bullishpy 0.4.0__tar.gz → 0.5.0__tar.gz

{bullishpy-0.4.0 → bullishpy-0.5.0}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.3
 Name: bullishpy
-Version: 0.4.0
+Version: 0.5.0
 Summary: 
 Author: aan
 Author-email: andoludovic.andriamamonjy@gmail.com
@@ -9,7 +9,7 @@ Classifier: Programming Language :: Python :: 3
 Classifier: Programming Language :: Python :: 3.10
 Classifier: Programming Language :: Python :: 3.11
 Classifier: Programming Language :: Python :: 3.12
-Requires-Dist: bearishpy (>=0.19.0,<0.20.0)
+Requires-Dist: bearishpy (>=0.20.0,<0.21.0)
 Requires-Dist: huey (>=2.5.3,<3.0.0)
 Requires-Dist: pandas-ta (>=0.3.14b0,<0.4.0)
 Requires-Dist: plotly (>=6.1.2,<7.0.0)

{bullishpy-0.4.0 → bullishpy-0.5.0}/bullish/analysis/analysis.py

@@ -153,7 +153,9 @@ def _abs(data: pd.Series) -> pd.Series:  # type: ignore
 
 
 class TechnicalAnalysis(BaseModel):
-    rsi_last_value: Optional[float] = None
+    rsi_last_value: Optional[float] = Field(
+        None, alias="RSI Last value", description="RSI last value", ge=0, le=100
+    )
     macd_12_26_9_buy_date: Optional[date] = None
     ma_50_200_buy_date: Optional[date] = None
     slope_7: Optional[float] = None
@@ -332,26 +334,28 @@ class TechnicalAnalysis(BaseModel):
 
 
 class BaseFundamentalAnalysis(BaseModel):
-    positive_free_cash_flow: Optional[float] = None
-    growing_operating_cash_flow: Optional[float] = None
-    operating_cash_flow_is_higher_than_net_income: Optional[float] = None
+    positive_debt_to_equity: Optional[bool] = None
+    positive_return_on_assets: Optional[bool] = None
+    positive_return_on_equity: Optional[bool] = None
+    positive_diluted_eps: Optional[bool] = None
+    positive_basic_eps: Optional[bool] = None
+    growing_basic_eps: Optional[bool] = None
+    growing_diluted_eps: Optional[bool] = None
+    positive_net_income: Optional[bool] = None
+    positive_operating_income: Optional[bool] = None
+    growing_net_income: Optional[bool] = None
+    growing_operating_income: Optional[bool] = None
+    positive_free_cash_flow: Optional[bool] = None
+    growing_operating_cash_flow: Optional[bool] = None
+    operating_cash_flow_is_higher_than_net_income: Optional[bool] = None
+
     mean_capex_ratio: Optional[float] = None
     max_capex_ratio: Optional[float] = None
     min_capex_ratio: Optional[float] = None
     mean_dividend_payout_ratio: Optional[float] = None
     max_dividend_payout_ratio: Optional[float] = None
     min_dividend_payout_ratio: Optional[float] = None
-    positive_net_income: Optional[float] = None
-    positive_operating_income: Optional[float] = None
-    growing_net_income: Optional[float] = None
-    growing_operating_income: Optional[float] = None
-    positive_diluted_eps: Optional[float] = None
-    positive_basic_eps: Optional[float] = None
-    growing_basic_eps: Optional[float] = None
-    growing_diluted_eps: Optional[float] = None
-    positive_debt_to_equity: Optional[float] = None
-    positive_return_on_assets: Optional[float] = None
-    positive_return_on_equity: Optional[float] = None
+
     earning_per_share: Optional[float] = None
 
     def is_empty(self) -> bool:
@@ -481,13 +485,12 @@ class BaseFundamentalAnalysis(BaseModel):
             return cls()
 
 
-class YearlyFundamentalAnalysis(BaseFundamentalAnalysis):
-    ...
+class YearlyFundamentalAnalysis(BaseFundamentalAnalysis): ...
 
 
 fields_with_prefix = {
-    f"{QUARTERLY}_{name}": (Optional[float], Field(default=None))
-    for name in BaseFundamentalAnalysis.model_fields
+    f"{QUARTERLY}_{name}": (field_info.annotation, Field(default=None))
+    for name, field_info in BaseFundamentalAnalysis.model_fields.items()
 }
 
