chart with factor axis added

Author: uberdeveloper

oi_graph/oi.py

@@ -2,11 +2,12 @@
 import pandas as pd
 import datetime
 
-from bokeh.io import curdoc
+from bokeh.io import curdoc, show, output_file
 from bokeh.layouts import row, column
 from bokeh.plotting import figure
-from bokeh.models import ColumnDataSource
+from bokeh.models import ColumnDataSource, FactorRange
 from bokeh.models.widgets import Select, TextInput, DatePicker, Button
+from bokeh.transform import factor_cmap
 
 # Load data, probably from a database. I am loading it directly from a file
 df = pd.read_hdf('derivatives_may_2019.h5')
@@ -17,26 +18,112 @@ def update_expiry_date(attrname, old, new):
 	"""
 	Update expiry date for this particular symbol
 	"""
-	print(attrname, old, new)
 	q = 'symbol == "{}"'.format(new)
 	dates = sorted(df.query(q).expiry_dt.unique())
 	dates = [str(dt)[:10] for dt in dates]
 	expiry_select.options = dates
+	expiry_select.value = dates[0]
+	print(select_symbols, select_symbols.value, date_picker.value)
+
+def update_oi_chart():
+	pass
+
+def query(dataframe, symbol='NIFTY', date='2019-05-02', expiry='2019-05-30'):
+	"""
+	Given a dataframe and query string, return the queried data
+	"""
+	cond = '(symbol=="{symbol}") & (timestamp == "{dt}") & (expiry_dt=="{exp}") & (option_typ != "XX")'
+	q = cond.format(symbol=symbol, dt=str(date)[:10], exp=str(expiry)[:10])
+	print('QUERY IS', q)
+	df2 = dataframe.query(q)[['strike_pr', 'option_typ', 'open_int']]
+	df2.sort_values(by=['strike_pr'], inplace=True)
+	return df2
+
+def get_data_as_source(data):
+	"""
+	Get data in source format
+	"""
+	x = [(str(int(a)), str(b)) for a,b in zip(q.strike_pr, q.option_typ)]
+	source = ColumnDataSource(data=dict(x=x, values=data.open_int.values))
+	return source
+
+def fig1():
+	"""
+	Generate the first figure
+	"""
+	q = query(df, symbol=select_symbols.value, date=date_picker.value,
+		expiry=expiry_select.value)
+	#q = query(df, symbol='ACC', date='2019-05-23', expiry='2019-05-30')
+	if (q is None) or (len(q) == 0):
+		return figure()
+
+	x = [(str(int(a)), str(b)) for a,b in zip(q.strike_pr, q.option_typ)]
+	source = ColumnDataSource(data=dict(x=x, values=q.open_int.values))
+
+	TOOLTIPS = [
+		('index', '$index'),
+		('open_interest', '@values'),
+		('option', '@x')   
+		]
+	p = figure(x_range=FactorRange(*x), 
+           title="Open Interest", tooltips=TOOLTIPS,
+           tools="pan,wheel_zoom,box_zoom,hover,reset")
+	p.vbar(x='x', top='values', width=0.9, source=source,
+      fill_color=factor_cmap('x', palette=['red', 'green'],
+                                  factors=['PE', 'CE'], start=1, end=2))
+
+
+def update():
+	"""
+	Update chart data
+	"""
+	data = query(df, symbol=select_symbols.value, date=date_picker.value,
+	expiry=expiry_select.value)
+	x_range = [(str(int(a)), str(b)) for a,b in 
+		zip(data.strike_pr, data.option_typ)]
+	src = ColumnDataSource({'x': x_range, 'values': data.open_int.values})
+	source.data = src.data
+	#p1.x_range = FactorRange(*x)
+
 
 
 # Create widgets
 select_symbols = Select(title='Pick a symbol', options=symbols)
 expiry_select = Select(title='Select an expiry date', options=None)
-date_picker = DatePicker(title='Select a date')
+date_picker = DatePicker(title='Select a date', 
+	value=datetime.datetime.today().date())
 button = Button(label="Update", button_type="success")
 
+# Create charts
+q = query(df, symbol=select_symbols.value, date=date_picker.value,
+	expiry=expiry_select.value)
+q = query(df, symbol='BANKBARODA')
+x = [(str(int(a)), str(b)) for a,b in zip(q.strike_pr, q.option_typ)]
+source = ColumnDataSource({'x': x, 'values': q.open_int.values})
+TOOLTIPS = [
+	('index', '$index'),
+	('open_interest', '@values'),
+	('option', '@x')   
+	]
+p1 = figure(x_range=FactorRange(),
+	title="Open Interest", tooltips=TOOLTIPS,
+	tools="pan,wheel_zoom,box_zoom,hover,reset")
+p1.x_range = FactorRange(*x)
+
+bar = p1.vbar(x='x', top='values', width=0.9, source=source,
+	fill_color=factor_cmap('x', palette=['red', 'green'],
+		factors=['PE', 'CE'], start=1, end=2))
+
+
 # Event handlers
 select_symbols.on_change('value', update_expiry_date)
-date_picker.on_change('value', lambda x,y,z: print(z))
+#date_picker.on_change('value', lambda x,y,z: print(z))
+button.on_click(update)
 
 layout = column(
 	row(select_symbols, expiry_select),
-	row(date_picker, button)
+	row(date_picker, button),
+	row(p1)
 	)
 
 # add the layout to curdoc