from dash import Dash, dcc, html, Input, Output
from analysis import find_intersections, interpolate_intersection
from api import fetch_chart_data
from ema import calc_emas, calculate_profit
import plotly.graph_objects as go
import json
import datetime
app = Dash(__name__)
# pull stock data from json files
# timestamps_file = open('timestamps.json', 'r')
# timestamps_file_data = timestamps_file.read()
# timestamps_raw = json.loads(timestamps_file_data)
# timestamps = [datetime.datetime.fromtimestamp(t) for t in timestamps_raw]
# prices_file = open('close_prices.json', 'r')
# prices = json.loads(prices_file.read())
# intersection_indices = find_intersections(ema_5, ema_13, offset=13) # offset so don't calculate the SMA days
# interpolated_intersections = [interpolate_intersection(indices, timestamps, ema_5, ema_13) for indices in intersection_indices]
# intersected_x = []
# intersected_y = []
# for x,y in interpolated_intersections:
# intersected_x.append(x)
# intersected_y.append(y)
percent_gain = 0
memo_fig = None
app.layout = html.Div([
html.H4('Interactive color selection with simple Dash example'),
html.Label("Ticker ", htmlFor="ticker"),
dcc.Input(id="ticker", value="SPY", type="text"),
html.Br(),
html.Label("Period ", htmlFor="period"),
dcc.Dropdown(
id="period_dropdown",
options=["1d","5d","1mo","3mo","6mo","1y","2y","5y","10y","ytd","max"],
value = "1y",
),
html.Br(),
html.Label("Interval ", htmlFor="Interval"),
dcc.Dropdown(
id="interval_dropdown",
options=["1m", "2m", "5m", "15m", "30m", "60m", "90m", "1h", "4h", "1d", "5d", "1wk", "1mo", "3mo"],
value = "1d",
),
html.Hr(),
dcc.Graph(id="graph"),
html.P("If bought and sold on these signals, the percent gain/loss would be: " + str(percent_gain))
])
@app.callback(
Output("graph", "figure"),
Input("ticker", "value"),
Input("period_dropdown", "value"),
Input("interval_dropdown", "value")
)
def display_color(ticker, period, interval):
try:
chart_data = fetch_chart_data(ticker, period, interval)
except:
return memo_fig
else:
timestamps_raw = chart_data['timestamps']
timestamps = [datetime.datetime.fromtimestamp(t) for t in timestamps_raw]
prices = chart_data['prices']
ema_5 = calc_emas(5, prices)
ema_13 = calc_emas(13, prices)
profit = calculate_profit(ema_5, ema_13, prices, timestamps, 13)
buy_info = profit[-2]
buy_x = []
buy_y = []
for x,y,_ in buy_info:
buy_x.append(x)
buy_y.append(y)
sell_info = profit[-1]
sell_x = []
sell_y = []
for x,y,_ in sell_info:
sell_x.append(x)
sell_y.append(y)
print("Result Analysis:\n", "Percent gain/loss:\t", profit[0], profit[1], profit[2])
percent_gain = profit[0] * 100
finally:
# Code to execute no matter what (optional)
fig = go.Figure(
[
go.Scatter(name='Price', x=timestamps, y=prices, line=dict(color='rgb(0, 0, 0)'), mode='lines'),
# go.Scatter(name='5 day EMA', x=timestamps, y=ema_5, line=dict(color='rgb(0, 255, 0)'), mode='lines'),
# go.Scatter(name='13 day EMA', x=timestamps, y=ema_13, line=dict(color='rgb(0, 0, 255)'), mode='lines'),
# go.Scatter(name='EMA Intersections', x=intersected_x, y=intersected_y, line=dict(color='rgb(255, 0, 0)'), mode='markers'),
go.Scatter(name='Buys', x=buy_x, y=buy_y, line=dict(color='rgb(0, 0, 255)'), mode='markers', marker_size=10),
go.Scatter(name='Sells', x=sell_x, y=sell_y, line=dict(color='rgb(255, 255, 0)'), mode='markers', marker_size=10),
]
)
print(ticker, period, interval)
memo_fig = fig
return fig
app.run(debug=True)