import logging import os import re import uuid from typing import List import df2img import disnake import financedatabase as fd import pandas as pd import yfinance as yf from numpy.core.fromnumeric import transpose from PIL import Image from plotly.offline import plot import bots.config_discordbot as cfg from bots.groupme.groupme_helpers import send_image, send_message logger = logging.getLogger(__name__) presets_custom = [ "potential_reversals", "golden_cross_penny", "rosenwald_gtfo", "golden_cross", "bull_runs_over_10pct", "recent_growth_and_support", "heavy_inst_ins", "short_squeeze_scan", "under_15dol_stocks", "top_performers_healthcare", "oversold_under_3dol", "value_stocks", "cheap_dividend", "death_cross", "top_performers_tech", "unusual_volume", "cheap_oversold", "undervalue", "high_vol_and_low_debt", "simplistic_momentum_scanner_under_7dol", "5pct_above_low", "growth_stocks", "cheap_bottom_dividend", "analyst_strong_buy", "oversold", "rosenwald", "weak_support_and_top_performers", "channel_up_and_low_debt_and_sma_50and200", "template", "modified_neff", "buffett_like", "oversold_under_5dol", "sexy_year", "news_scanner", "top_performers_all", "stocks_strong_support_levels", "continued_momentum_scan", "modified_dreman", "break_out_stocks", ] signals = [ "top_gainers", "top_losers", "new_high", "new_low", "most_volatile", "most_active", "unusual_volume", "overbought", "oversold", "downgrades", "upgrades", "earnings_before", "earnings_after", "recent_insider_buying", "recent_insider_selling", "major_news", "horizontal_sr", "tl_resistance", "tl_support", "wedge_up", "wedge_down", "wedge", "triangle_ascending", "triangle_descending", "channel_up", "channel_down", "channel", "double_top", "double_bottom", "multiple_top", "multiple_bottom", "head_shoulders", "head_shoulders_inverse", ] metric_yf_keys = { "Return On Assets": ("financialData", "returnOnAssets"), "Return On Equity": ("financialData", "returnOnEquity"), "Current Ratio": ("financialData", "currentRatio"), "Quick Ratio": ("financialData", "quickRatio"), "Debt To Equity": ("financialData", "debtToEquity"), "Total Cash": ("financialData", "totalCash"), "Total Cash Per Share": ("financialData", "totalCashPerShare"), "Total Revenue": ("financialData", "totalRevenue"), "Revenue Per Share": ("financialData", "revenuePerShare"), "Revenue Growth": ("financialData", "revenueGrowth"), "Earnings Growth": ("financialData", "earningsGrowth"), "Profit Margins": ("financialData", "profitMargins"), "Gross Profits": ("financialData", "grossProfits"), "Gross Margins": ("financialData", "grossMargins"), "Operating Cashflow": ("financialData", "operatingCashflow"), "Operating Margins": ("financialData", "operatingMargins"), "Free Cashflow": ("financialData", "freeCashflow"), "Total Debt": ("financialData", "totalDebt"), "Earnings Before Interest, Taxes, Depreciation and Amortization": ( "financialData", "ebitda", ), "EBITDA Margins": ("financialData", "ebitdaMargins"), "Recommendation Mean": ("financialData", "recommendationMean"), "Market Cap": ("price", "marketCap"), "Full Time Employees": ("summaryProfile", "fullTimeEmployees"), "Enterprise To Revenue": ("defaultKeyStatistics", "enterpriseToRevenue"), "Book Value": ("defaultKeyStatistics", "bookValue"), "Shares Short": ("defaultKeyStatistics", "sharesShort"), "Price To Book": ("defaultKeyStatistics", "priceToBook"), "Beta": ("defaultKeyStatistics", "beta"), "Float Shares": ("defaultKeyStatistics", "floatShares"), "Short Ratio": ("defaultKeyStatistics", "shortRatio"), "Peg Ratio": ("defaultKeyStatistics", "pegRatio"), "Enterprise Value": ("defaultKeyStatistics", "enterpriseValue"), "Forward