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 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 macd_command(ticker="",
fast="12",
slow="26",
signal="9",
start="",
end=""):
"""Displays chart with moving average convergence/divergence [Yahoo Finance]"""
# Debug
if cfg.DEBUG:
# pylint: disable=logging-too-many-args
logger.debug(
"ta-macd %s %s %s %s %s %s",
ticker,
fast,
slow,
signal,
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)
if not fast.lstrip("-").isnumeric():
raise Exception("Number has to be an integer")
fast = float(fast)
if not slow.lstrip("-").isnumeric():
raise Exception("Number has to be an integer")
slow = float(slow)
if not signal.lstrip("-").isnumeric():
raise Exception("Number has to be an integer")
signal = float(signal)
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)]
df_ta = momentum_model.macd(df_stock["Adj Close"], fast, slow, signal)
trace_name = df_ta.columns[0].replace("_", " ")
fig = make_subplots(
rows=2,
cols=1,
shared_xaxes=True,
vertical_spacing=0.07,
row_width=[0.5, 0.6],
)
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,
showlegend=False,
),
row=1,
col=1,
)
fig.add_trace(
go.Bar(
name="MACD Histogram",
x=df_ta.index,
y=df_ta.iloc[:, 1].values,
opacity=1,
),
row=2,
col=1,
)
fig.add_trace(
go.Scatter(
mode="lines",
name="MACD Line",
x=df_ta.index,
y=df_ta.iloc[:, 0].values,
opacity=1,
),
row=2,
col=1,
)
fig.add_trace(
go.Scatter(
mode="lines",
name="Signal Line",
x=df_ta.index,
y=df_ta.iloc[:, 2].values,
opacity=1,
),
row=2,
col=1,
)
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} {trace_name}",
title_x=0.3,
yaxis_title="Stock Price ($)",
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_macd.png"
# Check if interactive settings are enabled
plt_link = ""
if cfg.INTERACTIVE:
html_ran = helpers.uuid_get()
fig.write_html(f"in/macd_{html_ran}.html", config=config)
plt_link = f"[Interactive]({cfg.INTERACTIVE_URL}/macd_{html_ran}.html)"
fig.update_layout(
width=800,
height=500,
)
imagefile = helpers.image_border(imagefile, fig=fig)
return {
"title": f"Stocks: Moving-Average-Convergence-Divergence {ticker}",
"description": plt_link,
"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 stoch_command(ticker="", fast_k="14", slow_d="3", slow_k="3", start="", end=""):
"""Displays chart with stochastic relative strength average [Yahoo Finance]"""
# Debug
if cfg.DEBUG:
logger.debug(
"ta-stoch %s %s %s %s %s %s",
ticker,
fast_k,
slow_k,
slow_d,
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)
if not fast_k.lstrip("-").isnumeric():
raise Exception("Number has to be an integer")
fast_k = int(fast_k)
if not slow_k.lstrip("-").isnumeric():
raise Exception("Number has to be an integer")
slow_k = int(slow_k)
if not slow_d.lstrip("-").isnumeric():
raise Exception("Number has to be an integer")
slow_d = int(slow_d)
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)]
df_ta = momentum_model.stoch(
df_stock["High"],
df_stock["Low"],
df_stock["Adj Close"],
fast_k,
slow_d,
slow_k,
)
fig = make_subplots(
rows=2,
cols=1,
shared_xaxes=True,
vertical_spacing=0.07,
row_width=[0.5, 0.7],
)
fig.add_trace(
go.Scatter(
x=df_stock.index,
y=df_stock["Adj Close"].values,
line=dict(color="#fdc708", width=2),
opacity=1,
showlegend=False,
),
row=1,
col=1,
)
K = df_ta.columns[0].replace("_", " ")
D = df_ta.columns[1].replace("_", " ")
fig.add_trace(
go.Scatter(
name=f"%K {K}",
x=df_stock.index,
