bullishpy 0.11.0__tar.gz → 0.13.0__tar.gz

{bullishpy-0.11.0 → bullishpy-0.13.0}/PKG-INFO

@@ -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 → bullishpy-0.13.0}/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."
+        )

{bullishpy-0.11.0 → bullishpy-0.13.0}/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],
 )
 

{bullishpy-0.11.0 → bullishpy-0.13.0}/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(

{bullishpy-0.11.0 → bullishpy-0.13.0}/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,
     ]
 
 

bullishpy-0.13.0/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 ###

bullishpy-0.13.0/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 ###

{bullishpy-0.11.0 → bullishpy-0.13.0}/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)

{bullishpy-0.11.0 → bullishpy-0.13.0}/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 → bullishpy-0.13.0}/pyproject.toml

@@ -1,13 +1,13 @@
 [tool.poetry]
 name = "bullishpy"
-version = "0.11.0"
+version = "0.13.0"
 description = ""
 authors = ["aan <andoludovic.andriamamonjy@gmail.com>"]
 readme = "README.md"
 packages = [{ include = "bullish" }]
 [tool.poetry.dependencies]
 python = ">=3.12,<3.13"
-bearishpy = "^0.20.0"
+bearishpy = "^0.22.0"
 tickermood = "^0.4.0"
 streamlit = "^1.45.1"
 streamlit-pydantic = "^v0.6.1-rc.3"
@@ -17,6 +17,7 @@ pandas-ta = "^0.3.14b0"
 plotly = "^6.1.2"
 ta-lib = "^0.6.4"
 click = ">=7.0,<=8.1"
+joblib = "^1.5.1"
 
 [tool.poetry.scripts]
 bullish = "bullish.cli:app"