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Creating new df from series of widget boxes

I have created an "input form" with several ipywidget boxes. I want to be able to reference all the values to create a new dataframe.
I'm currently doing this in a horrible way.
portfolio_df = pd.DataFrame([[VBox1.children[0].value, VBox2.children[0].value, VBox3.children[0].value, VBox4.children[0].value]],
columns=['Product Name','Units','Price', 'Invested Amount'])
row_2 = [VBox1.children[1].value, VBox2.children[1].value, VBox3.children[1].value, VBox4.children[21].value]
portfolio_df.loc[len(portfolio_df)] = row_2
row_3 = [VBox1.children[2].value, VBox2.children[2].value, VBox3.children[2].value, VBox4.children[2].value]
portfolio_df.loc[len(portfolio_df)] = row_3
row_4 = [VBox1.children[3].value, VBox2.children[3].value, VBox3.children[3].value, VBox4.children[3].value]
portfolio_df.loc[len(portfolio_df)] = row_4
and so on up till row 23 in this instance !! (but the length will vary up to the number of children within a VBox)
I suspect I can do this more pythonically using a for loop but cant figure it out.
Full code as per requests (I've edited columns so my live data is different but this is exact replica of the set up)
import pandas as pd
import numpy as np
import datetime as dt
import ipywidgets as ipw
from ipywidgets import *
barrier_list = pd.DataFrame(np.random.randn(24, 4), columns=('Product
Name','ISIN','A','B'))
barrier_list= barrier_list.astype(str)
dd_list = []
for i in range(len(barrier_list['Product Name'])):
dropdown = ipw.FloatText(description=barrier_list['ISIN'][i],
value=barrier_list['Product Name'][i],
disabled=False,
layout = {'width':'350px'})
dropdown.style.description_width = 'initial'
dd_list.append(dropdown)
dd_list1 = []
for i in range(len(barrier_list['Product Name'])):
dropdown1 = ipw.FloatText(description='Units',
value=0,
layout = {'width':'200px'})
dd_list1.append(dropdown1)
dd_list2 = []
for i in range(len(barrier_list['Product Name'])):
dropdown2 = ipw.FloatText(description='Price',
value=0,
layout = {'width':'200px'})
dd_list2.append(dropdown2)
dd_list3 = []
for i in range(len(barrier_list['Product Name'])):
dropdown3 = ipw.FloatText(description='Value',
value=0,
layout = {'width':'200px'})
dd_list3.append(dropdown3)
VBox1 = ipw.VBox(dd_list)
VBox2 = ipw.VBox(dd_list1)
VBox3 = ipw.VBox(dd_list2)
VBox4 = ipw.VBox(dd_list3)
HBox = widgets.HBox([VBox1, VBox2, VBox3, VBox4])

solved this one by looping through the VBoxes one by one and then concatenating the dataframes into one main one.
product_df = pd.DataFrame()
for i in range(len(dd_list)):
product_name_df = pd.DataFrame([[VBox1.children[i].value]],columns=
['Product Name'])
product_df = product_df.append(product_name_df)
unit_df = pd.DataFrame()
for i in range(len(dd_list)):
unit_amount_df = pd.DataFrame([[VBox2.children[i].value]],columns=
['Units'])
unit_df = unit_df.append(unit_amount_df)
price_df = pd.DataFrame()
for i in range(len(dd_list)):
price_amount_df = pd.DataFrame([[VBox3.children[i].value]],columns=
['Price'])
price_df = price_df.append(price_amount_df)
value_df = pd.DataFrame()
for i in range(len(dd_list)):
value_amount_df = pd.DataFrame([[VBox4.children[i].value]],columns=
['Value'])
value_df = value_df.append(value_amount_df)
df_list = [product_df.reset_index(drop=True),unit_df.reset_index(drop=True),
price_df.reset_ind ex(drop=True),value_df.reset_index(drop=True)]
portfolio_df = pd.concat((df_list), axis=1)
portfolio_df

