if df_stock.empty:
raise Exception("Stock ticker is invalid")
# Retrieve Data
df_stock = df_stock.loc[(df_stock.index >= start) & (df_stock.index < end)]
# Output Data
divisor = 1_000_000
df_vol = df_stock["Volume"].dropna()
df_vol = df_vol.values / divisor
df_ta = volume_model.obv(df_stock)
df_cal = df_ta.values
df_cal = df_cal / divisor
fig = make_subplots(
rows=3,
cols=1,
shared_xaxes=True,
vertical_spacing=0.06,
row_width=[0.2, 0.2, 0.2],
)
fig.add_trace(
go.Scatter(
name=ticker,
x=df_stock.index,
y=df_stock["Adj Close"].values,
line=dict(color="#fdc708", width=2),
opacity=1,
),
row=1,
col=1,
)
colors = [
"green" if row.Open < row["Adj Close"] else "red"
for _, row in df_stock.iterrows()
]
fig.add_trace(
go.Bar(
x=df_stock.index,
y=df_vol,
name="Volume [M]",
marker_color=colors,
),
row=2,
col=1,
)
fig.add_trace(
go.Scatter(
name="OBC [M]",
x=df_ta.index,
y=df_ta.iloc[:, 0].values,
line=dict(width=2),
opacity=1,
),
row=3,
col=1,
)
fig.update_layout(
margin=dict(l=10, r=0, t=40, b=20),
template=cfg.PLT_TA_STYLE_TEMPLATE,
colorway=cfg.PLT_TA_COLORWAY,
title=f"{ticker} OBV",
title_x=0.4,
yaxis_title="Stock Price ($)",
yaxis2_title="Volume [M]",
yaxis3_title="OBV [M]",
yaxis=dict(fixedrange=False, ),
xaxis=dict(
rangeslider=dict(visible=False),
type="date",
),
dragmode="pan",
legend=dict(orientation="h",
yanchor="bottom",
y=1.02,
xanchor="right",
x=1),
)
config = dict({"scrollZoom": True})
imagefile = "ta_obv.png"
# Check if interactive settings are enabled
plt_link = ""
if cfg.INTERACTIVE:
html_ran = helpers.uuid_get()
fig.write_html(f"in/obv_{html_ran}.html", config=config)
plt_link = f"[Interactive]({cfg.INTERACTIVE_URL}/obv_{html_ran}.html)"
fig.update_layout(
width=800,
height=500,
)
imagefile = helpers.image_border(imagefile, fig=fig)
return {
"title": f"Stocks: On-Balance-Volume {ticker}",
"description": plt_link,
"imagefile": imagefile,
}
def pos_command(sort="dpp_dollar", num: int = 10):
"""Dark pool short position [Stockgrid]"""
# Debug user input
if cfg.DEBUG:
logger.debug("dps-pos %s %s", sort, num)
# Check for argument
possible_sorts = ("sv", "sv_pct", "nsv", "nsv_dollar", "dpp", "dpp_dollar")
if sort not in possible_sorts:
raise Exception(f"The possible sorts are: {', '.join(possible_sorts)}")
if num < 0:
raise Exception("Number has to be above 0")
# Retrieve data
df = stockgrid_model.get_dark_pool_short_positions(sort, False)
df = df.iloc[:num]
# Debug user output
if cfg.DEBUG:
logger.debug(df.to_string())
# Output data
title = "Stocks: [Stockgrid] Dark Pool Short Position"
dp_date = df["Date"].values[0]
df = df.drop(columns=["Date"])
df["Net Short Volume $"] = df["Net Short Volume $"] / 100_000_000
df["Short Volume"] = df["Short Volume"] / 1_000_000
df["Net Short Volume"] = df["Net Short Volume"] / 1_000_000
df["Short Volume %"] = df["Short Volume %"] * 100
df["Dark Pools Position $"] = df["Dark Pools Position $"] / (1_000_000_000)
df["Dark Pools Position"] = df["Dark Pools Position"] / 1_000_000
df.columns = [
"Ticker",
"Short Vol. (1M)",
"Short Vol. %",
"Net Short Vol. (1M)",
"Net Short Vol. ($100M)",
"DP Position (1M)",
"DP Position ($1B)",
]
future_column_name = df["Ticker"]
df = df.transpose()
df.columns = future_column_name
df.drop("Ticker")
embeds = []
choices = [
disnake.SelectOption(label="Overview", value="0", emoji="🟢"),
]
initial_str = "Overview"
i = 1
for col_name in df.columns.values:
menu = f"\nPage {i}: {col_name}"
initial_str += f"\nPage {i}: {col_name}"
if i < 19:
choices.append(
disnake.SelectOption(label=menu, value=f"{i}", emoji="🟢"), )
if i == 20:
choices.append(
disnake.SelectOption(label="Max Reached",
value=f"{i}",
emoji="🟢"), )
i += 1
reports = [f"{initial_str}"]
embeds.append(
disnake.Embed(
title=title,
description=initial_str,
colour=cfg.COLOR,
).set_author(
name=cfg.AUTHOR_NAME,
icon_url=cfg.AUTHOR_ICON_URL,
))
for column in df.columns.values:
description = ("```The following data corresponds to the date: " +
dp_date + "\n\n" + df[column].fillna("").to_string() +
"```", )
embeds.append(
disnake.Embed(
title=title,
description=description,
colour=cfg.COLOR,
).set_author(
name=cfg.AUTHOR_NAME,
icon_url=cfg.AUTHOR_ICON_URL,
))
reports.append(f"{description}")
return {
"view": Menu,
"title": title,
"description": reports,
"embed": embeds,
"choices": choices,
}
def overview_command(preset: str = "template",
sort: str = "",
limit: int = 5,
ascend: bool = False):
"""Displays stocks with overview data such as Sector and Industry [Finviz]"""
# Check for argument
if preset == "template" or preset not in so.all_presets:
raise Exception("Invalid preset selected!")
