bullishpy 0.11.0__py3-none-any.whl → 0.13.0__py3-none-any.whl

bullish/analysis/analysis.py

@@ -1,4 +1,7 @@
 import logging
+import time
+from itertools import batched
+from pathlib import Path
 from typing import (
     Annotated,
     Any,
@@ -40,6 +43,7 @@ from bearish.types import TickerOnlySources  # type: ignore
 from pydantic import BaseModel, BeforeValidator, Field, create_model
 
 from bullish.analysis.indicators import Indicators, IndicatorModels
+from joblib import Parallel, delayed  # type: ignore
 
 if TYPE_CHECKING:
     from bullish.database.crud import BullishDb
@@ -482,10 +486,27 @@ class Analysis(AnalysisView, BaseEquity, TechnicalAnalysis, FundamentalAnalysis)
         )
 
 
+def compute_analysis(database_path: Path, ticker: Ticker) -> Analysis:
+    from bullish.database.crud import BullishDb
+
+    bullish_db = BullishDb(database_path=database_path)
+    return Analysis.from_ticker(bullish_db, ticker)
+
+
 def run_analysis(bullish_db: "BullishDb") -> None:
     price_trackers = set(bullish_db._read_tracker(TrackerQuery(), PriceTracker))
     finance_trackers = set(bullish_db._read_tracker(TrackerQuery(), FinancialsTracker))
     tickers = list(price_trackers.intersection(finance_trackers))
-    for ticker in tickers:
-        analysis = Analysis.from_ticker(bullish_db, ticker)
-        bullish_db.write_analysis(analysis)
+    parallel = Parallel(n_jobs=-1)
+
+    for batch_ticker in batched(tickers, 1000):
+        start = time.perf_counter()
+        many_analysis = parallel(
+            delayed(compute_analysis)(bullish_db.database_path, ticker)
+            for ticker in batch_ticker
+        )
+        bullish_db.write_many_analysis(many_analysis)
+        elapsed_time = time.perf_counter() - start
+        print(
+            f"Computed analysis for {len(batch_ticker)} tickers in {elapsed_time:.2f} seconds."
+        )

bullish/analysis/functions.py

@@ -122,6 +122,9 @@ def compute_roc(data: pd.DataFrame) -> pd.DataFrame:
     results["ROC_7"] = talib.ROC(data.close, timeperiod=7)  # type: ignore
     results["ROC_1"] = talib.ROC(data.close, timeperiod=1)  # type: ignore
     results["ROC_30"] = talib.ROC(data.close, timeperiod=30)  # type: ignore
+    mom = talib.MOM(data.close, timeperiod=252)  # type: ignore
+    results["MOM"] = mom.shift(21)  # type: ignore
+
     return results
 
 
@@ -137,6 +140,7 @@ def compute_sma(data: pd.DataFrame) -> pd.DataFrame:
     results = pd.DataFrame(index=data.index)
     results["SMA_50"] = talib.SMA(data.close, timeperiod=50)  # type: ignore
     results["SMA_200"] = talib.SMA(data.close, timeperiod=200)  # type: ignore
+    results["CLOSE"] = data.close
     return results
 
 
@@ -144,6 +148,8 @@ def compute_pandas_ta_sma(data: pd.DataFrame) -> pd.DataFrame:
     results = pd.DataFrame(index=data.index)
     results["SMA_50"] = ta.sma(data.close, length=50)
     results["SMA_200"] = ta.sma(data.close, length=200)
+    results["CLOSE"] = data.close
+
     return results
 
 
@@ -294,6 +300,25 @@ def compute_percentile_return_after_rsi_crossover(
     return float(np.percentile(values, 30))
 
