v1.0

Dockerfile

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+FROM python:3.11
+
+WORKDIR /code
+
+COPY ./requirements.txt /code/requirements.txt
+RUN python3 -m pip install --no-cache-dir --upgrade pip
+RUN python3 -m pip install --no-cache-dir --upgrade -r /code/requirements.txt
+
+COPY . .
+
+CMD ["panel", "serve", "/code/src/app.py", "--address", "0.0.0.0", "--port", "7860",  "--allow-websocket-origin", "*"]
+
+RUN mkdir /.cache
+RUN chmod 777 /.cache
+RUN mkdir .chroma
+RUN chmod 777 .chroma
+

requirements.txt

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+yfinance
+panel
+hvplot
+bokeh
+requests
+python-dotenv
+

src/app.py

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+import pandas as pd
+import numpy as np
+
+import requests
+import json
+
+import os
+
+import time
+import calendar
+
+from datetime import datetime
+from datetime import date, timedelta
+
+import hvplot as hv
+import holoviews as hvs
+import panel as pn
+import hvplot.pandas
+
+from dotenv import load_dotenv
+
+# Specify the path to your .env file
+# dotenv_path = '/../.env'
+# Polygon_API_Key = os.getenv('Polygon_API_Key') 
+
+Polygon_API_Key = os.environ.get('mypolgonAPI') 
+
+def generate_option_contract_id(ticker, exp_date, option_type, strike_price):
+    """
+    Generate a concise contract identifier string based on input values.
+
+    Args:
+        ticker (str): The stock ticker symbol.
+        exp_date (str): The expiration date of the option (format: "YYYY-MM-DD").
+        option_type (str): The type of option ("C" for call or "P" for put).
+        strike_price (float): The strike price of the option.
+
+    Returns:
+        str: The generated option contract identifier string.
+    """
+    # Format expiration date (remove dashes and take last 6 digits)
+    formatted_exp_date = str(exp_date).replace('-', '')[-6:]
+
+    # Format strike price (remove decimal point and zero-pad)
+    formatted_strike_price = f"{int(strike_price * 1000):08d}"  # Convert to integer and zero-pad to 5 digits
+
+    # Determine option type label (use uppercase)
+    option_label = option_type.upper()
+
+    # Generate the contract identifier string
+    contract_id = f"{ticker}{formatted_exp_date}{option_label}{formatted_strike_price}"
+
+    return contract_id  # Ensure the total length does not exceed 11 characters
+
+def extract_raw_data(contract , interval, timeframe, startdate ,enddate):
+  url = f"https://api.polygon.io/v2/aggs/ticker/O:{contract}/range/{interval}/{timeframe}/{startdate}/{enddate}?apiKey={Polygon_API_Key}"
+
+  headers={"Authorization": f"Bearer {Polygon_API_Key}"}
+
+  resp = requests.get(url , headers=headers)
+  if resp.status_code == 200:
+    # print(resp.text)
+    if json.loads(resp.text)['resultsCount']>0:
+      data = json.loads(resp.text)['results']
+      df = pd.DataFrame(data)
+      # df['t'] = pd.to_datetime(df['t'], unit='ms')
+      df['UNIXTIME'] = pd.to_datetime(df['t'], unit='ms', utc=True).map(lambda x: x.tz_convert('America/New_York'))
+      return df
+  # print(resp.status_code)
+  # raise Exception(f"API request failed with status code: {resp.status_code}")
+  return pd.DataFrame() #Empty Dataframe
+
+def _transform_data(raw_data: pd.DataFrame):
+    data = raw_data[["UNIXTIME", "o", "h", "l", "c", "v"]].copy(deep=True).rename(columns={
+        "UNIXTIME": "time",
+        "o": "open",
+        "h": "high",
+        "l": "low",
+        "c": "close",
+        "v": "volume",
+    })
+    # data['time_start'] = data.time  # rectangles start (no offset for 1-minute)
+    # data['time_end'] = data.time    # rectangles end (no offset for 1-minute)