y=df_ta.iloc[:, 0].values,
line=dict(width=1.8),
opacity=1,
),
row=2,
col=1,
)
fig.add_trace(
go.Scatter(
name=f"%D {D}",
x=df_stock.index,
y=df_ta.iloc[:, 1].values,
line=dict(width=1.8, dash="dash"),
opacity=1,
),
row=2,
col=1,
)
fig.add_hrect(
y0=80,
y1=100,
fillcolor="red",
opacity=0.2,
layer="below",
line_width=0,
row=2,
col=1,
)
fig.add_hrect(
y0=0,
y1=20,
fillcolor="green",
opacity=0.2,
layer="below",
line_width=0,
row=2,
col=1,
)
fig.add_hline(
y=80,
fillcolor="green",
opacity=1,
layer="below",
line_width=3,
line=dict(color="red", dash="dash"),
row=2,
col=1,
)
fig.add_hline(
y=20,
fillcolor="green",
opacity=1,
layer="below",
line_width=3,
line=dict(color="green", dash="dash"),
row=2,
col=1,
)
fig.update_layout(
margin=dict(l=0, r=0, t=40, b=20),
template=cfg.PLT_TA_STYLE_TEMPLATE,
colorway=cfg.PLT_TA_COLORWAY,
title=f"Stochastic Relative Strength Index (STOCH RSI) on {ticker}",
title_x=0.5,
yaxis_title="Stock Price ($)",
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_stoch.png"
# Check if interactive settings are enabled
plt_link = ""
if cfg.INTERACTIVE:
html_ran = helpers.uuid_get()
fig.write_html(f"in/stoch_{html_ran}.html", config=config)
plt_link = f"[Interactive]({cfg.INTERACTIVE_URL}/stoch_{html_ran}.html)"
fig.update_layout(
width=800,
height=500,
)
imagefile = helpers.image_border(imagefile, fig=fig)
return {
"title": f"Stocks: Stochastic-Relative-Strength-Index {ticker}",
"description": plt_link,
"imagefile": imagefile,
}
def donchian_command(ticker="",
upper_length="25",
lower_length="100",
start="",
end=""):
"""Displays chart with donchian channel [Yahoo Finance]"""
# Debug
if cfg.DEBUG:
logger.debug(
"ta donchian %s %s %s %s %s",
ticker,
upper_length,
lower_length,
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)
if not upper_length.lstrip("-").isnumeric():
raise Exception("Number has to be an integer")
upper_length = float(upper_length)
if not lower_length.lstrip("-").isnumeric():
raise Exception("Number has to be an integer")
lower_length = float(lower_length)
ticker = ticker.upper()
df_stock = 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)]
df_ta = volatility_model.donchian(df_stock["High"], df_stock["Low"],
upper_length, lower_length)
df_ta = df_ta.fillna(0.0)
# Output Data
fig, ax = plt.subplots(figsize=plot_autoscale(), dpi=PLOT_DPI)
ax.plot(df_stock.index, df_stock["Adj Close"].values, lw=3)
ax.plot(df_ta.index, df_ta.iloc[:, 0].values, lw=1.5, label="upper")
ax.plot(df_ta.index, df_ta.iloc[:, 1].values, lw=1.5, ls="--")
ax.plot(df_ta.index, df_ta.iloc[:, 2].values, lw=1.5, label="lower")
ax.set_title(f"{ticker} donchian")
ax.set_xlim(df_stock.index[0], df_stock.index[-1])
ax.set_xlabel("Time")
ax.set_ylabel("Price ($)")
ax.legend([ticker, df_ta.columns[0], df_ta.columns[1], df_ta.columns[2]])
ax.fill_between(
df_ta.index,
df_ta.iloc[:, 0].values,
df_ta.iloc[:, 2].values,
alpha=0.1,
)
ax.grid(b=True, which="major", color="#666666", linestyle="-")
plt.gcf().autofmt_xdate()
fig.tight_layout(pad=1)
plt.legend()
imagefile = "ta_donchian.png"
dataBytesIO = io.BytesIO()
plt.savefig(dataBytesIO)
plt.close("all")
dataBytesIO.seek(0)
imagefile = image_border(imagefile, base64=dataBytesIO)
return {
"title": f"Stocks: Donchian-Channels {ticker}",
"imagefile": imagefile,
}
def cg_command(ticker="", length="14", start="", end=""):
"""Displays chart with centre of gravity [Yahoo Finance]"""
# Debug
if cfg.DEBUG:
logger.debug(
