import pandas as pd import yfinance as yf import numpy as np import plotly.graph_objects as go from plotly.subplots import make_subplots from sklearn.cluster import AgglomerativeClustering import streamlit as st import requests from streamlit_lottie import st_lottie import datetime st.set_page_config(page_title = "Support and resistance levels", page_icon = ':📈:', layout = 'wide') st.title('📈 Technical analysis 📉') st.header('Find support and resistance levels for :blue[price action] analysis!') st.markdown(''' This demo includes an implemented Agglomerative Clustering algorithm that can assist you in automatically detecting potential support and resistance levels in financial markets. ''', unsafe_allow_html = True) st.markdown('##') def load_lottieurl(url: str): r = requests.get(url) if r.status_code != 200: return None return r.json() lottie_url__money = "https://assets1.lottiefiles.com/packages/lf20_06a6pf9i.json" lottie_money = load_lottieurl(lottie_url__money) st.sidebar.header('Please choose parameters: ') ticker = st.text_input('''Select stock to analyse: (Make sure the ticker you search for is supported by _Yahoo! Finance_).''', 'BNB-USD') interval = st.sidebar.selectbox( 'Select the time interval', ('1d', '5d', '1wk', '1mo', '3mo')) timedelta = {'1d': 1, '5d': 5, '1wk' : 7, '1mo' : 30, '3mo' : 90} start = st.sidebar.date_input( "Select the beginning date", datetime.date(2022, 1, 1)) end = st.sidebar.date_input( "Select the ending date", datetime.date(2023, 1, 1), min_value = start + datetime.timedelta(timedelta[interval])) df = yf.download(ticker, start = start, end = end, interval = interval) df.index = pd.to_datetime(df.index).strftime("%d-%m-%Y") df = df.drop(columns = ["Adj Close"]) num_clusters = st.sidebar.slider( 'Select the number of clusters (affects number of levels you will get)', 1, 7, 3) rolling_wave_length = st.sidebar.slider( '''Select the length of rolling wave (select more the more long-term biased you are)''', 1, len(df)//5, 1) left_column, right_column = st.columns(2) left_column.markdown('Preview data:', unsafe_allow_html = True) left_column.dataframe(df, height = 400, use_container_width=True) with right_column: st_lottie(lottie_money, key="money") #creating function def calculate_support_resistance(df, rolling_wave_length, num_clusters): date = df.index df.reset_index(inplace=True) max_waves_temp = df.High.rolling(rolling_wave_length).max().rename('waves') min_waves_temp = df.Low.rolling(rolling_wave_length).min().rename('waves') max_waves = pd.concat([max_waves_temp, pd.Series(np.zeros(len(max_waves_temp)) + 1)], axis=1) min_waves = pd.concat([min_waves_temp, pd.Series(np.zeros(len(min_waves_temp)) + -1)], axis=1) max_waves.drop_duplicates('waves', inplace=True) min_waves.drop_duplicates('waves', inplace=True) waves = pd.concat([max_waves, min_waves]).sort_index() waves = waves[waves[0] != waves[0].shift()].dropna() x = np.concatenate((waves.waves.values.reshape(-1, 1), (np.zeros(len(waves)) + 1).reshape(-1, 1)), axis=1) cluster = AgglomerativeClustering(n_clusters=num_clusters, linkage='ward') cluster.fit_predict(x) waves['clusters'] = cluster.labels_ waves2 = waves.loc[waves.groupby('clusters')['waves'].idxmax()] df.index = date waves2.waves.drop_duplicates(keep='first', inplace=True) return waves2.reset_index().waves support_resistance_levels = calculate_support_resistance(df, rolling_wave_length, num_clusters) #creating a plot fig = make_subplots(rows=2, cols=1, shared_xaxes=True, vertical_spacing=0.06, subplot_titles=('OHLC', 'Volume'), row_width=[0.3, 0.7]) fig.add_trace(go.Candlestick(x=df.index, open=df['Open'], high=df['High'], low=df['Low'], close=df['Close'], name = "Market data"), row = 1, col = 1) i = 0 for level in support_resistance_levels.to_list(): fig.add_hline(y=level, line_width=1, line_dash="dash", row=1, col=1, line_color="snow") i += 1 fig.update_xaxes( rangeslider_visible = False) colors = [] for i in range(len(df.Close)): if i != 0: if df.Close[i] > df.Close[i-1]: colors.append('lightgreen') else: colors.append('lightcoral') else: colors.append('lightcoral') fig.add_trace(go.Bar(x=df.index, y=df['Volume'], showlegend=False, marker=dict(color=colors)), row=2, col=1) fig.update_traces(name= 'Volume', selector=dict(type='bar')) text = f'{ticker} Chart' fig.update_layout( title=go.layout.Title( text=text, xref="paper", x=0)) #show chart st.plotly_chart(fig, use_container_width=True) st.markdown(""" Disclaimer: It's important to note that while this demonstration provides a useful approach to identifying support and resistance levels in financial markets, it is not intended to be taken as financial advice. Trading decisions should be made based on careful analysis of multiple factors, including market conditions, risk tolerance, and individual financial goals. """, unsafe_allow_html=True) hide_streamlit_style = """ """ st.markdown(hide_streamlit_style, unsafe_allow_html=True) st.markdown('''

Designed with ❤️ by Amelia Dolińska

''', unsafe_allow_html=True)