import os import numpy as np import pandas as pd from datetime import datetime, date import yfinance as yf from dotenv import load_dotenv import holoviews as hv import hvplot.pandas # noqa import panel as pn from holoviews.plotting.links import RangeToolLink pn.extension("bokeh", template="fast") from datasets import load_dataset from utils import load_hf_dataset, upload_to_hf_dataset, download_from_hf_dataset import stumpy # import matplotlib.pyplot as plt ### Preparting the data # Load environment variables from .env file load_dotenv() # Get the Hugging Face API token from the environment; either set in .env file or in the environment directly in GitHub HF_TOKEN = os.getenv("HF_TOKEN") # Get the name of the GuruFocus dataset for TradingView, Finviz, MarketBeat and TipRanks to read from dataset_name_TradingView_input = os.getenv("dataset_name_TradingView_input") @pn.cache() def get_tradingview(current_datetime): # Load lastest TradingView DataSet from HuggingFace Dataset which is always america.csv # download_from_hf_dataset("america.csv", dataset_name_TradingView_input, HF_TOKEN) return load_hf_dataset("america.csv", HF_TOKEN, dataset_name_TradingView_input) # Reading gurufocus,finviz from crawling pipelines with GitHub Action current_datetime = datetime.now().strftime("%Y-%m-%d") DF = get_tradingview(current_datetime) ticker_list = list(DF.query(" `Market Capitalization`>10e9").Ticker) # Widgets ticker1 = "CRM" ticker2 = "MSFT" ticker1_widget = pn.widgets.AutocompleteInput( name="Ticker A", options=ticker_list, placeholder="Write Ticker here همین جا", value=f"{ticker1}", restrict=False, ) ticker2_widget = pn.widgets.AutocompleteInput( name="Ticker B", options=ticker_list, placeholder="Write Ticker here همین جا", value=f"{ticker2}", restrict=False, ) m_widget = pn.widgets.IntSlider( name="Window Size (m)", value=250, start=5, end=400, step=10 ) similarity_rank_widget = pn.widgets.IntSlider( name="Similarity Rank", value=0, start=0, end=50, step=1 ) # Create a DatePicker widget with a minimum date of 2000-01-01 date_start = pn.widgets.DatePicker( name="Start Date", description="Select a Date", start=date(2000, 1, 1) ) date_end = pn.widgets.DatePicker( name="End Date", # value=datetime(2000, 1, 1), description="Select a Date", end=date.today(), # date(2023, 9, 1) ) date_start.value = date(2000, 1, 1) date_end.value = date.today() @pn.cache() def get_DF(ticker1, date_start, date_end): DF = yf.Ticker(ticker1).history(start=date_start, end=date_end) return DF def get_plot(ticker1, ticker2, m_widget, similarity_rank_widget, date_start, date_end): DF1 = get_DF(ticker1, date_start, date_end) DF1 = DF1.resample("5D").mean() DF1["Date"] = DF1.index DF2 = get_DF(ticker2, date_start, date_end) DF2 = DF2.resample("5D").mean() DF2["Date"] = DF2.index m = m_widget # m = 200 varcol = "Close" mp = stumpy.stump(T_A=DF1[varcol], m=m, T_B=DF2[varcol], ignore_trivial=True) # ticker1_motif_index = mp[:, 0].argmin() ticker1_motif_index = np.argpartition(mp[:, 0],similarity_rank_widget)[similarity_rank_widget] print(f'The motif is located at index {ticker1_motif_index} of "{ticker1}"') ticker2_motif_index = mp[ticker1_motif_index, 1] print(f'The motif is located at index {ticker2_motif_index} of "{ticker2}"') plt1 = hv.Curve( DF1.iloc[ticker1_motif_index : ticker1_motif_index + m][varcol].values, label=f"{ticker1}", ) plt2 = hv.Curve( DF2.iloc[ticker2_motif_index : ticker2_motif_index + m][varcol].values, label=f"{ticker2}", ) # Plot for DF1 plot1 = DF1.hvplot.line(x="Date", y=varcol, title=ticker1).opts( width=500, height=400, show_grid=True, ylim=(DF1[varcol].min(), DF1[varcol].max()), ) motif1 = DF1.iloc[ticker1_motif_index : ticker1_motif_index + m] motif1_plot = motif1.hvplot.line(y=varcol, color="red") combined_plot1 = plot1 * motif1_plot # Overlay the motif on the main plot # Plot for DF2 plot2 = DF2.hvplot.line(x="Date", y=varcol, title=ticker2).opts( width=500, height=400, show_grid=True, ylim=(DF2[varcol].min(), DF2[varcol].max()), ) motif2 = DF2.iloc[ticker2_motif_index : ticker2_motif_index + m] motif2_plot = motif2.hvplot.line(y=varcol, color="red") combined_plot2 = plot2 * motif2_plot # Overlay the motif on the main plot return pn.Row( plt1 * plt2.opts(width=500, height=400), pn.Column( combined_plot1.opts(width=800, height=400), combined_plot2.opts(width=800, height=400), ), ) pn.Row( pn.Column(ticker1_widget, ticker2_widget, m_widget, similarity_rank_widget, date_start, date_end), pn.bind(get_plot, ticker1_widget, ticker2_widget, m_widget, similarity_rank_widget, date_start, date_end), ).servable(title="Find Similarity in Stock Price Patterns")