bullishpy 0.13.0__py3-none-any.whl → 0.15.0__py3-none-any.whl

bullish/database/alembic/versions/040b15fba458_.py

@@ -0,0 +1,61 @@
+"""
+
+Revision ID: 040b15fba458
+Revises: ec25c8fa449f
+Create Date: 2025-07-15 09:22:11.456381
+
+"""
+
+from typing import Sequence, Union
+
+from alembic import op
+import sqlalchemy as sa
+from sqlalchemy.dialects import sqlite
+import sqlmodel
+
+# revision identifiers, used by Alembic.
+revision: str = "040b15fba458"
+down_revision: Union[str, None] = "ec25c8fa449f"
+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! ###
+    op.create_table(
+        "industryview",
+        sa.Column("simple_return", sa.Float(), nullable=True),
+        sa.Column("log_return", sa.Float(), nullable=True),
+        sa.Column("normalized_close", sa.Float(), nullable=True),
+        sa.Column("date", sqlmodel.sql.sqltypes.AutoString(), nullable=False),
+        sa.Column("created_at", sqlmodel.sql.sqltypes.AutoString(), nullable=True),
+        sa.Column("country", sqlmodel.sql.sqltypes.AutoString(), nullable=False),
+        sa.Column("industry", sqlmodel.sql.sqltypes.AutoString(), nullable=False),
+        sa.Column("industry_group", sqlmodel.sql.sqltypes.AutoString(), nullable=True),
+        sa.Column("sector", sqlmodel.sql.sqltypes.AutoString(), nullable=True),
+        sa.Column("type", sqlmodel.sql.sqltypes.AutoString(), nullable=False),
+        sa.PrimaryKeyConstraint("date", "country", "industry", "type"),
+    )
+
+    op.drop_table("industryreturns")
+
+
+def downgrade() -> None:
+    # ### commands auto generated by Alembic - please adjust! ###
+
+    op.create_table(
+        "industryreturns",
+        sa.Column("date", sa.VARCHAR(), nullable=False),
+        sa.Column("created_at", sa.VARCHAR(), nullable=True),
+        sa.Column("simple_return", sa.FLOAT(), nullable=True),
+        sa.Column("log_return", sa.FLOAT(), nullable=True),
+        sa.Column("country", sa.VARCHAR(), nullable=False),
+        sa.Column("industry", sa.VARCHAR(), nullable=False),
+        sa.Column("industry_group", sa.VARCHAR(), nullable=True),
+        sa.Column("sector", sa.VARCHAR(), nullable=True),
+        sa.Column("type", sa.VARCHAR(), nullable=False),
+        sa.PrimaryKeyConstraint("date", "country", "industry", "type"),
+    )
+
+    op.drop_table("industryview")
+    # ### end Alembic commands ###

bullish/database/alembic/versions/3e1a14c41916_.py

@@ -0,0 +1,51 @@
+"""
+
+Revision ID: 3e1a14c41916
+Revises: 040b15fba458
+Create Date: 2025-07-17 15:07:44.125783
+
+"""
+
+from typing import Sequence, Union
+
+from alembic import op
+import sqlalchemy as sa
+from sqlalchemy.dialects import sqlite
+import sqlmodel
+
+# revision identifiers, used by Alembic.
+revision: str = "3e1a14c41916"
+down_revision: Union[str, None] = "040b15fba458"
+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! ###
+    op.create_table(
+        "signalseries",
+        sa.Column("date", sqlmodel.sql.sqltypes.AutoString(), nullable=False),
+        sa.Column("value", sa.Float(), nullable=False),
+        sa.Column("name", sqlmodel.sql.sqltypes.AutoString(), nullable=False),
+        sa.Column("symbol", sqlmodel.sql.sqltypes.AutoString(), nullable=False),
+        sa.PrimaryKeyConstraint("date", "name", "symbol"),
+    )
+    with op.batch_alter_table("analysis", schema=None) as batch_op:
+        batch_op.drop_index(batch_op.f("ix_analysis_momentum_time_span"))
+        batch_op.drop_column("momentum_time_span")
+
+    # ### 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.add_column(sa.Column("momentum_time_span", sa.DATE(), nullable=True))
+        batch_op.create_index(
+            batch_op.f("ix_analysis_momentum_time_span"),
+            ["momentum_time_span"],
+            unique=False,
+        )
+
+    op.drop_table("signalseries")
+    # ### end Alembic commands ###