+    # data['positive'] = ((data.close - data.open) > 0).astype(int)
+    # return data
+
+    # Calculate delta (minimum difference) between timestamps in seconds
+    delta = data['time'].diff().dt.total_seconds().min() /2 # Adjust for missing values if needed
+
+    data['time_start'] = data['time'] - pd.Timedelta(seconds=delta)  # rectangles start (no offset for 1-minute)
+    data['time_end'] = data['time'] + pd.Timedelta(seconds=delta)  # rectangles end with delta
+
+    data['positive'] = ((data.close - data.open) > 0).astype(int)
+    return data
+
+def get_last_friday():
+  today = date.today()
+  # Check if today is Friday, if not go back to previous friday
+  last_friday = today - timedelta(days = (today.weekday() - calendar.FRIDAY) % 7, weeks=(today.weekday() == calendar.FRIDAY))
+  return last_friday
+
+
+ticker = pn.widgets.AutocompleteInput(name='Ticker', options=['NVDA','TSLA', 'AMZN' , 'MSFT' , 'AAPL' , 'GOOG' , 'AMD'] , placeholder='Write Ticker here همین جا',value='ALL', restrict=False)
+ticker.value = "NVDA"
+
+exp_date = pn.widgets.DatePicker(
+    name ="Expiry Date",
+    description='Select a Date',
+    start= date.today() - timedelta(days=365 * 2)
+)
+exp_date.value = get_last_friday() #date.today() - timedelta(days= 2)
+
+startdate = pn.widgets.DatePicker(
+    name ="Start Date",
+    description='Select a Date',
+    start= date.today() - timedelta(days=365 * 2)
+)
+startdate.value =  get_last_friday() 
+
+
+enddate = pn.widgets.DatePicker(
+    name ="End Date",
+    description='Select a Date',
+    start= date.today() - timedelta(days=365 * 2)
+)
+enddate.value =  get_last_friday() 
+
+option_type = pn.widgets.Select(name='Option Type', options=['C', 'P'])
+option_type.value = 'C'
+
+strike_price = pn.widgets.IntInput(name='IntInput', value=850, step=10, start=0, end=1000)
+
+interval = pn.widgets.Select(name='Time Frame (min)', options=['1', '5', '10'])
+timeframe = "minute" #The only supported resolutions are minute|hour|day|week|month|quarter|year"0
+
+def make_candle_stick(ticker , exp_date, option_type, strike_price, interval ,startdate , enddate  ):
+  contract = generate_option_contract_id(ticker, exp_date, option_type, strike_price)
+  raw_data = extract_raw_data(contract , interval, timeframe, startdate ,enddate)
+  if raw_data.shape[0]!=0:
+    data = _transform_data(raw_data=raw_data)
+    _delta = np.median(np.diff(data.time))
+    candlestick = hvs.Segments(data, kdims=['time', 'low', 'time', 'high']) * hvs.Rectangles(data, kdims=['time_start','open', 'time_end', 'close'], vdims=['positive'])
+    candlestick = candlestick.redim.label(Low='Values')
+    candlechart = pn.Column(candlestick.opts(hvs.opts.Rectangles(color='positive', cmap=['red', 'green'], responsive=True), hvs.opts.Segments(color='black', height=800, responsive=True , show_grid=True, title=contract)) ,
+                      data.hvplot(x="time", y="volume", kind="line", responsive=True, height=200).opts( show_grid=True) )
+                    #  data.hvplot(y="volume", kind="bar", responsive=True, height=200) )
+  else:
+    candlechart = pn.Column(pn.widgets.LoadingSpinner(value=True, size=20, name='Loading...'))
+    # time.sleep(60)
+  return candlechart
+
+bound_plot = pn.bind( make_candle_stick, ticker = ticker, exp_date=exp_date , option_type=option_type ,strike_price=strike_price,  interval=interval , startdate=startdate,enddate=enddate)
+pn.Row(pn.Column(ticker, exp_date , option_type , strike_price , interval , timeframe , startdate , enddate), bound_plot).servable(title="Intraday Options Price - Pattern Detection")