Snippets

Michael Lee WF Hackathon Workshop #2

Created by Michael Lee
app.py
Raw 
  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
from flask import Flask, request, render_template, jsonify, redirect
import urllib.request, urllib.parse, urllib.error
import json
import datetime

app = Flask(__name__)
app.debug = True

stocks = []
date = datetime.date(2000, 1, 3)
cash = 100000


class Stock:
    def __init__(self, symbol, quantity, purch_date, init_price):
        self.symbol = symbol
        self.quantity = quantity
        self.purch_date = purch_date
        self.init_price = init_price
        self.earnings = 0
        self.last_price = init_price
        self.last_earning = 0


@app.route('/')
def index():
    return render_template('paper.html', date=date, stocks=stocks, cash=cash)


@app.route('/advance/<int:days>')
def advance_day(days):
    global date
    date += datetime.timedelta(days=days)
    while not is_trading_day(date):
        date += datetime.timedelta(days=1)
    update_stocks()
    return jsonify(date=date.isoformat(),
                   stocks=[s.__dict__ for s in stocks])


def update_stocks():
    for s in stocks:
        q = fetch_quotes(s.symbol, date, date)
        if q:
            s.earnings = s.quantity * (float(q['Close']) - s.init_price)
            s.last_earning = s.quantity * (float(q['Close']) - s.last_price)
            s.last_price = float(q['Close'])


@app.route('/trade')
def trade():
    global cash
    symbol = request.args['symbol']
    quantity = int(request.args['quantity'])
    q = fetch_quotes(symbol, date, date)
    if q:
        s = Stock(symbol, quantity, date, float(q['Open']))
        cash -= quantity * s.init_price
        stocks.append(s)
        return jsonify(cash=cash,
                       stocks=[s.__dict__ for s in stocks])
    else:
        return jsonify({})


@app.route('/sell/<int:sidx>')
def sell(sidx):
    global cash
    stock = stocks[sidx]
    cash += stock.quantity * stock.last_price
    del stocks[sidx]
    return jsonify(cash=cash,
                   stocks=[s.__dict__ for s in stocks])


@app.route('/lookup/<sym>')
def lookup(sym):
    quotes = fetch_quotes(sym, date-datetime.timedelta(30), date)
    if quotes:
        return jsonify(quotes)
    else:
        return jsonify({})


def is_trading_day(date):
    return fetch_quotes('YHOO', date, date) is not None


# noinspection SqlNoDataSourceInspection
def fetch_quotes(symbol, start_date, end_date):
    base_url = 'http://query.yahooapis.com/v1/public/yql'
    yql = ('select * from yahoo.finance.historicaldata where symbol = "' + symbol
           + '" and startDate = "' + start_date.isoformat()
           + '" and endDate = "' + end_date.isoformat() + '"')
    req_url = (base_url + '?q=' + urllib.parse.quote(yql)
               + '&env=http%3A%2F%2Fdatatables.org%2Falltables.env&format=json')
    try:
        response = urllib.request.urlopen(req_url)
        results = json.loads(response.read().decode('utf-8'))['query']['results']
        if results:
            return results['quote']
        else:
            return None
    except urllib.error.HTTPError:
        return None

@app.route('/reset', methods=['POST'])
def reset():
    global cash, date
    stocks.clear()
    cash = 100000
    date = datetime.date(2000, 1, 3)
    return redirect('/')


if __name__ == '__main__':
    app.run()
paper.html
Raw 
  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
<!DOCTYPE html>
<html>
    <head>
        <title>Simple Paper Trader</title>
        <script src="https://ajax.googleapis.com/ajax/libs/jquery/3.1.1/jquery.min.js"></script>
        <script src="https://cdn.plot.ly/plotly-latest.min.js"></script>
        <script src="https://cdn.rawgit.com/etpinard/plotlyjs-finance/master/plotlyjs-finance.js"></script>
    </head>
    <body>
    <p>
        Date: <span id="date">{{ date.isoformat() }}</span>
        <button id="advance_day">Advance day</button>
        <button id="advance_month">Advance month</button>
        <button id="advance_year">Advance year</button>
        <button id="restart">Restart</button>
    </p>
    <h3>Portfolio</h3>
    <ol id="portfolio">
        {% for s in stocks %}
            <li>
                Symbol: {{ s.symbol.upper() }},
                Quantity: {{ s.quantity }},
                Price: {{ '${:,.2f}'.format(s.last_price) }},
                Gains: {{ '${:,.2f}'.format(s.earnings) }}
                <button class="sell" value="{{ loop.index0 }}">Sell</button>
            </li>
        {% endfor %}
    </ol>
    <p>
        Cash on hand: <span id="cash">{{ "${:,.2f}".format(cash) }}</span>
    </p>

