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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() | |