Dynamic_Crypto.ipynb

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      "name": "Dynamic Crypto",
      "provenance": [],
      "authorship_tag": "ABX9TyN1yGZIyRNiNQQigdNWos8C",
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false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false]}, {\"title\": \"Dai (DAI) Charts and Indicators\"}], \"label\": \"Dai (DAI)\", \"method\": \"update\"}, {\"args\": [{\"visible\": [false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, true, true, true, true, true, true, true, true, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false]}, {\"title\": \"Ethereum Classic (ETC) Charts and Indicators\"}], \"label\": \"Ethereum Classic (ETC)\", \"method\": \"update\"}, {\"args\": [{\"visible\": [false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, true, true, true, true, true, true, true, true, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false]}, {\"title\": \"Metaverse (ETP) Charts and Indicators\"}], \"label\": \"Metaverse (ETP)\", \"method\": \"update\"}, {\"args\": [{\"visible\": [false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, true, true, true, true, true, true, true, true, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false]}, {\"title\": \"Neo (NEO) Charts and Indicators\"}], \"label\": \"Neo (NEO)\", \"method\": \"update\"}, {\"args\": [{\"visible\": [false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, true, true, true, true, true, true, true, true, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false]}, {\"title\": \"Augur (REP) Charts and Indicators\"}], \"label\": \"Augur (REP)\", \"method\": \"update\"}, {\"args\": [{\"visible\": [false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, true, true, true, true, true, true, true, true, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false]}, {\"title\": \"TRON (TRX) Charts and Indicators\"}], \"label\": \"TRON (TRX)\", \"method\": \"update\"}, {\"args\": [{\"visible\": [false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, false, 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              "                        {\"responsive\": true}\n",
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              "            console.log([gd, 'removed!']);\n",
              "            Plotly.purge(gd);\n",
              "            observer.disconnect();\n",
              "        }}\n",
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              "\n",
              "// Listen for the removal of the full notebook cells\n",
              "var notebookContainer = gd.closest('#notebook-container');\n",
              "if (notebookContainer) {{\n",
              "    x.observe(notebookContainer, {childList: true});\n",
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              "\n",
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              "var outputEl = gd.closest('.output');\n",
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              "    x.observe(outputEl, {childList: true});\n",
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              "\n",
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              "                \n",
              "            </script>\n",
              "        </div>\n",
              "</body>\n",
              "</html>"
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          },
          "metadata": {}
        }
      ],
      "source": [
        "START_DATE = \"2021-11-01\" # start date for historical data\n",
        "RSI_TIME_WINDOW = 7 #number of days\n",
        "\n",
        "\n",
        "import requests\n",
        "import pandas as pd \n",
        "import warnings\n",
        "import datetime as dt\n",
        "import plotly.express as px\n",
        "import matplotlib.pyplot as plt\n",
        "import plotly.graph_objects as go\n",
        "import pandas_datareader.data as web\n",
        "from plotly.subplots import make_subplots\n",
        "warnings.filterwarnings('ignore')\n",
        "\n",
        "## URLS and names\n",
        "urls = [\"https://www.cryptodatadownload.com/cdd/Bitfinex_EOSUSD_d.csv\", \n",
        "        \"https://www.cryptodatadownload.com/cdd/Bitfinex_EDOUSD_d.csv\",\n",
        "        \"https://www.cryptodatadownload.com/cdd/Bitfinex_BTCUSD_d.csv\",\n",
        "        \"https://www.cryptodatadownload.com/cdd/Bitfinex_ETHUSD_d.csv\",\n",
        "        \"https://www.cryptodatadownload.com/cdd/Bitfinex_LTCUSD_d.csv\",\n",
        "        \"https://www.cryptodatadownload.com/cdd/Bitfinex_BATUSD_d.csv\",\n",
        "        \"https://www.cryptodatadownload.com/cdd/Bitfinex_OMGUSD_d.csv\",\n",
        "        \"https://www.cryptodatadownload.com/cdd/Bitfinex_DAIUSD_d.csv\",\n",
        "        \"https://www.cryptodatadownload.com/cdd/Bitfinex_ETCUSD_d.csv\",\n",
        "        \"https://www.cryptodatadownload.com/cdd/Bitfinex_ETPUSD_d.csv\",\n",
