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https://github.com/777r1NTR/FX-QUANT-SCAN.git
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St.jess777
59 lines
1.9 KiB
Python
59 lines
1.9 KiB
Python
# Quant_framework/app/FX_Heatmap.py
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import streamlit as st
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import pandas as pd
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import numpy as np
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import yfinance as yf
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from datetime import datetime
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import os
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from viz.fx_heatmap import fx_heatmap
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fx_heatmap()
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st.title("📊 FX Heatmap Test Page")
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st.write("If you see this, multipage tabs are working.")
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CURRENCY_LIST = ['USD','CAD','EUR','GBP','JPY','AUD','NZD','CHF','SGD','NOK']
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EXPORT_TO_EXCEL = True
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OUTPUT_FILE = "reports/fx_major_heatmap.xlsx"
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TODAY_DATE = datetime.utcnow().strftime('%Y-%m-%d')
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matrix = pd.DataFrame(index=CURRENCY_LIST, columns=CURRENCY_LIST, dtype=float)
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@st.cache_data(show_spinner=False)
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def get_daily_pct_change(ticker):
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try:
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data = yf.download(ticker, period="2d", interval="1d", progress=False)
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if len(data) < 2:
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return None
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open_val = data['Open'].iloc[-1].item()
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close_val = data['Close'].iloc[-1].item()
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return (close_val - open_val) / open_val * 100
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except:
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return None
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with st.spinner("Fetching data from Yahoo Finance..."):
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for base in CURRENCY_LIST:
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for quote in CURRENCY_LIST:
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if base == quote:
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matrix.at[base, quote] = np.nan
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continue
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pair = f"{base}{quote}=X"
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pct = get_daily_pct_change(pair)
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if pct is not None:
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matrix.at[base, quote] = round(pct, 2)
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st.subheader(f"% Change Matrix for {TODAY_DATE}")
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st.dataframe(matrix.style.background_gradient(cmap="RdYlGn", axis=None).format("{:.2f}"), use_container_width=True)
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# === Compute strength ===
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strength_scores = pd.Series(dtype=float)
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for ccy in CURRENCY_LIST:
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row_mean = matrix.loc[ccy].mean(skipna=True)
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col_mean = matrix[ccy].mean(skipna=True)
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strength = row_mean - col_mean
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strength_scores[ccy] = round(strength, 2)
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st.subheader("⚖️ Currency Strength Meter")
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st.bar_chart(strength_scores.sort_values(ascending=True))
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