financial-stream

Simple financial dashboard using streamlit

streamlit run fstream.py

Menu description

Market menu

• Show various market charts for relatively short term (max 5 days)
• "market" and "future" sections of param.json specify the tickers
• When market is open, "market" section is used. Otherwise, "future" section is used

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Portfolio menu

• Show various numeric information, such as daily change, last price, 52W high and low prices, RSI and CCI
• Ticker list is editable and each ticker has the format ticker:alloc, e.g. AAPL:15
• (Note) alloc means just weighting factor, not the number of stocks
• If the portfolio consists of equal allocation of SPY and QQQ, then the ticker list is as follows:

SPY:50 QQQ:50

• Show performance chart of portfolio compared to benchmark which is specified in "bench" section of param.json
• Show several key statistical data including stdev, best, worst, MDD, beta and sharpe ratio for given period
• Given editable RSI and CCI range, show oversold and overbought tickers

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Stock menu

• Show various charts for single ticker
• Candle chart, RSI chart, CCI chart and MACD chart
• For candle chart, you can optionally include Bollinger band, MA20, MA60 and MA120

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Pattern menu

• Detect bullish and bearish patterns for recent 1 month
• For each selected ticker, show candle chart with detected marks
• Total 12 detection methods of TA-LIB are supported as:

bullish_pattern = [ 
    'CDLHAMMER', 
    'CDLINVERTEDHAMMER',
    'CDLENGULFING',
    'CDLPIERCING',
    'CDLMORNINGSTAR',
    'CDL3WHITESOLDIERS'
]
bearish_pattern = [ 
    'CDLHANGINGMAN', 
    'CDLSHOOTINGSTAR',
    'CDLENGULFING',
    'CDLEVENINGSTAR',
    'CDL3BLACKCROWS',
    'CDLDARKCLOUDCOVER'
]

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Bond menu

• Show comparison charts for two selected US bonds and difference between them
• US bonds of various durations (30Y, 10Y, 5Y, 2Y, 1Y, 6M, 3M and 1M) can be compared

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Example configuration parameter (param.json)

{
    "port": {
        "MSFT": 15,
        "AAPL": 15,
        "SPLG": 15,
        "QQQ": 15,
        "JEPI": 15,
        "TSLA": 4
    },
    "market": [
        "^IXIC",
        "^GSPC",
        "^DJI",
        "KRW=X"
    ],
    "future": [
        "NQ=F",
        "ES=F",
        "YM=F",
        "KRW=X"
    ],
    "bench": [
        "SPY"
    ],
    "RSI_L": 30,
    "RSI_H": 70,
    "CCI_L": -100,
    "CCI_H": 100,
    "market_period": "12H",
    "gain_period": "1M",
    "stock_period": "1M",
    "pattern_period": "1M"
}