basic oi chart aded

Author: uberdeveloper

oi_graph/README.md

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+Open Interest Plotting
+-----------------------
+
+Open Interest Plotting with bokeh

oi_graph/oi.py

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+import numpy as np
+import pandas as pd
+import datetime
+
+from bokeh.io import curdoc
+from bokeh.layouts import row, column
+from bokeh.plotting import figure
+from bokeh.models import ColumnDataSource
+from bokeh.models.widgets import Select, TextInput, DatePicker, Button
+
+# Load data, probably from a database. I am loading it directly from a file
+df = pd.read_hdf('derivatives_may_2019.h5')
+symbols = sorted(list(df.symbol.unique()))
+source = ColumnDataSource(df)
+
+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
+
+
+# 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')
+button = Button(label="Update", button_type="success")
+
+# Event handlers
+select_symbols.on_change('value', update_expiry_date)
+date_picker.on_change('value', lambda x,y,z: print(z))
+
+layout = column(
+	row(select_symbols, expiry_select),
+	row(date_picker, button)
+	)
+
+# add the layout to curdoc
+curdoc().add_root(layout)
+
+if __name__ == "__main__":
+	print('Hello')
+
+