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Update app.py
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import pandas as pd
import panel as pn
from datetime import datetime
from datetime import date
pn.extension('bokeh', template='bootstrap')
import hvplot.pandas
import pandas as pd
import yfinance as yf
import panel as pn
@pn.cache
def get_df(ticker, startdate , enddate , interval="1d",window=50,window2=150):
# interval="1d"
# get_df(ticker ="PG", startdate="2000-01-01" , enddate="2023-09-01" , interval="1d")
DF = yf.Ticker(ticker).history(start=startdate,end=enddate,interval=interval)
DF['SMA'] = DF.Close.rolling(window=window).mean()
DF['SMA2'] = DF.Close.rolling(window=window2).mean()
DF = DF.reset_index()
return DF
def get_hvplot(ticker , startdate , enddate , interval,window,window2):
DF = get_df(ticker , startdate=startdate , enddate=enddate , interval=interval,window=window,window2=window2)
import hvplot.pandas # Ensure hvplot is installed (pip install hvplot)
from sklearn.linear_model import LinearRegression
import holoviews as hv
hv.extension('bokeh')
# Assuming your dataframe is named 'df' with columns 'Date' and 'Close'
# If not, replace 'Date' and 'Close' with your actual column names.
# Step 1: Create a scatter plot using hvplot
scatter_plot = DF.hvplot(x='Date', y='Close', kind='scatter',title=f'{ticker} Close vs. Date')
# Step 2: Fit a linear regression model
DF['Date2'] = pd.to_numeric(DF['Date'])
X = DF[['Date2']]
y = DF[['Close']] #.values
model = LinearRegression().fit(X, y)
# # Step 3: Predict using the linear regression model
DF['Predicted_Close'] = model.predict(X)
# # Step 4: Create a line plot for linear regression
line_plot = DF.hvplot(x='Date', y='Predicted_Close', kind='line',line_dash='dashed', color='red')
line_plot_SMA = DF.hvplot(x='Date', y='SMA', kind='line',line_dash='dashed', color='orange')
line_plot_SMA2 = DF.hvplot(x='Date', y='SMA2', kind='line',line_dash='dashed', color='orange')
# # Step 5: Overlay scatter plot and linear regression line
# return (scatter_plot * line_plot).opts(width=800, height=600, show_grid=True, gridstyle={ 'grid_line_color': 'gray'})
# grid_style = {'grid_line_color': 'black'}#, 'grid_line_width': 1.5, 'ygrid_bounds': (0.3, 0.7),'minor_xgrid_line_color': 'lightgray', 'xgrid_line_dash': [4, 4]}
return (scatter_plot * line_plot *line_plot_SMA *line_plot_SMA2).opts(width=800, height=600, show_grid=True)
def get_income_statement_df(ticker):
yfobj = yf.Ticker(ticker)
df= yfobj.financials.T
df.index = pd.to_datetime(df.index, format='%Y-%m-%d')
return df
def get_income_hvplot(ticker):
DF = get_income_statement_df(ticker)
plt1 = DF.hvplot.line(y='Total Revenue') * DF.hvplot.scatter(y='Total Revenue').opts(color="red")
plt1.opts(width=600, height=450, show_grid=True)
plt2 = DF.hvplot.line(y='Gross Profit') * DF.hvplot.scatter(y='Gross Profit').opts(color="red")
plt2.opts(width=600, height=450, show_grid=True)
plt3 = DF.hvplot.line(y='Net Income') * DF.hvplot.scatter(y='Net Income').opts(color="red")
plt3.opts(width=600, height=450, show_grid=True)
return pn.Column(plt1 , plt2 , plt3 )
# return ( DF.hvplot.line(y='Net Income') * DF.hvplot.scatter(y='Net Income').opts(color="red") )+ (DF.hvplot.line(y='Gross Profit') * DF.hvplot.scatter(y='Gross Profit').opts(color="red") )+
# (DF.hvplot.line(y='Total Revenue') * DF.hvplot.scatter(y='Total Revenue').opts(color="red") )
def lookup_discountedrate(betavalue):
betavsdiscountedrate = {1: 5, 1: 6, 1.1: 6.5, 1.2: 7, 1.3: 7.5, 1.4: 8, 1.5: 8.5, 1.6: 9}
if betavalue < 1:
return betavsdiscountedrate[1] # Return the value for key 1 if key is below 1
elif betavalue > 1.6:
return betavsdiscountedrate[1.6] # Return the value for key 1.6 if key is above 1.6
else:
# Find the closest key to the given key
closest_key = min(betavsdiscountedrate.keys(), key=lambda x: abs(x - betavalue))
# Get the corresponding value
value = betavsdiscountedrate[closest_key]
return value
def calc_fairprice_CDF(ticker):
import yfinance as yf
yfobj = yf.Ticker(ticker)
#calculate eps growing next 5 years
EPSnext5Y = yfobj.get_info()['trailingPE'] / yfobj.get_info()['trailingPegRatio']
