sigma-terminal 2.0.1__py3-none-any.whl → 3.2.0__py3-none-any.whl

sigma/charts.py

@@ -0,0 +1,407 @@
+"""Chart generation for Sigma using Plotly."""
+
+import os
+import tempfile
+from datetime import datetime
+from typing import Optional
+
+import pandas as pd
+import plotly.graph_objects as go
+from plotly.subplots import make_subplots
+
+
+# Chart theme
+SIGMA_THEME = {
+    "bg_color": "#0a0a0f",
+    "paper_color": "#0a0a0f",
+    "grid_color": "#1a1a2e",
+    "text_color": "#e4e4e7",
+    "accent": "#3b82f6",
+    "positive": "#22c55e",
+    "negative": "#ef4444",
+    "neutral": "#6b7280",
+}
+
+
+def create_candlestick_chart(
+    symbol: str,
+    data: pd.DataFrame,
+    title: Optional[str] = None,
+    show_volume: bool = True,
+    show_sma: bool = True,
+    sma_periods: list = [20, 50],
+) -> str:
+    """Create a candlestick chart with optional indicators."""
+    
+    if show_volume:
+        fig = make_subplots(
+            rows=2, cols=1,
+            shared_xaxes=True,
+            vertical_spacing=0.03,
+            row_heights=[0.7, 0.3],
+            subplot_titles=[None, None],
+        )
+    else:
+        fig = make_subplots(rows=1, cols=1)
+    
+    # Candlestick chart
+    fig.add_trace(
+        go.Candlestick(
+            x=data.index,
+            open=data["Open"],
+            high=data["High"],
+            low=data["Low"],
+            close=data["Close"],
+            name=symbol.upper(),
+            increasing_line_color=SIGMA_THEME["positive"],
+            decreasing_line_color=SIGMA_THEME["negative"],
+        ),
+        row=1, col=1
+    )
+    
+    # Add SMAs
+    if show_sma:
+        colors = ["#f59e0b", "#8b5cf6", "#06b6d4"]
+        for i, period in enumerate(sma_periods):
+            if len(data) >= period:
+                sma = data["Close"].rolling(period).mean()
+                fig.add_trace(
+                    go.Scatter(
+                        x=data.index,
+                        y=sma,
+                        name=f"SMA {period}",
+                        line=dict(color=colors[i % len(colors)], width=1),
+                    ),
+                    row=1, col=1
+                )
+    
+    # Volume
+    if show_volume and "Volume" in data.columns:
+        colors = [SIGMA_THEME["positive"] if data["Close"].iloc[i] >= data["Open"].iloc[i] 
+                  else SIGMA_THEME["negative"] for i in range(len(data))]
+        
+        fig.add_trace(
+            go.Bar(
+                x=data.index,
+                y=data["Volume"],
+                name="Volume",
+                marker_color=colors,
+                opacity=0.7,
+            ),
+            row=2, col=1
+        )
+    
+    # Layout
+    chart_title = title or f"{symbol.upper()} Price Chart"
+    _apply_layout(fig, chart_title, show_volume)
+    
+    return _save_chart(fig, f"{symbol}_candlestick")
+
+
+def create_line_chart(
+    symbol: str,
+    data: pd.DataFrame,
+    title: Optional[str] = None,
+    show_volume: bool = False,
+) -> str:
+    """Create a line chart."""
+    
+    if show_volume:
+        fig = make_subplots(
+            rows=2, cols=1,
+            shared_xaxes=True,
+            vertical_spacing=0.03,
+            row_heights=[0.7, 0.3],
+        )
+    else:
+        fig = make_subplots(rows=1, cols=1)
+    
+    # Price line
+    fig.add_trace(
+        go.Scatter(
+            x=data.index,
+            y=data["Close"],
+            name=symbol.upper(),
+            line=dict(color=SIGMA_THEME["accent"], width=2),
+            fill="tozeroy",
+            fillcolor="rgba(59, 130, 246, 0.1)",
+        ),
+        row=1, col=1
+    )
+    
+    # Volume
+    if show_volume and "Volume" in data.columns:
+        fig.add_trace(
+            go.Bar(
+                x=data.index,
+                y=data["Volume"],
+                name="Volume",
+                marker_color=SIGMA_THEME["neutral"],
+                opacity=0.5,
+            ),
+            row=2, col=1
+        )
+    
+    chart_title = title or f"{symbol.upper()} Price"
+    _apply_layout(fig, chart_title, show_volume)
+    
+    return _save_chart(fig, f"{symbol}_line")
+
+
+def create_comparison_chart(
+    symbols: list,
+    data_dict: dict,
+    title: Optional[str] = None,
+    normalize: bool = True,
+) -> str:
+    """Create a comparison chart for multiple symbols."""
