swing-trading-dashboard/dashboard.py

import dash_bootstrap_components as dbc

from dash import Dash, dcc, html
from dash_ag_grid import AgGrid
from dash_bootstrap_templates import load_figure_template
from datetime import datetime, timedelta
from pandas import DataFrame, Series
from typing import Callable, List, Dict

from ohlc import ohlc
from plotting import CandlestickChart, figure_with_subplots

from strategies import cumulative_rsi
from strategies import double_5s
from strategies import down_days_in_a_row
from strategies import end_of_month
from strategies import internal_bar_strength
from strategies import lower_lows
from strategies import trin
from strategies import turnaround
from strategies import two_period_rsi
from strategies import vix_reversal_1
from strategies import vix_rsi
from stylesheets import grid_stylesheet, theme_stylesheet

app = Dash(__name__, external_stylesheets = [theme_stylesheet, grid_stylesheet])
app.title = 'Swing Trading Dashboard'

load_figure_template('lux_dark')

SignalFunction = Callable[[DataFrame], Series]

signal_functions: List[Dict[str, SignalFunction]] = [
    {'strategy': '2-Period RSI', 'function': two_period_rsi.signals},
    {'strategy': 'Cumulative RSI', 'function': cumulative_rsi.signals},
    {'strategy': 'Double 5\'s', 'function': double_5s.signals},
    {'strategy': 'Down Days in a Row', 'function': down_days_in_a_row.signals},
    {'strategy': 'End of Month', 'function': end_of_month.signals},
    {'strategy': 'Internal Bar Strength', 'function': internal_bar_strength.signals},
    {'strategy': 'Lower Lows', 'function': lower_lows.signals},
    {'strategy': 'TRIN', 'function': trin.signals},
    {'strategy': 'Turnaround', 'function': turnaround.signals},
    {'strategy': 'VIX Reversal 1', 'function': vix_reversal_1.signals},
    {'strategy': 'VIX RSI', 'function': vix_rsi.signals}
]

symbol = 'SPY'
today = datetime.today()
data = ohlc(symbol = symbol, start_date = today - timedelta(days = 365), end_date = today)

def calculate_signals(days: int = 12) -> DataFrame:
    signal_data = []

    for signal_info in signal_functions:
        signal_dict = {'Strategy': signal_info['strategy']}

        signals = signal_info['function'](data).tail(days)
        dates = [datetime.strptime(str(date), '%Y-%m-%d').strftime('%m/%d') for date in data.tail(days)['Date']]
        for date, signal in zip(dates, signals):
            signal_dict[date] = signal

        signal_data.append(signal_dict)
    
    return DataFrame(signal_data)

def load_chart() -> dict:
    chart_data = data.tail(180)
    candlestick_chart = CandlestickChart(
        x = chart_data['Date'],
        opens = chart_data['Open'],
        highs = chart_data['High'],
        lows = chart_data['Low'],
        closes = chart_data['Close']
    )

    return figure_with_subplots([[candlestick_chart]])

signal_data = calculate_signals()

app.layout = dbc.Container(
    [
        dcc.Graph(
            id = 'candlestick-chart',
            config = {'displayModeBar': False},
            figure = load_chart(),
        ),
        html.Div(
            AgGrid(
                columnDefs = [
                    {'field': col, 'flex': 3} if col == 'Strategy' else {'field': col, 'flex': 1, 'cellRenderer': 'SignalRenderer'}
                    for col in signal_data.columns
                ],
                rowData = signal_data.to_dict(orient = 'records'),
                defaultColDef = {'flex': 1, 'sortable': False, 'resizable': False},
                dashGridOptions = {'domLayout': 'autoHeight'},
                style = {'height': None}
            ),
            className = 'dbc dbc-ag-grid'
        )
    ],
    style = {'maxWidth': '1200px', 'margin': '0 auto'},
    fluid = True
)

if __name__ == '__main__':
    app.run_server(debug = False)