        "        \"https://www.cryptodatadownload.com/cdd/Bitfinex_NEOUSD_d.csv\",\n",
        "        \"https://www.cryptodatadownload.com/cdd/Bitfinex_REPUSD_d.csv\",\n",
        "        \"https://www.cryptodatadownload.com/cdd/Bitfinex_TRXUSD_d.csv\",\n",
        "        \"https://www.cryptodatadownload.com/cdd/Bitfinex_XLMUSD_d.csv\",\n",
        "        \"https://www.cryptodatadownload.com/cdd/Bitfinex_XMRUSD_d.csv\",\n",
        "        \"https://www.cryptodatadownload.com/cdd/Bitfinex_XVGUSD_d.csv\", \n",
        "       ]\n",
        "crypto_names = [\"EOS Coin (EOS)\",\n",
        "                \"Eidoo (EDO)\",\n",
        "                \"Bitcoin (BTC)\",\n",
        "                \"Ethereum (ETH)\",\n",
        "                \"Litecoin (LTC)\",\n",
        "                \"Basic Attention Token (BAT)\",\n",
        "                \"OmiseGO (OMG)\",\n",
        "                \"Dai (DAI)\",\n",
        "                \"Ethereum Classic (ETC)\",\n",
        "                \"Metaverse (ETP)\",\n",
        "                \"Neo (NEO)\",\n",
        "                \"Augur (REP)\",\n",
        "                \"TRON (TRX)\",\n",
        "                \"Stellar (XLM)\",\n",
        "                \"Monero (XMR)\",\n",
        "                \"Verge (XVG)\"\n",
        "               ]\n",
        "\n",
        "## Data download and loading \n",
        "def df_loader(urls , start_date = \"2021-01-01\"):\n",
        "    filenames = []\n",
        "    all_df = pd.DataFrame()\n",
        "    for idx,url in enumerate(urls):\n",
        "        req = requests.get(url,verify=False)\n",
        "        url_content = req.content\n",
        "        filename = url[48:]\n",
        "        csv_file = open( filename , 'wb')\n",
        "        csv_file.write(url_content)\n",
        "        csv_file.close()\n",
        "        filename = filename[:-9]\n",
        "        filenames.append(filename)\n",
        "    for file in filenames:\n",
        "        df = pd.read_csv(file + \"USD_d.csv\", header = 1, parse_dates=[\"date\"])\n",
        "        df = df [df[\"date\"] > start_date]\n",
        "        df.index = df.date\n",
        "        df.drop(labels = [df.columns[0],df.columns[1],df.columns[8]] , axis = 1 , inplace = True)\n",
        "        all_df = pd.concat([all_df,df], ignore_index=False)\n",
        "\n",
        "    return all_df , filenames \n",
        "def computeRSI (data, time_window):\n",
        "    diff = data.diff(1).dropna()\n",
        "    up_chg = 0 * diff\n",
        "    down_chg = 0 * diff\n",
        "    up_chg[diff > 0] = diff[ diff>0 ]\n",
        "    down_chg[diff < 0] = diff[ diff < 0 ]\n",
        "    up_chg_avg = up_chg.ewm(com=time_window-1, min_periods=time_window).mean()\n",
        "    down_chg_avg = down_chg.ewm(com=time_window-1, min_periods=time_window).mean()\n",
        "    rs = abs(up_chg_avg/down_chg_avg)\n",
        "    rsi = 100 - 100/(1+rs)\n",
        "    return rsi\n",
        "\n",
        "all_df , filenames = df_loader(urls , start_date=START_DATE)\n",
        "\n",
        "crypto_df = []\n",
        "for file in filenames:\n",
        "    symbol = file + str(\"/USD\")\n",
        "    temp_df = pd.DataFrame(all_df[all_df[\"symbol\"] == symbol])\n",
        "    temp_df.drop(columns= [\"symbol\"] ,inplace = True)\n",
        "    temp_df[\"close_rsi\"] = computeRSI(temp_df['close'], time_window=RSI_TIME_WINDOW)\n",
        "    temp_df[\"high_rsi\"] = 30\n",
        "    temp_df[\"low_rsi\"] = 70\n",
        "    exec('%s = temp_df.copy()' % file.lower())\n",
        "    crypto_df.append(temp_df)\n",
        "\n",
        "## plot \n",
        "fig = make_subplots(rows=3, \n",
        "                    cols=2,\n",
        "                    shared_xaxes=True,\n",
        "                    specs=[[{\"rowspan\": 2}, {\"rowspan\": 2}], [{\"rowspan\": 1}, {\"rowspan\": 1}] , [{},{}]]\n",
        "                    \n",
        "                   )\n",
        "date_buttons = [\n",
        "{'step': \"all\", 'label': \"All time\"},\n",
        "{'count':  1, 'step': \"year\", 'stepmode': \"backward\", 'label': \"Last Year\"},\n",
        "{'count':  1, 'step': \"year\", 'stepmode': \"todate\", 'label': \"Current Year\"},\n",
        "{'count':  1, 'step': \"month\", 'stepmode': \"backward\", 'label': \"Last 2 Months\"},\n",
        "{'count':  1, 'step': \"month\", 'stepmode': \"todate\", 'label': \"Current Month\"},\n",
        "{'count':  7, 'step': \"day\", 'stepmode': \"todate\", 'label': \"Current Week\"},\n",
        "{'count':  4, 'step': \"day\", 'stepmode': \"backward\", 'label': \"Last 4 days\"},\n",
        "{'count':  1, 'step': \"day\", 'stepmode': \"backward\", 'label': \"Today\"},\n",
        "               ]\n",
        "buttons = []\n",
        "i = 0\n",
        "j=0\n",
        "COUNT = 8\n",
        "vis = [False] * len(crypto_names) * COUNT\n",
        "for df in crypto_df:\n",
