OpenBB/openbb_terminal/dashboards/voila/shortdata.ipynb

{
 "cells": [
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "jupyter": {
     "outputs_hidden": true
    }
   },
   "outputs": [],
   "source": [
    "import io\n",
    "import pandas as pd\n",
    "\n",
    "import requests\n",
    "from datetime import datetime, timedelta\n",
    "import ipywidgets as widgets\n",
    "from IPython.display import display\n",
    "\n",
    "from openbb_terminal import OpenBBFigure, theme"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "jupyter": {
     "outputs_hidden": false
    },
    "pycharm": {
     "name": "#%%\n"
    }
   },
   "outputs": [],
   "source": [
    "class ShortDataDash:\n",
    "    def __init__(self):\n",
    "        self.df = pd.DataFrame()\n",
    "        self.days_slider = widgets.IntSlider(\n",
    "            value=5,\n",
    "            min=5,\n",
    "            max=252,\n",
    "            step=1,\n",
    "            description=\"Days Back\",\n",
    "            style={\"description_width\": \"initial\"},\n",
    "        )\n",
    "        self.count_slider = widgets.IntSlider(\n",
    "            value=10,\n",
    "            min=1,\n",
    "            max=25,\n",
    "            step=1,\n",
    "            description=\"Number to show.\",\n",
    "            style={\"description_width\": \"initial\"},\n",
    "        )\n",
    "        self.output1 = widgets.Output()\n",
    "        self.output2 = widgets.Output()\n",
    "        self.load_button = widgets.Button(\n",
    "            description=\"Load Data\", layout=widgets.Layout(width=\"200px\", height=\"40px\")\n",
    "        )\n",
    "        self.load_button.on_click(self.load_button_click)\n",
    "        self.show_button = widgets.Button(\n",
    "            description=\"Change Number Shown\", layout=self.load_button.layout\n",
    "        )\n",
    "        self.show_button.on_click(self.show_button_click)\n",
    "\n",
    "        self.slider_box = widgets.HBox([self.days_slider, self.count_slider])\n",
    "        self.button_box = widgets.VBox([self.load_button, self.show_button])\n",
    "\n",
    "        self.stock_input = widgets.Text(\n",
    "            value=\"GME\",\n",
    "            placeholder=\"GME\",\n",
    "            description=\"Ticker:\",\n",
    "        )\n",
    "        self.ticker_button = widgets.Button(description=\"Plot Ticker\")\n",
    "        self.ticker_button.on_click(self.ticker_button_click)\n",
    "\n",
    "    def show_button_click(self, b):\n",
    "        self.output1.clear_output()\n",
    "        with self.output1:\n",
    "            self.update()\n",
    "\n",
    "    def load_button_click(self, b):\n",
    "        self.output1.clear_output()\n",
    "        self.output2.clear_output()\n",
    "        with self.output1:\n",
    "            print(f\"Data Loading for {self.days_slider.value} days\")\n",
    "            self.fetch_new_data()\n",
    "            self.update()\n",
    "\n",
    "    def ticker_button_click(self, b):\n",
    "        self.output2.clear_output()\n",
    "        with self.output2:\n",
    "            self.ticker_plot()\n",
    "\n",
    "    def fetch_new_data(self):\n",
    "        self.df = pd.DataFrame()\n",
    "        today = datetime.now().date()\n",
    "        idx = 0\n",
    "        len_df = 0\n",
    "        while len_df < self.days_slider.value:\n",
    "            date = today - timedelta(days=idx)\n",
    "            r = requests.get(\n",
    "                f\"https://cdn.finra.org/equity/regsho/daily/CNMSshvol{date.strftime('%Y%m%d')}.txt\"\n",
    "            )\n",
    "            if r.status_code == 200:\n",
    "                self.df = pd.concat(\n",
    "                    [self.df, pd.read_csv(io.StringIO(r.text), sep=\"|\")], axis=0\n",
    "                )\n",
    "                len_df += 1\n",
    "            idx += 1\n",
    "        self.df = self.df[self.df.Date > 20100101]\n",
    "        self.df.Date = self.df[\"Date\"].apply(\n",
    "            lambda x: datetime.strptime(str(x), \"%Y%m%d\")\n",
    "        )\n",
    "\n",
    "    def update(self):\n",
    "        if not self.df.empty:\n",
    "            temp = (\n",
    "                self.df.groupby(\"Symbol\")[[\"ShortVolume\", \"TotalVolume\"]]\n",
    "                .agg(\"sum\")\n",
    "                .sort_values(by=\"ShortVolume\", ascending=False)\n",
    "                .head(self.count_slider.value)[::-1]\n",
    "            )\n",
    "            self.fig = OpenBBFigure()\n",
    "            self.fig.add_bar(\n",
    "                x=temp.TotalVolume,\n",
