import pandas as pd import streamlit as st import altair as alt from pygwalker.api.streamlit import StreamlitRenderer, init_streamlit_comm from types import SimpleNamespace from df import fetch alt.renderers.set_embed_options(theme="dark") @st.cache_data(ttl="30m") def fetch_asset(asset): return fetch(asset) def gen_charts(asset, chart_size={"width": 560, "height": 300}): # Gen data data = fetch_asset(asset) etf_volumes = data.etf_volumes price = data.price etf_flow_individual = data.etf_flow_individual etf_flow_total = data.etf_flow_total cum_flow_individual = data.cum_flow_individual cum_flow_total = data.cum_flow_total trading_vol_fig = ( alt.Chart(etf_volumes) .transform_fold( etf_volumes.drop(columns="Date").columns.to_list(), as_=["Funds", "Volume"] ) .mark_line() .encode( x=alt.X("Date:T", axis=alt.Axis(tickCount="day")), y=alt.Y("Volume:Q"), color="Funds:N", ) ).properties( width=chart_size["width"], height=chart_size["height"] / 2, ) trading_vol_total_fig = ( alt.Chart(etf_volumes) .transform_fold( etf_volumes.drop(columns="Date").columns.to_list(), as_=["Funds", "Volume"] ) .mark_rule() .encode( x=alt.X("Date:T", axis=alt.Axis(tickCount="day", title="", labels=False)), y=alt.Y("sum(Volume):Q", title="Total Volume"), color=alt.value("teal"), ) ).properties( width=chart_size["width"], height=chart_size["height"] / 2, ) # Combine trading volume and average trading volume trading_vol_fig = trading_vol_total_fig & trading_vol_fig trading_vol_fig = trading_vol_fig.properties( title=f"{asset} ETF trading volume", ) # Net flow individual net_flow_individual_fig = ( alt.Chart(etf_flow_individual) .transform_fold( etf_flow_individual.drop(columns="Date").columns.to_list(), as_=["Funds", "Net Flow"], ) .mark_line() .encode( x=alt.X("Date:T", axis=alt.Axis(tickCount="day")), y=alt.Y("Net Flow:Q"), color="Funds:N", ) ).properties( width=chart_size["width"], height=chart_size["height"] / 2, ) net_flow_total_fig = ( alt.Chart(etf_flow_total) .mark_rule() .encode( x=alt.X("Date:T", axis=alt.Axis(tickCount="day", title="", labels=False)), y=alt.Y("Total:Q"), color=alt.condition( alt.datum.Total > 0, alt.value("seagreen"), # The positive color alt.value("orangered"), # The negative color ), ) ).properties( width=chart_size["width"], height=chart_size["height"] / 2, ) net_flow_individual_fig = net_flow_total_fig & net_flow_individual_fig net_flow_individual_fig = net_flow_individual_fig.resolve_scale( x="shared" ).properties( title=f"{asset} ETF net flow of individual funds", ) net_flow_total_fig = ( alt.Chart(etf_flow_total) .mark_rule() .encode( x=alt.X("Date:T", axis=alt.Axis(tickCount="day", title="", labels=False)), y=alt.Y("Total:Q"), color=alt.condition( alt.datum.Total > 0, alt.value("seagreen"), # The positive color alt.value("orangered"), # The negative color ), ) ).properties( width=chart_size["width"], height=chart_size["height"] / 2, ) # Line chart of price price_fig = ( alt.Chart(price) .mark_line() .encode( x=alt.X("Date:T", axis=alt.Axis(tickCount="day")), y=alt.Y("Price:Q").scale(zero=False), color=alt.value("crimson"), ) ).properties( width=chart_size["width"], height=chart_size["height"] / 2, ) net_flow_total_fig = net_flow_total_fig & price_fig net_flow_total_fig = net_flow_total_fig.resolve_scale(x="shared").properties( title=f"{asset} ETF net flow total vs asset price", ) # Stacking area chart of flow from individual funds cum_flow_individual_net_fig = ( alt.Chart(cum_flow_individual) .transform_fold( cum_flow_individual.drop(columns="Date").columns.to_list(), as_=["Funds", "Net Flow"], ) .mark_area() .encode( x=alt.X("Date:T", axis=alt.Axis(tickCount="day", title="", labels=False)), y=alt.Y("Net