years = 10
#
cashflowinitial = yfobj.get_info()['operatingCashflow']
cashflowlst=[]
cashflow = cashflowinitial
for i in range(1,years+1):
cashflow = cashflow*(1+EPSnext5Y/100)
cashflowlst.append(cashflow)
try:
discountedrate = lookup_discountedrate(yfobj.get_info()['beta'])
except:
discountedrate = 5
discountedfactorlst =[]
discountedvaluelst=[]
discountedfactor =1
for i in range(1,years+1):
discountedfactor =( 1 / (1+ discountedrate/100)**i)
discountedfactorlst.append(discountedfactor)
discountedvalue = discountedfactor * cashflowlst[i-1]
discountedvaluelst.append(discountedvalue)
PV10yearsCashFlow =0
for i in range(0,years):
PV10yearsCashFlow += discountedvaluelst[i]
#intrinsic value before cash/debt
intrinsicvaluebeforecashdebt = PV10yearsCashFlow / yfobj.get_info()['sharesOutstanding']
debtpershare = yfobj.get_info()['totalDebt'] / yfobj.get_info()['sharesOutstanding']
cashpershare = yfobj.get_info()['totalCash'] / yfobj.get_info()['sharesOutstanding']
intrinsicvalue = intrinsicvaluebeforecashdebt + cashpershare - debtpershare
previousClose = yfobj.get_info()['previousClose']
deviation = 100*(intrinsicvalue - previousClose) / previousClose
# return intrinsicvalue , previousClose , deviation
return pn.Row(pn.widgets.StaticText(name='fairprice_CDF', value=str(round(intrinsicvalue,1))) ,pn.widgets.StaticText(name='deviation', value=str(round(deviation,2))) )
def calc_fairprice_DnetP(ticker):
import yfinance as yf
yfobj = yf.Ticker(ticker)
#calculate eps growing next 5 years
EPSnext5Y = yfobj.get_info()['trailingPE'] / yfobj.get_info()['trailingPegRatio']
years = 5
#
cashflowinitial = yfobj.get_info()['netIncomeToCommon']
cashflowlst=[]
cashflow = cashflowinitial
for i in range(1,years+1):
cashflow = cashflow*(1+EPSnext5Y/100)
cashflowlst.append(cashflow)
try:
discountedrate = lookup_discountedrate(yfobj.get_info()['beta'])
except:
discountedrate = 5
discountedfactorlst =[]
discountedvaluelst=[]
discountedfactor =1
for i in range(1,years+1):
discountedfactor =( 1 / (1+ discountedrate/100)**i)
discountedfactorlst.append(discountedfactor)
discountedvalue = discountedfactor * cashflowlst[i-1]
discountedvaluelst.append(discountedvalue)
PV10yearsCashFlow =0
for i in range(0,years):
PV10yearsCashFlow += discountedvaluelst[i]
#intrinsic value before cash/debt
intrinsicvaluebeforecashdebt = PV10yearsCashFlow / yfobj.get_info()['sharesOutstanding']
debtpershare = yfobj.get_info()['totalDebt'] / yfobj.get_info()['sharesOutstanding']
cashpershare = yfobj.get_info()['totalCash'] / yfobj.get_info()['sharesOutstanding']
intrinsicvalue = intrinsicvaluebeforecashdebt + cashpershare - debtpershare
previousClose = yfobj.get_info()['previousClose']
intrinsicvalue= intrinsicvalue + previousClose
deviation = 100*(intrinsicvalue - previousClose) / previousClose
# return intrinsicvalue , previousClose , deviation
return pn.Row(pn.widgets.StaticText(name='fairprice_DnetP', value=str(round(intrinsicvalue,1))) , pn.widgets.StaticText(name='deviation', value=str(round(deviation,2))) )
# tickers = ['AAPL', 'META', 'GOOG', 'IBM', 'MSFT','NKE','DLTR','DG']
# ticker = pn.widgets.Select(name='Ticker', options=tickers)
tickers = pd.read_csv('tickers.csv').Ticker.to_list()
ticker = pn.widgets.AutocompleteInput(name='Ticker', options=tickers , placeholder='Write Ticker here همین جا')
ticker.value = "AAPL"
window = pn.widgets.IntSlider(name='Window Size', value=50, start=5, end=1000, step=5)
window2 = pn.widgets.IntSlider(name='Window Size2', value=150, start=5, end=1000, step=5)
# 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(2010,1,1)
date_end.value = date.today()
pn.Row(
pn.Column( ticker, window , window2, date_start , date_end),
# pn.bind(calc_fairprice_CDF,ticker),
# pn.bind(calc_fairprice_DnetP,ticker)),
# pn.panel(pn.bind(get_hvplot, ticker, "2010-01-01","2023-09-01","1d")) #, sizing_mode='stretch_width')
pn.panel(pn.bind(get_hvplot, ticker, date_start , date_end,"1d",window,window2)), #, sizing_mode='stretch_width')
pn.panel(pn.bind(get_income_hvplot, ticker)) #, sizing_mode='stretch_width')
).servable(title="Under Valued Screener- Linear Regression")