bullishpy 0.17.0__tar.gz → 0.18.0__tar.gz

{bullishpy-0.17.0 → bullishpy-0.18.0}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.3
 Name: bullishpy
-Version: 0.17.0
+Version: 0.18.0
 Summary: 
 Author: aan
 Author-email: andoludovic.andriamamonjy@gmail.com

{bullishpy-0.17.0 → bullishpy-0.18.0}/bullish/analysis/analysis.py

@@ -114,6 +114,13 @@ class TechnicalAnalysisBase(BaseModel):
             default=None,
         ),
     ]
+    max_year_loss: Annotated[
+        Optional[float],
+        BeforeValidator(to_float),
+        Field(
+            default=None,
+        ),
+    ]
 
 
 TechnicalAnalysisModels = [*IndicatorModels, TechnicalAnalysisBase]
@@ -131,7 +138,10 @@ class TechnicalAnalysis(*TechnicalAnalysisModels):  # type: ignore
             return cls()
         try:
             res = Indicators().compute(prices)
-            return cls(last_price=prices.close.iloc[-1], **res)
+            last_price = prices.close.iloc[-1]
+            max_price = prices.close.iloc[-253 * 2 :].max()
+            max_year_loss = (max_price - last_price) / max_price
+            return cls(last_price=last_price, max_year_loss=max_year_loss, **res)
         except Exception as e:
             logger.error(
                 f"Failing to calculate technical analysis for {ticker.symbol}: {e}",
@@ -467,6 +477,13 @@ class AnalysisView(BaseModel):
             default=None,
         ),
     ]
+    max_year_loss: Annotated[
+        Optional[float],
+        BeforeValidator(to_float),
+        Field(
+            default=None,
+        ),
+    ]
     median_yearly_growth: Optional[float] = None
     median_weekly_growth: Optional[float] = None
     median_monthly_growth: Optional[float] = None

{bullishpy-0.17.0 → bullishpy-0.18.0}/bullish/analysis/constants.py

@@ -308,6 +308,8 @@ Sector = Literal[
     "Financial Services",
     "Conglomerates",
 ]
+
+SubCountry = Literal["United kingdom", "United states", "Germany", "Belgium", "France"]
 Country = Literal[
     "Australia",
     "China",

{bullishpy-0.17.0 → bullishpy-0.18.0}/bullish/analysis/industry_views.py

@@ -1,4 +1,5 @@
 import datetime
+import logging
 from typing import (
     Optional,
     Any,
@@ -17,11 +18,18 @@ from bearish.models.price.prices import Prices  # type: ignore
 from bearish.models.query.query import AssetQuery, Symbols  # type: ignore
 from pydantic import BaseModel, BeforeValidator, Field, model_validator
 
-from bullish.analysis.constants import Industry, IndustryGroup, Sector, Country
+from bullish.analysis.constants import (
+    Industry,
+    IndustryGroup,
+    Sector,
+    Country,
+    SubCountry,
+)
 
 if TYPE_CHECKING:
     from bullish.database.crud import BullishDb
 
+logger = logging.getLogger(__name__)
 Type = Literal["Mean"]
 
 FUNCTIONS = {"Mean": np.mean}
@@ -47,12 +55,23 @@ def get_industry_comparison_data(
     country: Country,
 ) -> pd.DataFrame:
     try:
+
         views = bullish_db.read_returns(type, industry, country)
         industry_data = IndustryViews.from_views(views).to_dataframe()
         normalized_symbol = compute_normalized_close(symbol_data.close).rename("symbol")
-        normalized_industry = industry_data.normalized_close.rename("industry")
-        return pd.concat([normalized_symbol, normalized_industry], axis=1)
-    except Exception:
+        normalized_industry = industry_data.normalized_close.rename(industry)
+        data = [normalized_symbol, normalized_industry]
+        for country in get_args(SubCountry):
+            views = bullish_db.read_returns(type, industry, country)
+            if views:
+                industry_data = IndustryViews.from_views(views).to_dataframe()
+                normalized_industry = industry_data.normalized_close.rename(
+                    f"{industry}-{country}"
+                )
+                data.append(normalized_industry)
+        return pd.concat(data, axis=1)
+    except Exception as e:
+        logger.error(e)
         return pd.DataFrame()
 
 