PE": ("defaultKeyStatistics", "forwardPE"), } def load(ticker, start_date): df_stock_candidate = yf.download(ticker, start=start_date, progress=False) df_stock_candidate.index.name = "date" return df_stock_candidate def quote(ticker): ticker = yf.Ticker(ticker) quote_df = pd.DataFrame( [ { "Symbol": ticker.info["symbol"], "Name": ticker.info["shortName"], "Price": ticker.info["regularMarketPrice"], "Open": ticker.info["regularMarketOpen"], "High": ticker.info["dayHigh"], "Low": ticker.info["dayLow"], "Previous Close": ticker.info["previousClose"], "Volume": ticker.info["volume"], "52 Week High": ticker.info["fiftyTwoWeekHigh"], "52 Week Low": ticker.info["fiftyTwoWeekLow"], } ] ) quote_df["Change"] = quote_df["Price"] - quote_df["Previous Close"] quote_df["Change %"] = quote_df.apply( lambda x: f'{((x["Change"] / x["Previous Close"]) * 100):.2f}%', axis="columns", ) for c in [ "Price", "Open", "High", "Low", "Previous Close", "52 Week High", "52 Week Low", "Change", ]: quote_df[c] = quote_df[c].apply(lambda x: f"{x:.2f}") quote_df["Volume"] = quote_df["Volume"].apply(lambda x: f"{x:,}") quote_df = quote_df.set_index("Symbol") quote_data = transpose(quote_df) return quote_data def autocrop_image(image, border=0): bbox = image.getbbox() image = image.crop(bbox) (width, height) = image.size width += border * 2 height += border * 2 cropped_image = Image.new("RGBA", (width, height), (0, 0, 0, 0)) cropped_image.paste(image, (border, border)) return cropped_image def uuid_get(): rand = str(uuid.uuid1()).replace("-", "") return rand def country_autocomp(inter, country: str): # pylint: disable=W0613 data = fd.show_options("equities", "countries") clow = country.lower() return [country for country in data if country.lower().startswith(clow)][:24] def industry_autocomp(inter, industry: str): # pylint: disable=W0613 data = fd.show_options("equities", "industries") if not industry: industry = "a" ilow = industry.lower() return [industry for industry in data if industry.lower().startswith(ilow)][:24] def metric_autocomp(inter, metric: str): # pylint: disable=W0613 data: dict = metric_yf_keys if not metric: data = list(data.keys()) # type: ignore return data[:24] mlow = metric.lower() return [metric for metric, _ in data.items() if metric.lower().startswith(mlow)][ :24 ] def ticker_autocomp(inter, ticker: str): # pylint: disable=W0613 if not ticker: return ["Start Typing", "for a", "stock ticker"] print(f"ticker_autocomp [ticker]: {ticker}") tlow = ticker.lower() col_list = ["Name"] df = pd.read_csv("files/tickers.csv", usecols=col_list) df = df["Name"] return [ticker for ticker in df if ticker.lower().startswith(tlow)][:24] def expiry_autocomp(inter, ticker: str): # pylint: disable=W0613 data = inter.filled_options["ticker"] yf_ticker = yf.Ticker(data) dates = list(yf_ticker.options) return dates[:24] def presets_custom_autocomp(inter, preset: str): # pylint: disable=W0613 df = presets_custom if not preset: return df[:24] plow = preset.lower() print(f"preset_custom_autocomp [preset]: {preset}") return [preset for preset in df if preset.lower().startswith(plow)][:24] def signals_autocomp(inter, signal: str): # pylint: disable=W0613 df = signals if not signal: return df[:24] print(f"signal_autocomp [signal]: {signal}") slow = signal.lower() return [signal for signal in df if signal.lower().startswith(slow)][:24] def inter_chart(fig, file, **data): filename = f"{file.replace('.png', '')}_{uuid_get()}.html" if "config" not in data: config = dict(scrollZoom=True, displayModeBar=False) plot_div = plot(fig, output_type="div", include_plotlyjs=True, config=config) if data["callback"]: res = re.search('