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OpenBB/openbb_terminal/reports/templates/forex.ipynb
teh_coderer 73e59804fc hotfix/ Include plotly.js in reports html + Improve Charts in Reports (#5126)
* include plotly.js in reports html, implement new plotly multi-legends feature

* use `ensure_backend` to `check_backend`, improve charts in reports

* requirements files

* fix files with `CRLF` line endings

* Update widget_helpers.py

* Update widget_helpers.py

* handle unsupported plotly multiple legends version error
2023-06-12 14:10:13 +00:00

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{
"cells": [
{
"attachments": {},
"cell_type": "markdown",
"id": "70ba2c8a",
"metadata": {},
"source": [
"## Notebook setup"
]
},
{
"cell_type": "code",
"execution_count": null,
"id": "driven-billion",
"metadata": {},
"outputs": [],
"source": [
"import os\n",
"import io\n",
"import warnings\n",
"import datetime\n",
"import numpy as np\n",
"import base64\n",
"import pandas as pd\n",
"\n",
"from IPython.display import HTML\n",
"\n",
"import openbb_terminal.config_terminal as cfg\n",
"from openbb_terminal.helper_classes import TerminalStyle\n",
"from openbb_terminal import OpenBBFigure, theme\n",
"\n",
"warnings.filterwarnings(\"ignore\")"
]
},
{
"cell_type": "code",
"execution_count": null,
"id": "03a286e7",
"metadata": {},
"outputs": [],
"source": [
"# Suppressing sdk logs\n",
"from openbb_terminal.core.session.current_system import set_system_variable\n",
"\n",
"set_system_variable(\"LOGGING_SUPPRESS\", True)\n",
"\n",
"# Import the OpenBB SDK\n",
"from openbb_terminal.sdk import openbb, widgets"
]
},
{
"cell_type": "code",
"execution_count": null,
"id": "c3fe7db5-ec6a-42cf-9e66-52dc1de22370",
"metadata": {},
"outputs": [],
"source": [
"from openbb_terminal.core.session.current_user import get_current_user\n",
"\n",
"user = get_current_user()\n",
"\n",
"cfg.theme = TerminalStyle(\n",
" user.preferences.MPL_STYLE,\n",
" user.preferences.PMF_STYLE,\n",
" user.preferences.RICH_STYLE,\n",
")\n",
"\n",
"theme.apply_style(\"light\")"
]
},
{
"cell_type": "code",
"execution_count": null,
"id": "4b002bfd",
"metadata": {},
"outputs": [],
"source": [
"stylesheet = widgets.html_report_stylesheet()"
]
},
{
"attachments": {},
"cell_type": "markdown",
"id": "807fda4e",
"metadata": {},
"source": [
"## Select Ticker"
]
},
{
"cell_type": "code",
"execution_count": null,
"id": "intended-sherman",
"metadata": {
"tags": [
"parameters"
]
},
"outputs": [],
"source": [
"# Parameters that will be replaced when calling this notebook\n",
"# Do not leave parameters blank as notebook will not run otherwise\n",
"symbol = \"EURUSD\"\n",
"report_name = \"Forex Report for EURUSD\""
]
},
{
"cell_type": "code",
"execution_count": null,
"id": "613cea1d",
"metadata": {},
"outputs": [],
"source": [
"ticker = symbol"
]
},
{
"cell_type": "code",
"execution_count": null,
"id": "d4897334",
"metadata": {},
"outputs": [],
"source": [
"author = \"\"\n",
"report_title = f\"INVESTMENT RESEARCH REPORT ON {ticker.upper()}\"\n",