# Debug
if cfg.DEBUG:
logger.debug("scr-overview %s %s %s %s", preset, sort, limit, ascend)
# Check for argument
if limit < 0:
raise Exception("Number has to be above 0")
# Output Data
df_screen = get_screener_data(
preset,
"overview",
limit,
ascend,
)
description = ""
title = "Stocks: [Finviz] Overview Screener"
if isinstance(df_screen, pd.DataFrame):
if df_screen.empty:
raise Exception("No data found.")
df_screen = df_screen.dropna(axis="columns", how="all")
if sort:
if " ".join(sort) in so.d_cols_to_sort["overview"]:
df_screen = df_screen.sort_values(
by=[" ".join(sort)],
ascending=ascend,
na_position="last",
)
else:
similar_cmd = difflib.get_close_matches(
" ".join(sort),
so.d_cols_to_sort["overview"],
n=1,
cutoff=0.7,
)
if similar_cmd:
description = f"Replacing '{' '.join(sort)}' by '{similar_cmd[0]}' so table can be sorted.\n\n"
df_screen = df_screen.sort_values(
by=[similar_cmd[0]],
ascending=ascend,
na_position="last",
)
else:
raise ValueError(
f"Wrong sort column provided! Select from: {', '.join(so.d_cols_to_sort['overview'])}"
)
df_screen = df_screen.fillna("")
future_column_name = df_screen["Ticker"]
df_screen = df_screen.head(n=limit).transpose()
df_screen.columns = future_column_name
df_screen.drop("Ticker")
embeds = []
choices = [
disnake.SelectOption(label="Overview", value="0", emoji="🟢"),
]
initial_str = description + "Overview"
i = 1
for column in df_screen.columns.values:
menu = f"\nPage {i}: {column}"
initial_str += f"\nPage {i}: {column}"
if i < 19:
choices.append(
disnake.SelectOption(label=menu,
value=f"{i}",
emoji="🟢"), )
if i == 20:
choices.append(
disnake.SelectOption(label="Max Reached",
value=f"{i}",
emoji="🟢"), )
i += 1
reports = [f"{initial_str}"]
embeds.append(
disnake.Embed(
title=title,
description=initial_str,
colour=cfg.COLOR,
).set_author(
name=cfg.AUTHOR_NAME,
icon_url=cfg.AUTHOR_ICON_URL,
))
for column in df_screen.columns.values:
description = f"```{df_screen[column].fillna('')}```"
embeds.append(
disnake.Embed(
title=title,
description=description,
colour=cfg.COLOR,
).set_author(
name=cfg.AUTHOR_NAME,
icon_url=cfg.AUTHOR_ICON_URL,
))
reports.append(f"{description}")
return {
"view": Menu,
"title": title,
"description": reports,
"embed": embeds,
"choices": choices,
}
def dpotc_command(ticker: str = ""):
"""Dark pools (ATS) vs OTC data [FINRA]"""
# Debug user input
if cfg.DEBUG:
logger.debug("dps-dpotc %s", ticker)
# Check for argument
if ticker == "":
raise Exception("Stock ticker is required")
ticker = ticker.upper()
stock = yf.download(ticker, progress=False)
if stock.empty:
raise Exception("Stock ticker is invalid")
# Retrieve data
ats, otc = finra_model.getTickerFINRAdata(ticker)
# Debug user output
if cfg.DEBUG:
logger.debug(ats.to_string())
logger.debug(otc.to_string())
# Output data
title = f"Stocks: [FINRA] Dark Pools (ATS) vs OTC {ticker}"
if ats.empty and otc.empty:
raise Exception("Stock ticker is invalid")