        "    for k in range(COUNT):\n",
        "        vis[j+k] = True\n",
        "    buttons.append({ 'label' : crypto_names[i],\n",
        "                     'method' : 'update',\n",
        "                     'args'   : [{'visible' : vis},\n",
        "                                {'title'  : crypto_names[i] + ' Charts and Indicators'}\n",
        "                                ] }\n",
        "                  )\n",
        "    i+=1\n",
        "    j+=COUNT\n",
        "    vis = [False] * len(crypto_names)* COUNT\n",
        "for df in crypto_df:\n",
        "    fig.add_trace(\n",
        "        go.Candlestick(x= df.index,\n",
        "                       open  = df['open'],\n",
        "                       high  = df['high'],\n",
        "                       low   = df['low'],\n",
        "                       close = df['close'],\n",
        "                       showlegend =False\n",
        "                                ),\n",
        "                  row=1, \n",
        "                  col=1)\n",
        "    fig.add_trace(\n",
        "        go.Bar(x =df.index ,\n",
        "               y=df[\"Volume USD\"],\n",
        "               showlegend =False, \n",
        "               marker_color='aqua'),\n",
        "        row=3, \n",
        "        col=1)\n",
        "    fig.add_trace(\n",
        "        go.Scatter(x=df.index, y=df['close'],\n",
        "                   mode='lines',\n",
        "                  showlegend =False,\n",
        "                   line=dict(color=\"red\", width=4)),\n",
        "        row=1, \n",
        "        col=2)\n",
        "    fig.add_trace(\n",
        "        go.Scatter(x=df.index,\n",
        "                   y=df['low'],\n",
        "                   fill='tonexty',\n",
        "                   mode='lines',\n",
        "                   showlegend =False,                   \n",
        "                   line=dict(width=2, color='pink', dash='dash')),\n",
        "        row=1, \n",
        "        col=2)\n",
        "    fig.add_trace(\n",
        "        go.Scatter(x=df.index, \n",
        "                   y=df['high'],\n",
        "                   fill='tonexty',\n",
        "                   mode='lines',\n",
        "                   showlegend =False, \n",
        "                   line=dict(width=2, color='pink', dash='dash')),\n",
        "        row=1, \n",
        "        col=2)\n",
        "    fig.add_trace(\n",
        "        go.Scatter(x=df.index, y=df['close_rsi'],\n",
        "                   mode='lines',\n",
        "                  showlegend =False,\n",
        "                   line=dict(color=\"aquamarine\", width=4)),\n",
        "        row=3, \n",
        "        col=2)\n",
        "    fig.add_trace(\n",
        "        go.Scatter(x=df.index,\n",
        "                   y=df['low_rsi'],\n",
        "                   fill='tonexty', \n",
        "                   mode='lines',\n",
        "                   showlegend =False,                   \n",
        "                   line=dict(width=2, color='aqua', dash='dash')),\n",
        "        row=3, \n",
        "        col=2)\n",
        "    fig.add_trace(\n",
        "        go.Scatter(x=df.index, \n",
        "                   y=df['high_rsi'],\n",
        "                   fill='tonexty',\n",
        "                   mode='lines',\n",
        "                   showlegend =False, \n",
        "                   line=dict(width=2, color='aqua', dash='dash')),\n",
        "        row=3, \n",
        "        col=2)\n",
        "    \n",
        "    \n",
        "fig.update_xaxes(\n",
        "        tickfont = dict(size=15, family = 'monospace', color='#B8B8B8'),\n",
        "        tickmode = 'array',\n",
        "        ticklen = 6,\n",
        "        showline = False,\n",
        "        showgrid = True,\n",
        "        gridcolor = '#595959',\n",
        "        ticks = 'outside')\n",
        "fig.update_layout(\n",
        "    spikedistance=100, \n",
        "    xaxis_rangeslider_visible=False,\n",
        "    hoverdistance=1000)\n",
        "fig.update_xaxes(\n",
        "    showspikes=True,  \n",
        "    spikesnap=\"cursor\",\n",
        "    spikemode=\"across\"\n",
        "                )\n",
        "fig.update_yaxes(\n",
        "    showspikes=True, \n",
        "    spikesnap='cursor',\n",
        "    spikemode=\"across\"                 \n",
        "                )\n",
        "fig.update_yaxes(\n",
        "        tickfont = dict(size=15, family = 'monospace', color='#B8B8B8'),\n",
        "        tickmode = 'array',\n",
        "        showline = False,\n",
        "        ticksuffix = '$',\n",
        "        showgrid = True,\n",
        "        gridcolor = '#595959',\n",
        "        ticks = 'outside')\n",
        "fig.update_layout(\n",
        "                  width=1120,\n",
