We Keep Coding

Embedding python Matplotlib Graph in html using Pyscript

I've written a python program that takes some inputs and turns them into a matplotlib graph. Specifically, it displays wealth distributions by percentile for a country of the user's choosing. However, these inputs are currently given by changing variables in the program.
I want to put this code on a website, allowing users to choose any country and see the wealth distribution for that country, as well as how they compare. Essentially, I am trying to recreate this: https://wid.world/income-comparator/
The code in python is all done but I am struggling to incorporate it into an HTML file. I was trying to use pyscript but it currently loads forever and displays nothing. Would rather not rewrite it in javascript (mainly because I don't know js). My thoughts are that it has something to do with the code importing csv files from my device?
import csv
from typing import List
import matplotlib.pyplot as plt
import collections
import math
from forex_python.converter import CurrencyRates
# ---------------- #
# whether or not the graph includes the top 1 percent in the graph (makes the rest of the graph visible!)
one_percent = False # True or False
# pick which country(ies) you want to view
country = 'China' # String
# what currency should the graph use
currency_used = 'Canada' # String
# if you want to compare an income
compare_income = True # True or False
# what income do you want to compare
income = 100000 # Int
# ---------------- #
codes = {}
# get dictionary of monetary country codes
monetary_codes = {}
with open('codes-all.csv') as csv_file:
list = csv.reader(csv_file, delimiter=',')
for row in list:
if row[5] == "":
monetary_codes[row[0]] = (row[2], row[1])
# get dictionary of country names and codes for WID
with open('WID_countries.csv') as csv_file:
WID_codes = csv.reader(csv_file, delimiter=',')
next(WID_codes)
for row in WID_codes:
if len(row[0]) == 2:
if row[2] != "":
monetary_code = monetary_codes[row[1].upper()][0]
currency_name = monetary_codes[row[1].upper()][1]
codes[row[1].upper()] = (row[0], monetary_code, currency_name)
elif row[2] == "":
codes[row[1].upper()] = (row[0], 'USD', 'United States Dollar')
elif row[0][0] == 'U' and row[0][1] == 'S':
codes[row[1].upper()] = (row[0], 'USD', 'United States Dollar')
# converts user input to upper case
country = country.upper()
currency_used = currency_used.upper()
# gets conversion rate
c = CurrencyRates()
conversion_rate = c.get_rate(codes[country][1], codes[currency_used][1])
# convert money into correct currency
def convert_money(conversion_rate, value):
return float(value) * conversion_rate
# get and clean data
def get_data(country):
aptinc = {}
# cleaning the data
with open(f'country_data/WID_data_{codes[country][0]}.csv') as csv_file:
data = csv.reader(csv_file, delimiter=';')
for row in data:
# I only care about the year 2021 and the variable 'aptinc'
if 'aptinc992' in row[1] and row[3] == '2021':
# translates percentile string into a numerical value
index = 0
for i in row[2]:
# index 0 is always 'p', so we get rid of that
if index == 0:
row[2] = row[2][1:]
# each string has a p in the middle of the numbers we care about. I also only
# care about the rows which measure a single percentile
# (upper bound - lower bound <= 1)
elif i == 'p':
lb = float(row[2][:index - 1])
ub = float(row[2][index:])
# if the top one percent is being filtered out adds another requirement
if not one_percent:
if ub - lb <= 1 and ub <= 99:
row[2] = ub
else:
row[2] = 0
else:
if ub - lb <= 1:
row[2] = ub
else: row[2] = 0
index += 1
# adds wanted, cleaned data to a dictionary. Also converts all values to one currency
if row[2] != 0:
aptinc[row[2]] = convert_money(conversion_rate, row[4])
return aptinc
# find the closest percentile to an income
def closest_percentile(income, data):
closest = math.inf
percentile = float()
for i in data:
difference = income - data[i]
if abs(difference) < closest:
closest = difference
percentile = i
return percentile
# ---------------- #
unsorted_data = {}
percentiles = []
average_income = []
# gets data for the country
data = get_data(country)
for i in data:
unsorted_data[i] = data[i]
# sorts the data
sorted = collections.OrderedDict(sorted(unsorted_data.items()))
for i in sorted:
percentiles.append(i)
average_income.append(data[i])
# makes countries pretty for printing
country = country.lower()
country = country.capitalize()
# calculates where the income places against incomes from country(ies)
blurb = ""
if compare_income:
percentile = closest_percentile(income, sorted)
blurb = f"You are richer than {round(percentile)} percent of {country}'s population"
# plot this data!
plt.plot(percentiles,average_income)
plt.title(f'{country} Average Annual Income by Percentile')
plt.xlabel(f'Percentile\n{blurb}')
plt.ylabel(f'Average Annual Income of {country}({codes[currency_used][1]})')
plt.axvline(x = 99, color = 'r', label = '99th percentile', linestyle=':')
if compare_income:
plt.axvline(x = percentile, color = 'g', label = f'{income} {codes[currency_used][2]}')
plt.legend(bbox_to_anchor = (0, 1), loc = 'upper left')
plt.show()

How can combine geometry with countries?