bullish/database/alembic/versions/5b10ee7604c1_.py

@@ -0,0 +1,44 @@
+"""
+
+Revision ID: 5b10ee7604c1
+Revises: b76079e9845f
+Create Date: 2025-07-13 11:59:59.351417
+
+"""
+
+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 = "5b10ee7604c1"
+down_revision: Union[str, None] = "b76079e9845f"
+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("sma_50_above_sma_200", sa.Date(), nullable=True))
+        batch_op.add_column(sa.Column("price_above_sma_50", sa.Date(), nullable=True))
+        batch_op.create_index(
+            "ix_analysis_price_above_sma_50", ["price_above_sma_50"], unique=False
+        )
+        batch_op.create_index(
+            "ix_analysis_sma_50_above_sma_200", ["sma_50_above_sma_200"], 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_sma_50_above_sma_200")
+        batch_op.drop_index("ix_analysis_price_above_sma_50")
+        batch_op.drop_column("price_above_sma_50")
+        batch_op.drop_column("sma_50_above_sma_200")

bullish/database/alembic/versions/ec25c8fa449f_.py

@@ -0,0 +1,63 @@
+"""
+
+Revision ID: ec25c8fa449f
+Revises: 5b10ee7604c1
+Create Date: 2025-07-14 12:26:29.346903
+
+"""
+
+from typing import Sequence, Union
+
+from alembic import op
+import sqlalchemy as sa
+from sqlalchemy.dialects import sqlite
+import sqlmodel
+
+# revision identifiers, used by Alembic.
+revision: str = "ec25c8fa449f"
+down_revision: Union[str, None] = "5b10ee7604c1"
+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! ###
+    op.create_table(
+        "industryreturns",
+        sa.Column("date", sqlmodel.sql.sqltypes.AutoString(), nullable=False),
+        sa.Column("created_at", sqlmodel.sql.sqltypes.AutoString(), nullable=True),
+        sa.Column("simple_return", sa.Float(), nullable=True),
+        sa.Column("log_return", sa.Float(), nullable=True),
+        sa.Column("country", sqlmodel.sql.sqltypes.AutoString(), nullable=False),
+        sa.Column("industry", sqlmodel.sql.sqltypes.AutoString(), nullable=False),
+        sa.Column("industry_group", sqlmodel.sql.sqltypes.AutoString(), nullable=True),
+        sa.Column("sector", sqlmodel.sql.sqltypes.AutoString(), nullable=True),
+        sa.Column("type", sqlmodel.sql.sqltypes.AutoString(), nullable=False),
+        sa.PrimaryKeyConstraint("date", "country", "industry", "type"),
+    )
+
+    with op.batch_alter_table("analysis", schema=None) as batch_op:
+        batch_op.drop_index(
+            batch_op.f("ix_analysis_return_after_rsi_crossover_45_period_90")
+        )
+        batch_op.drop_column("return_after_rsi_crossover_45_period_90")
+
+    # ### 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.add_column(
+            sa.Column(
+                "return_after_rsi_crossover_45_period_90", sa.FLOAT(), nullable=True
+            )
+        )
+        batch_op.create_index(
+            batch_op.f("ix_analysis_return_after_rsi_crossover_45_period_90"),
+            ["return_after_rsi_crossover_45_period_90"],
+            unique=False,
+        )
+
+    op.drop_table("industryreturns")
+    # ### end Alembic commands ###

bullish/database/crud.py

@@ -3,19 +3,29 @@ import logging
 from datetime import date
 from functools import cached_property
 from pathlib import Path
-from sqlite3 import OperationalError
 from typing import TYPE_CHECKING, Any, List, Optional
 
 import pandas as pd
 from bearish.database.crud import BearishDb  # type: ignore
 from bearish.models.base import Ticker  # type: ignore
-from bearish.database.schemas import EarningsDateORM  # type: ignore
+from bearish.database.schemas import EarningsDateORM, EquityORM  # type: ignore
+from bearish.types import Sources  # type: ignore
 from pydantic import ConfigDict
 from sqlalchemy import Engine, create_engine, insert, delete, update
 from sqlmodel import Session, select
 
