92 lines
3.0 KiB
Python
92 lines
3.0 KiB
Python
import dash_bootstrap_components as dbc
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from dash import Dash, dcc, html
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from dash_ag_grid import AgGrid
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from dash_bootstrap_templates import load_figure_template
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from datetime import datetime, timedelta
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from pandas import DataFrame, Series
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from typing import Callable, List, Dict
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from ohlc import ohlc
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from plotting import CandlestickChart, figure_with_subplots
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from strategies import internal_bar_strength
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from strategies import end_of_month
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from stylesheets import grid_stylesheet, theme_stylesheet
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app = Dash(__name__, external_stylesheets = [theme_stylesheet, grid_stylesheet])
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app.title = 'Swing Trading Dashboard'
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load_figure_template('lux_dark')
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SignalFunction = Callable[[DataFrame], Series]
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signal_functions: List[Dict[str, SignalFunction]] = [
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{'strategy': 'End of Month', 'function': end_of_month.signals},
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{'strategy': 'Internal Bar Strength', 'function': internal_bar_strength.signals}
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]
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symbol = 'SPY'
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def calculate_signals(data: DataFrame, days: int = 12) -> DataFrame:
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end_date = datetime.today()
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start_date = end_date - timedelta(days = days + 10)
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data = ohlc(symbol = symbol, start_date = start_date, end_date = end_date)
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recent_signals = data.tail(days)
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signal_data = []
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for signal_info in signal_functions:
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signals = signal_info['function'](recent_signals)
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signal_dict = {'Strategy': signal_info['strategy']}
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dates = [datetime.strptime(str(date), '%Y-%m-%d').strftime('%m/%d') for date in recent_signals['Date']]
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for date, signal in zip(dates, signals):
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signal_dict[date] = signal
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signal_data.append(signal_dict)
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return DataFrame(signal_data)
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def load_chart() -> dict:
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today = datetime.today()
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data = ohlc(symbol = symbol, start_date = today - timedelta(days = 180), end_date = today)
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candlestick_chart = CandlestickChart(
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x = data['Date'],
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opens = data['Open'],
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highs = data['High'],
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lows = data['Low'],
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closes = data['Close']
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)
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return figure_with_subplots([[candlestick_chart]])
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signal_data = calculate_signals(DataFrame(), days = 12)
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app.layout = dbc.Container(
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[
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dcc.Graph(
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id = 'candlestick-chart',
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config = {'displayModeBar': False},
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figure = load_chart(),
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),
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html.Div(
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AgGrid(
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columnDefs = [
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{'field': col, 'flex': 3} if col == 'Strategy' else {'field': col, 'flex': 1, 'cellRenderer': 'SignalRenderer'}
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for col in signal_data.columns
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],
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rowData = signal_data.to_dict(orient = 'records'),
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defaultColDef = {'flex': 1, 'sortable': False, 'resizable': False},
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dashGridOptions = {'domLayout': 'autoHeight'},
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style = {'height': None}
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),
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className = 'dbc dbc-ag-grid'
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)
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],
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style = {'maxWidth': '1200px', 'margin': '0 auto'},
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fluid = True
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)
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if __name__ == '__main__':
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app.run_server(debug = False) |