def __init__(self, config: configparser.ConfigParser, app: dash.Dash):
self.app = app
self.config = config
self.db_type = self.config['App']['DbType']
self.db_path = self.config.get('App', 'DbPath', vars=os.environ)
if self.db_type == 'mysql':
self.engine = sqlalchemy.create_engine(self.db_path, echo=False)
elif self.db_type == 'sqllite':
self.engine = sqlalchemy.create_engine(
self.db_path,
echo=False,
poolclass=StaticPool,
connect_args={"check_same_thread": False})
else:
raise str("No db.type specified")
self.timeframe_list = utils.get_timeframe_list()
self.expiry_list = utils.get_expiry_list()
self.historical_expires, self.future_expires = utils.get_historical_future_expires(
)
self.symbol_list = utils.get_symbol_list()
self.selected_symbol = self.symbol_list[1]
self.strike_list = utils.get_strike_list(self.selected_symbol)
self.default_strike = {'NIFTY': 14300, 'BANKNIFTY': 32000}
self.layout = None
self.register_callbacks(app)
def update_strike_dropdown(symbol):
print('update_strike_dropdown')
global selected_symbol, strike_list
selected_symbol = symbol
strike_list = utils.get_strike_list(selected_symbol)
options = [{'label': opt, 'value': opt} for opt in strike_list]
return [options, self.default_strike[selected_symbol]]
def update_option_chain(n_clicks, n_intervals, symbol, expiry,
check_list_values):
self.app.title = '{} - Chain'.format(symbol)
# print('Refreshing: '.format(n_intervals))
self.selected_symbol = symbol
self.strike_list = utils.get_strike_list(symbol)
# option_oi_data = oi.get_option_oi_buildup_range(symbol, expiry, strike, timeframe, 100)
start = timeit.default_timer()
df = self.get_option_chain(symbol, expiry)
# df.to_csv('/mnt/hgfs/win-d/work/stock_market/data_viewer/apps/test_data/option_chain.csv')
# df = pd.read_csv('/mnt/hgfs/win-d/work/stock_market/data_viewer/apps/test_data/option_chain.csv')
stop = timeit.default_timer()
execution_time = stop - start
print(
"Time taken to build option chain: {}".format(execution_time))
# return df.to_dict('records'), style_data_conditional
option_chain = df[[
'CE_OI', 'CE_OI_CHG', 'CE_LP', 'strike', 'PE_LP', 'PE_OI_CHG',
'PE_OI'
]]
# option_chain = df[['CE_OI', 'CE_OI_CHG', 'CE_IV', 'CE_vol', 'CE_LP',
# 'strike',
# 'PE_LP', 'PE_vol', 'PE_IV', 'PE_OI_CHG', 'PE_OI']]
table = dbc.Table.from_dataframe(option_chain,
striped=True,
bordered=True,
hover=True)
def color_scale(df, column_name, table, col_idx):
# table.children[1].children[0].children[0].style = {'background-color': '#bde9ba'}
scale = gradient_color(df, column_name)
for idx, color in enumerate(scale):
table.children[1].children[idx].children[col_idx].style = {
'background-color': color
}
color_scale(option_chain, 'CE_OI_CHG', table, 1)
color_scale(option_chain, 'PE_OI_CHG', table, 5)
# color_scale(option_chain, 'PE_OI_CHG', table, 1)
def set_column_bars(df, table, column_idx, left_to_right=True):
normalized_df = (df - df.min()) / (df.max() - df.min())
for idx, size in enumerate(normalized_df):
table.children[1].children[idx].children[
column_idx].style = {
'width': 200,
'background-image':
'linear-gradient(#0091ea,#0091ea)',
'background-repeat': 'no-repeat',
'background-size': '{}%'.format(size * 100),
}
if left_to_right is False:
table.children[1].children[idx].children[
column_idx].style[
'background-position'] = '100% 100%'
set_column_bars(option_chain['CE_OI'], table, 0)
set_column_bars(option_chain['PE_OI'], table, 6, False)
# add checkbox
selected_strikes = get_selected_strikes(check_list_values)
table.children[0].children.children.insert(
0, html.Th(style={'width': 40}))
table.children[0].children.children.append(
html.Th(style={'width': 40}))
for idx, row in enumerate(table.children[1].children):
if idx == (int(len(table.children[1].children) / 2) - 16):
row.id = 'table-center-row'
ce_option_value = "{}-{}".format(
option_chain.iloc[idx]['strike'].astype(int), 'CE')
ce_value = [ce_option_value
] if ce_option_value in selected_strikes else []
pe_option_value = "{}-{}".format(
option_chain.iloc[idx]['strike'].astype(int), 'PE')
pe_value = [pe_option_value
] if pe_option_value in selected_strikes else []
row.children.insert(
0,
html.Td(
dcc.Checklist(
id={
'type': 'strike',
'index': idx
},
options=[{
"label": "",
"value": ce_option_value
}],
value=ce_value,
)))
row.children.append(
html.Td(
dcc.Checklist(
id={
'type': 'strike',
'index': idx
},
options=[{
"label": "",
"value": pe_option_value
}],
value=pe_value,
)))
# option chain divider color
for row_idx in range(len(df)):
for col_idx in range(len(table.children[0].children.children)):
if col_idx in [0, 1, 3, 4, 5] and df.iloc[row_idx][
'CE_underlyingValue'] > df.iloc[row_idx]['strike']:
if hasattr(
table.children[1].children[row_idx].
children[col_idx], 'style'):
table.children[1].children[row_idx].children[
col_idx].style['background-color'] = '#ffecb3'
else:
table.children[1].children[row_idx].children[
col_idx].style = {
'background-color': '#ffecb3'
}
elif col_idx in [7, 8, 9, 11, 12] and df.iloc[row_idx][
'CE_underlyingValue'] < df.iloc[row_idx]['strike']:
if hasattr(
table.children[1].children[row_idx].
children[col_idx], 'style'):
table.children[1].children[row_idx].children[
col_idx].style['background-color'] = '#ffecb3'
else:
table.children[1].children[row_idx].children[
col_idx].style = {
'background-color': '#ffecb3'
}
table_row = [table]
return table_row, 'Last update time: {}'.format(
time.strftime("%I:%M:%S %p"))