 
+def find_last_true_run_start(series: pd.Series) -> Optional[date]:
+    if not series.iloc[-1]:
+        return None
+    arr = series.to_numpy()
+    change_points = np.flatnonzero(np.r_[True, arr[1:] != arr[:-1]])
+    run_starts = change_points
+    true_runs = run_starts[arr[run_starts]]
+    last_true_run_start = true_runs[-1]
+    return series.index[last_true_run_start].date()  # type: ignore
+
+
+def momentum(data: pd.DataFrame) -> Optional[date]:
+    date_1 = find_last_true_run_start(data.SMA_50 < data.CLOSE)
+    date_2 = find_last_true_run_start(data.SMA_200 < data.SMA_50)
+    if date_1 is None or date_2 is None:
+        return None
+    return max(date_1, date_2)
+
+
 class IndicatorFunction(BaseModel):
     expected_columns: list[str]
     functions: list[Callable[[pd.DataFrame], pd.DataFrame]]
@@ -334,7 +359,7 @@ MFI = IndicatorFunction(
     expected_columns=["MFI"], functions=[compute_mfi, compute_pandas_ta_mfi]
 )
 ROC = IndicatorFunction(
-    expected_columns=["ROC_7", "ROC_1", "ROC_30"],
+    expected_columns=["ROC_7", "ROC_1", "ROC_30", "MOM"],
     functions=[compute_roc, compute_pandas_ta_roc],
 )
 CANDLESTOCK_PATTERNS = IndicatorFunction(
@@ -351,7 +376,7 @@ CANDLESTOCK_PATTERNS = IndicatorFunction(
 )
 
 SMA = IndicatorFunction(
-    expected_columns=["SMA_50", "SMA_200"],
+    expected_columns=["SMA_50", "SMA_200", "CLOSE"],
     functions=[compute_sma, compute_pandas_ta_sma],
 )
 

bullish/analysis/indicators.py

@@ -20,6 +20,7 @@ from bullish.analysis.functions import (
     ADOSC,
     PRICE,
     compute_percentile_return_after_rsi_crossover,
+    momentum,
 )
 
 logger = logging.getLogger(__name__)
@@ -282,6 +283,13 @@ def indicators_factory() -> List[Indicator]:
                     type=Optional[date],
                     function=lambda d: cross(d.SMA_50, d.SMA_200, above=False),
                 ),
+                Signal(
+                    name="MOMENTUM_TIME_SPAN",
+                    description="Momentum time span",
+                    type_info="Overbought",
+                    type=Optional[date],
+                    function=lambda d: momentum(d),
+                ),
             ],
         ),
         Indicator(
@@ -334,7 +342,7 @@ def indicators_factory() -> List[Indicator]:
         Indicator(
             name="ROC",
             description="Rate Of Change",
-            expected_columns=["ROC_7", "ROC_30", "ROC_1"],
+            expected_columns=ROC.expected_columns,
             function=ROC.call,
             signals=[
                 Signal(
@@ -379,6 +387,13 @@ def indicators_factory() -> List[Indicator]:
                     type=Optional[float],
                     function=lambda d: d.ROC_7.tolist()[-1],
                 ),
+                Signal(
+                    name="MOMENTUM",
+                    type_info="Value",
+                    description="7-day Rate of Change",
+                    type=Optional[float],
+                    function=lambda d: d.MOM.iloc[-1],
+                ),
             ],
         ),
         Indicator(

