implement apps scripts control & technical analyze & charting

apps_scripts/repository.py

@@ -0,0 +1,60 @@
+from apps_scripts.session import service as apps_scripts_service
+
+
+
+
+def run_function(deployment_id, name, params=None):
+    request = {
+        'function': name,
+        'devMode': False  # Set to False for production
+    }
+    if params:
+        request['parameters'] = params
+    response = apps_scripts_service.scripts().run(body=request, scriptId=deployment_id).execute()
+    return response
+
+
+def create_project(title):
+    request = {"title": title}
+    response = apps_scripts_service.projects()\
+        .create(body=request)\
+        .execute()
+    return response
+
+
+def create_script(script_id):
+    SAMPLE_CODE = """
+    function helloWorld() {
+        var spreadsheet = SpreadsheetApp.openById('1-GpXFraefQOEFk2j6zkThk5okd_7vR5JL6ZZ0c0bI_U');
+        var sheet = spreadsheet.getSheetByName('system');    
+        var now = new Date(); 
+
+        sheet.getRange("I1").setValue(now.toLocaleString());
+        Logger.log("Timestamp: " + now.toLocaleString());
+        }
+    function doPost(e) {
+        helloWorld();
+        return ContentService.createTextOutput("Hello World script executed and written to cell I1.");
+    }
+
+    """.strip()
+
+    SAMPLE_MANIFEST = """
+    {
+      "timeZone": "Europe/Istanbul",
+      "exceptionLogging": "CLOUD"
+    }
+    """.strip()
+
+    request = {
+        "files": [
+            {"name": "hello", "type": "SERVER_JS", "source": SAMPLE_CODE},
+            {"name": "appsscript", "type": "JSON", "source": SAMPLE_MANIFEST, },
+        ]
+    }
+    response = apps_scripts_service.projects()\
+        .updateContent(body=request, scriptId=script_id)\
+        .execute()
+
+    web_console_url = f"https://script.google.com/d/{response['scriptId']}"
+    return response

apps_scripts/session.py

@@ -0,0 +1,32 @@
+import os
+
+
+from google.auth.transport.requests import Request
+from google_auth_oauthlib.flow import InstalledAppFlow
+from google.oauth2.credentials import Credentials
+from googleapiclient.discovery import build
+
+
+from config import envvar
+
+
+
+def generate_creds():
+    if os.path.exists(envvar.APP_SCRIPT_TOKEN):
+        creds = Credentials.from_authorized_user_file(envvar.APP_SCRIPT_TOKEN, envvar.SCOPES)
+        # If there are no (valid) credentials available, let the user log in.
+        if not creds or not creds.valid:
+            if creds and creds.expired and creds.refresh_token:
+                creds.refresh(Request())
+            else:
+                flow = InstalledAppFlow.from_client_secrets_file(
+                    envvar.CLIENT_SECRET, envvar.SCOPES
+                )
+                creds = flow.run_local_server(port=0)
+                with open(envvar.APP_SCRIPT_TOKEN, "w") as token:
+                    token.write(creds.to_json())
+    return creds
+
+
+session_creds = generate_creds()
+service = build("script", "v1", credentials=session_creds)

charting/technicals.py

@@ -0,0 +1,66 @@
+from bokeh.plotting import figure, show
+from bokeh.layouts import column
+from bokeh.models import Range1d
+
+
+def generate_macd_chart(data):
+    """
+    :param data:
+    requires a dataframe like this:
+     #   Column       Non-Null Count  Dtype
+    ---  ------       --------------  -----
+     0   Date         239 non-null    datetime64[ns, UTC]
+     1   Open         239 non-null    float64
+     2   High         239 non-null    float64
+     3   Low          239 non-null    float64
+     4   Close        239 non-null    float64
+     5   Volume       239 non-null    int64
+     6   MACD         206 non-null    float64
+     7   MACD_Signal  206 non-null    float64
+     8   MACD_Hist    206 non-null    float64
+    """
+    # Create the figure for MACD
+    p1 = figure(x_axis_type="datetime", title="MACD", width=800, height=400)
+    p1.line(data['Date'], data['MACD'], color="blue", legend_label="MACD")
+    p1.line(data['Date'], data['MACD_Signal'], color="red", legend_label="Signal")
+    # Add histogram bars for MACD_Hist
+    p1.vbar(x=data['Date'], top=data['MACD_Hist'], width=0.5, color="green", legend_label="Histogram")
+    p1.legend.location = "top_left"
+    p1.legend.click_policy = "hide"
+    # Set the x_range to avoid empty space on the right
+    p1.x_range = Range1d(start=data['Date'].min(), end=data['Date'].max())
+    # Use column layout if you plan to add more plots
+    layout = column(p1, sizing_mode='stretch_width')
+    # Show plot
+    show(layout)
+
+def generate_macd_with_obv_chart(data):
+    """
+    :param data:
+    requires a dataframe like this:
+     #   Column       Non-Null Count  Dtype
+    ---  ------       --------------  -----
+     0   Date         239 non-null    datetime64[ns, UTC]
+     1   Open         239 non-null    float64
+     2   High         239 non-null    float64
+     3   Low          239 non-null    float64
+     4   Close        239 non-null    float64
+     5   Volume       239 non-null    int64
+     6   MACD         206 non-null    float64
+     7   MACD_Signal  206 non-null    float64
+     8   MACD_Hist    206 non-null    float64
+     9   OBV          239 non-null    float64
+    :return: None
+    """
+    # Create the MACD chart
+    p1 = figure(x_axis_type="datetime", title="MACD", width=800, height=400)
+    p1.line(data['Date'], data['MACD'], color="blue", legend_label="MACD")
+    p1.line(data['Date'], data['MACD_Signal'], color="red", legend_label="Signal")
+    p1.vbar(x=data['Date'], top=data['MACD_Hist'], width=0.5, color="green", legend_label="Histogram")
+    p1.legend.location = "top_left"
+    # Create the OBV chart
+    p2 = figure(x_axis_type="datetime", title="On-Balance Volume", width=800, height=200)
+    p2.line(data['Date'], data['OBV'], color="orange", legend_label="OBV")
+    p2.legend.location = "top_left"
+    # Show the charts together
+    show(column(p1, p2))