I need a file in which I will have the names of European and Asian countries and their "geometry" data.
Part of Russia was jumping to the other side of the chart and I had to correct the data to keep the Russia map in one piece.
I found a code for it, but unfortunately when I execute it, it only keeps geometry data, which cannot be easily linked with the names of countries that I need
Initial map:
enter image description here
Code:
world = geopandas.read_file(geopandas.datasets.get_path('naturalearth_lowres'))
asia = world[world["continent"] == "Asia"]
europe = world[world["continent"] == "Europe"]
euroasia = pd.concat([asia, europe])
name = euroasia["name"]
def shift_geom(shift, gdataframe, plotQ=False):
shift -= 180
moved_geom = []
splitted_geom = []
border = LineString([(shift,90),(shift,-90)])
for row in gdataframe["geometry"]:
splitted_geom.append(split(row, border))
for element in splitted_geom:
items = list(element)
for item in items:
minx, miny, maxx, maxy = item.bounds
if minx >= shift:
moved_geom.append(translate(item, xoff=-180-shift))
else:
moved_geom.append(translate(item, xoff=180-shift))
moved_geom_gdf = gpd.GeoDataFrame({"geometry": moved_geom})
if plotQ:
fig1, ax1 = plt.subplots(figsize=[20,30])
moved_geom_gdf.plot(ax=ax1)
plt.show()
return moved_geom_gdf
new = shift_geom(90, euroasia, False)
n_ = shift_geom(-90, new, True)
new
Results (good map, but only geometry data):
enter image description here

How to get alternating trading signals?

I am trying to develop a simple RSI strategy by using this code. As you can see by plotting the code, there are too many consecutive sell signals. I'd like there were buy signals followed by a SINGLE sell signal and, after that, another buy signal in order to have, at the end, something like buy, sell, buy, sell... and not something like buy, sell, sell, sell, sell, buy, sell, sell... Here you are the code:
import yfinance as yf
import pandas as pd
import numpy as np
import matplotlib.pyplot as plt
import datetime as dt
import ta
start = dt.datetime(2020, 1, 1)
df = yf.download("^GSPC", start)
portfolio = 10000
df['rsi'] = ta.momentum.rsi(df.Close, window=10)
df['200ma'] = df.Close.rolling(200).mean()
df.dropna(inplace=True)
buy, sell = [], []
for i in range(1, len(df)):
if df.Close.iloc[i] > df['200ma'].iloc[i]:
if df['rsi'].iloc[i] < 30:
buy.append(i)
elif df['rsi'].iloc[i] > 40 or ((df['rsi'].iloc[i] - df.Close.iloc[i]) > 10):
sell.append(i)
realbuys = [i+1 for i in buy]
realsells = [i+1 for i in sell]
buyprices = df.Open.iloc[realbuys]
sellprices = df.Open.iloc[realsells]
# plt.figure(figsize = (12, 6))
# plt.scatter(df.iloc[buy].index, df.iloc[buy].Close, marker = "^", color = "green" )
# plt.scatter(df.iloc[sell].index, df.iloc[sell].Close, marker = "v", color = "red" )
# plt.plot(df.Close, label = "S&P", color='k')
# plt.legend()
# plt.show()
pnl = []
for i in range(len(sellprices)):
pnl.append(((sellprices[i] - buyprices[i])/buyprices[i]))
portfolio = portfolio + (portfolio * pnl[i])
averagepnl = sum(pnl) / len(pnl)
print(portfolio, averagepnl)