bullish/analysis/predefined_filters.py

@@ -309,6 +309,75 @@ RSI_CROSSOVER_45_GROWTH_STOCK = NamedFilterQuery(
     order_by_desc="market_capitalization",
     country=["Germany", "United states", "France", "United kingdom", "Canada", "Japan"],
 )
+MOMENTUM_STOCK_STRONG_FUNDAMENTAL = NamedFilterQuery(
+    name="Momentum stock strong fundamental",
+    income=[
+        "positive_operating_income",
+        "growing_operating_income",
+        "positive_net_income",
+        "growing_net_income",
+    ],
+    cash_flow=["positive_free_cash_flow"],
+    properties=["operating_cash_flow_is_higher_than_net_income"],
+    price_per_earning_ratio=[10, 400],
+    last_price=[1, 70],
+    order_by_desc="momentum",
+    country=["Germany", "United states", "France", "United kingdom", "Canada", "Japan"],
+)
+MOMENTUM_STOCK = NamedFilterQuery(
+    name="Momentum stock",
+    cash_flow=["positive_free_cash_flow"],
+    properties=["operating_cash_flow_is_higher_than_net_income"],
+    price_per_earning_ratio=[10, 400],
+    last_price=[1, 70],
+    order_by_desc="momentum",
+    country=["Germany", "United states", "France", "United kingdom", "Canada", "Japan"],
+)
+MOMENTUM_STOCK_NO_FUNDAMENTAL_CHECKS = NamedFilterQuery(
+    name="Momentum stock no fundamental checks",
+    price_per_earning_ratio=[10, 500],
+    last_price=[1, 10000],
+    order_by_desc="momentum",
+    country=["Germany", "United states", "France", "United kingdom", "Canada", "Japan"],
+)
+MOMENTUM_TIME_SPAN_1_MONTH = NamedFilterQuery(
+    name="Momentum 1 month",
+    price_per_earning_ratio=[10, 500],
+    last_price=[1, 10000],
+    momentum_time_span=[
+        datetime.date.today() - datetime.timedelta(days=90),
+        datetime.date.today() - datetime.timedelta(days=31),
+    ],
+    macd_12_26_9_bullish_crossover=[
+        datetime.date.today() - datetime.timedelta(days=10),
+        datetime.date.today(),
+    ],
+    order_by_desc="momentum",
+    country=["Germany", "United states", "France", "United kingdom", "Canada", "Japan"],
+)
+MOMENTUM_TIME_SPAN_1_MONTH_STRONG_FUNDAMENTALS = NamedFilterQuery(
+    name="Momentum 1 month strong fundamentals",
+    income=[
+        "positive_operating_income",
+        "growing_operating_income",
+        "positive_net_income",
+        "growing_net_income",
+    ],
+    cash_flow=["positive_free_cash_flow"],
+    properties=["operating_cash_flow_is_higher_than_net_income"],
+    price_per_earning_ratio=[10, 500],
+    last_price=[1, 10000],
+    momentum_time_span=[
+        datetime.date.today() - datetime.timedelta(days=90),
+        datetime.date.today() - datetime.timedelta(days=31),
+    ],
+    macd_12_26_9_bullish_crossover=[
+        datetime.date.today() - datetime.timedelta(days=10),
+        datetime.date.today(),
+    ],
+    order_by_desc="momentum",
+    country=["Germany", "United states", "France", "United kingdom", "Canada", "Japan"],
+)
 
 
 def predefined_filters() -> list[NamedFilterQuery]:
@@ -319,6 +388,11 @@ def predefined_filters() -> list[NamedFilterQuery]:
         RSI_CROSSOVER_30_GROWTH_STOCK,
         RSI_CROSSOVER_40_GROWTH_STOCK,
         RSI_CROSSOVER_45_GROWTH_STOCK,
+        MOMENTUM_STOCK_STRONG_FUNDAMENTAL,
+        MOMENTUM_STOCK,
+        MOMENTUM_STOCK_NO_FUNDAMENTAL_CHECKS,
+        MOMENTUM_TIME_SPAN_1_MONTH,
+        MOMENTUM_TIME_SPAN_1_MONTH_STRONG_FUNDAMENTALS,
     ]
 
 