Flow:Q"), color=alt.Color("Funds:N", scale=alt.Scale(scheme="tableau20")), ) ).properties( width=chart_size["width"], height=chart_size["height"] / 2, ) cum_flow_individual_net_fig = cum_flow_individual_net_fig & price_fig cum_flow_individual_net_fig = cum_flow_individual_net_fig.resolve_scale( x="shared" ).properties( title=f"{asset} ETF cumulative flow of individual funds vs asset price", ) # Area chart for cumulative flow cum_flow_total_fig = ( alt.Chart(cum_flow_total) .transform_calculate( negative="datum.Total < 0", ) .mark_area() .encode( x=alt.X("Date:T", axis=alt.Axis(tickCount="day", title="", labels=False)), y=alt.Y("Total:Q", impute={"value": 0}), color=alt.Color( "negative:N", title="Negative Flow", scale=alt.Scale(scheme="set2") ), ) ).properties( width=chart_size["width"], height=chart_size["height"] / 2, ) cum_flow_total_fig = cum_flow_total_fig & price_fig cum_flow_total_fig = cum_flow_total_fig.resolve_scale(x="shared").properties( title=f"{asset} ETF cumulative flow total vs asset price", ) return SimpleNamespace( trading_vol_fig=trading_vol_fig, net_flow_individual_fig=net_flow_individual_fig, net_flow_total_fig=net_flow_total_fig, cum_flow_individual_net_fig=cum_flow_individual_net_fig, cum_flow_total_fig=cum_flow_total_fig, ) def asset_charts(asset: str, chart_size={"width": "container", "height": 300}): charts = gen_charts(asset, chart_size) # Vertical concat the charts in each asset into single column of that asset all_charts = ( charts.trading_vol_fig & charts.net_flow_individual_fig & charts.net_flow_total_fig & charts.cum_flow_individual_net_fig & charts.cum_flow_total_fig ).resolve_scale(color="independent") return all_charts def compound_chart(chart_size={"width": 560, "height": 300}): all_charts_btc = asset_charts("BTC", chart_size) all_charts_eth = asset_charts("ETH", chart_size) # Horizontal concat the charts for btc and eth all_charts = (all_charts_btc | all_charts_eth).resolve_scale(color="independent") return all_charts if __name__ == "__main__": # Set page config st.set_page_config(layout="wide", page_icon="📈") # Initialize pygwalker communication init_streamlit_comm() dashboard_tab, single_view, flow_tab, volume_tab, price_tab = st.tabs( [ "Dashboard", "View Single ETF", "Explore ETF Flow", "Explore ETF Volume", "Explore ETF Asset Price", ] ) btc = fetch_asset("BTC") eth = fetch_asset("ETH") with dashboard_tab: chart = compound_chart(chart_size={"width": 560, "height": 300}) # Display charts st.altair_chart(chart, use_container_width=True) with single_view: asset = st.selectbox( "Asset to view", ("BTC", "ETH"), ) charts = gen_charts(asset, chart_size={"width": "container", "height": 600}) st.altair_chart(charts.trading_vol_fig, use_container_width=True) st.altair_chart(charts.net_flow_individual_fig, use_container_width=True) st.altair_chart(charts.net_flow_total_fig, use_container_width=True) st.altair_chart(charts.cum_flow_individual_net_fig, use_container_width=True) st.altair_chart(charts.cum_flow_total_fig, use_container_width=True) with flow_tab: btc_flow, eth_flow = btc.etf_flow, eth.etf_flow btc_flow["Asset"] = "BTC" eth_flow["Asset"] = "ETH" df = pd.concat([btc_flow, eth_flow]) df.Date = df.Date.astype(str) StreamlitRenderer(df).explorer() with volume_tab: btc_volume, eth_volume = btc.etf_volumes, eth.etf_volumes btc_volume["Asset"] = "BTC" eth_volume["Asset"] = "ETH" df = pd.concat([btc_volume, eth_volume]) df.Date = df.Date.astype(str) StreamlitRenderer(df).explorer() with price_tab: btc_price, eth_price = btc.price, eth.price btc_price["Asset"] = "BTC" eth_price["Asset"] = "ETH" df = pd.concat([btc_price, eth_price]) df.Date = df.Date.astype(str) StreamlitRenderer(df).explorer()