"ta-cg %s %s %s %s",
ticker,
length,
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)
if not length.lstrip("-").isnumeric():
raise Exception("Number has to be an integer")
length = float(length)
ticker = ticker.upper()
df_stock = 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)]
df_close = df_stock["Adj Close"]
df_close.columns = ["values"]
df_ta = momentum_model.cg(df_close, length)
df_ta = df_ta.fillna(0.0)
# Output Data
fig, axes = plt.subplots(2, 1, figsize=plot_autoscale(), dpi=PLOT_DPI)
ax = axes[0]
ax.set_title(f"{ticker} Centre of Gravity")
ax.plot(df_stock.index, df_stock["Adj Close"].values, lw=1)
ax.set_xlim(df_stock.index[0], df_stock.index[-1])
ax.set_ylabel("Share Price ($)")
ax.grid(b=True, which="major", color="#666666", linestyle="-")
ax2 = axes[1]
ax2.plot(df_ta.index, df_ta.values, lw=2, label="CG")
# shift cg 1 bar forward for signal
signal = df_ta.values
signal = np.roll(signal, 1)
ax2.plot(df_ta.index, signal, lw=1, label="Signal")
ax2.set_xlim(df_stock.index[0], df_stock.index[-1])
ax2.grid(b=True, which="major", color="#666666", linestyle="-")
plt.gcf().autofmt_xdate()
fig.tight_layout(pad=1)
plt.legend()
imagefile = "ta_cg.png"
dataBytesIO = io.BytesIO()
plt.savefig(dataBytesIO)
plt.close("all")
dataBytesIO.seek(0)
imagefile = image_border(imagefile, base64=dataBytesIO)
return {
"title": f"Stocks: Center-of-Gravity {ticker}",
"imagefile": imagefile,
}
def bbands_command(ticker="",
length="5",
n_std="2",
mamode="sma",
start="",
end=""):
"""Displays chart with bollinger bands [Yahoo Finance]"""
# Debug
if cfg.DEBUG:
# pylint: disable=logging-too-many-args
logger.debug(
"ta-bbands %s %s %s %s %s %s",
ticker,
length,
n_std,
mamode,
start,
end,
)
# Check for argument
possible_ma = [
"dema",
"ema",
"fwma",
"hma",
"linreg",
"midpoint",
"pwma",
"rma",
"sinwma",
"sma",
"swma",
"t3",
"tema",
"trima",
"vidya",
"wma",
"zlma",
]
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)
if not length.lstrip("-").isnumeric():
raise Exception("Number has to be an integer")
length = float(length)
if not n_std.lstrip("-").isnumeric():
raise Exception("Number has to be an integer")
n_std = float(n_std)
if mamode not in possible_ma:
raise Exception("Invalid ma entered")
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)]
df_ta = volatility_model.bbands(df_stock["Adj Close"], length, n_std,
mamode)
# Output Data
bbu = df_ta.columns[2].replace("_", " ")
bbm = df_ta.columns[1].replace("_", " ")
bbl = df_ta.columns[0].replace("_", " ")
fig = go.Figure()
fig.add_trace(
go.Scatter(
name=f"{bbu}",
x=df_ta.index,
y=df_ta.iloc[:, 2].values,
opacity=1,
mode="lines",
line_color="indigo",
), )
fig.add_trace(
go.Scatter(
name=f"{bbl}",
x=df_ta.index,
y=df_ta.iloc[:, 0].values,
opacity=1,
mode="lines",
line_color="indigo",
fill="tonexty",
fillcolor="rgba(74, 0, 128, 0.2)",
), )
fig.add_trace(
go.Scatter(
name=f"{bbm}",
x=df_ta.index,
y=df_ta.iloc[:, 1].values,
opacity=1,
line=dict(
width=1.5,
dash="dash",
),
), )
fig.add_trace(
go.Scatter(
name=f"{ticker}",
x=df_stock.index,
y=df_stock["Adj Close"],
line=dict(color="#fdc708", width=2),
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} Bollinger Bands ({mamode.upper()})",
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_bbands.png"
# Check if interactive settings are enabled
plt_link = ""
if cfg.INTERACTIVE:
html_ran = helpers.uuid_get()
fig.write_html(f"in/bbands_{html_ran}.html", config=config)