How can I print the results from this script? I can't get any results in my IDE

I am trying to see the results for this script in Spyder, but I can't get it to print and I'm not sure how. I tried print(options), print(opt), print(exps), but nothing seems to be working. I don't get any "errors" either... I just get the normal In[number]: runfile(my path)
import pandas as pd
import yfinance as yf
import datetime
def options_chain(symbol):
tk = yf.Ticker(symbol)
# Expiration dates
exps = tk.options
# Get options for each expiration
options = pd.DataFrame()
for e in exps:
opt = tk.option_chain(e)
opt = pd.DataFrame().append(opt.calls).append(opt.puts)
opt['expirationDate'] = e
options = options.append(opt, ignore_index=True)
# Bizarre error in yfinance that gives the wrong expiration date
# Add 1 day to get the correct expiration date
options['expirationDate'] = pd.to_datetime(options['expirationDate']) + datetime.timedelta(days = 1)
options['dte'] = (options['expirationDate'] - datetime.datetime.today()).dt.days / 365
# Boolean column if the option is a CALL
options['CALL'] = options['contractSymbol'].str[4:].apply(
lambda x: "C" in x)
options[['bid', 'ask', 'strike']] = options[['bid', 'ask', 'strike']].apply(pd.to_numeric)
options['mark'] = (options['bid'] + options['ask']) / 2 # Calculate the midpoint of the bid-ask
# Drop unnecessary and meaningless columns
options = options.drop(columns = ['contractSize', 'currency', 'change', 'percentChange', 'lastTradeDate', 'lastPrice'])
return options
print(options)

How to display Resampling of candles / time series data in plotly?

How can I merge the two functions given below to achieve something like the histogram example. Any button or drop down would do fine.
If you run the function, you get a nice Candlesticks chart with the functionality of removing non trading day gaps.
def plot_candlesticks(df, names = ('DATE','OPEN','CLOSE','LOW','HIGH'), mv:list = [200], slider:bool = False, fig_size:bool = (1400,700), plot:bool = True):
'''
Plot a candlestick on a given dataframe
args:
df: DataFrame
names: Tuple of column names showing ('DATE','OPEN','CLOSE','LOW','HIGH')
mv: Moving Averages
slider: Whether to have below zoom slider or not
fig_size: Size of Figure as (Width, Height)
plotting: Whether to plot the figure or just return the figure for firther modifications
'''
freq = 5 # 5 min candle
candle_text = f"{str(freq)} Min"
stocks = df.copy()
stocks.sort_index(ascending=False, inplace = True) # Without reverse, recent rolling mean will be either NaN or equal to the exact value
Date, Open, Close, Low, High = names
mv = [] if not mv else mv # just in case you don't want to have any moving averages
colors = sample(['black','magenta','teal','brown','violet'],len(mv))
# To remove, non-trading days, grab first and last observations from df.date and make a continuous date range from that
start = stocks['DATE'].iloc[0] - timedelta(days=1)
end = stocks['DATE'].iloc[-1] + timedelta(days=1)
dt_all = pd.date_range(start=start,end=end, freq = f'{str(freq)}min')
# check which dates from your source that also accur in the continuous date range
dt_obs = [d.strftime("%Y-%m-%d %H:%M:%S") for d in stocks['DATE']]
# isolate missing timestamps
dt_breaks = [d for d in dt_all.strftime("%Y-%m-%d %H:%M:%S").tolist() if not d in dt_obs]
rangebreaks=[dict(dvalue = freq*60*1000, values=dt_breaks)]
range_selector = dict(buttons = list([dict(step = 'all', label = 'All')]))
candle = go.Figure(data = [go.Candlestick(opacity = 0.9, x = stocks[Date], name = 'X',
open = stocks[Open], high = stocks[High], low = stocks[Low], close = stocks[Close]),])
for i in range(len(mv)):
stocks[f'{str(mv[i])}-SMA'] = stocks[Close].rolling(mv[i], min_periods = 1).mean()
candle.add_trace(go.Scatter(name=f'{str(mv[i])} MA',x=stocks[Date], y=stocks[f'{str(mv[i])}-SMA'],
line=dict(color=colors[i], width=1.7)))
candle.update_xaxes(title_text = 'Date', rangeslider_visible = slider, rangeselector = range_selector, rangebreaks=rangebreaks)
candle.update_layout(autosize = False, width = fig_size[0], height = fig_size[1],
title = {'text': f"{stocks['SYMBOL'][0]} : {str(candle_text)} Candles",'y':0.97,'x':0.5,
'xanchor': 'center','yanchor': 'top'},
margin=dict(l=30,r=30,b=30,t=30,pad=2),
paper_bgcolor="lightsteelblue")
candle.update_yaxes(title_text = 'Price in Rupees', tickprefix = u"\u20B9" ) # Rupee symbol
if plot:
candle.show()
return candle
and running the below code resamples your data.
def resample_data(self,to:str = '15min', names:tuple = ('OPEN','CLOSE','LOW','HIGH','DATE')):
'''
Resample the data from 5 Minutes to 15 or 75 Minutes
args:
data: Dataframe of Daily data
to: One of [15M, 75M]
'''
Open, Close, Low, High, Date = names
data = data.resample(to,on=Date).agg({Open:'first', High:'max', Low: 'min', Close:'last'})
return data.sort_index(ascending = False).reset_index()
Is there a functionality when I click 15M / 75M button in my chart, it shows me exactly the same data but resampled? Just like there is functionality in online trading softwares.

