bullishpy 0.4.0__py3-none-any.whl → 0.6.0__py3-none-any.whl

bullish/analysis/filter.py

@@ -1,111 +1,613 @@
-from functools import cached_property
-from typing import Literal, Set, get_args, Dict, Any, Optional, List
+import datetime
+from datetime import date
+from typing import Literal, get_args, Any, Optional, List, Tuple, Type, Dict
 
 from bearish.types import SeriesLength  # type: ignore
-from pydantic import BaseModel, Field
+from pydantic import BaseModel, Field, ConfigDict
+from pydantic import create_model
+from pydantic.fields import FieldInfo
+
+from bullish.analysis.analysis import (
+    YearlyFundamentalAnalysis,
+    QuarterlyFundamentalAnalysis,
+    TechnicalAnalysisModels,
+)
 
 Industry = Literal[
-    "Food & Staples Retailing",
-    "Packaged Foods",
-    "Grocery Stores",
-    "Household Products",
-    "Household & Personal Products",
-    "Confectioners",
-    "Beverages",
-    "Beverages - Non - Alcoholic",
-    "Beverages - Wineries & Distilleries",
-    "Pharmaceuticals",
-    "Health Care Providers & Services",
-    "Health Care Equipment & Supplies",
-    "Healthcare Plans",
-    "Medical Devices",
-    "Medical Instruments & Supplies",
-    "Medical Care Facilities",
+    "Publishing",
+    "Internet Retail",
+    "Scientific & Technical Instruments",
+    "Engineering & Construction",
     "Diagnostics & Research",
-    "Drug Manufacturers - General",
+    "Software - Infrastructure",
+    "Thermal Coal",
+    "Software - Application",
+    "Auto Manufacturers",
+    "Farm Products",
+    "Medical Devices",
+    "Education & Training Services",
+    "Auto Parts",
+    "Specialty Chemicals",
+    "Marine Shipping",
+    "Biotechnology",
+    "Real Estate Services",
+    "Gold",
+    "Entertainment",
+    "Specialty Retail",
+    "Utilities - Independent Power Producers",
+    "Steel",
+    "Mortgage Finance",
+    "Communication Equipment",
     "Drug Manufacturers - Specialty & Generic",
-    "Pharmaceutical Retailers",
+    "Electronic Gaming & Multimedia",
+    "Banks - Regional",
+    "Oil & Gas E&P",
+    "Travel Services",
+    "Real Estate - Diversified",
+    "Telecom Services",
+    "Uranium",
+    "Consulting Services",
+    "Waste Management",
+    "Agricultural Inputs",
+    "Utilities - Diversified",
+    "Auto & Truck Dealerships",
+    "Confectioners",
+    "Other Industrial Metals & Mining",
+    "Beverages - Wineries & Distilleries",
+    "Oil & Gas Midstream",
+    "Recreational Vehicles",
+    "Electrical Equipment & Parts",
+    "Household & Personal Products",
+    "Packaging & Containers",
+    "REIT - Specialty",
+    "Home Improvement Retail",
+    "Electronic Components",
+    "Asset Management",
+    "Consumer Electronics",
+    "Conglomerates",
     "Health Information Services",
+    "Medical Instruments & Supplies",
+    "Building Products & Equipment",
+    "Information Technology Services",
+    "Specialty Industrial Machinery",
+    "Food Distribution",
+    "Packaged Foods",
+    "Rental & Leasing Services",
     "Medical Distribution",
-    "Electric Utilities",
-    "Gas Utilities",
-    "Water Utilities",
-    "Utilities - Diversified",
-    "Utilities - Regulated Electric",
-    "Utilities - Regulated Gas",
+    "Grocery Stores",
+    "Advertising Agencies",
+    "Beverages - Non - Alcoholic",
+    "Apparel Manufacturing",
+    "Oil & Gas Equipment & Services",
+    "Coking Coal",
+    "Industrial Distribution",
+    "Restaurants",
+    "Beverages - Brewers",
+    "Chemicals",
+    "Real Estate - Development",
+    "Credit Services",
+    "Tobacco",
+    "Metal Fabrication",
+    "Building Materials",
+    "Residential Construction",
+    "Specialty Business Services",
+    "REIT - Hotel & Motel",
+    "Internet Content & Information",
+    "Lodging",
+    "Furnishings, Fixtures & Appliances",
+    "Airlines",
+    "Computer Hardware",
+    "Integrated Freight & Logistics",
+    "Solar",
+    "Capital Markets",
+    "Leisure",
+    "Airports & Air Services",
+    "Aluminum",
+    "Insurance Brokers",
+    "Semiconductors",
+    "REIT - Retail",
+    "Luxury Goods",
+    "Lumber & Wood Production",
+    "REIT - Mortgage",
+    "Semiconductor Equipment & Materials",
+    "Aerospace & Defense",
+    "Security & Protection Services",
     "Utilities - Renewable",
-    "Utilities - Independent Power Producers",
-    "Waste Management",
+    "Utilities - Regulated Gas",
+    "Apparel Retail",
     "Pollution & Treatment Controls",
-    "Security & Protection Services",
-    "Insurance",
-    "Insurance - Property & Casual",
+    "Broadcasting",
+    "Resorts & Casinos",
+    "Other Precious Metals & Mining",
+    "Financial Data & Stock Exchanges",
+    "Footwear & Accessories",
+    "Medical Care Facilities",
+    "Electronics & Computer Distribution",
+    "Gambling",
+    "Tools & Accessories",
+    "Insurance - Property & Casualty",
+    "Utilities - Regulated Water",
+    "Insurance - Specialty",
+    "Personal Services",
+    "Pharmaceutical Retailers",
+    "Farm & Heavy Construction Machinery",
+    "Utilities - Regulated Electric",
+    "Department Stores",