"report_date = datetime.datetime.now().strftime(\"%d %B, %Y\")\n",
"report_time = datetime.datetime.now().strftime(\"%H:%M\")\n",
"report_timezone = datetime.datetime.now(datetime.timezone.utc).astimezone().tzinfo\n",
"report_title, report_date, report_time, report_timezone"
]
},
{
"cell_type": "code",
"execution_count": null,
"id": "07d09ce8",
"metadata": {},
"outputs": [],
"source": [
"from_symbol = ticker[:3]\n",
"to_symbol = ticker[3:]\n",
"last_year = datetime.datetime.now() - datetime.timedelta(days=365)\n",
"\n",
"ticker_data = openbb.forex.load(\n",
" from_symbol=from_symbol,\n",
" to_symbol=to_symbol,\n",
" start_date=last_year.strftime(\"%Y-%m-%d\"),\n",
" interval=\"1day\",\n",
" resolution=\"d\",\n",
")\n",
"\n",
"# 1 year historical data\n",
"ticker_data"
]
},
{
"cell_type": "code",
"execution_count": null,
"id": "88af0fbe",
"metadata": {},
"outputs": [],
"source": [
"last_year = datetime.datetime.now() - datetime.timedelta(days=365)\n",
"\n",
"ticker_data_interval_1month = openbb.forex.load(\n",
" from_symbol=from_symbol,\n",
" to_symbol=to_symbol,\n",
" start_date=last_year.strftime(\"%Y-%m-%d\"),\n",
" interval=\"1month\",\n",
" resolution=\"d\",\n",
")\n",
"ticker_data_interval_1month = ticker_data_interval_1month.drop(columns=\"Volume\")\n",
"ticker_data_interval_1month"
]
},
{
"attachments": {},
"cell_type": "markdown",
"id": "f8a0d747",
"metadata": {},
"source": [
"## Data"
]
},
{
"cell_type": "code",
"execution_count": null,
"id": "709a2a7e",
"metadata": {},
"outputs": [],
"source": [
"# candle\n",
"\n",
"candle = openbb.forex.candle(\n",
" data=ticker_data,\n",
" to_symbol=to_symbol,\n",
" from_symbol=from_symbol,\n",
" external_axes=True,\n",
").to_html()"
]
},
{
"cell_type": "code",
"execution_count": null,
"id": "05f54519",
"metadata": {},
"outputs": [],
"source": [
"# candle graph with moving averages 7/14 and 30/60\n",
"candle_ma_7_14 = openbb.forex.candle(\n",
" data=ticker_data,\n",
" to_symbol=to_symbol,\n",
" from_symbol=from_symbol,\n",
" ma=[7, 14],\n",
" external_axes=True,\n",
").to_html()\n",
"\n",
"candle_ma_30_60 = openbb.forex.candle(\n",
" data=ticker_data,\n",
" to_symbol=to_symbol,\n",
" from_symbol=from_symbol,\n",
" ma=[30, 60],\n",
" external_axes=True,\n",
").to_html()"
]
},
{
"cell_type": "code",
"execution_count": null,
"id": "fc17a601",
"metadata": {},
"outputs": [],
"source": [
"fwd = openbb.forex.fwd(\n",
" to_symbol=to_symbol,\n",
" from_symbol=from_symbol,\n",
")\n",
"\n",
"# forward rates\n",
"fwd"
]
},
{
"attachments": {},
"cell_type": "markdown",
"id": "6c852082",
"metadata": {},
"source": [
"# Technical analysis"
]
},
{
"cell_type": "code",
"execution_count": null,
"id": "4ff6345d",
"metadata": {},
"outputs": [],
"source": [
"# simple moving average\n",
"ticker_data.index.names = [\"date\"]\n",
"\n",
"sma = openbb.ta.ma_chart(\n",
" data=ticker_data[\"Close\"],\n",
" ma_type=\"SMA\",\n",
" symbol=ticker,\n",
" external_axes=True,\n",
").to_html()"
]
},
{
"cell_type": "code",