{bullishpy-0.17.0 → bullishpy-0.18.0}/bullish/analysis/predefined_filters.py

@@ -176,7 +176,7 @@ RSI_CROSSOVER_30_GROWTH_STOCK = NamedFilterQuery(
     name="RSI cross-over 30 growth stock",
     price_per_earning_ratio=[10, 500],
     rsi_bullish_crossover_30=DATE_THRESHOLD,
-    market_capitalization=[5e8, 1e12],
+    market_capitalization=[1e10, 1e13],
     order_by_desc="market_capitalization",
     country=[
         "Germany",
@@ -188,11 +188,25 @@ RSI_CROSSOVER_30_GROWTH_STOCK = NamedFilterQuery(
         "Belgium",
     ],
 )
+
+MEDIAN_YEARLY_GROWTH = NamedFilterQuery(
+    name="Median yearly growth",
+    market_capitalization=[1e6, 1e13],
+    median_yearly_growth=[40, 1000],
+    last_price=[1, 100],
+    order_by_asc="last_price",
+    country=[
+        "Germany",
+        "United states",
+        "France",
+        "Belgium",
+    ],
+)
 RSI_CROSSOVER_40_GROWTH_STOCK = NamedFilterQuery(
     name="RSI cross-over 40 growth stock",
     price_per_earning_ratio=[10, 500],
     rsi_bullish_crossover_40=DATE_THRESHOLD,
-    market_capitalization=[5e8, 1e12],
+    market_capitalization=[1e10, 1e13],
     order_by_desc="market_capitalization",
     country=[
         "Germany",
@@ -360,6 +374,7 @@ def predefined_filters() -> list[NamedFilterQuery]:
         MOMENTUM_GROWTH_RSI_30,
         MOMENTUM_GROWTH_RSI_40,
         GOLDEN_CROSS_LAST_SEVEN_DAYS,
+        MEDIAN_YEARLY_GROWTH,
     ]
 
 

bullishpy-0.18.0/bullish/database/alembic/versions/79bc71ec6f9e_.py

@@ -0,0 +1,39 @@
+"""
+
+Revision ID: 79bc71ec6f9e
+Revises: 6d252e23f543
+Create Date: 2025-08-02 15:07:58.266933
+
+"""
+
+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 = "79bc71ec6f9e"
+down_revision: Union[str, None] = "6d252e23f543"
+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("max_year_loss", sa.Float(), nullable=True))
+        batch_op.create_index(
+            "ix_analysis_max_year_loss", ["max_year_loss"], 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_max_year_loss")
+        batch_op.drop_column("max_year_loss")
+
+    # ### end Alembic commands ###

{bullishpy-0.17.0 → bullishpy-0.18.0}/bullish/database/crud.py

@@ -261,10 +261,11 @@ class BullishDb(BearishDb, BullishDbBase):  # type: ignore
         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,
-            )
+            stmt = select(IndustryViewORM)
+            if industry:
+                stmt = stmt.where(IndustryViewORM.industry == industry)
+            if country:
+                stmt = stmt.where(IndustryViewORM.country == country)
             result = session.exec(stmt).all()
             return [IndustryView.model_validate(r) for r in result]
 

{bullishpy-0.17.0 → bullishpy-0.18.0}/bullish/figures/figures.py

@@ -37,7 +37,7 @@ def plot(
             f"MACD ({symbol} [{name}])",
             f"ADX ({symbol} [{name}])",
             f"OBV ({symbol} [{name}])",
-            f"ATR ({symbol} [{name}])",
+            f"Industry ({symbol} [{name}])",
         ),
     )
     # Row 1: Candlestick + SMAs
@@ -123,33 +123,20 @@ def plot(
         row=6,
         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 industry_data is not None and not industry_data.empty:
+        for c in industry_data.columns:
+            fig.add_trace(
+                go.Scatter(
+                    x=industry_data.index,
+                    y=industry_data[c],
+                    name=c,
+                    mode="lines",
+                    opacity=0.5 if c != "symbol" else 1.0,
+                ),
+                row=7,
+                col=1,
+            )
+
     if dates is not None and dates:
         for date in dates:
             if (

{bullishpy-0.17.0 → bullishpy-0.18.0}/pyproject.toml

@@ -1,6 +1,6 @@
 [tool.poetry]
 name = "bullishpy"
-version = "0.17.0"
+version = "0.18.0"
 description = ""
 authors = ["aan <andoludovic.andriamamonjy@gmail.com>"]
 readme = "README.md"