no sample data so I have used https://plotly.com/python/candlestick-charts/ sample
at core use https://pandas.pydata.org/docs/reference/api/pandas.DataFrame.resample.html and change trace contents with resampled data
plus using https://ipywidgets.readthedocs.io/en/latest/examples/Widget%20Events.html for events from widgets
import pandas as pd
import numpy as np
import plotly.graph_objects as go
import ipywidgets as widgets
df = pd.read_csv(
"https://raw.githubusercontent.com/plotly/datasets/master/finance-charts-apple.csv",
parse_dates=["Date"],
)
fig = go.FigureWidget(
data=[
go.Candlestick(
x=df["Date"],
open=df["AAPL.Open"],
high=df["AAPL.High"],
low=df["AAPL.Low"],
close=df["AAPL.Close"],
)
]
).update_layout(margin={"t": 30, "b": 0, "l": 0, "r": 0})
out = widgets.Output(layout={"border": "1px solid black"})
out.append_stdout("Output appended with append_stdout\n")
reset = widgets.Button(description="Reset")
slider = widgets.IntSlider(
value=1,
min=1,
max=10,
step=1,
description='Days:',
disabled=False,
continuous_update=False,
orientation='horizontal',
readout=True,
readout_format='d'
)
#out.capture()
def on_slider_change(v):
print(f"slider: {v['new']}")
dfr = df.resample(f"{v['new']}B", on="Date").mean().reset_index()
t = fig.data[0]
t.update(
x=dfr["Date"],
open=dfr["AAPL.Open"],
high=dfr["AAPL.High"],
low=dfr["AAPL.Low"],
close=dfr["AAPL.Close"],
)
#out.capture()
def on_reset_clicked(b):
print("reset")
t = fig.data[0]
t.update(
x=df["Date"],
open=df["AAPL.Open"],
high=df["AAPL.High"],
low=df["AAPL.Low"],
close=df["AAPL.Close"],
)
out.clear_output()
reset.on_click(on_reset_clicked)
slider.observe(on_slider_change, names='value')
widgets.VBox([widgets.HBox([reset, slider]), widgets.VBox([fig, out])])

