change view_vwap to specify date range (#1790)

* change view_vwap to specify date range

* test code change due to last commit

* check end for calling end.date()

Co-authored-by: Theodore Aptekarev <aptekarev@gmail.com>

openbb_terminal/common/technical_analysis/overlap_model.py

@@ -120,13 +120,13 @@ def zlma(values: pd.DataFrame, length: int, offset: int) -> pd.DataFrame:
 
 
 @log_start_end(log=logger)
-def vwap(day_df: pd.DataFrame, offset: int) -> pd.DataFrame:
+def vwap(df: pd.DataFrame, offset: int) -> pd.DataFrame:
     """Gets volume weighted average price (VWAP)
 
     Parameters
     ----------
-    day_df: pd.DataFrame
-        Dataframe of dates and prices for the last trading day
+    df: pd.DataFrame
+        Dataframe of dates and prices
     offset: int
         Length of offset
     Returns
@@ -136,10 +136,10 @@ def vwap(day_df: pd.DataFrame, offset: int) -> pd.DataFrame:
     """
 
     df_vwap = ta.vwap(
-        high=day_df["High"],
-        low=day_df["Low"],
-        close=day_df["Close"],
-        volume=day_df["Volume"],
+        high=df["High"],
+        low=df["Low"],
+        close=df["Close"],
+        volume=df["Volume"],
         offset=offset,
     )
 

openbb_terminal/common/technical_analysis/overlap_view.py

@@ -4,6 +4,7 @@ __docformat__ = "numpy"
 import logging
 import os
 from typing import List, Optional
+from datetime import datetime
 
 import matplotlib.pyplot as plt
 import mplfinance as mpf
@@ -120,6 +121,8 @@ def view_ma(
 def view_vwap(
     s_ticker: str,
     ohlc: pd.DataFrame,
+    start: datetime = None,
+    end: datetime = None,
     offset: int = 0,
     s_interval: str = "",
     export: str = "",
@@ -135,6 +138,10 @@ def view_vwap(
         Dataframe of prices
     offset : int
         Offset variable
+    start: datetime
+        Start date to get data from with
+    end: datetime
+        End date to get data from with
     s_interval : str
         Interval of data
     export : str
@@ -144,8 +151,23 @@ def view_vwap(
     """
 
     ohlc.index = ohlc.index.tz_localize(None)
-    ohlc["Day"] = [idx.date() for idx in ohlc.index]
-    day_df = ohlc[ohlc.Day == ohlc.Day[-1]]
+
+    if start and end:
+        start_date = start.date()
+        end_date = end.date()
+    else:
+        start_date = end_date = ohlc.index[-1].date()
+        console.print(
+            f"No Specified date range. load most recent trading data: {start_date.strftime('%Y-%m-%d')}"
+        )
+
+    day_df = ohlc[(start_date <= ohlc.index.date) & (ohlc.index.date <= end_date)]
+    if len(day_df) == 0:
+        console.print(
+            f"[red]No data found between {start_date.strftime('%Y-%m-%d')} and {end_date.strftime('%Y-%m-%d')}\n[/red]"
+        )
+        return
+
     df_vwap = overlap_model.vwap(day_df, offset)
 
     candle_chart_kwargs = {

openbb_terminal/cryptocurrency/technical_analysis/ta_controller.py

@@ -312,17 +312,42 @@ class TechnicalAnalysisController(CryptoBaseController):
             help="offset",
         )
 
+        parser.add_argument(
+            "--start",
+            dest="start",
+            type=valid_date,
+            help="Starting date to select",
+            required="--end" in other_args,
+        )
+        parser.add_argument(
+            "--end",
+            dest="end",
+            type=valid_date,
+            help="Ending date to select",
+            required="--start" in other_args,
+        )
+
         ns_parser = parse_known_args_and_warn(
             parser, other_args, EXPORT_BOTH_RAW_DATA_AND_FIGURES
         )
         if ns_parser:
+            # Daily
             if self.interval == "1440min":
-                console.print("VWAP should be used with intraday data.\n")
+                if not ns_parser.start:
+                    console.print(
+                        "If no date conditions, VWAP should be used with intraday data. \n"
+                    )
+                    return
+                interval_text = "Daily"
+            else:
+                interval_text = self.interval
 
             overlap_view.view_vwap(
                 s_ticker=self.coin,
-                s_interval=self.interval,
+                s_interval=interval_text,
                 ohlc=self.stock,
+                start=ns_parser.start,
+                end=ns_parser.end,
                 offset=ns_parser.n_offset,
                 export=ns_parser.export,
             )

openbb_terminal/stocks/technical_analysis/ta_controller.py

@@ -544,6 +544,20 @@ class TechnicalAnalysisController(StockBaseController):
             default=0,
             help="offset",
         )
+        parser.add_argument(
+            "--start",
+            dest="start",
+            type=valid_date,
+            help="Starting date to select",
+            required="--end" in other_args,
+        )
+        parser.add_argument(
+            "--end",
+            dest="end",
+            type=valid_date,
+            help="Ending date to select",
+            required="--start" in other_args,
+        )
 
         ns_parser = parse_known_args_and_warn(
             parser, other_args, EXPORT_BOTH_RAW_DATA_AND_FIGURES
@@ -551,13 +565,21 @@ class TechnicalAnalysisController(StockBaseController):
         if ns_parser:
             # Daily
             if self.interval == "1440min":
-                console.print("VWAP should be used with intraday data. \n")
-                return
+                if not ns_parser.start:
+                    console.print(
+                        "If no date conditions, VWAP should be used with intraday data. \n"
+                    )
+                    return
+                interval_text = "Daily"
+            else:
+                interval_text = self.interval
 
             overlap_view.view_vwap(
                 s_ticker=self.ticker,
-                s_interval=self.interval,
+                s_interval=interval_text,
                 ohlc=self.stock,
+                start=ns_parser.start,
+                end=ns_parser.end,
                 offset=ns_parser.n_offset,
                 export=ns_parser.export,
             )

tests/openbb_terminal/stocks/technical_analysis/test_ta_controller.py

@@ -431,6 +431,8 @@ def test_call_func_expect_queue(expected_queue, func, queue):
                 s_ticker="MOCK_TICKER",
                 ohlc=MOCK_STOCK_DF,
                 s_interval="MOCK_INTERVAL",
+                start=None,
+                end=None,
                 offset=2,
                 export="csv",
             ),