bullish/database/alembic/versions/b76079e9845f_.py

@@ -0,0 +1,40 @@
+"""
+
+Revision ID: b76079e9845f
+Revises: bf6b86dd5463
+Create Date: 2025-07-12 21:32:08.865721
+
+"""
+
+from typing import Sequence, Union
+
+from alembic import op
+import sqlalchemy as sa
+from sqlalchemy.dialects import sqlite
+
+# revision identifiers, used by Alembic.
+revision: str = "b76079e9845f"
+down_revision: Union[str, None] = "bf6b86dd5463"
+branch_labels: Union[str, Sequence[str], None] = None
+depends_on: Union[str, Sequence[str], None] = None
+
+
+def upgrade() -> None:
+    # ### commands auto generated by Alembic - please adjust! ###
+
+    with op.batch_alter_table("analysis", schema=None) as batch_op:
+        batch_op.add_column(sa.Column("momentum_time_span", sa.Date(), nullable=True))
+        batch_op.create_index(
+            "ix_analysis_momentum_time_span", ["momentum_time_span"], unique=False
+        )
+
+    # ### end Alembic commands ###
+
+
+def downgrade() -> None:
+    # ### commands auto generated by Alembic - please adjust! ###
+    with op.batch_alter_table("analysis", schema=None) as batch_op:
+        batch_op.drop_index("ix_analysis_momentum_time_span")
+        batch_op.drop_column("momentum_time_span")
+
+    # ### end Alembic commands ###

bullish/database/alembic/versions/bf6b86dd5463_.py

@@ -0,0 +1,38 @@
+"""
+
+Revision ID: bf6b86dd5463
+Revises: 17e51420e7ad
+Create Date: 2025-07-11 18:32:21.450156
+
+"""
+
+from typing import Sequence, Union
+
+from alembic import op
+import sqlalchemy as sa
+from sqlalchemy.dialects import sqlite
+
+# revision identifiers, used by Alembic.
+revision: str = "bf6b86dd5463"
+down_revision: Union[str, None] = "17e51420e7ad"
+branch_labels: Union[str, Sequence[str], None] = None
+depends_on: Union[str, Sequence[str], None] = None
+
+
+def upgrade() -> None:
+    # ### commands auto generated by Alembic - please adjust! ###
+
+    with op.batch_alter_table("analysis", schema=None) as batch_op:
+        batch_op.add_column(sa.Column("momentum", sa.Float(), nullable=True))
+        batch_op.create_index("ix_analysis_momentum", ["momentum"], unique=False)
+
+    # ### end Alembic commands ###
+
+
+def downgrade() -> None:
+    # ### commands auto generated by Alembic - please adjust! ###
+    with op.batch_alter_table("analysis", schema=None) as batch_op:
+        batch_op.drop_index("ix_analysis_momentum")
+        batch_op.drop_column("momentum")
+
+    # ### end Alembic commands ###

bullish/database/crud.py

@@ -67,6 +67,16 @@ class BullishDb(BearishDb, BullishDbBase):  # type: ignore
             session.exec(stmt)  # type: ignore
             session.commit()
 
+    def _write_many_analysis(self, many_analysis: List[Analysis]) -> None:
+        with Session(self._engine) as session:
+            stmt = (
+                insert(AnalysisORM)
+                .prefix_with("OR REPLACE")
+                .values([a.model_dump() for a in many_analysis])
+            )
+            session.exec(stmt)  # type: ignore
+            session.commit()
+
     def _read_analysis(self, ticker: Ticker) -> Optional[Analysis]:
         with Session(self._engine) as session:
             query = select(AnalysisORM).where(AnalysisORM.symbol == ticker.symbol)

bullish/interface/interface.py

@@ -19,6 +19,9 @@ class BullishDbBase(BearishDbBase):  # type: ignore
     def write_analysis(self, analysis: "Analysis") -> None:
         return self._write_analysis(analysis)
 
+    def write_many_analysis(self, many_analysis: List["Analysis"]) -> None:
+        return self._write_many_analysis(many_analysis)
+
     def read_analysis(self, ticker: Ticker) -> Optional["Analysis"]:
         return self._read_analysis(ticker)
 
@@ -62,6 +65,9 @@ class BullishDbBase(BearishDbBase):  # type: ignore
     @abc.abstractmethod
     def _write_analysis(self, analysis: "Analysis") -> None: ...
 
+    @abc.abstractmethod
+    def _write_many_analysis(self, many_analysis: List["Analysis"]) -> None: ...
+
     @abc.abstractmethod
     def _read_analysis(self, ticker: Ticker) -> Optional["Analysis"]: ...
 