+    "Staffing & Employment Services",
+    "Textile Manufacturing",
+    "Silver",
+    "REIT - Industrial",
+    "REIT - Diversified",
+    "Copper",
+    "Business Equipment & Supplies",
+    "Infrastructure Operations",
+    "Trucking",
+    "Insurance - Reinsurance",
+    "Insurance - Diversified",
+    "Drug Manufacturers - General",
+    "Oil & Gas Drilling",
+    "Banks - Diversified",
+    "REIT - Residential",
+    "Oil & Gas Refining & Marketing",
+    "Shell Companies",
+    "Financial Conglomerates",
+    "Paper & Paper Products",
+    "Insurance - Life",
+    "REIT - Office",
+    "Railroads",
+    "Oil & Gas Integrated",
+    "Healthcare Plans",
+    "REIT - Healthcare Facilities",
+    "Discount Stores",
+]
+
+IndustryGroup = Literal[
+    "publishing",
+    "internet-retail",
+    "scientific-technical-instruments",
+    "engineering-construction",
+    "diagnostics-research",
+    "software-infrastructure",
+    "thermal-coal",
+    "software-application",
+    "auto-manufacturers",
+    "farm-products",
+    "medical-devices",
+    "education-training-services",
+    "auto-parts",
+    "specialty-chemicals",
+    "marine-shipping",
+    "biotechnology",
+    "real-estate-services",
+    "gold",
+    "entertainment",
+    "specialty-retail",
+    "utilities-independent-power-producers",
+    "steel",
+    "mortgage-finance",
+    "communication-equipment",
+    "drug-manufacturers-specialty-generic",
+    "electronic-gaming-multimedia",
+    "banks-regional",
+    "oil-gas-e-p",
+    "travel-services",
+    "real-estate-diversified",
+    "telecom-services",
+    "uranium",
+    "consulting-services",
+    "waste-management",
+    "agricultural-inputs",
+    "utilities-diversified",
+    "auto-truck-dealerships",
+    "confectioners",
+    "other-industrial-metals-mining",
+    "beverages-wineries-distilleries",
+    "oil-gas-midstream",
+    "recreational-vehicles",
+    "electrical-equipment-parts",
+    "household-personal-products",
+    "packaging-containers",
+    "reit-specialty",
+    "home-improvement-retail",
+    "electronic-components",
+    "asset-management",
+    "consumer-electronics",
+    "conglomerates",
+    "health-information-services",
+    "medical-instruments-supplies",
+    "building-products-equipment",
+    "information-technology-services",
+    "specialty-industrial-machinery",
+    "food-distribution",
+    "packaged-foods",
+    "rental-leasing-services",
+    "medical-distribution",
+    "grocery-stores",
+    "advertising-agencies",
+    "beverages-non-alcoholic",
+    "apparel-manufacturing",
+    "oil-gas-equipment-services",
+    "coking-coal",
+    "industrial-distribution",
+    "restaurants",
+    "beverages-brewers",
+    "chemicals",
+    "real-estate-development",
+    "credit-services",
+    "tobacco",
+    "metal-fabrication",
+    "building-materials",
+    "residential-construction",
+    "specialty-business-services",
+    "reit-hotel-motel",
+    "internet-content-information",
+    "lodging",
+    "furnishings-fixtures-appliances",
+    "airlines",
+    "computer-hardware",
+    "integrated-freight-logistics",
+    "solar",
+    "capital-markets",
+    "leisure",
+    "airports-air-services",
+    "aluminum",
+    "insurance-brokers",
+    "semiconductors",
+    "reit-retail",
+    "luxury-goods",
+    "lumber-wood-production",
+    "reit-mortgage",
+    "semiconductor-equipment-materials",
+    "aerospace-defense",
+    "security-protection-services",
+    "utilities-renewable",
+    "utilities-regulated-gas",
+    "apparel-retail",
+    "pollution-treatment-controls",
+    "broadcasting",
+    "resorts-casinos",
+    "other-precious-metals-mining",
+    "financial-data-stock-exchanges",
+    "footwear-accessories",
+    "medical-care-facilities",
+    "electronics-computer-distribution",
+    "gambling",
+    "tools-accessories",
+    "insurance-property-casualty",
+    "utilities-regulated-water",
+    "insurance-specialty",
+    "personal-services",
+    "pharmaceutical-retailers",
+    "farm-heavy-construction-machinery",
+    "utilities-regulated-electric",
+    "department-stores",
+    "staffing-employment-services",
+    "textile-manufacturing",
+    "silver",
+    "reit-industrial",
+    "reit-diversified",
+    "copper",
+    "business-equipment-supplies",
+    "infrastructure-operations",
+    "trucking",
+    "insurance-reinsurance",
+    "insurance-diversified",
+    "drug-manufacturers-general",
+    "oil-gas-drilling",
+    "banks-diversified",
+    "reit-residential",
+    "oil-gas-refining-marketing",
+    "shell-companies",
+    "financial-conglomerates",
+    "paper-paper-products",
+    "insurance-life",
+    "reit-office",
+    "railroads",
+    "oil-gas-integrated",
+    "healthcare-plans",
+    "reit-healthcare-facilities",
+    "discount-stores",
+]
+
+Sector = Literal[
+    "Communication Services",
+    "Consumer Cyclical",
+    "Technology",
+    "Industrials",
+    "Healthcare",
+    "Energy",
+    "Consumer Defensive",
+    "Basic Materials",
+    "Real Estate",
+    "Utilities",
+    "Financial Services",
+    "Conglomerates",
 ]
 
