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from distutils.command.build_scripts import first_line_re
import streamlit as st
import pandas as pd
import altair as alt
import datetime as dt
from datetime import timedelta
from datetime import datetime
import pytz
from pymongo import MongoClient
import base64
def download_link(object_to_download, download_filename, download_link_text):
if isinstance(object_to_download,pd.DataFrame):
object_to_download = object_to_download.to_csv(index=True)
b64 = base64.b64encode(object_to_download.encode()).decode()
return f'<a href="data:file/txt;base64,{b64}" download="{download_filename}">{download_link_text}</a>'
def main():
st.set_page_config( # Alternate names: setup_page, page, layout
layout="wide", # Can be "centered" or "wide". In the future also "dashboard", etc.
initial_sidebar_state="auto", # Can be "auto", "expanded", "collapsed"
page_title="Ratio de Bonos v2", # String or None. Strings get appended with "• Streamlit".
page_icon=None, # String, anything supported by st.image, or None.
)
st.title("Ratio de bonos v2")
today = datetime.today().astimezone(pytz.timezone('America/Argentina/Buenos_Aires')).replace(hour=0,minute=0,second= 0)
# conexion a bd
broker_bd = client = MongoClient("mongodb+srv://diaznicolasandres:diaznicolasandres941231@cluster0.azraf.mongodb.net/broker?retryWrites=true&w=majority")
db = client.get_database('broker')
bonds_table = db.bond
lista_nombre_bonos_1 = ["AL30", "AL29", "GD30", "GD29"]
lista_nombre_bonos_2 = ["GD30","AL30","AL29", "GD29"]
add_selectbox_bono1 = st.sidebar.selectbox(
'Seleccionar bono 1 ', lista_nombre_bonos_1
)
add_selectbox_bono2 = st.sidebar.selectbox(
'Seleccionar bono 2',
lista_nombre_bonos_2
)
cantidad_dias = st.sidebar.selectbox("Cant dias", [1,2,3,4,5,6,7,8,9,10,11,12,13,14,15])
if(add_selectbox_bono1 is not None and add_selectbox_bono2 is not None):
especie1 = '_'+add_selectbox_bono1
especie2 = '_'+add_selectbox_bono2
if(especie1 == especie2):
especie2 = especie2+"2"
bonos1_found = bonds_table.find({'ticker': add_selectbox_bono1, "date": {"$gt": today - timedelta(days= cantidad_dias-1)}})
bonos2_found = bonds_table.find({'ticker': add_selectbox_bono2, "date": {"$gt": today - timedelta(days= cantidad_dias-1)}})
dataframe1 = pd.DataFrame(bonos1_found , columns = ['lastPrice', 'buyPrice','sellPrice', 'date'])
dataframe2 = pd.DataFrame(bonos2_found , columns = ['lastPrice', 'buyPrice','sellPrice', 'date'])
dataframe1 = dataframe1.rename(columns = {'date': 'index'}).set_index('index')
dataframe1.drop_duplicates(keep='first')
dataframe2 = dataframe2.rename(columns = {'date': 'index'}).set_index('index')
dataframe2.drop_duplicates(keep='first')
dataframe1 = dataframe1.loc[(dataframe1['lastPrice']!= '-' ) & (dataframe1['buyPrice']!= '-' ) & (dataframe1['sellPrice']!= '-' ) ]
dataframe2 = dataframe2.loc[(dataframe2['lastPrice']!= '-' ) & (dataframe2['buyPrice']!= '-' ) & (dataframe2['sellPrice']!= '-' ) ]
dataframe1 = dataframe1.rename(columns={'lastPrice': 'UltimoPrecio'+especie1, 'buyPrice': 'PrecioCompra'+especie1, 'sellPrice': 'PrecioVenta'+especie1})
dataframe2 = dataframe2.rename(columns={'lastPrice': 'UltimoPrecio'+especie2, 'buyPrice': 'PrecioCompra'+especie2, 'sellPrice': 'PrecioVenta'+especie2})
df_combinado = dataframe1.join(dataframe2, on='index')
df_combinado['Ratio'] = df_combinado['UltimoPrecio'+especie1].astype(float) / df_combinado['UltimoPrecio'+especie2].astype(float)
argentina_timezone = 'America/Argentina/Buenos_Aires'
df_combinado.index = df_combinado.index.tz_localize(pytz.utc).tz_convert(argentina_timezone)
df_combinado = df_combinado[~df_combinado.index.duplicated(keep='first')]
st.dataframe(df_combinado.style.highlight_max(color='green', axis=0))
# Graficar data
if st.button("Graficar"):
cust_data = df_combinado["Ratio"]
line = alt.Chart(cust_data.reset_index()).mark_line(
color='purple',
size=3
).transform_window(
rolling_mean='mean(Ratio)'
).encode(
x=alt.X('index'),
y=alt.Y('rolling_mean:Q', scale=alt.Scale(zero=False))
).properties(title=add_selectbox_bono1 + '/' + add_selectbox_bono2).interactive()
points = alt.Chart(cust_data.reset_index()).mark_line().encode(
x=alt.X('index', axis=alt.Axis(title='Fecha')),
y=alt.Y('Ratio:Q',
axis=alt.Axis(title='Ratio - Media'), scale=alt.Scale(zero=False))
).interactive()
chart = line + points
chart = line + points
st.altair_chart(chart, use_container_width=True)
base1 = alt.Chart(df_combinado.reset_index()).encode(alt.X('index', axis = alt.Axis(title='Fecha')))
line_1 = base1.mark_line(
color='purple',
size=2
).encode(
y=alt.Y("UltimoPrecio" + especie1 + ':Q', scale=alt.Scale(zero=False),
axis=alt.Axis(title='Ultimo precio', titleColor='black'))
).properties(title=add_selectbox_bono1).interactive()
layer1 = alt.layer(line_1)
st.altair_chart(layer1, use_container_width=True)
line_2 = base1.mark_line(
color='purple',
size=2
).encode(
y=alt.Y("UltimoPrecio" + especie2 + ':Q', scale=alt.Scale(zero=False),
axis=alt.Axis(title='Ultimo precio', titleColor='black'))
).properties(title=add_selectbox_bono2).interactive()
layer2 = alt.layer(line_2)
st.altair_chart(layer2, use_container_width=True)
if st.button("Descargar"):
# open('bonos.csv', 'w').write(df_ratio.to_csv())
tmp_download_link = download_link(df_combinado, 'bonos_' + especie1 + '_' + especie2 + '.csv',
'Presione para descargar el archivo')
st.markdown(tmp_download_link, unsafe_allow_html=True)
if __name__ == '__main__':
main()
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