dev.py

@@ -0,0 +1,47 @@
+from datetime import datetime, timedelta
+
+import talib
+from loguru import logger
+
+from gsheets_client import repository as gsheets
+from providers.provider import FinDataRetriever
+from providers.sources.yfin import YFinanceProvider
+from charting.technicals import generate_macd_with_obv_chart
+
+
+ticker = "BTC-USD"
+retriever = FinDataRetriever(provider=YFinanceProvider(), ticker=ticker)
+
+ss_system = gsheets.get_sheet(sheet_name="system")
+_, date_range = gsheets.get_date_range(sheet=ss_system)
+cell_start = ss_system.acell(date_range[1])
+cell_end = ss_system.acell(date_range[0])
+data_diff = cell_start.row - cell_end.row
+end_date = datetime.strptime(cell_end.value, '%Y-%m-%d')
+## DIRTYFIX:
+# historical ile current arası boşluk, 1 gün daha geriden indic date başlatıyor
+end_date += timedelta(days=1)
+##
+start_date = end_date - timedelta(days=data_diff)
+
+df = retriever.get_historical(start=start_date, end=end_date)
+df.drop(columns=['Dividends', 'Stock Splits'], inplace=True)
+
+## to technical anlaysis calculations here
+df['MACD'], df['MACD_Signal'], df['MACD_Hist'] = talib.MACD(df['Close'])
+df['OBV'] = talib.OBV(df['Close'], df['Volume'])
+
+# parse: Get only technical indicator related column names, convert them to lowercase, and concatenate the prefix 'btcusd_'
+ticker_header = retriever.provider.convert_ticker_symbol_to_gsheets_header(ticker)
+columns_indics = ["MACD", "MACD_Signal", "MACD_Hist", "OBV"]
+indicators = [f'{ticker_header}_{col.lower()}' for col in df.columns if col in columns_indics]
+
+# update: write to sheets
+for indicator, columns_indic in zip(indicators, columns_indics):
+    gsheets.update_historical_indicator(sheet=ss_system, indicator=indicator, data=df[columns_indic])
+
+## web-based charting
+df.reset_index(inplace=True)
+generate_macd_with_obv_chart(data=df)
+print()
+

gsheets_client/repository.py

@@ -30,8 +30,29 @@ def update_date_column(sheet, num_days):
     sheet.update(values=dates[1:], range_name=start_cell.address, value_input_option=ValueInputOption.user_entered)
 
 def update_historical(sheet, ticker, data: dict):
+    """
+    :param sheet:
+        sheets gspread object
+    :param ticker:
+        ticker header "btcusd" as in system sheet
+    :param data:
+        {"close": values_close, "date": values_dates}
+    :return:
+    """
     logger.debug(f"updating historical values for {ticker}")
     header = sheet.find(ticker)
     start_cell = Cell(header.row + 3, header.col)
     sheet.update(values=data["close"], range_name=start_cell.address, value_input_option=ValueInputOption.user_entered)
 
+def update_historical_indicator(sheet, indicator, data):
+    logger.debug(f"updating historical singleindic values for {indicator}")
+    data.fillna(0, inplace=True) # https://stackoverflow.com/questions/76042113/gspread-error-when-inserting-to-google-sheet-out-of-range-float-values-are-not
+
+    header = sheet.find(indicator)
+    start_cell = Cell(header.row + 3, header.col)
+
+    values_dates = list(reversed([[date.strftime('%Y-%m-%d')] for date in data.index.to_list()]))
+    values_indicator = list(reversed([[round(value,2)] for value in data.values.tolist()]))
+
+    sheet.update(values=values_indicator, range_name=start_cell.address, value_input_option=ValueInputOption.user_entered)
+    sheet.update(values=values_dates, range_name="I5", value_input_option=ValueInputOption.user_entered)

requirements.txt

@@ -12,7 +12,6 @@ idna==3.8
 loguru==0.7.2
 lxml==5.3.0
 multitasking==0.0.11
-numpy==2.1.0
 oauthlib==3.2.2
 pandas==2.2.2
 peewee==3.17.6
@@ -24,6 +23,7 @@ pytz==2024.1
 requests==2.32.3
 requests-oauthlib==2.0.0
 rsa==4.9
+setuptools==74.0.0
 six==1.16.0
 soupsieve==2.6
 tzdata==2024.1