 # Create the new model

bullishpy-0.5.0/bullish/analysis/filter.py

@@ -0,0 +1,583 @@
+import datetime
+from datetime import date
+from typing import Literal, get_args, Any, Optional, List, Tuple, Type
+
+from bearish.types import SeriesLength  # type: ignore
+from pydantic import BaseModel, Field, ConfigDict
+from pydantic import create_model
+from pydantic.fields import FieldInfo
+
+from bullish.analysis.analysis import (
+    TechnicalAnalysis,
+    YearlyFundamentalAnalysis,
+    QuarterlyFundamentalAnalysis,
+)
+
+Industry = 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",
+]
+
+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",
+    "British virgin islands",
+    "Italy",
+    "Hungary",
+    "Austria",
+    "Finland",
+    "Sweden",
+    "Bermuda",
+    "Taiwan",
+    "Israel",
+    "Ukraine",
+    "Singapore",
+    "Jersey",
+    "Ireland",
+    "Luxembourg",
+    "Cyprus",
+    "Cayman islands",
+    "Norway",
+    "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",
+    "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",
+]
+SIZE_RANGE = 2
+
+
+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)
+        return (Optional[List[float]], Field(default=[ge, le], alias=alias))
+    elif info.annotation == Optional[date]:  # type: ignore
+        le = date.today()
+        ge = le - datetime.timedelta(days=30 * 12)  # 30 days * 12 months
+        return (List[date], Field(default=[ge, le], alias=alias))
+    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}
+    )
+)
+
+GROUP_MAPPING = {
+    "income": INCOME_GROUP,
+    "cash_flow": CASH_FLOW_GROUP,
+    "eps": EPS_GROUP,
+    "properties": PROPERTIES_GROUP,
+    "country": get_args(Country),
+    "industry": get_args(Industry),
+    "industry_group": get_args(IndustryGroup),
+    "sector": get_args(Sector),
+}
+
+
+def _create_fundamental_analysis_model() -> Type[BaseModel]:
+    boolean_fields = {
+        "income": (Optional[List[str]], Field(default=None)),
+        "cash_flow": (Optional[List[str]], Field(default=None)),
+        "eps": (Optional[List[str]], Field(default=None)),
+        "properties": (Optional[List[str]], Field(default=None)),
+    }
+    remaining_fields = {
+        name: _get_type(name, info)
+        for name, info in {
+            **YearlyFundamentalAnalysis.model_fields,
+            **QuarterlyFundamentalAnalysis.model_fields,
+        }.items()
+        if info.annotation != Optional[bool]
+    }
+    return create_model(
+        "FundamentalAnalysisFilter",
+        __config__=ConfigDict(populate_by_name=True),
+        **(boolean_fields | remaining_fields),
+    )
+
+
+TechnicalAnalysisFilter = create_model(  # type: ignore
+    "TechnicalAnalysisFilter",
+    __config__=ConfigDict(populate_by_name=True),
+    **{
+        name: _get_type(name, info)
+        for name, info in TechnicalAnalysis.model_fields.items()
+    },
+)
+FundamentalAnalysisFilter = _create_fundamental_analysis_model()
+
+
+class GeneralFilter(BaseModel):
+    country: Optional[List[str]] = None
+    industry: Optional[List[str]] = None
+    industry_group: Optional[List[str]] = None
+    sector: Optional[List[str]] = None
+    market_capitalization: Optional[List[float]] = Field(
+        default_factory=lambda: [5e8, 1e12]
+    )
+
+
+class FilterQuery(GeneralFilter, TechnicalAnalysisFilter, FundamentalAnalysisFilter):  # type: ignore
+
+    def valid(self) -> bool:
+        return bool(self.model_dump(exclude_defaults=True, exclude_unset=True))
+
+    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): ...
+
+
+class FilterUpdate(BaseModel):
+    window_size: SeriesLength = Field("5d")
+    data_age_in_days: int = 1
+    update_financials: bool = False
+    update_analysis_only: bool = False
+
+
+class FilteredResults(BaseModel):
+    name: str
+    filter_query: FilterQueryStored
+    symbols: list[str] = Field(
+        default_factory=list, description="List of filtered tickers."
+    )