plt_link = f"[Interactive]({cfg.INTERACTIVE_URL}/bbands_{html_ran}.html)"
fig.update_layout(
width=800,
height=500,
)
imagefile = helpers.image_border(imagefile, fig=fig)
return {
"title": f"Stocks: Bollinger-Bands {ticker}",
"description": plt_link,
"imagefile": imagefile,
}
def aroon_command(ticker="", length="25", scalar="100", start="", end=""):
"""Displays chart with aroon indicator [Yahoo Finance]"""
# Debug
if cfg.DEBUG:
logger.debug(
"ta-aroon %s %s %s %s %s",
ticker,
length,
scalar,
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)
if not length.lstrip("-").isnumeric():
raise Exception("Number has to be an integer")
length = int(length)
if not scalar.lstrip("-").isnumeric():
raise Exception("Number has to be an integer")
scalar = float(scalar)
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)]
df_ta = trend_indicators_model.aroon(
df_stock["High"], df_stock["Low"], length, scalar
)
# Output Data
aadown = df_ta.columns[0].replace("_", " ")
aaup = df_ta.columns[1].replace("_", " ")
aaosc = df_ta.columns[2].replace("_", " ")
fig = make_subplots(
rows=3,
cols=1,
shared_xaxes=True,
vertical_spacing=0.07,
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,
showlegend=False,
),
row=1,
col=1,
)
fig.add_trace(
go.Scatter(
name=f"Aroon DOWN ({aadown})",
x=df_ta.index,
y=df_ta.iloc[:, 0].values,
opacity=1,
),
row=2,
col=1,
)
fig.add_trace(
go.Scatter(
name=f"Aroon UP ({aaup})",
x=df_ta.index,
y=df_ta.iloc[:, 1].values,
opacity=1,
),
row=2,
col=1,
)
fig.add_trace(
go.Scatter(
name=f"Aroon OSC ({aaosc})",
x=df_ta.index,
y=df_ta.iloc[:, 2].values,
opacity=1,
),
row=3,
col=1,
)
fig.add_hline(
y=50,
fillcolor="grey",
opacity=1,
layer="below",
line_width=3,
line=dict(color="grey", dash="dash"),
row=2,
col=1,
)
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"Aroon on {ticker}",
title_x=0.5,
yaxis_title="Stock Price ($)",
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_aroon.png"
# Check if interactive settings are enabled
plt_link = ""
if cfg.INTERACTIVE:
html_ran = helpers.uuid_get()
fig.write_html(f"in/aroon_{html_ran}.html", config=config)
plt_link = f"[Interactive]({cfg.INTERACTIVE_URL}/aroon_{html_ran}.html)"
fig.update_layout(
width=800,
height=500,
)
imagefile = helpers.image_border(imagefile, fig=fig)
return {
"title": f"Stocks: Aroon-Indicator {ticker}",
"description": plt_link,
"imagefile": imagefile,
}
def cci_command(ticker="", length="14", scalar="0.015", start="", end=""):
"""Displays chart with commodity channel index [Yahoo Finance]"""
# Debug
if cfg.DEBUG:
logger.debug(
"ta-cci %s %s %s %s %s",
ticker,
length,
scalar,
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)
# pylint
try:
length = int(length)
except ValueError as e:
raise Exception("Length has to be an integer") from e
try:
scalar = float(scalar)
except ValueError as e:
raise Exception("Scalar has to be an integer") from e
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)]
df_ta = momentum_model.cci(
df_stock["High"], df_stock["Low"], df_stock["Adj Close"], length, scalar
)
dmin = df_ta.values.min()
dmax = df_ta.values.max()
# Output Data
fig = make_subplots(
rows=2,
cols=1,
shared_xaxes=True,
vertical_spacing=0.07,
row_width=[0.5, 0.6],
)
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,
showlegend=False,
),
row=1,
col=1,
)
fig.add_trace(
go.Scatter(
showlegend=False,
x=df_ta.index,
y=df_ta.iloc[:, 0].values,
opacity=1,
),
row=2,