So. A variable 'order' has been created, in which we record the current transaction. As you will notice, the entry into the transaction occurs only in the opposite direction. For example, if you bought it now, then the next transaction will only be a sale. Or any transaction, if it's the first one.
In the portfolio, I purposefully reduced the cycle by one element. Since buying and selling transactions are not the same. That is, the current sale is not closed.
import yfinance as yf
import matplotlib.pyplot as plt
import datetime as dt
import ta
start = dt.datetime(2020, 1, 1)
df = yf.download("^GSPC", start)
portfolio = 10000
df['rsi'] = ta.momentum.rsi(df.Close, window=10)
df['200ma'] = df.Close.rolling(200).mean()
df.dropna(inplace=True)
buy, sell = [], []
order = ''
for i in range(1, len(df)):
if df.Close.iloc[i] > df['200ma'].iloc[i]:
if df['rsi'].iloc[i] < 30:
if order == 'sell' or order == '':
buy.append(i)
order = 'buy'
elif df['rsi'].iloc[i] > 40 or ((df['rsi'].iloc[i] - df.Close.iloc[i]) > 10):
if order == 'buy' or order == '':
sell.append(i)
order = 'sell'
realbuys = [i + 1 for i in buy]
realsells = [i + 1 for i in sell]
buyprices = df.Open.iloc[realbuys]
sellprices = df.Open.iloc[realsells]
plt.figure(figsize = (12, 6))
plt.scatter(df.iloc[buy].index, df.iloc[buy].Close, marker = "^", color = "green" )
plt.scatter(df.iloc[sell].index, df.iloc[sell].Close, marker = "v", color = "red" )
plt.plot(df.Close, label = "S&P", color='k')
plt.legend()
plt.show()
pnl = []
for i in range(len(sellprices)-1):
pnl.append(((sellprices[i] - buyprices[i]) / buyprices[i]))
portfolio = portfolio + (portfolio * pnl[i])
averagepnl = sum(pnl) / len(pnl)
print(portfolio, averagepnl)

Why are the indicators on my chart delayed by at least 1 day, making them not flush on the blue line? Is it because the time frame is too wide?