    "                y=temp.index,\n",
    "                orientation=\"h\",\n",
    "                name=\"Total Volume\",\n",
    "                marker_color=theme.up_color,\n",
    "            )\n",
    "            self.fig.add_bar(\n",
    "                x=temp.ShortVolume,\n",
    "                y=temp.index,\n",
    "                orientation=\"h\",\n",
    "                name=\"Short Volume\",\n",
    "                marker_color=theme.down_color,\n",
    "            )\n",
    "            self.fig.update_layout(\n",
    "                title=f\"Top {self.count_slider.value} Short Volume in Last {self.days_slider.value} Days\",\n",
    "                xaxis_title=\"Volume\",\n",
    "                yaxis_title=\"Ticker\",\n",
    "                barmode=\"stack\",\n",
    "                bargap=0.1,\n",
    "                legend=dict(\n",
    "                    orientation=\"h\",\n",
    "                    yanchor=\"bottom\",\n",
    "                    y=1.02,\n",
    "                    xanchor=\"right\",\n",
    "                    x=1,\n",
    "                ),\n",
    "            )\n",
    "            self.fig.show()\n",
    "\n",
    "    def ticker_plot(self):\n",
    "        stock_data = self.df.copy().loc[\n",
    "            self.df.Symbol == self.stock_input.value,\n",
    "            [\"Date\", \"ShortVolume\", \"TotalVolume\"],\n",
    "        ]\n",
    "        self.fig2 = OpenBBFigure()\n",
    "        self.fig2.add_scatter(\n",
    "            x=stock_data.Date,\n",
    "            y=stock_data.TotalVolume,\n",
    "            name=\"Total Volume\",\n",
    "            marker_color=theme.up_color,\n",
    "        )\n",
    "        self.fig2.add_scatter(\n",
    "            x=stock_data.Date,\n",
    "            y=stock_data.ShortVolume,\n",
    "            name=\"Short Volume\",\n",
    "            marker_color=theme.down_color,\n",
    "        )\n",
    "        self.fig2.update_layout(\n",
    "            title=f\"Stock Volume and Short Volume for {self.stock_input.value.upper()}\",\n",
    "            xaxis_title=\"Date\",\n",
    "            yaxis_title=\"Volume\",\n",
    "        )\n",
    "        self.fig2.show()\n",
    "\n",
    "    def build_app(self):\n",
    "        title_html = \"\"\"\n",
    "<h2>Finra Short Data</h2>\n",
    "<p>This widget downloads the consolidated NMS short data from FINRA and aggregates the data by summing over the entire time period.</p>\n",
    "<p>Note that clicking the 'Load Data' button will reload all data.  This can get time consuming, so if you pick a few hundred days, expect a few minutes for loading time.</p>\n",
    "\"\"\"\n",
    "        middle_html = \"\"\"\n",
    "Here we allow the user to query for a single stock.  This will work with the loaded data.  Note that if you want to reload the data, this will once again take some time.\n",
    "        \"\"\"\n",
    "        return [\n",
    "            widgets.HTML(\n",
    "                title_html, layout=widgets.Layout(margin=\"0 0 3em 0\", max_width=\"800px\")\n",
    "            ),\n",
    "            self.slider_box,\n",
    "            self.button_box,\n",
    "            self.output1,\n",
    "            widgets.HTML(\n",
    "                middle_html,\n",
    "                layout=widgets.Layout(margin=\"0 0 3em 0\", max_width=\"800px\"),\n",
    "            ),\n",
    "            self.stock_input,\n",
    "            self.ticker_button,\n",
    "            self.output2,\n",
    "        ]"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "jupyter": {
     "outputs_hidden": false
    },
    "pycharm": {
     "name": "#%%\n"
    }
   },
   "outputs": [],
   "source": [
    "dash = ShortDataDash()\n",
    "app = widgets.VBox(\n",
    "    dash.build_app(), layout=widgets.Layout(max_width=\"1024px\", margin=\"0 auto 0 auto\")\n",
    ")"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {
    "jupyter": {
     "outputs_hidden": false
    },
    "pycharm": {
     "name": "#%%\n"
    }
   },
   "outputs": [],
   "source": [
    "display(app)"
   ]
  }
 ],
 "metadata": {
  "kernelspec": {
   "display_name": "venv",
   "language": "python",
   "name": "python3"
  },
  "language_info": {
   "codemirror_mode": {
    "name": "ipython",
    "version": 3
   },
   "file_extension": ".py",
   "mimetype": "text/x-python",
   "name": "python",
   "nbconvert_exporter": "python",
   "pygments_lexer": "ipython3",
   "version": "3.10.8"
  },
  "vscode": {
   "interpreter": {
    "hash": "381a209f752e9104bff95ec5e80679ea2e476866b80e4326f1ee6b7658af6049"
   }
  }
 },
 "nbformat": 4,
 "nbformat_minor": 4
}