 Country = Literal[
+    "Australia",
+    "China",
+    "Japan",
+    "United kingdom",
+    "United states",
+    "Poland",
+    "Switzerland",
+    "Canada",
+    "Greece",
+    "Spain",
     "Germany",
+    "Indonesia",
+    "Belgium",
     "France",
     "Netherlands",
-    "Belgium",
+    "British virgin islands",
     "Italy",
-    "Spain",
-    "Switzerland",
+    "Hungary",
+    "Austria",
+    "Finland",
     "Sweden",
-    "Denmark",
+    "Bermuda",
+    "Taiwan",
+    "Israel",
+    "Ukraine",
+    "Singapore",
+    "Jersey",
+    "Ireland",
+    "Luxembourg",
+    "Cyprus",
+    "Cayman islands",
     "Norway",
-    "Finland",
+    "Denmark",
+    "Hong kong",
+    "New zealand",
+    "Kazakhstan",
+    "Nigeria",
+    "Argentina",
+    "Brazil",
+    "Czech republic",
+    "Mauritius",
+    "South africa",
+    "India",
+    "Mexico",
+    "Mongolia",
+    "Slovenia",
+    "Thailand",
+    "Malaysia",
+    "Costa rica",
+    "Isle of man",
+    "Egypt",
+    "Turkey",
+    "United arab emirates",
+    "Colombia",
+    "Gibraltar",
+    "Malta",
+    "Liechtenstein",
+    "Guernsey",
+    "Peru",
+    "Estonia",
+    "French guiana",
     "Portugal",
-    "Austria",
-    "United states",
+    "Uruguay",
+    "Chile",
+    "Martinique",
+    "Monaco",
+    "Panama",
+    "Papua new guinea",
+    "South korea",
+    "Macau",
+    "Gabon",
+    "Romania",
+    "Senegal",
+    "Morocco",
+    "Jordan",
+    "Lithuania",
+    "Dominican republic",
+    "Reunion",
+    "Zambia",
+    "Cambodia",
+    "Myanmar",
+    "Bahamas",
+    "Philippines",
+    "Bangladesh",
+    "Latvia",
+    "Vietnam",
+    "Iceland",
+    "Azerbaijan",
+    "Georgia",
+    "Liberia",
+    "Kenya",
 ]
-SIGNS = {
-    "price_per_earning_ratio": "<",
-    "market_capitalization": ">",
-    "industry": " IN ",
-    "country": " IN ",
-}
+SIZE_RANGE = 2
 