Using user input as variables in Python

I am trying to implement a "user-friendly" portfolio optimization program in Python.
Since I am still a beginner I did not quite manage to realize it.
The only thing the program should use as input are the stock codes.
I tried to create a mwe below:
import numpy as np
import yfinance as yf
import pandas as pd
def daily_returns(price):
price = price.to_numpy()
shift_1 = price[1:]
shift_2 = price[:-1]
return (shift_1 - shift_2)/shift_1
def annual_returns(price):
price = price.to_numpy()
start = price[0]
end = price[len(price)-1]
return (end-start)/start
def adjusting(price):
adj = len(price)
diff = adj - adjvalue
if diff != 0:
price_new = price[:-diff]
else: price_new = price
return price_new
#Minimal Reproducible Example
#getting user input
names = input('Stock codes:')
names = names.split()
a = len(names)
msft = yf.Ticker(names[0])
aapl = yf.Ticker(names[1])
#import data
hist_msft = msft.history(interval='1d',start='2020-01-01',end='2020-12-31')
hist_msft = pd.DataFrame(hist_msft,columns=['Close'])
#hist_msft = hist_msft.to_numpy()
hist_aapl = aapl.history(interval='1d',start='2020-01-01',end='2020-12-31')
hist_aapl = pd.DataFrame(hist_aapl,columns=['Close'])
#hist_aapl = hist_aapl.to_numpy()
#daily returns
aapl_daily_returns = daily_returns(hist_aapl)
aapl_daily_returns = np.ravel(aapl_daily_returns)
msft_daily_returns = daily_returns(hist_msft)
msft_daily_returns = np.ravel(msft_daily_returns)
#adjusting for different trading periods
adjvalue = min(len(aapl_daily_returns),len(msft_daily_returns))
aapl_adj = adjusting(aapl_daily_returns)
msft_adj = adjusting(msft_daily_returns)
#annual returns
aapl_ann_returns = annual_returns(hist_aapl)
msft_ann_returns = annual_returns(hist_msft)
#inputs for optimization
cov_mat = np.cov([aapl_adj,msft_adj])*252
ann_returns = np.concatenate((aapl_ann_returns,msft_ann_returns))
Now I just want the code to work with a various, unknown number of inputs. I tried reading a lot about global variables or tried to figure it out with dictionaries but couldn't really achieve any progress.

I think using the for loop can solve your problem!
...
names = input('Stock codes:')
names = names.split()
for name in names:
#analyze here
#I don't know anything about stocks so I wont write anything here
...

