File size: 9,377 Bytes
79e1719
ffe3438
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
79e1719
 
ffe3438
79e1719
ffe3438
 
 
 
 
79e1719
ffe3438
 
79e1719
ffe3438
 
 
79e1719
ffe3438
 
79e1719
ffe3438
 
79e1719
ffe3438
 
79e1719
ffe3438
 
79e1719
ffe3438
 
79e1719
ffe3438
 
79e1719
ffe3438
 
 
79e1719
ffe3438
 
 
 
79e1719
ffe3438
 
 
79e1719
ffe3438
 
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
import pandas as pd
import pandas_ta as ta
import streamlit as st
import plotly.graph_objects as go
from plotly.subplots import make_subplots
from modules.technical import TechnicalAnalysis

st.set_page_config(page_title="Technical Analysis", layout="wide")

# Load sample data (replace this with actual data)
data = pd.read_csv('data/brent_futures.csv')
data['Date'] = pd.to_datetime(data['Date'])
data.sort_values('Date', inplace=True)

# crudeData = TechnicalAnalysis('data/brent_futures.csv')

# Streamlit sidebar for user input
st.sidebar.title("Technical Analysis Settings")

# Allow user to choose which technical indicators to display using multiselect
indicators = st.sidebar.multiselect("Select Technical Indicators", 
                                    ['Simple Moving Average', 'Bollinger Bands', 'RSI', 'MACD', 'Stochastic Oscillator', 'ADX'],
                                    default=['Simple Moving Average'])

# Set lengths for technical indicators
with st.sidebar.expander("Simple Moving Average"):
    sma_length = st.number_input('Simple Moving Average Length', min_value=5, max_value=300, value=5, step=1)
with st.sidebar.expander("Bollinger Bands"):
    bb_length = st.number_input('Bollinger Bands Length', min_value=5, max_value=300, value=20, step=1)
with st.sidebar.expander("RSI"):
    rsi_length = st.number_input('RSI Length', min_value=1, max_value=300, value=5, step=1)
with st.sidebar.expander("MACD"):
    macd_fast_length = st.number_input("MACD Fast Length", min_value=5, max_value=300, value=12)
    macd_slow_length = st.number_input("MACD Slow Length", min_value=10, max_value=300, value=26)
    macd_signal_length = st.number_input("MACD Signal Length", min_value=5, max_value=300, value=9)
with st.sidebar.expander("Stochastic Oscillator"):
    stocho_fast_length = st.number_input("Stochastic Oscillator Length", min_value=5, max_value=300, value=14)
    stocho_slow_length = st.number_input("Stochastic Oscillator Length", min_value=5, max_value=300, value=28)
with st.sidebar.expander("ADX"):
    adx_length = st.number_input("ADX Length", min_value=5, max_value=50, value=14)

# Initialize indicator choices
moving_avg_choice = 'Simple Moving Average' in indicators
bb_choice = 'Bollinger Bands' in indicators
rsi_choice = 'RSI' in indicators
macd_choice = 'MACD' in indicators
stocho_choice = 'Stochastic Oscillator' in indicators
adx_choice = 'ADX' in indicators

# Calculate indicators based on user input
if moving_avg_choice:
    data['SMA'] = ta.sma(data['Close'], length=sma_length)
if bb_choice:
    bbands = ta.bbands(data['Close'], length=bb_length)
    data['BB_upper'], data['BB_middle'], data['BB_lower'] = bbands.iloc[:, 2], bbands.iloc[:, 1], bbands.iloc[:, 0]
if rsi_choice:
    data['RSI'] = ta.rsi(data['Close'], length=rsi_length)
if macd_choice:
    macd = ta.macd(data['Close'], fast=macd_fast_length, slow=macd_slow_length, signal=macd_signal_length)
    data['MACD'], data['MACD_Signal'], data['MACD_Hist'] = macd.iloc[:, 0], macd.iloc[:, 1], macd.iloc[:, 2]
if stocho_choice:
    stoch = ta.stoch(data['High'], data['Low'], data['Close'], k=stocho_fast_length, d=stocho_slow_length)
    data['Stochastic_k'] = stoch.iloc[:, 0]
    data['Stochastic_d'] = stoch.iloc[:, 1]
if adx_choice:
    adx = ta.adx(data['High'], data['Low'], data['Close'], length=adx_length)
    data['ADX'], data['ADX_DMP'], data['ADX_DMN'] = adx.iloc[:, 0], adx.iloc[:, 1], adx.iloc[:, 2]