col=1,
)
fig.add_hrect(
y0=100,
y1=dmax,
fillcolor="red",
opacity=0.2,
layer="below",
line_width=0,
row=2,
col=1,
)
fig.add_hrect(
y0=-100,
y1=dmin,
fillcolor="green",
opacity=0.2,
layer="below",
line_width=0,
row=2,
col=1,
)
fig.add_hline(
y=-100,
fillcolor="green",
opacity=1,
layer="below",
line_width=3,
line=dict(color="green", dash="dash"),
row=2,
col=1,
)
fig.add_hline(
y=100,
fillcolor="red",
opacity=1,
layer="below",
line_width=3,
line=dict(color="red", dash="dash"),
row=2,
col=1,
)
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} CCI",
title_x=0.5,
yaxis_title="Stock Price ($)",
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_cci.png"
# Check if interactive settings are enabled
plt_link = ""
if cfg.INTERACTIVE:
html_ran = helpers.uuid_get()
fig.write_html(f"in/cci_{html_ran}.html", config=config)
plt_link = f"[Interactive]({cfg.INTERACTIVE_URL}/cci_{html_ran}.html)"
fig.update_layout(
width=800,
height=500,
)
imagefile = helpers.image_border(imagefile, fig=fig)
return {
"title": f"Stocks: Commodity-Channel-Index {ticker}",
"description": plt_link,
"imagefile": imagefile,
}
def rsi_command(ticker="",
length="14",
scalar="100",
drift="1",
start="",
end=""):
"""Displays chart with relative strength index [Yahoo Finance]"""
# Debug
if cfg.DEBUG:
# pylint: disable=logging-too-many-args
logger.debug(
"ta-rsi %s %s %s %s %s %s",
ticker,
length,
scalar,
drift,
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)
if not length.lstrip("-").isnumeric():
raise Exception("Number has to be an integer")
length = float(length)
if not scalar.lstrip("-").isnumeric():
raise Exception("Number has to be an integer")
scalar = float(scalar)
if not drift.lstrip("-").isnumeric():
raise Exception("Number has to be an integer")
drift = float(drift)
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)]
df_ta = momentum_model.rsi(df_stock["Adj Close"], length, scalar, drift)
# Output Data
fig = make_subplots(
rows=2,
cols=1,
shared_xaxes=True,
vertical_spacing=0.07,
row_width=[0.5, 0.6],
)
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,
showlegend=False,
),
row=1,
col=1,
)
for i in range(0, df_ta.shape[1]):
trace_name = df_ta.columns[i].replace("_", " ")
fig.add_trace(
go.Scatter(
name=trace_name,
x=df_ta.index,
y=df_ta.iloc[:, i],
opacity=1,
),
row=2,
col=1,
)
fig.add_hrect(
y0=70,
y1=100,
fillcolor="red",
opacity=0.2,
layer="below",
line_width=0,
row=2,
col=1,
)
fig.add_hrect(
y0=0,
y1=30,
fillcolor="green",
opacity=0.2,
layer="below",
line_width=0,
row=2,
col=1,
)
fig.add_hline(
y=70,
fillcolor="green",
opacity=1,
layer="below",
line_width=3,
line=dict(color="red", dash="dash"),
row=2,
col=1,
)
fig.add_hline(
y=30,
fillcolor="green",
opacity=1,
layer="below",
line_width=3,
line=dict(color="green", dash="dash"),
row=2,
col=1,
)
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} {trace_name}",
title_x=0.5,
yaxis_title="Stock Price ($)",
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_rsi.png"
# Check if interactive settings are enabled
plt_link = ""
if cfg.INTERACTIVE:
html_ran = helpers.uuid_get()
fig.write_html(f"in/rsi_{html_ran}.html", config=config)
plt_link = f"[Interactive]({cfg.INTERACTIVE_URL}/rsi_{html_ran}.html)"
fig.update_layout(
width=800,
height=500,
)
imagefile = helpers.image_border(imagefile, fig=fig)
return {
"title": f"Stocks: Relative-Strength-Index {ticker}",
"description": plt_link,
"imagefile": imagefile,
}