"execution_count": null,
"id": "5d5089fa",
"metadata": {},
"outputs": [],
"source": [
"# exponential moving average\n",
"ema = openbb.ta.ma_chart(\n",
" data=ticker_data[\"Close\"],\n",
" ma_type=\"EMA\",\n",
" symbol=ticker,\n",
" external_axes=True,\n",
").to_html()"
]
},
{
"cell_type": "code",
"execution_count": null,
"id": "5facfbf4",
"metadata": {},
"outputs": [],
"source": [
"# zero lag exponential moving average\n",
"\n",
"zlma = openbb.ta.ma_chart(\n",
" data=ticker_data[\"Close\"],\n",
" ma_type=\"ZLMA\",\n",
" symbol=ticker,\n",
" external_axes=True,\n",
").to_html()"
]
},
{
"cell_type": "code",
"execution_count": null,
"id": "df54f7ad",
"metadata": {},
"outputs": [],
"source": [
"# commodity channel index\n",
"\n",
"cci = openbb.ta.cci_chart(\n",
" data=ticker_data,\n",
" symbol=ticker,\n",
" external_axes=True,\n",
").to_html()"
]
},
{
"cell_type": "code",
"execution_count": null,
"id": "f53469eb",
"metadata": {},
"outputs": [],
"source": [
"# moving average convergence/divergence\n",
"\n",
"macd = openbb.ta.macd_chart(\n",
" data=ticker_data[\"Adj Close\"],\n",
" symbol=ticker,\n",
" external_axes=True,\n",
").to_html()"
]
},
{
"cell_type": "code",
"execution_count": null,
"id": "dd79e6b6",
"metadata": {},
"outputs": [],
"source": [
"# fisher transform\n",
"\n",
"fisher = openbb.ta.fisher_chart(\n",
" data=ticker_data,\n",
" symbol=ticker,\n",
" external_axes=True,\n",
").to_html()"
]
},
{
"cell_type": "code",
"execution_count": null,
"id": "b699e61f",
"metadata": {},
"outputs": [],
"source": [
"# aroon indicator\n",
"\n",
"aroon = openbb.ta.aroon_chart(\n",
" data=ticker_data,\n",
" symbol=ticker,\n",
" external_axes=True,\n",
").to_html()"
]
},
{
"cell_type": "code",
"execution_count": null,
"id": "79401027",
"metadata": {},
"outputs": [],
"source": [
"# bollinger bands\n",
"\n",
"bbands = openbb.ta.bbands_chart(\n",
" data=ticker_data,\n",
" symbol=ticker,\n",
" external_axes=True,\n",
").to_html()"
]
},
{
"cell_type": "code",
"execution_count": null,
"id": "0b5e2949",
"metadata": {},
"outputs": [],
"source": [
"# fibonacci retracement\n",
"\n",
"fib = openbb.ta.fib_chart(\n",
" data=ticker_data,\n",
" symbol=ticker,\n",
" external_axes=True,\n",
").to_html()"
]
},
{
"attachments": {},
"cell_type": "markdown",
"id": "e6f6ce8a",
"metadata": {},
"source": [
"# Quantitative Analysis"
]
},
{
"cell_type": "code",
"execution_count": null,
"id": "e77b373b",
"metadata": {},
"outputs": [],
"source": [
"# summary\n",
"\n",
"summary = openbb.qa.summary(data=ticker_data)\n",
"summary"
]
},
{
"cell_type": "code",
"execution_count": null,
"id": "3ecfc93e",
"metadata": {},
"outputs": [],
"source": [
"# normality statistics and tests\n",
"\n",
"normality = openbb.qa.normality(\n",
" data=ticker_data[\"Close\"],\n",
")\n",
"normality"
]
},
{
"cell_type": "code",
"execution_count": null,
"id": "66a7dccc",
"metadata": {},
"outputs": [],
"source": [
"# rolling mean and std deviation of prices\n",
"\n",
"rolling = (\n",
" openbb.qa.rolling_chart(\n",