# Dynamically calculate the number of rows based on selected options
rows = 1  # OHLC is mandatory
if rsi_choice:
    rows += 1
if macd_choice:
    rows += 1
if stocho_choice:
    rows += 1
if adx_choice:
    rows += 1
row_heights = [0.6] + [0.2] * (rows - 1)

# Create a subplot figure
subplot_titles = ['OHLC with Technical Indicators']
if rsi_choice:
    subplot_titles.append('RSI')
if macd_choice:
    subplot_titles.append('MACD')
if stocho_choice:
    subplot_titles.append('Stochastic Oscillator')
if adx_choice:
    subplot_titles.append('ADX')
subplot_titles.append('Volume')

fig = make_subplots(
    rows=rows + 1, cols=1,  # Extra row for Volume
    shared_xaxes=True,
    vertical_spacing=0.05,
    row_heights=row_heights + [0.2],
    subplot_titles=subplot_titles
)

# Plot OHLC candlestick
fig.add_trace(go.Candlestick(x=data['Date'], open=data['Open'], high=data['High'], low=data['Low'], close=data['Close'], name="OHLC"), row=1, col=1)

# Plot Moving Averages
if moving_avg_choice:
    fig.add_trace(go.Scatter(x=data['Date'], y=data['SMA'], mode='lines', name=f'SMA {sma_length}', line=dict(color='blue')), row=1, col=1)

# Plot Bollinger Bands
if bb_choice:
    fig.add_trace(go.Scatter(x=data['Date'], y=data['BB_upper'], mode='lines', name='BB Upper', line=dict(color='purple')), row=1, col=1)
    fig.add_trace(go.Scatter(x=data['Date'], y=data['BB_middle'], mode='lines', name='BB Middle', line=dict(color='gray')), row=1, col=1)
    fig.add_trace(go.Scatter(x=data['Date'], y=data['BB_lower'], mode='lines', name='BB Lower', line=dict(color='purple')), row=1, col=1)

# Plot RSI
if rsi_choice:
    fig.add_trace(go.Scatter(x=data['Date'], y=data['RSI'], mode='lines', name=f'RSI {rsi_length}', line=dict(color='magenta')), row=2, col=1)

# Plot MACD
if macd_choice:
    macd_row = 2 if not rsi_choice else 3
    fig.add_trace(go.Scatter(x=data['Date'], y=data['MACD'], mode='lines', name='MACD', line=dict(color='blue')), row=macd_row, col=1)
    fig.add_trace(go.Scatter(x=data['Date'], y=data['MACD_Signal'], mode='lines', name='MACD Signal', line=dict(color='red')), row=macd_row, col=1)
    fig.add_trace(go.Bar(x=data['Date'], y=data['MACD_Hist'], name='MACD Hist', marker=dict(color='green')), row=macd_row, col=1)