 from bullish.analysis.analysis import Analysis
-from bullish.database.schemas import AnalysisORM, JobTrackerORM, FilteredResultsORM
+from bullish.analysis.constants import Industry, IndustryGroup, Sector, Country
+from bullish.analysis.indicators import SignalSeries
+from bullish.analysis.industry_views import Type, IndustryView
+
+from bullish.database.schemas import (
+    AnalysisORM,
+    JobTrackerORM,
+    FilteredResultsORM,
+    IndustryViewORM,
+    SignalSeriesORM,
+)
 from bullish.database.scripts.upgrade import upgrade
 from bullish.exceptions import DatabaseFileNotFoundError
 from bullish.analysis.filter import FilteredResults
@@ -45,7 +55,7 @@ class BullishDb(BearishDb, BullishDbBase):  # type: ignore
         database_url = f"sqlite:///{Path(self.database_path)}"
         try:
             upgrade(self.database_path)
-        except OperationalError as e:
+        except Exception as e:
             logger.warning(
                 f"Failed to upgrade the database at {self.database_path}. "
                 f"Reason: {e}"
@@ -193,3 +203,84 @@ class BullishDb(BearishDb, BullishDbBase):  # type: ignore
                     select(EarningsDateORM.date).where(EarningsDateORM.symbol == symbol)
                 )
             ]
+
+    def read_industry_symbols(
+        self, industries: List[Industry], country: Country, source: Sources = "Yfinance"
+    ) -> List[str]:
+        with Session(self._engine) as session:
+            stmt = select(EquityORM.symbol).where(
+                EquityORM.industry.in_(industries),
+                EquityORM.source == source,
+                EquityORM.country == country,
+            )
+            result = session.exec(stmt).all()
+            return list(result)
+
+    def read_industry_group_symbols(
+        self,
+        industry_groups: List[IndustryGroup],
+        country: Country,
+        source: Sources = "Yfinance",
+    ) -> List[str]:
+        with Session(self._engine) as session:
+            stmt = select(EquityORM.symbol).where(
+                EquityORM.industry_group.in_(industry_groups),
+                EquityORM.source == source,
+                EquityORM.country == country,
+            )
+            result = session.exec(stmt).all()
+            return list(result)
+
+    def read_sector_symbols(
+        self, sectors: List[Sector], country: Country, source: Sources = "Yfinance"
+    ) -> List[str]:
+        with Session(self._engine) as session:
+            stmt = select(EquityORM.symbol).where(
+                EquityORM.sector.in_(sectors),
+                EquityORM.source == source,
+                EquityORM.country == country,
+            )
+            result = session.exec(stmt).all()
+            return list(result)
+
+    def write_returns(self, industry_returns: List[IndustryView]) -> None:
+        with Session(self._engine) as session:
+            stmt = (
+                insert(IndustryViewORM)
+                .prefix_with("OR REPLACE")
+                .values([a.model_dump() for a in industry_returns])
+            )
+            session.exec(stmt)  # type: ignore
+            session.commit()
+
+    def read_returns(
+        self, type: Type, industry: Industry, country: Country
+    ) -> List[IndustryView]:
+        with Session(self._engine) as session:
+            stmt = select(IndustryViewORM).where(
+                IndustryViewORM.industry == industry,
+                IndustryViewORM.country == country,
+            )
+            result = session.exec(stmt).all()
+            return [IndustryView.model_validate(r) for r in result]
+
+    def write_signal_series(self, signal_series: List[SignalSeries]) -> None:
+        with Session(self._engine) as session:
+            stmt = (
+                insert(SignalSeriesORM)
+                .prefix_with("OR REPLACE")
+                .values([a.model_dump() for a in signal_series])
+            )
+            session.exec(stmt)  # type: ignore
+            session.commit()
+
+    def read_signal_series(
+        self, name: str, start_date: date, end_date: date
+    ) -> List[str]:
+        with Session(self._engine) as session:
+            stmt = select(SignalSeriesORM.symbol).where(
+                SignalSeriesORM.name == name,
+                SignalSeriesORM.date >= start_date,  # type: ignore
+                SignalSeriesORM.date <= end_date,  # type: ignore
+            )
+            return list(set(session.exec(stmt).all()))

bullish/database/schemas.py

@@ -4,6 +4,9 @@ from sqlmodel import Field, SQLModel
 from sqlalchemy import Column, JSON
 from bullish.analysis.analysis import Analysis
 from bullish.analysis.filter import FilteredResults
+from bullish.analysis.indicators import SignalSeries
+from bullish.analysis.industry_views import IndustryView
+
 from bullish.jobs.models import JobTracker
 from sqlalchemy import Index
 