 
-class FilterQuery(BaseModel):
-    positive_free_cash_flow: bool = Field(
-        False, description="The username for the database."
-    )
-    positive_net_income: bool = False
-    positive_operating_income: bool = False
-    quarterly_positive_free_cash_flow: bool = False
-    quarterly_positive_net_income: bool = False
-    quarterly_positive_operating_income: bool = False
-    growing_net_income: bool = False
-    quarterly_operating_cash_flow_is_higher_than_net_income: bool = False
-    operating_cash_flow_is_higher_than_net_income: bool = False
-    rsi_last_value_exists: bool = False
-    market_capitalization: int = Field(
-        0, ge=0, multiple_of=1000, description="Positive integer with step count of 10."
-    )
-    price_per_earning_ratio: int = Field(
-        0, ge=0, multiple_of=10, description="Positive integer with step count of 10."
+def _get_type(name: str, info: FieldInfo) -> Tuple[Any, Any]:
+    alias = info.alias or " ".join(name.capitalize().split("_")).strip()
+    if info.annotation == Optional[float]:  # type: ignore
+        ge = next((item.ge for item in info.metadata if hasattr(item, "ge")), 0)
+        le = next((item.le for item in info.metadata if hasattr(item, "le")), 100)
+        default = [ge, le]
+        return (
+            Optional[List[float]],
+            Field(default=default, alias=alias, description=info.description),
+        )
+    elif info.annotation == Optional[date]:  # type: ignore
+        le = date.today()
+        ge = le - datetime.timedelta(days=30 * 2)  # 30 days * 12 months
+        return (
+            List[date],
+            Field(default=[ge, le], alias=alias, description=info.description),
+        )
+    else:
+        raise NotImplementedError
+
+
+FUNDAMENTAL_ANALYSIS_GROUP = ["income", "cash_flow", "eps"]
+
+
+def _get_fundamental_analysis_boolean_fields() -> List[str]:
+    return [
+        name
+        for name, info in {
+            **YearlyFundamentalAnalysis.model_fields,
+            **QuarterlyFundamentalAnalysis.model_fields,
+        }.items()
+        if info.annotation == Optional[bool]
+    ]
+
+
+def get_boolean_field_group(group: str) -> List[str]:
+    groups = FUNDAMENTAL_ANALYSIS_GROUP.copy()
+    groups.remove(group)
+    return [
+        name
+        for name in _get_fundamental_analysis_boolean_fields()
+        if group in name and not any(g in name for g in groups)
+    ]
+
+
+INCOME_GROUP = get_boolean_field_group("income")
+CASH_FLOW_GROUP = get_boolean_field_group("cash_flow")
+EPS_GROUP = get_boolean_field_group("eps")
+PROPERTIES_GROUP = list(
+    set(_get_fundamental_analysis_boolean_fields()).difference(
+        {*INCOME_GROUP, *CASH_FLOW_GROUP, *EPS_GROUP}
     )
-    industry: Set[Industry] = Field(None, description="Industry name.")  # type: ignore
-    country: Set[Country] = Field(None, description="Country name.")  # type: ignore
+)
+
+GROUP_MAPPING: Dict[str, List[str]] = {
+    "income": INCOME_GROUP,
+    "cash_flow": CASH_FLOW_GROUP,
+    "eps": EPS_GROUP,
+    "properties": PROPERTIES_GROUP,
+    "country": list(get_args(Country)),
+    "industry": list(get_args(Industry)),
+    "industry_group": list(get_args(IndustryGroup)),
+    "sector": list(get_args(Sector)),
+    "symbol": [],
+}
 
-    @cached_property
-    def query_parameters(self) -> Dict[str, Any]:
-        if not bool(self.industry):
-            self.industry = tuple(get_args(Industry))  # type: ignore
-        if not bool(self.country):
-            self.country = tuple(get_args(Country))  # type: ignore
-        return self.model_dump(exclude_defaults=True, exclude_unset=True)
 