# Plot Stochastic Oscillator
if stocho_choice:
    stocho_row = 2 if not rsi_choice and not macd_choice else (3 if (not rsi_choice) or (not macd_choice) else 4)
    fig.add_trace(go.Scatter(x=data['Date'], y=data['Stochastic_k'], mode='lines', name='Stochastic K', line=dict(color='blue')), row=stocho_row, col=1)
    fig.add_trace(go.Scatter(x=data['Date'], y=data['Stochastic_d'], mode='lines', name='Stochastic D', line=dict(color='red')), row=stocho_row, col=1)
# Plot ADX
if adx_choice:
    adx_row = 2 if not rsi_choice and not macd_choice and not stocho_choice else (
        3 if (not macd_choice and not stocho_choice) or (not macd_choice and not rsi_choice) or (not stocho_choice and not rsi_choice) else (
            4 if (not stocho_choice) or (not macd_choice) or (not rsi_choice) else 5))
    fig.add_trace(go.Scatter(x=data['Date'], y=data['ADX'], mode='lines', name='ADX', line=dict(color='darkgreen')), row=adx_row, col=1)
    fig.add_trace(go.Scatter(x=data['Date'], y=data['ADX_DMP'], mode='lines', name='ADX DMP', line=dict(color='lightgreen')), row=adx_row, col=1)
    fig.add_trace(go.Scatter(x=data['Date'], y=data['ADX_DMN'], mode='lines', name='ADX DMN', line=dict(color='orange')), row=adx_row, col=1)

# Plot Volume
fig.add_trace(go.Bar(x=data['Date'], y=data['Volume'], name='Volume', marker=dict(color='darkgreen')), row=rows + 1, col=1)

# Customize layout
fig.update_layout(
    title='Brent Crude Oil Futures',
    height=700,
    showlegend=True,
    dragmode='pan',
    xaxis_rangeslider_visible=False,  # Hide default range slider
)

config = {'scrollZoom': True}

# Enable dynamic range for y-axes
fig.update_yaxes(autorange=True)

# Show the plot in Streamlit
st.plotly_chart(fig, config=config)

st.subheader('Technical Analysis Data')
st.dataframe(data)

st.markdown("""
    ## Notes for improvements
    - Add interactive elements to allow users to customize the technical indicators
    - Add features such as backtesting, alerts, and notifications, line annotations, etc.
            """)



# ta = TechnicalAnalysis('data/brent_futures.csv')

# # Allow user to input settings
# length_ma = st.number_input("Moving Average Length", min_value=2, value=20)
# rsi_button = st.checkbox("Show RSI", value=False)
# bb_button = st.checkbox("Show Bollinger Bands", value=False)
# macd_button = st.checkbox("Show MACD", value=False)

# # Calculate moving average
# ta.moving_average(length=length_ma)

# # Conditionally calculate and show indicators
# if rsi_button:
#     ta.rsi()

# if bb_button:
#     ta.bollinger_bands()

# if macd_button:
#     ta.macd()

# # Fetch the updated data
# data = ta.get_data()

# # Plot data using Plotly
# fig = go.Figure()

# # Add candlestick
# fig.add_trace(go.Candlestick(x=data.index, open=data['Open'], high=data['High'], low=data['Low'], close=data['Close'], name='Candlestick'))

# # Add moving average
# fig.add_trace(go.Scatter(x=data.index, y=data[f'MA_{length_ma}'], mode='lines', name=f'MA {length_ma}'))

# # Add indicators if toggled
# if rsi_button:
#     fig.add_trace(go.Scatter(x=data.index, y=data[f'RSI_14'], mode='lines', name='RSI'))

# if bb_button:
#     fig.add_trace(go.Scatter(x=data.index, y=data['BB_upper'], mode='lines', name='BB Upper'))
#     fig.add_trace(go.Scatter(x=data.index, y=data['BB_middle'], mode='lines', name='BB Middle'))
#     fig.add_trace(go.Scatter(x=data.index, y=data['BB_lower'], mode='lines', name='BB Lower'))

# if macd_button:
#     fig.add_trace(go.Scatter(x=data.index, y=data['MACD'], mode='lines', name='MACD'))
#     fig.add_trace(go.Scatter(x=data.index, y=data['MACD_Signal'], mode='lines', name='MACD Signal'))

# # Display the chart
# st.plotly_chart(fig)