" symbol=ticker,\n",
" data=ticker_data,\n",
" target=\"Close\",\n",
" external_axes=True,\n",
" )\n",
" .update_layout(\n",
" legend=dict(\n",
" x=0.01,\n",
" y=0.99,\n",
" xanchor=\"left\",\n",
" yanchor=\"top\",\n",
" xref=\"paper\",\n",
" yref=\"paper\",\n",
" bgcolor=\"rgba(0, 0, 0, 0)\",\n",
" ),\n",
" legend2=dict(bgcolor=\"rgba(0, 0, 0, 0)\"),\n",
" )\n",
" .to_html()\n",
")"
]
},
{
"cell_type": "code",
"execution_count": null,
"id": "d6b43dd7",
"metadata": {},
"outputs": [],
"source": [
"# rolling kurtosis of distribution of prices\n",
"\n",
"kurtosis = openbb.qa.kurtosis_chart(\n",
" symbol=ticker,\n",
" data=ticker_data,\n",
" target=\"Close\",\n",
" external_axes=True,\n",
").to_html()"
]
},
{
"cell_type": "code",
"execution_count": null,
"id": "fc31624a",
"metadata": {},
"outputs": [],
"source": [
"# latest news\n",
"try:\n",
" news = openbb.news(term=ticker).head(10)\n",
" news.columns = news.columns.str.title()\n",
"\n",
" news = news.rename(\n",
" columns={\"Date\": \"Published\", \"Description\": \"Title\", \"Url\": \"Link\"}\n",
" )\n",
" news[\"Title\"] = news.apply(\n",
" lambda x: f'<a href=\"{x[\"Link\"]}\">{x[\"Title\"]}</a>', axis=1\n",
" )\n",
" news = news[[\"Title\", \"Published\"]]\n",
" news[\"Published\"] = pd.to_datetime(news[\"Published\"]).dt.strftime(\"%Y-%m-%d %H:%M\")\n",
"\n",
" news = news.set_index(\"Published\")\n",
" news.sort_index()\n",
"except:\n",
" news = pd.DataFrame()"
]
},
{
"attachments": {},
"cell_type": "markdown",
"id": "ac501a32-124d-4d21-aae1-a8d147bb1071",
"metadata": {},
"source": [
"## Render the report template to a file"
]
},
{
"cell_type": "code",
"execution_count": null,
"id": "abfe37e4-ea38-42c3-8fb5-7cceb233fb12",
"metadata": {},
"outputs": [],
"source": [
"body = \"\"\n",
"\n",
"\n",
"body += widgets.header(\n",
" author,\n",
" report_date,\n",
" report_time,\n",
" report_timezone,\n",
" f\"<b>INVESTMENT RESEARCH REPORT:</b> {ticker}\",\n",
" plotly_js=True,\n",
")\n",
"\n",
"body += widgets.tablinks(\n",
" [\n",
" \"SUMMARY\",\n",
" \"Overview\",\n",
" \"Technical Analysis\",\n",
" \"Quantitative Analysis\",\n",
" ]\n",
")\n",
"\n",
"comment = \"Every analysis displayed considered every day data YTD\"\n",
"\n",
"\n",
"# TODO: add KPIs\n",
"\n",
"htmlcode = \"\"\n",
"\n",
"# htmlcode += widgets.h(3, \"KPIs\")\n",
"# htmlcode += widgets.kpi(\n",
"# [30, 70],\n",
"# [\"RSI level is oversold\", \"RSI level is normal\", \"RSI level is overbought\"],\n",
"# 999,\n",
"# )\n",
"# htmlcode += widgets.kpi(\n",
"# [0],\n",
"# [\n",
"# \"The sum of last 10 insider trading (in millions) was negative\",\n",
"# \"The sum of last 10 insider trading (in millions) was positive\",\n",
"# ],\n",
"# 999,\n",
"# )\n",
"# htmlcode += widgets.kpi(\n",
"# [-0.1, 0.1],\n",
"# [\n",
"# \"Last FinBrain sentiment is bearish\",\n",
"# \"Last FinBrain sentiment is neutral\",\n",
"# \"Last FinBrain sentiment is bullish\",\n",
"# ],\n",
"# 999,\n",
"# )\n",
"\n",
"# Summary tab\n",
"htmlcode += widgets.row([widgets.h(3, \"Latest news\") + news.to_html(escape=False)])\n",