@@ -44,3 +47,26 @@ class FilteredResultsORM(SQLModel, FilteredResults, table=True):
     name: str = Field(primary_key=True)
     symbols: list[str] = Field(sa_column=Column(JSON))
     filter_query: Dict[str, Any] = Field(sa_column=Column(JSON))  # type: ignore
+
+
+class SignalSeriesORM(SQLModel, SignalSeries, table=True):
+    __tablename__ = "signalseries"
+    __table_args__ = {"extend_existing": True}  # noqa:RUF012
+    date: str = Field(primary_key=True)  # type: ignore
+    name: str = Field(primary_key=True)
+    symbol: str = Field(primary_key=True)
+
+
+class IndustryViewORM(SQLModel, IndustryView, table=True):
+    __tablename__ = "industryview"
+    __table_args__ = {"extend_existing": True}  # noqa:RUF012
+    date: str = Field(primary_key=True)  # type: ignore
+    created_at: str = Field(default=None, nullable=True)  # type: ignore
+    simple_return: float | None = Field(default=None, nullable=True)  # type: ignore
+    log_return: float | None = Field(default=None, nullable=True)  # type: ignore
+    normalized_close: float | None = Field(default=None, nullable=True)  # type: ignore
+    country: str = Field(primary_key=True)  # type: ignore
+    industry: str = Field(primary_key=True)  # type: ignore
+    industry_group: str | None = Field(default=None, nullable=True)  # type: ignore
+    sector: str | None = Field(default=None, nullable=True)  # type: ignore
+    type: str = Field(primary_key=True)  # type: ignore

bullish/figures/figures.py

@@ -14,6 +14,7 @@ def plot(
     symbol: str,
     name: Optional[str] = None,
     dates: Optional[List[date]] = None,
+    industry_data: Optional[pd.DataFrame] = None,
 ) -> go.Figure:
     data = add_indicators(data)
     fig = make_subplots(
@@ -122,11 +123,33 @@ def plot(
         row=6,
         col=1,
     )
-    fig.add_trace(
-        go.Scatter(x=data.index, y=data.ATR, name="ATR", mode="lines"),
-        row=7,
-        col=1,
-    )
+    if (
+        industry_data is not None
+        and not industry_data.empty
+        and "symbol" in industry_data.columns
+        and "industry" in industry_data.columns
+    ):
+        fig.add_trace(
+            go.Scatter(
+                x=industry_data.index,
+                y=industry_data.symbol,
+                name="Symbol",
+                mode="lines",
+            ),
+            row=7,
+            col=1,
+        )
+        fig.add_trace(
+            go.Scatter(
+                x=industry_data.index,
+                y=industry_data.industry,
+                name="Industry",
+                mode="lines",
+                opacity=0.5,
+            ),
+            row=7,
+            col=1,
+        )
     if dates is not None and dates:
         for date in dates:
             if (

bullish/interface/interface.py

@@ -6,10 +6,14 @@ from typing import List, Optional
 import pandas as pd
 from bearish.interface.interface import BearishDbBase  # type: ignore
 from bearish.models.base import Ticker  # type: ignore
+from bearish.types import Sources  # type: ignore
 
 
 from bullish.analysis.analysis import Analysis, AnalysisView
+from bullish.analysis.constants import Industry, Sector, IndustryGroup, Country
 from bullish.analysis.filter import FilterQuery, FilteredResults
+from bullish.analysis.indicators import SignalSeries
+from bullish.analysis.industry_views import Type, IndustryView
 from bullish.jobs.models import JobTracker, JobTrackerStatus, add_icons
 
 logger = logging.getLogger(__name__)
@@ -96,3 +100,37 @@ class BullishDbBase(BearishDbBase):  # type: ignore
 