    <hr>

    <h3>Trade</h3>
    <form id="trade">
        <label for="symbol">Symbol</label>
        <input type="text" name="symbol" value="AAPL">
        <label for="quantity">Quantity</label>
        <input type="text" name="quantity" value="1">
        <input type="Submit" value="Buy">
    </form>

    <hr>

    <h3>Lookup</h3>
    <form id="lookup">
        <label for="symbol">Symbol</label>
        <input id="lookup_symbol" type="text" name="symbol" value="AAPL">
        <input type="Submit" value="Search">
    </form>

    <div id="plotly" style="width:700px;height:400px;"></div>

    <script>
        function formatCurrency(value) {
            return '$' + value.toFixed(2).replace(/(\d)(?=(\d\d\d)+(?!\d))/g, "$1,");
        }

        function advance(days) {
            $.getJSON('/advance/' + days, function(data) {
                $('#date').text(data.date);
                updateStocks(data.stocks);
            });
        }

        function updateStocks(stocks) {
            $('#portfolio').html('');
            var idx = 0;
            $.map(stocks, function(s) {
                $('#portfolio').append('<li>'
                                + 'Symbol: ' + s.symbol.toUpperCase() + ', '
                                + 'Quantity: ' + s.quantity + ', '
                                + 'Price: ' + formatCurrency(s.last_price) + ', '
                                + 'Gains: ' + formatCurrency(s.earnings)
                                + '<button class="sell" value="' + idx + '">Sell</button>'
                                + '</li>');
                idx += 1;
            });
            $('.sell').click(function(e) {
                $.getJSON('/sell/' + this.value, function(data) {
                    if (data) {
                        $('#cash').text(formatCurrency(data.cash));
                        updateStocks(data.stocks);
                    }
                });
            });
        }

        $(function() {
            $('.sell').click(function(e) {
                $.getJSON('/sell/' + this.value, function(data) {
                    if (data) {
                        $('#cash').text(formatCurrency(data.cash));
                        updateStocks(data.stocks);
                    }
                });
            });

            $('#advance_day').click(function(e) {
                advance(1);
            });

            $('#advance_month').click(function(e) {
                advance(30);
            });

            $('#advance_year').click(function(e) {
                advance(365);
            });

            $('#trade').submit(function(e) {
                var sym = this.elements.symbol.value;
                var qty = this.elements.quantity.value;
                $.getJSON('/trade', { symbol: sym, quantity: qty }, function(data) {
                    if (data) {
                        $('#cash').text(formatCurrency(data.cash));
                        updateStocks(data.stocks);
                    }
                });
                e.preventDefault();
            });

            $('#lookup').submit(function(e) {
                var sym = $('#lookup_symbol').val();
                console.log(sym);
                $.getJSON('/lookup/' + sym, function(quotes) {
                    if (quotes) {
                        var fig = PlotlyFinance.createCandlestick(
                                {
                                    open: $.map(quotes, function (q) {
                                        return parseFloat(q.Open)
                                    }),
                                    high: $.map(quotes, function (q) {
                                        return parseFloat(q.High)
                                    }),
                                    low: $.map(quotes, function (q) {
                                        return parseFloat(q.Low)
                                    }),
                                    close: $.map(quotes, function (q) {
                                        return parseFloat(q.Close)
                                    }),
                                    dates: $.map(quotes, function (q) {
                                        return new Date(q.Date)
                                    })
                                }
                        );
                        Plotly.newPlot('plotly', fig.data, fig.layout);
                    }
                });
                e.preventDefault();
            });

            $('#restart').click(function() {
                $.post('/reset', function() {
                    window.location.reload();
                });
            });
        });
    </script>
    </body>
</html>

Comments (0)

HTTPS SSH

You can clone a snippet to your computer for local editing. Learn more.