"htmlcode += widgets.row(\n",
" [\n",
" widgets.h(3, \"One year historical data for 1st day each month\")\n",
" + ticker_data_interval_1month.to_html()\n",
" ]\n",
")\n",
"body += widgets.add_tab(\"SUMMARY\", htmlcode)\n",
"\n",
"# Overview tab\n",
"htmlcode = \"\"\n",
"htmlcode = widgets.row([widgets.h(3, \"Candlestick chart\")])\n",
"htmlcode += widgets.row([candle])\n",
"htmlcode += widgets.row(\n",
" [widgets.h(3, \"Candlestick chart with moving averages 7 and 14\")]\n",
")\n",
"htmlcode += widgets.row([candle_ma_7_14])\n",
"htmlcode += widgets.row(\n",
" [widgets.h(3, \"Candlestick chart with moving averages 30 and 60\")]\n",
")\n",
"htmlcode += widgets.row([candle_ma_30_60])\n",
"htmlcode += widgets.row([widgets.h(3, \"Forward rates\")])\n",
"htmlcode += widgets.row([fwd.to_html()])\n",
"body += widgets.add_tab(\"Overview\", htmlcode, True, comment)\n",
"\n",
"# Technical Analysis tab\n",
"htmlcode = widgets.row([widgets.h(3, \"Simple moving average\")])\n",
"htmlcode += widgets.row([sma])\n",
"htmlcode += widgets.row([widgets.h(3, \"Exponential moving average\")])\n",
"htmlcode += widgets.row([ema])\n",
"htmlcode += widgets.row([widgets.h(3, \"Zero lag exponential moving average\")])\n",
"htmlcode += widgets.row([zlma])\n",
"htmlcode += widgets.row([widgets.h(3, \"Commodity channel index\")])\n",
"htmlcode += widgets.row([cci])\n",
"htmlcode += widgets.row([widgets.h(3, \"Moving average convergence/divergence\")])\n",
"htmlcode += widgets.row([macd])\n",
"htmlcode += widgets.row([widgets.h(3, \"Fisher transform\")])\n",
"htmlcode += widgets.row([fisher])\n",
"htmlcode += widgets.row([widgets.h(3, \"Aroon indicator\")])\n",
"htmlcode += widgets.row([aroon])\n",
"htmlcode += widgets.row([widgets.h(3, \"Bollinger bands\")])\n",
"htmlcode += widgets.row([bbands])\n",
"htmlcode += widgets.row([widgets.h(3, \"Fibonacci retracement\")])\n",
"htmlcode += widgets.row([fib])\n",
"body += widgets.add_tab(\"Technical Analysis\", htmlcode, True, comment)\n",
"\n",
"# Quantitative Analysis tab\n",
"htmlcode = widgets.row([widgets.h(3, \"Summary\") + summary.to_html()])\n",
"htmlcode += widgets.row(\n",
" [widgets.h(3, \"Normality statistics and tests\") + normality.to_html()]\n",
")\n",
"htmlcode += widgets.row([widgets.h(3, \"Rolling mean and std deviation of prices\")])\n",
"htmlcode += widgets.row([rolling])\n",
"htmlcode += widgets.row([widgets.h(3, \"Rolling kurtosis of distribution of prices\")])\n",
"htmlcode += widgets.row([kurtosis])\n",
"body += widgets.add_tab(\"Quantitative Analysis\", htmlcode, True, comment)\n",
"\n",
"body += widgets.tab_clickable_and_save_evt()\n",
"report = widgets.html_report(title=report_name, stylesheet=stylesheet, body=body)\n",
"\n",
"# # to save the results\n",
"with open(report_name + \".html\", \"w\", encoding=\"utf-8\") as fh:\n",
" fh.write(report)"
]
}
],
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"name": "python",
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