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a6042b8578
* bump * Update ALL the exports with sheet name option * Update contributing too * Add in sheet name to each docstring * Update tests * Fix the small things for tests * Converting CONTRIBUTING.md back since I put minimal changes in and it complains * Fix terminal exit after `--sort p/e` (#4013) * fix scr sort exit * rewrite unit test output * rewind slash replace * rewind slash replace * fix regex * rewrite expected scr tests * black Co-authored-by: James Maslek <jmaslek11@gmail.com> * fix: small typo (#4036) * fix income comparison error (#4029) * Update tests due to yfinance error * I broke tests and fixed them * Fix tests? * Missed a few sheet name additions * missed one more * Fix some missing sheet_name parameters * Fix a test I broke * Update tests due to changes with sheet_name * Update stocks and common * Mutual funds just because * Portfolio update * Update Forecast * Update Futures * Update ETF * Update Economy * Update Crypto * Update others * Update documentation to explain --sheet-name * It should be None test * Add None for sheet_name since empty string can result in errors * Formatting * Fix tests * Update documentation * Also update the image * Add back to options commands Co-authored-by: james <jmaslek11@gmail.com> Co-authored-by: Jeroen Bouma <jeroenbouma@Jeroens-MacBook-Pro.local> Co-authored-by: montezdesousa <79287829+montezdesousa@users.noreply.github.com> Co-authored-by: jose-donato <43375532+jose-donato@users.noreply.github.com> Co-authored-by: teh_coderer <me@tehcoderer.com>
73 lines
2.1 KiB
Python
73 lines
2.1 KiB
Python
"""Beta view"""
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__docformat__ = "numpy"
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import logging
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import os
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import matplotlib.pyplot as plt
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import pandas as pd
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from openbb_terminal.decorators import log_start_end
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from openbb_terminal.rich_config import console
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from openbb_terminal.stocks.quantitative_analysis.beta_model import beta_model
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from openbb_terminal.helper_funcs import export_data
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logger = logging.getLogger(__name__)
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@log_start_end(log=logger)
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def beta_view(
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symbol: str,
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ref_symbol: str,
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data: pd.DataFrame = None,
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ref_data: pd.DataFrame = None,
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interval: int = 1440,
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export: str = "",
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sheet_name: str = None,
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) -> None:
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"""Display the beta scatterplot + linear regression.
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Parameters
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----------
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symbol : str
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A ticker to calculate beta for
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ref_symbol : str
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A reference ticker symbol for the beta calculation (default in terminal is SPY)
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data : pd.DataFrame
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The selected ticker symbols price data
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ref_data : pd.DataFrame
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The reference ticker symbols price data
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interval: int
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The interval of the ref_data. This will ONLY be used if ref_data is None
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"""
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try:
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sr, rr, beta, alpha = beta_model(
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symbol, ref_symbol, data, ref_data, interval=interval
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)
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except Exception as e:
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if str(e) == "Invalid ref ticker":
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console.print(str(e) + "\n")
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return
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raise e
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_, ax = plt.subplots()
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ax.scatter(rr, sr) # plot returns
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ax.plot(ax.get_xlim(), [x * beta + alpha for x in ax.get_xlim()]) # plot lin reg
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ax.set(
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xlabel=f"{ref_symbol} Returns (%)",
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ylabel=f"{symbol} Returns (%)",
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title=f"Beta of {symbol} with respect to {ref_symbol}",
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)
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beta_text = f"Raw Beta={round(beta, 2)}\nAlpha={round(alpha, 2)}"
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ax.text(0.9, 0.1, beta_text, horizontalalignment="right", transform=ax.transAxes)
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console.print()
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df = pd.DataFrame({"sr": sr, "rr": rr})
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export_data(
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export,
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os.path.dirname(os.path.abspath(__file__)),
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f"beta_alpha={alpha}_beta={beta}",
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df,
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sheet_name,
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)
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