     @abc.abstractmethod
     def read_dates(self, symbol: str) -> List[date]: ...
+
+    @abc.abstractmethod
+    def read_industry_symbols(
+        self, industries: List[Industry], country: Country, source: Sources = "Yfinance"
+    ) -> List[str]: ...
+
+    @abc.abstractmethod
+    def read_industry_group_symbols(
+        self,
+        industry_groups: List[IndustryGroup],
+        country: Country,
+        source: Sources = "Yfinance",
+    ) -> List[str]: ...
+
+    @abc.abstractmethod
+    def read_sector_symbols(
+        self, sectors: List[Sector], country: Country, source: Sources = "Yfinance"
+    ) -> List[str]: ...
+
+    @abc.abstractmethod
+    def write_returns(self, industry_returns: List[IndustryView]) -> None: ...
+
+    @abc.abstractmethod
+    def read_returns(
+        self, type: Type, industry: Industry, country: Country
+    ) -> List[IndustryView]: ...
+
+    @abc.abstractmethod
+    def write_signal_series(self, signal_series: List[SignalSeries]) -> None: ...
+
+    @abc.abstractmethod
+    def read_signal_series(
+        self, name: str, start_date: date, end_date: date
+    ) -> List[str]: ...

{bullishpy-0.13.0.dist-info → bullishpy-0.15.0.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.3
 Name: bullishpy
-Version: 0.13.0
+Version: 0.15.0
 Summary: 
 Author: aan
 Author-email: andoludovic.andriamamonjy@gmail.com
@@ -12,12 +12,13 @@ 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: plotly (>=4.12.0,<6.0.0)
 Requires-Dist: streamlit (>=1.45.1,<2.0.0)
 Requires-Dist: streamlit-file-browser (>=3.2.22,<4.0.0)
 Requires-Dist: streamlit-pydantic (>=v0.6.1-rc.3,<0.7.0)
 Requires-Dist: ta-lib (>=0.6.4,<0.7.0)
 Requires-Dist: tickermood (>=0.4.0,<0.5.0)
+Requires-Dist: vectorbt (>=0.28.0,<0.29.0)
 Description-Content-Type: text/markdown
 
 ## Bullish

{bullishpy-0.13.0.dist-info → bullishpy-0.15.0.dist-info}/RECORD

@@ -1,12 +1,14 @@
 bullish/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 bullish/analysis/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
-bullish/analysis/analysis.py,sha256=v5MFGhQUpMwGAVE0dg2293ldRSgQmqy5CiF8MQFTibM,19165
-bullish/analysis/filter.py,sha256=S8TuxoTAUY0U8ARPjNHE0tSSE_ToWkfZazAgnfgswk4,18136
-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/analysis/analysis.py,sha256=ag1wAfNDKWmPxJz7sd1mNhuh4CZfEleTp2_a3DIkEL4,20524
+bullish/analysis/constants.py,sha256=tVDPQEufH8lytMj4DdUdvXt79b7cvWaDwSUOpeqMWts,9851
+bullish/analysis/filter.py,sha256=kSG6fXZrnwqE1HvKQW6O3yVNV49qhVleer9M_7BIDpg,8381
+bullish/analysis/functions.py,sha256=ebCXxYeKlWhvcRRFMbX8E63bL7OquxyoWsYIy0o0SCA,14277
+bullish/analysis/indicators.py,sha256=S3pUsWn4MC_BKPhY1iFQDNNuHcqulez8jOsfWJdht_8,23470
+bullish/analysis/industry_views.py,sha256=1B5V39Fm9rNQEsun1xrwELfOiKlGdTie0ZolS2UBh2w,6247
+bullish/analysis/predefined_filters.py,sha256=28e42hGaH7Qb6SPNeH7EK9YIhjERj-qpbY-7xLahvDM,8361
 bullish/app/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
-bullish/app/app.py,sha256=E0H78LOODl1H6s308jXpQGTUoFPoLOJkPBXOLQGLCeA,13331
+bullish/app/app.py,sha256=3xSO4x3T7BnD60M-AQM6-xkRVFLCWqGJ6DWqLmKxbzw,13663
 bullish/cli.py,sha256=uYLZmGDAolZKWzduZ58bP-xul1adg0oKfeUQtZMXTvA,1958
 bullish/database/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 bullish/database/alembic/README,sha256=heMzebYwlGhnE8_4CWJ4LS74WoEZjBy-S-mIJRxAEKI,39
@@ -14,35 +16,39 @@ bullish/database/alembic/alembic.ini,sha256=VuwqBJV5ObTyyRNrqv8Xr-TDIRfqPjP9R1mq
 bullish/database/alembic/env.py,sha256=TBsN4TyVppyc2QpWqViebd4-xxUT7Cs3GDYXQdKiAMs,2260
 bullish/database/alembic/script.py.mako,sha256=MEqL-2qATlST9TAOeYgscMn1uy6HUS9NFvDgl93dMj8,635
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