+    
+    fig = go.Figure()
+    
+    colors = ["#3b82f6", "#22c55e", "#f59e0b", "#ef4444", "#8b5cf6", "#06b6d4"]
+    
+    for i, symbol in enumerate(symbols):
+        if symbol not in data_dict:
+            continue
+        
+        data = data_dict[symbol]
+        
+        if normalize:
+            values = (data["Close"] / data["Close"].iloc[0] - 1) * 100
+            y_label = "Return (%)"
+        else:
+            values = data["Close"]
+            y_label = "Price ($)"
+        
+        fig.add_trace(
+            go.Scatter(
+                x=data.index,
+                y=values,
+                name=symbol.upper(),
+                line=dict(color=colors[i % len(colors)], width=2),
+            )
+        )
+    
+    chart_title = title or "Stock Comparison"
+    _apply_layout(fig, chart_title, False)
+    fig.update_yaxes(title_text=y_label if normalize else "Price ($)")
+    
+    return _save_chart(fig, "comparison")
+
+
+def create_technical_chart(
+    symbol: str,
+    data: pd.DataFrame,
+    indicators: list = ["rsi", "macd"],
+    title: Optional[str] = None,
+) -> str:
+    """Create a chart with technical indicators."""
+    
+    num_indicators = len(indicators)
+    heights = [0.5] + [0.25 / max(1, num_indicators)] * num_indicators + [0.25]
+    
+    fig = make_subplots(
+        rows=num_indicators + 2,
+        cols=1,
+        shared_xaxes=True,
+        vertical_spacing=0.03,
+        row_heights=heights,
+    )
+    
+    row = 1
+    
+    # Candlestick
+    fig.add_trace(
+        go.Candlestick(
+            x=data.index,
+            open=data["Open"],
+            high=data["High"],
+            low=data["Low"],
+            close=data["Close"],
+            name=symbol.upper(),
+            increasing_line_color=SIGMA_THEME["positive"],
+            decreasing_line_color=SIGMA_THEME["negative"],
+        ),
+        row=row, col=1
+    )
+    row += 1
+    
+    # Add indicators
+    for indicator in indicators:
+        if indicator.lower() == "rsi":
+            rsi = _calculate_rsi(data["Close"])
+            fig.add_trace(
+                go.Scatter(x=data.index, y=rsi, name="RSI", line=dict(color=SIGMA_THEME["accent"])),
+                row=row, col=1
+            )
+            fig.add_hline(y=70, line_dash="dash", line_color=SIGMA_THEME["negative"], row=row, col=1)
+            fig.add_hline(y=30, line_dash="dash", line_color=SIGMA_THEME["positive"], row=row, col=1)
+            fig.update_yaxes(range=[0, 100], row=row, col=1)
+            row += 1
+        
+        elif indicator.lower() == "macd":
+            macd, signal, hist = _calculate_macd(data["Close"])
+            colors = [SIGMA_THEME["positive"] if h >= 0 else SIGMA_THEME["negative"] for h in hist]
+            
+            fig.add_trace(
+                go.Bar(x=data.index, y=hist, name="MACD Hist", marker_color=colors, opacity=0.5),
+                row=row, col=1
+            )
+            fig.add_trace(
+                go.Scatter(x=data.index, y=macd, name="MACD", line=dict(color=SIGMA_THEME["accent"])),
+                row=row, col=1
+            )
+            fig.add_trace(
+                go.Scatter(x=data.index, y=signal, name="Signal", line=dict(color="#f59e0b")),
+                row=row, col=1
+            )
+            row += 1
+    
+    # Volume
+    if "Volume" in data.columns:
+        colors = [SIGMA_THEME["positive"] if data["Close"].iloc[i] >= data["Open"].iloc[i] 
+                  else SIGMA_THEME["negative"] for i in range(len(data))]
+        fig.add_trace(
+            go.Bar(x=data.index, y=data["Volume"], name="Volume", marker_color=colors, opacity=0.7),
+            row=row, col=1
+        )
+    
+    chart_title = title or f"{symbol.upper()} Technical Analysis"
+    _apply_layout(fig, chart_title, True)
+    
+    return _save_chart(fig, f"{symbol}_technical")
+
+
+def create_performance_chart(
+    equity_curve: list,
+    title: str = "Portfolio Performance",
+) -> str:
+    """Create a performance/equity curve chart."""