-    def to_query(self) -> str:
-        query = " AND ".join(
-            [f"{k}{SIGNS.get(k,'=')}{v}" for k, v in self.query_parameters.items()]
+def _create_fundamental_analysis_models() -> List[Type[BaseModel]]:
+    models = []
+    boolean_fields = {
+        "income": (Optional[List[str]], Field(default=None, description="Income")),
+        "cash_flow": (
+            Optional[List[str]],
+            Field(default=None, description="Cash flow"),
+        ),
+        "eps": (
+            Optional[List[str]],
+            Field(default=None, description="Earnings per share"),
+        ),
+        "properties": (
+            Optional[List[str]],
+            Field(default=None, description="General properties"),
+        ),
+    }
+    yearly_fields = {
+        name: _get_type(name, info)
+        for name, info in YearlyFundamentalAnalysis.model_fields.items()
+        if info.annotation != Optional[bool]  # type: ignore
+    }
+    quarterly_fields = {
+        name: _get_type(name, info)
+        for name, info in QuarterlyFundamentalAnalysis.model_fields.items()
+        if info.annotation != Optional[bool]
+    }
+    for property in [
+        (boolean_fields, "Selection filter", "SelectionFilter"),
+        (yearly_fields, "Yearly properties", "YearlyFilter"),
+        (quarterly_fields, "Quarterly properties", "QuarterlyFilter"),
+    ]:
+        model_ = create_model(  # type: ignore
+            property[-1],
+            __config__=ConfigDict(populate_by_name=True),
+            **property[0],
         )
-        return query
+        model_._description = property[1]
+        models.append(model_)
+
+    return models
+
+
+def create_technical_analysis_models() -> List[Type[BaseModel]]:
+    models = []
+    for model in TechnicalAnalysisModels:
+        model_ = create_model(  # type: ignore
+            f"{model.__name__}Filter",  # type: ignore
+            __config__=ConfigDict(populate_by_name=True),
+            **{
+                name: _get_type(name, info) for name, info in model.model_fields.items()  # type: ignore
+            },
+        )
+
+        model_._description = model._description  # type: ignore
+        models.append(model_)
+    return models
+
+
+TechnicalAnalysisFilters = create_technical_analysis_models()
+FundamentalAnalysisFilters = _create_fundamental_analysis_models()
+
+
+class GeneralFilter(BaseModel):
+    country: Optional[List[str]] = None
+    industry: Optional[List[str]] = None
+    industry_group: Optional[List[str]] = None
+    sector: Optional[List[str]] = None
+    symbol: Optional[List[str]] = None
+    market_capitalization: Optional[List[float]] = Field(default=[5e8, 1e12])
+
+
+class FilterQuery(GeneralFilter, *TechnicalAnalysisFilters, *FundamentalAnalysisFilters):  # type: ignore
+
+    def valid(self) -> bool:
+        return any(
+            bool(v)
+            for _, v in self.model_dump(
+                exclude_defaults=True, exclude_unset=True
+            ).items()
+        )
+
+    def to_query(self) -> str:
+        parameters = self.model_dump(exclude_defaults=True, exclude_unset=True)
+        query = []
+        for parameter, value in parameters.items():
+            if not value:
+                continue
+
+            if (
+                isinstance(value, list)
+                and all(isinstance(item, str) for item in value)
+                and parameter not in GeneralFilter.model_fields
+            ):
+                query.append(" AND ".join([f"{v}=1" for v in value]))
+            elif (
+                isinstance(value, list)
+                and len(value) == SIZE_RANGE
+                and all(isinstance(item, (int, float)) for item in value)
+            ):
+                query.append(f"{parameter} BETWEEN {value[0]} AND {value[1]}")
+            elif (
+                isinstance(value, list)
+                and len(value) == SIZE_RANGE
+                and all(isinstance(item, date) for item in value)
+            ):
+                query.append(f"{parameter} BETWEEN '{value[0]}' AND '{value[1]}'")
+            elif (
+                isinstance(value, list)
+                and all(isinstance(item, str) for item in value)
+                and parameter in GeneralFilter.model_fields
+            ):
+                general_filters = [f"'{v}'" for v in value]
+                query.append(f"{parameter} IN ({', '.join(general_filters)})")
+            else:
+                raise NotImplementedError
+        query_ = " AND ".join(query)
+        return query_
 
 
-class FilterQueryStored(FilterQuery):
-    industry: Optional[List[Industry]] = None  # type: ignore
-    country: Optional[List[Country]] = None  # type: ignore
+class FilterQueryStored(FilterQuery): ...
 
 
 class FilterUpdate(BaseModel):