{bullishpy-0.11.0.dist-info → bullishpy-0.13.0.dist-info}/METADATA

@@ -1,15 +1,16 @@
 Metadata-Version: 2.3
 Name: bullishpy
-Version: 0.11.0
+Version: 0.13.0
 Summary: 
 Author: aan
 Author-email: andoludovic.andriamamonjy@gmail.com
 Requires-Python: >=3.12,<3.13
 Classifier: Programming Language :: Python :: 3
 Classifier: Programming Language :: Python :: 3.12
-Requires-Dist: bearishpy (>=0.20.0,<0.21.0)
+Requires-Dist: bearishpy (>=0.22.0,<0.23.0)
 Requires-Dist: click (>=7.0,<=8.1)
 Requires-Dist: huey (>=2.5.3,<3.0.0)
+Requires-Dist: joblib (>=1.5.1,<2.0.0)
 Requires-Dist: pandas-ta (>=0.3.14b0,<0.4.0)
 Requires-Dist: plotly (>=6.1.2,<7.0.0)
 Requires-Dist: streamlit (>=1.45.1,<2.0.0)

{bullishpy-0.11.0.dist-info → bullishpy-0.13.0.dist-info}/RECORD

@@ -1,10 +1,10 @@
 bullish/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 bullish/analysis/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
-bullish/analysis/analysis.py,sha256=9ugJp2fGuA6xFUlGIJVIHWZ8d8E6TdbQHWjg5zWPIwY,18445
+bullish/analysis/analysis.py,sha256=v5MFGhQUpMwGAVE0dg2293ldRSgQmqy5CiF8MQFTibM,19165
 bullish/analysis/filter.py,sha256=S8TuxoTAUY0U8ARPjNHE0tSSE_ToWkfZazAgnfgswk4,18136
-bullish/analysis/functions.py,sha256=KKz_0C7maQmcGu2tGwZvioxzmh-JcB-YNpPQGjyyheA,13825
-bullish/analysis/indicators.py,sha256=hZgzTq-80XPP6x7dXGhxd-Zzgra-6D-g3pVxUBYOW44,20167
-bullish/analysis/predefined_filters.py,sha256=3O244FCZkbnTSaReh6w6cwEIXdLzQZmbkBS0uRW-Y0M,12391
+bullish/analysis/functions.py,sha256=DYqx5ZGR-zjCwDwhDQJqRFH8LpmzvFEcfItojbIcddU,14699
+bullish/analysis/indicators.py,sha256=JXqXsRDn-hiXcrBqqzJ3-xxANAherwaCZy38XykjJBA,20726
+bullish/analysis/predefined_filters.py,sha256=MvIuGug-RWO7QtWNEtOFROf-sY8IXu444g174cE-5m0,15200
 bullish/app/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 bullish/app/app.py,sha256=E0H78LOODl1H6s308jXpQGTUoFPoLOJkPBXOLQGLCeA,13331
 bullish/cli.py,sha256=uYLZmGDAolZKWzduZ58bP-xul1adg0oKfeUQtZMXTvA,1958
@@ -20,10 +20,12 @@ bullish/database/alembic/versions/17e51420e7ad_.py,sha256=xeiVIm1YUZb08opE9rocHZ
 bullish/database/alembic/versions/49c83f9eb5ac_.py,sha256=kCBItp7KmqpJ03roy5ikQjhefZia1oKgfZwournQDq8,3890
 bullish/database/alembic/versions/4b0a2f40b7d3_.py,sha256=G0K7w7pOPYjPZkXTB8LWhxoxuWBPcPwOfnubTBtdeEY,1827
 bullish/database/alembic/versions/73564b60fe24_.py,sha256=MTlDRDNHj3E9gK7IMeAzv2UxxxYtWiu3gI_9xTLE-wg,1008
+bullish/database/alembic/versions/b76079e9845f_.py,sha256=W8eeTABjI9tT1dp3hlK7g7tiKqDhmA8AoUX9Sw-ykLI,1165