+    
+    fig = go.Figure()
+    
+    x = list(range(len(equity_curve)))
+    
+    # Equity curve
+    fig.add_trace(
+        go.Scatter(
+            x=x,
+            y=equity_curve,
+            name="Portfolio Value",
+            line=dict(color=SIGMA_THEME["accent"], width=2),
+            fill="tozeroy",
+            fillcolor="rgba(59, 130, 246, 0.1)",
+        )
+    )
+    
+    # Starting value reference line
+    fig.add_hline(
+        y=equity_curve[0],
+        line_dash="dash",
+        line_color=SIGMA_THEME["neutral"],
+        annotation_text=f"Start: ${equity_curve[0]:,.0f}",
+    )
+    
+    _apply_layout(fig, title, False)
+    fig.update_xaxes(title_text="Trading Days")
+    fig.update_yaxes(title_text="Portfolio Value ($)")
+    
+    return _save_chart(fig, "performance")
+
+
+def create_sector_chart(sector_data: dict) -> str:
+    """Create a sector performance chart."""
+    
+    sectors = list(sector_data.keys())
+    values = list(sector_data.values())
+    
+    colors = [SIGMA_THEME["positive"] if v >= 0 else SIGMA_THEME["negative"] for v in values]
+    
+    fig = go.Figure()
+    
+    fig.add_trace(
+        go.Bar(
+            x=sectors,
+            y=values,
+            marker_color=colors,
+            text=[f"{v:+.2f}%" for v in values],
+            textposition="outside",
+        )
+    )
+    
+    _apply_layout(fig, "Sector Performance", False)
+    fig.update_yaxes(title_text="Return (%)")
+    
+    return _save_chart(fig, "sectors")
+
+
+def _calculate_rsi(prices: pd.Series, period: int = 14) -> pd.Series:
+    """Calculate RSI indicator."""
+    delta = prices.diff()
+    gain = (delta.where(delta > 0, 0)).rolling(period).mean()
+    loss = (-delta.where(delta < 0, 0)).rolling(period).mean()
+    rs = gain / loss
+    return 100 - (100 / (1 + rs))
+
+
+def _calculate_macd(prices: pd.Series, fast: int = 12, slow: int = 26, signal: int = 9):
+    """Calculate MACD indicator."""
+    ema_fast = prices.ewm(span=fast).mean()
+    ema_slow = prices.ewm(span=slow).mean()
+    macd = ema_fast - ema_slow
+    macd_signal = macd.ewm(span=signal).mean()
+    macd_hist = macd - macd_signal
+    return macd, macd_signal, macd_hist
+
+
+def _apply_layout(fig: go.Figure, title: str, has_volume: bool):
+    """Apply Sigma theme to chart."""
+    fig.update_layout(
+        title=dict(
+            text=title,
+            font=dict(size=18, color=SIGMA_THEME["text_color"]),
+            x=0.5,
+        ),
+        paper_bgcolor=SIGMA_THEME["paper_color"],
+        plot_bgcolor=SIGMA_THEME["bg_color"],
+        font=dict(color=SIGMA_THEME["text_color"], family="SF Mono, Menlo, monospace"),
+        xaxis=dict(
+            gridcolor=SIGMA_THEME["grid_color"],
+            showgrid=True,
+            zeroline=False,
+        ),
+        yaxis=dict(
+            gridcolor=SIGMA_THEME["grid_color"],
+            showgrid=True,
+            zeroline=False,
+            title_text="Price ($)",
+        ),
+        legend=dict(
+            bgcolor="rgba(0,0,0,0)",
+            font=dict(color=SIGMA_THEME["text_color"]),
+            orientation="h",
+            yanchor="bottom",
+            y=1.02,
+            xanchor="right",
+            x=1,
+        ),
+        margin=dict(l=60, r=40, t=80, b=40),
+        xaxis_rangeslider_visible=False,
+        hovermode="x unified",
+    )
+
+
+def _save_chart(fig: go.Figure, name: str) -> str:
+    """Save chart to file and return path."""
+    
+    # Create charts directory
+    charts_dir = os.path.expanduser("~/.sigma/charts")
+    os.makedirs(charts_dir, exist_ok=True)
+    
+    timestamp = datetime.now().strftime("%Y%m%d_%H%M%S")
+    filename = f"{name}_{timestamp}.png"
+    filepath = os.path.join(charts_dir, filename)
+    
+    fig.write_image(filepath, width=1200, height=800, scale=2)
+    
+    return filepath