swing-trading-dashboard/dashboard.py

104 lines
3.6 KiB
Python

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_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 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)