+bullish/database/alembic/versions/bf6b86dd5463_.py,sha256=fKB8knCprGmiL6AEyFdhybVmB7QX_W4MPFF9sPzUrSM,1094
 bullish/database/alembic/versions/d663166c531d_.py,sha256=U92l6QXqPniAYrPeu2Bt77ReDbXveLj4aGXtgd806JY,1915
 bullish/database/alembic/versions/ee5baabb35f8_.py,sha256=nBMEY-_C8AsSXVPyaDdUkwrFFo2gxShzJhmrjejDwtc,1632
 bullish/database/alembic/versions/fc191121f522_.py,sha256=0sstF6TpAJ09-Mt-Vek9SdSWksvi4C58a5D92rBtuY8,1894
-bullish/database/crud.py,sha256=6-Fb1AjGZqsrmwwl2Qay_leqQ9_-RAIjZ8D0efe8nKA,7022
+bullish/database/crud.py,sha256=0AMrs07MMeDq5AVft_pf43KWPFOusMNzUmxuXwMX6K4,7400
 bullish/database/schemas.py,sha256=bU-DW49NqpBp--1VN486LUdDmLeScrI8TF69afzjoTc,1507
 bullish/database/scripts/create_revision.py,sha256=rggIf-3koPqJNth8FIg89EOfnIM7a9QrvL8X7UJsP0g,628
 bullish/database/scripts/stamp.py,sha256=PWgVUEBumjNUMjTnGw46qmU3p221LeN-KspnW_gFuu4,839
@@ -33,14 +35,14 @@ bullish/exceptions.py,sha256=4z_i-dD-CDz1bkGmZH9DOf1L_awlCPCgdUDPF7dhWAI,106
 bullish/figures/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 bullish/figures/figures.py,sha256=SWTTiEoVyWMZeIIxg0ERi23v7s4tySB5BLKyPu12jC4,4193
 bullish/interface/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
-bullish/interface/interface.py,sha256=-3V4M1J2VVn0ugwbaCKzMuBYRHH7eFmz9gij0hUTNUw,3013
+bullish/interface/interface.py,sha256=6HXSK-N-vOuOGVserizknP4CeUGbUhB8P642oZmgpk0,3252
 bullish/jobs/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 bullish/jobs/app.py,sha256=5MJ5KXUo7JSNAvOPgkpIMasD11VTrjQvGzM7vmCY65E,77
 bullish/jobs/models.py,sha256=ndrGTMP08S57yGLGEG9TQt8Uw2slc4HvbG-TZtEEuN0,744
 bullish/jobs/tasks.py,sha256=V_b0c8_GQC0-KIxaHDlLFhtkclQJOsck0gXaW6OlC_w,3055
 bullish/utils/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 bullish/utils/checks.py,sha256=Va10_xDVVnxYkOD2hafvyQ-TFV8FQpOkr4huJ7XgpDM,2188
-bullishpy-0.11.0.dist-info/METADATA,sha256=2eQfm9prQaZjTnRzLUDvRd0jjE8EapQ1RMhJtQ0CXjQ,745
-bullishpy-0.11.0.dist-info/WHEEL,sha256=b4K_helf-jlQoXBBETfwnf4B04YC67LOev0jo4fX5m8,88
-bullishpy-0.11.0.dist-info/entry_points.txt,sha256=eaPpmL6vmSBFo0FBtwibCXGqAW4LFJ83whJzT1VjD-0,43
-bullishpy-0.11.0.dist-info/RECORD,,
+bullishpy-0.13.0.dist-info/METADATA,sha256=5aWLV_c8a5ys2AjiyEGgx-CnRK1Qs3EBXdCbu77wSIw,784
+bullishpy-0.13.0.dist-info/WHEEL,sha256=b4K_helf-jlQoXBBETfwnf4B04YC67LOev0jo4fX5m8,88
+bullishpy-0.13.0.dist-info/entry_points.txt,sha256=eaPpmL6vmSBFo0FBtwibCXGqAW4LFJ83whJzT1VjD-0,43
+bullishpy-0.13.0.dist-info/RECORD,,