        "                  height=650,\n",
        "                  font_family   = 'monospace',\n",
        "                  xaxis         = dict(rangeselector = dict(buttons = date_buttons)),\n",
        "                  updatemenus   = [dict(type = 'dropdown',\n",
        "                                        x = 1.0,\n",
        "                                        y = 1.108,\n",
        "                                        showactive = True,\n",
        "                                        active = 2,\n",
        "                                        buttons = buttons)],\n",
        "                  title         = dict(text = '<b>Cryptocurrencies  Dashboard<b>',\n",
        "                                       font = dict(color = '#FFFFFF' ,size = 22), \n",
        "                                       x = 0.50),\n",
        "                  font          = dict(color=\"blue\"), \n",
        "                  annotations   = [\n",
        "                                  dict( text = \"<b>Choose Cryptocurrency: <b>\",\n",
        "                                        font = dict(size = 20 , color = \"#ffffff\"),\n",
        "                                        showarrow=False,\n",
        "                                        x = 1.02, \n",
        "                                        y = 1.20,\n",
        "                                        xref = 'paper', yref = \"paper\",\n",
        "                                        align = \"left\"),\n",
        "                                  dict( text = \"<b>Candlestick Chart <b>\",\n",
        "                                        font = dict(size = 20,  color = \"#ffffff\"),\n",
        "                                        showarrow=False,\n",
        "                                        x = 0.12, \n",
        "                                        y = 0.285,\n",
        "                                        xref = 'paper', yref = \"paper\",\n",
        "                                        align = \"left\"),\n",
        "                                  dict( text = \"<b>Price Chart<b>\",\n",
        "                                        font = dict(size = 20,  color = \"#ffffff\"),\n",
        "                                        showarrow=False,\n",
        "                                        x = 0.82, \n",
        "                                        y = 0.285,\n",
        "                                        xref = 'paper', yref = \"paper\",\n",
        "                                        align = \"left\"),\n",
        "                                  dict( text = \"<b>Volume Traded<b>\",\n",
        "                                        font = dict(size = 20,  color = \"#ffffff\"),\n",
        "                                        showarrow=False,\n",
        "                                        x = 0.14, \n",
        "                                        y = -0.53,\n",
        "                                        xref = 'paper', yref = \"paper\",\n",
        "                                        align = \"left\"),\n",
        "                                  dict( text = \"<b>Relative Strength Index (RSI)<b>\",\n",
        "                                        font = dict(size = 20,  color = \"#ffffff\"),\n",
        "                                        showarrow=False,\n",
        "                                        x = 0.94, \n",
        "                                        y = -0.53,\n",
        "                                        xref = 'paper', yref = \"paper\",\n",
        "                                        align = \"left\")\n",
        "                  ],\n",
        "                template= \"plotly_dark\"\n",
        "                )    \n",
        "for i in range(0,16*COUNT):\n",
        "    fig.data[i].visible = False\n",
        "for i in range(COUNT):\n",
        "    fig.data[i].visible = True\n",
        "fig.layout[\"xaxis\"][\"rangeslider\"][\"visible\"] = False\n",
        "fig.layout[\"xaxis2\"][\"rangeslider\"][\"visible\"] = False\n",
        "fig.layout[\"xaxis5\"][\"rangeslider\"][\"visible\"] = True\n",
        "fig.layout[\"xaxis6\"][\"rangeslider\"][\"visible\"] = True\n",
        "fig.layout[\"xaxis5\"][\"rangeslider\"][\"borderwidth\"] = 4\n",
        "fig.layout[\"xaxis6\"][\"rangeslider\"][\"borderwidth\"] = 4\n",
        "fig.layout[\"xaxis5\"][\"rangeslider\"][\"bordercolor\"] = \"aqua\"\n",
        "fig.layout[\"xaxis6\"][\"rangeslider\"][\"bordercolor\"] = \"aqua\"\n",
        "fig.layout[\"yaxis6\"][\"ticksuffix\"] = \"\"\n",
        "fig.layout[\"yaxis6\"][\"range\"] = [10,100]\n",
        "fig.show()"
      ]
    },
    {
      "cell_type": "code",
      "source": [
        ""
      ],
      "metadata": {
        "id": "aqFTg7BRkNgC"
      },
      "execution_count": null,
      "outputs": []
    }
  ]
}