Python: invalid syntax: <string>, line 1, pos 16

I have developed a code in Python in which -in order to run the program- I need to take some arguments from the command line. But I am getting continuously the same error:
Traceback (most recent call last):
File "<string>", line 1, in <fragment>
invalid syntax: <string>, line 1, pos 16
I have the faintest idea what is wrong with my code. So, I present my code below in case someone could help me:
import QSTK.qstkutil.qsdateutil as du
import QSTK.qstkutil.tsutil as tsu
import QSTK.qstkutil.DataAccess as da
import datetime as dt
import matplotlib.pyplot as plt
import pandas as pd
import numpy as np
import time
import math
import copy
import QSTK.qstkstudy.EventProfiler as ep
import csv
import sys
import argparse
def readData(li_startDate, li_endDate, ls_symbols):
#Create datetime objects for Start and End dates (STL)
dt_start = dt.datetime(li_startDate[0], li_startDate[1], li_startDate[2])
dt_end = dt.datetime(li_endDate[0], li_endDate[1], li_endDate[2])
#Initialize daily timestamp: closing prices, so timestamp should be hours=16 (STL)
dt_timeofday = dt.timedelta(hours=16)
#Get a list of trading days between the start and end dates (QSTK)
ldt_timestamps = du.getNYSEdays(dt_start, dt_end, dt_timeofday)
#Create an object of the QSTK-dataaccess class with Yahoo as the source (QSTK)
c_dataobj = da.DataAccess('Yahoo', cachestalltime=0)
#Keys to be read from the data
ls_keys = ['open', 'high', 'low', 'close', 'volume', 'actual_close']
#Read the data and map it to ls_keys via dict() (i.e. Hash Table structure)
ldf_data = c_dataobj.get_data(ldt_timestamps, ls_symbols, ls_keys)
d_data = dict(zip(ls_keys, ldf_data))
return [d_data, dt_start, dt_end, dt_timeofday, ldt_timestamps]
def marketsim(cash,orders_file,values_file):
orders = pd.read_csv(orders_file,index_col='Date',parse_dates=True,header=None)
ls_symbols = list(set(orders['X.4'].values))
df_lastrow = len(orders) - 1
dt_start = dt.datetime(orders.get_value(0, 'X.1'),orders.get_value(0, 'X.2'),orders.get_value(0, 'X.3'))
dt_end = dt.datetime(orders.get_value(df_lastrow, 'X.1'),orders.get_value(df_lastrow, 'X.2'),orders.get_value(df_lastrow, 'X.3') + 1 )
#d_data = readData(dt_start,dt_end,ls_symbols)
#Initialize daily timestamp: closing prices, so timestamp should be hours=16 (STL)
dt_timeofday = dt.timedelta(hours=16)
#Get a list of trading days between the start and end dates (QSTK)
ldt_timestamps = du.getNYSEdays(dt_start, dt_end, dt_timeofday)
#Create an object of the QSTK-dataaccess class with Yahoo as the source (QSTK)
c_dataobj = da.DataAccess('Yahoo', cachestalltime=0)
#Keys to be read from the data
ls_keys = ['open', 'high', 'low', 'close', 'volume', 'actual_close']
#Read the data and map it to ls_keys via dict() (i.e. Hash Table structure)
df_data = c_dataobj.get_data(ldt_timestamps, ls_symbols, ls_keys)
d_data = dict(zip(ls_keys, ldf_data))
ls_symbols.append("_CASH")
trades = pd.Dataframe(index=list(ldt_timestamps[0]),columns=list(ls_symbols))
current_cash = cash
trades["_CASH"][ldt_timestamps[0]] = current_cash
current_stocks = dict()
for symb in ls_symbols:
current_stocks[symb] = 0
trades[symb][ldt_timestamps[0]] = 0
for row in orders.iterrows():
row_data = row[1]
current_date = dt.datetime(row_data['X.1'],row_data['X.2'],row_data['X.3'],16)
symb = row_data['X.4']
stock_value = d_data['close'][symb][current_date]
stock_amount = row_data['X.6']
if row_data['X.5'] == "Buy":
current_cash = current_cash - (stock_value*stock_amount)
trades["_CASH"][current_date] = current_cash
current_stocks[symb] = current_stocks[symb] + stock_amount
trades[symb][current_date] = current_stocks[symb]
else:
current_cash = current_cash + (stock_value*stock_amount)
trades["_CASH"][current_date] = current_cash
current_stocks[symb] = current_stocks[symb] - stock_amount
trades[symb][current_date] = current_stocks[symb]
#trades.fillna(method='ffill',inplace=True)
#trades.fillna(method='bfill',inplace=False)
trades.fillna(0)
#alt_cash = current_cash
#alt_cash = trades.cumsum()
value_data = pd.Dataframe(index=list(ldt_timestamps),columns=list("V"))
value_data = value_data.fillna(0)
value_data = value_data.cumsum(axis=0)
for day in ldt_timestamps:
value = 0
for sym in ls_symbols:
if sym == "_CASH":
value = value + trades[sym][day]
else:
value = calue + trades[sym][day]*d_data['close'][sym][day]
value_data["V"][day] = value
fileout = open(values_file,"w")
for row in value_data.iterrows():
file_out.writelines(str(row[0].strftime('%Y,%m,%d')) + ", " + str(row[1]["V"].round()) + "\n" )
fileout.close()
def main(argv):
if len(sys.argv) != 3:
print "Invalid arguments for marketsim.py. It should be of the following syntax: marketsim.py orders_file.csv values_file.csv"
sys.exit(0)
#initial_cash = int (sys.argv[1])
initial_cash = 1000000
ordersFile = str(sys.argv[1])
valuesFile = str(sys.argv[2])
marketsim(initial_cash,ordersFile,valuesFile)
if __name__ == "__main__":
main(sys.argv[1:])
The input I gave to the command line was:
python marketsim.py orders.csv values.csv
I guess that the problem lies either into the imports or probably into the main function(incl. the if below the def main(argv)
I have to point out that the files orders.csv and values.csv exist and are located into the same folder.
I hope have made everything clear.
So, I am looking forward to reading your answers community-mates! :D
Thank you!