Why are the up triangles, when the program is supposed to buy, not on the line when it crosses under, or in the other scenario, the down triangle, when the program is supposed to sell, not on the line when it crosses on top? The blue line is the price and the red line is the EMA, tracking the price.
import pandas as pd
import numpy as np
import matplotlib.pyplot as plt
import requests
plt.style.use("fivethirtyeight")
df = pd.read_csv("TSLA.csv")
df = df.set_index(pd.DatetimeIndex(df["Date"].values))
ShortEMA = df.Close.ewm(span=5, adjust = False).mean()
MiddleEMA = df.Close.ewm(span = 21, adjust = False).mean()
LongEMA = df.Close.ewm(span = 53, adjust = False).mean()
df['Short'] = ShortEMA
df['Middle'] = MiddleEMA
df['Long'] = LongEMA
def MyStrat(data):
bought_list = []
sold_list = []
In = False
Out = True
for i in range(0, len(data)):
if data["Close"][i] > data["Short"][i] and In == False and Out == True:
bought_list.append(data["Close"][i])
sold_list.append(np.nan)
In = True
Out = False
elif data["Close"][i] < data["Short"][i] and In == True and Out == False:
sold_list.append(data["Close"][i])
bought_list.append(np.nan)
In = False
Out = True
else:
bought_list.append(np.nan)
sold_list.append(np.nan)
return(bought_list,sold_list)
df["Bought"] = MyStrat(df)[0]
df["Sold"] = MyStrat(df)[1]
print(df)
plt.figure(figsize=(16, 5))
plt.title('Buy and Sell', fontsize = 18)
plt.plot(df['Close'], label = 'Close Price', color = 'blue', alpha = 0.35)
plt.plot(ShortEMA, label = 'Short', color = 'red', alpha = 0.35)
plt.scatter(df.index, df["Bought"], color = "purple", marker = "^", alpha = 1)
plt.scatter(df.index, df["Sold"], color = "blue", marker = "v", alpha = 1)
plt.xlabel("Date", fontsize = 18)
plt.ylabel("Close", fontsize = 18)
plt.show()
You can use this data for reference:
Date,Open,High,Low,Close,Adj Close,Volume
2022-01-06,1077.000000,1088.000000,1020.500000,1064.699951,1064.699951,30112200
2022-01-07,1080.369995,1080.930054,1010.000000,1026.959961,1026.959961,28054900
2022-01-10,1000.000000,1059.099976,980.000000,1058.119995,1058.119995,30605000
2022-01-11,1053.670044,1075.849976,1038.819946,1064.400024,1064.400024,22021100
2022-01-12,1078.849976,1114.839966,1072.589966,1106.219971,1106.219971,27913000
2022-01-13,1109.069946,1115.599976,1026.540039,1031.560059,1031.560059,32403300
2022-01-14,1019.880005,1052.000000,1013.380005,1049.609985,1049.609985,24308100
2022-01-18,1026.609985,1070.790039,1016.059998,1030.510010,1030.510010,22247800
2022-01-19,1041.709961,1054.670044,995.000000,995.650024,995.650024,25147500
2022-01-20,1009.729980,1041.660034,994.000000,996.270020,996.270020,23496200
2022-01-21,996.340027,1004.549988,940.500000,943.900024,943.900024,34472000
2022-01-24,904.760010,933.510010,851.469971,930.000000,930.000000,50521900
2022-01-25,914.200012,951.260010,903.210022,918.400024,918.400024,28865300
2022-01-26,952.429993,987.690002,906.000000,937.409973,937.409973,34955800
2022-01-27,933.359985,935.390015,829.000000,829.099976,829.099976,49036500
2022-01-28,831.559998,857.500000,792.010010,846.349976,846.349976,44929700
2022-01-31,872.710022,937.989990,862.049988,936.719971,936.719971,34812000
2022-02-01,935.210022,943.700012,905.000000,931.250000,931.250000,24379400
2022-02-02,928.179993,931.500000,889.409973,905.659973,905.659973,22264300
2022-02-03,882.000000,937.000000,880.520020,891.140015,891.140015,26285200
2022-02-04,897.219971,936.500000,881.169983,923.320007,923.320007,24541800
2022-02-07,923.789978,947.770020,902.710022,907.340027,907.340027,20331500
2022-02-08,905.530029,926.289978,894.799988,922.000000,922.000000,16909700
2022-02-09,935.000000,946.270020,920.000000,932.000000,932.000000,17419800
2022-02-10,908.369995,943.809998,896.700012,904.549988,904.549988,22042300
2022-02-11,909.630005,915.960022,850.700012,860.000000,860.000000,26548600
2022-02-14,861.570007,898.880005,853.150024,875.760010,875.760010,22585500
2022-02-15,900.000000,923.000000,893.380005,922.429993,922.429993,19095400
2022-02-16,914.049988,926.429993,901.210022,923.390015,923.390015,17098100
2022-02-17,913.260010,918.500000,874.099976,876.349976,876.349976,18392800
2022-02-18,886.000000,886.869995,837.609985,856.979980,856.979980,22833900
2022-02-22,834.130005,856.729980,801.099976,821.530029,821.530029,27762700
2022-02-23,830.429993,835.299988,760.559998,764.039978,764.039978,31752300
2022-02-24,700.390015,802.479980,700.000000,800.770020,800.770020,45107400
2022-02-25,809.229980,819.500000,782.400024,809.869995,809.869995,25355900
2022-02-28,815.010010,876.859985,814.710022,870.429993,870.429993,33002300
2022-03-01,869.679993,889.880005,853.780029,864.369995,864.369995,24922300
2022-03-02,872.130005,886.479980,844.270020,879.890015,879.890015,24881100
2022-03-03,878.770020,886.440002,832.599976,839.289978,839.289978,20541200
2022-03-04,849.099976,855.650024,825.159973,838.289978,838.289978,22333200
2022-03-07,856.299988,866.140015,804.570007,804.580017,804.580017,24164700
2022-03-08,795.530029,849.989990,782.169983,824.400024,824.400024,26799700
2022-03-09,839.479980,860.559998,832.010010,858.969971,858.969971,19728000
2022-03-10,851.450012,854.450012,810.359985,838.299988,838.299988,19549500
2022-03-11,840.200012,843.799988,793.770020,795.349976,795.349976,22272800
2022-03-14,780.609985,800.700012,756.039978,766.369995,766.369995,23717400
2022-03-15,775.270020,805.570007,756.570007,801.890015,801.890015,22280400
2022-03-16,809.000000,842.000000,802.260010,840.229980,840.229980,28009600
2022-03-17,830.989990,875.000000,825.719971,871.599976,871.599976,22194300
2022-03-18,874.489990,907.849976,867.390015,905.390015,905.390015,33408500
2022-03-21,914.979980,942.849976,907.090027,921.159973,921.159973,27327200
2022-03-22,930.000000,997.859985,921.750000,993.979980,993.979980,35289500
2022-03-23,979.940002,1040.699951,976.400024,999.109985,999.109985,40225400
2022-03-24,1009.729980,1024.489990,988.799988,1013.919983,1013.919983,22973600
2022-03-25,1008.000000,1021.799988,997.320007,1010.640015,1010.640015,20642900
2022-03-28,1065.099976,1097.880005,1053.599976,1091.839966,1091.839966,34168700
2022-03-29,1107.989990,1114.770020,1073.109985,1099.569946,1099.569946,24538300
2022-03-30,1091.170044,1113.949951,1084.000000,1093.989990,1093.989990,19955000
2022-03-31,1094.569946,1103.140015,1076.640015,1077.599976,1077.599976,16265600
2022-03-31,1094.569946,1103.139893,1076.640991,1077.599976,1077.599976,16330919

The problem with this is that the point of intersection occurs between days, not on a specific day. As the data is not continuous, but rather just one point per business day, it is not possible to put the arrow on the intersection itself. I have enlarged a portion of the graph here so you can see what I mean. The change occurs between the 9th and 10th. The data is only on the 9th or the 10th, so the arrow is plotted, and the buy occurs, on the 10th.
The buy/sell is on the next possible day, causing the mis-alignment of the arrows.

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])])