fig = make_subplots(
rows=2,
cols=1,
shared_xaxes=True,
vertical_spacing=0.07,
row_width=[0.4, 0.6],
specs=[[{
"secondary_y": True
}], [{
"secondary_y": False
}]],
)
if not ats.empty and not otc.empty:
fig.add_trace(
go.Bar(
x=ats.index,
y=(ats["totalWeeklyShareQuantity"] +
otc["totalWeeklyShareQuantity"]),
name="ATS",
opacity=0.8,
),
row=1,
col=1,
secondary_y=False,
)
fig.add_trace(
go.Bar(
x=otc.index,
y=otc["totalWeeklyShareQuantity"],
name="OTC",
opacity=0.8,
yaxis="y2",
offset=0.0001,
),
row=1,
col=1,
)
elif not ats.empty:
fig.add_trace(
go.Bar(
x=ats.index,
y=(ats["totalWeeklyShareQuantity"] +
otc["totalWeeklyShareQuantity"]),
name="ATS",
opacity=0.8,
),
row=1,
col=1,
secondary_y=False,
)
elif not otc.empty:
fig.add_trace(
go.Bar(
x=otc.index,
y=otc["totalWeeklyShareQuantity"],
name="OTC",
opacity=0.8,
yaxis="y2",
secondary_y=False,
),
row=1,
col=1,
)
if not ats.empty:
fig.add_trace(
go.Scatter(
name="ATS",
x=ats.index,
y=ats["totalWeeklyShareQuantity"] /
ats["totalWeeklyTradeCount"],
line=dict(color="#fdc708", width=2),
opacity=1,
showlegend=False,
yaxis="y2",
),
row=2,
col=1,
)
if not otc.empty:
fig.add_trace(
go.Scatter(
name="OTC",
x=otc.index,
y=otc["totalWeeklyShareQuantity"] /
otc["totalWeeklyTradeCount"],
line=dict(color="#d81aea", width=2),
opacity=1,
showlegend=False,
),
row=2,
col=1,
)
else:
fig.add_trace(
go.Scatter(
name="OTC",
x=otc.index,
y=otc["totalWeeklyShareQuantity"] /
otc["totalWeeklyTradeCount"],
line=dict(color="#d81aea", width=2),
opacity=1,
showlegend=False,
),
row=2,
col=1,
)
fig.update_xaxes(showspikes=True, spikesnap="cursor", spikemode="across")
fig.update_yaxes(showspikes=True, spikethickness=2)
fig.update_layout(
margin=dict(l=20, r=0, t=10, b=20),
template=cfg.PLT_CANDLE_STYLE_TEMPLATE,
colorway=cfg.PLT_TA_COLORWAY,
title=f"Dark Pools (ATS) vs OTC (Non-ATS) Data for {ticker}",
title_x=0.5,
yaxis3_title="Shares per Trade",
yaxis_title="Total Weekly Shares",
xaxis2_title="Weeks",
yaxis=dict(
fixedrange=False,
side="left",
nticks=20,
),
yaxis2=dict(
fixedrange=False,
showgrid=False,
overlaying="y",
anchor="x",
layer="above traces",
),
yaxis3=dict(
fixedrange=False,
nticks=10,
),
xaxis=dict(
rangeslider=dict(visible=False),
type="date",
showspikes=True,
nticks=20,
),
legend=dict(orientation="h",
yanchor="bottom",
y=1.02,
xanchor="right",
x=1),
barmode="group",
bargap=0.5,
bargroupgap=0,
dragmode="pan",
hovermode="x unified",
spikedistance=1000,
hoverdistance=100,
)
config = dict({"scrollZoom": True})
imagefile = "dps_dpotc.png"
# Check if interactive settings are enabled
plt_link = ""
if cfg.INTERACTIVE:
html_ran = helpers.uuid_get()
fig.write_html(f"in/dpotc_{html_ran}.html", config=config)
plt_link = f"[Interactive]({cfg.INTERACTIVE_URL}/dpotc_{html_ran}.html)"
fig.update_layout(
width=800,
height=500,
)
imagefile = helpers.image_border(imagefile, fig=fig)
return {
"title": title,
"description": plt_link,
"imagefile": imagefile,
}