The short_volume from caesurus

Adding SEC Fails-to-Deliver Data?

Not an issue but a feature recommendation. Since SEC fails-to-deliver data is in the same format as the short volume data, maybe it can be added as another data point? The data comes in 2 files per month. It tells us which stocks were heavily shorted and outperformed the market.

See here:
https://www.sec.gov/data/foiadocsfailsdatahtm

populate_short data.py: command not found

i am stuck here, and dont really know why, it's the first time i am using python so it can be a very simple thing, some help would be appreciated :)

Sklearn is not in requirements.txt

The new version of render_chart.py requires Sklearn which is not included in Requirements.txt

Enhancement: Adding NYSE Short Volume Data

It looks like NYSE also publishes short volume data in the same format as FINRA/NASDAQ inside their FTP site here: https://ftp.nyse.com/ShortData/ and https://ftp.nyse.com/ShortData/NYSEshvol/ along with data from the different exchanges around the country.

Maybe this can be added to the chart?

Indicate synchronicity level

Thanks for creating this awesome tool, @Caesurus! It's been a lot of fun to play with over the past two days.

Feature Request
When a user hovers over any given day on the main graph, show how synchronized the short volumes are.

Here is an extremely rough mockup example of what this could look like. I'm sure you can think of a better way to present this than I can. In this example, the sync level box would only show up when the user hovers over a day.

Please let me know if I can explain further.

Callback error updating short-data-graph.figure, short-data-graph-raw.figure, short-data-table.figure

Issue
When first loading the app with no ticker symbol selected, it shows the error Callback error updating short-data-graph.figure, short-data-graph-raw.figure, short-data-table.figure. The full error text (with API token removed):

Traceback (most recent call last):
  File "/Users/me/venvs/short_venv/short_volume-main/render_chart.py", line 46, in update_graph
    df_symbol_open_close = pd.read_json(URL)
  File "/Users/me/venvs/short_venv/lib/python3.9/site-packages/pandas/util/_decorators.py", line 199, in wrapper
    return func(*args, **kwargs)
  File "/Users/me/venvs/short_venv/lib/python3.9/site-packages/pandas/util/_decorators.py", line 299, in wrapper
    return func(*args, **kwargs)
  File "/Users/me/venvs/short_venv/lib/python3.9/site-packages/pandas/io/json/_json.py", line 540, in read_json
    json_reader = JsonReader(
  File "/Users/me/venvs/short_venv/lib/python3.9/site-packages/pandas/io/json/_json.py", line 622, in __init__
    data = self._get_data_from_filepath(filepath_or_buffer)
  File "/Users/me/venvs/short_venv/lib/python3.9/site-packages/pandas/io/json/_json.py", line 659, in _get_data_from_filepath
    self.handles = get_handle(
  File "/Users/me/venvs/short_venv/lib/python3.9/site-packages/pandas/io/common.py", line 558, in get_handle
    ioargs = _get_filepath_or_buffer(
  File "/Users/me/venvs/short_venv/lib/python3.9/site-packages/pandas/io/common.py", line 289, in _get_filepath_or_buffer
    req = urlopen(filepath_or_buffer)
  File "/Users/me/venvs/short_venv/lib/python3.9/site-packages/pandas/io/common.py", line 195, in urlopen
    return urllib.request.urlopen(*args, **kwargs)
  File "/usr/local/Cellar/[email protected]/3.9.1_8/Frameworks/Python.framework/Versions/3.9/lib/python3.9/urllib/request.py", line 214, in urlopen
    return opener.open(url, data, timeout)
  File "/usr/local/Cellar/[email protected]/3.9.1_8/Frameworks/Python.framework/Versions/3.9/lib/python3.9/urllib/request.py", line 517, in open
    response = self._open(req, data)
  File "/usr/local/Cellar/[email protected]/3.9.1_8/Frameworks/Python.framework/Versions/3.9/lib/python3.9/urllib/request.py", line 534, in _open
    result = self._call_chain(self.handle_open, protocol, protocol +
  File "/usr/local/Cellar/[email protected]/3.9.1_8/Frameworks/Python.framework/Versions/3.9/lib/python3.9/urllib/request.py", line 494, in _call_chain
    result = func(*args)
  File "/usr/local/Cellar/[email protected]/3.9.1_8/Frameworks/Python.framework/Versions/3.9/lib/python3.9/urllib/request.py", line 1385, in https_open
    return self.do_open(http.client.HTTPSConnection, req,
  File "/usr/local/Cellar/[email protected]/3.9.1_8/Frameworks/Python.framework/Versions/3.9/lib/python3.9/urllib/request.py", line 1342, in do_open
    h.request(req.get_method(), req.selector, req.data, headers,
  File "/usr/local/Cellar/[email protected]/3.9.1_8/Frameworks/Python.framework/Versions/3.9/lib/python3.9/http/client.py", line 1255, in request
    self._send_request(method, url, body, headers, encode_chunked)
  File "/usr/local/Cellar/[email protected]/3.9.1_8/Frameworks/Python.framework/Versions/3.9/lib/python3.9/http/client.py", line 1266, in _send_request
    self.putrequest(method, url, **skips)
  File "/usr/local/Cellar/[email protected]/3.9.1_8/Frameworks/Python.framework/Versions/3.9/lib/python3.9/http/client.py", line 1100, in putrequest
    self._validate_path(url)
  File "/usr/local/Cellar/[email protected]/3.9.1_8/Frameworks/Python.framework/Versions/3.9/lib/python3.9/http/client.py", line 1200, in _validate_path
    raise InvalidURL(f"URL can't contain control characters. {url!r} "
http.client.InvalidURL: URL can't contain control characters. '/tiingo/daily/Pick Symbol to track/prices?startDate=nan&endDate=nan&token={TOKENREMOVED}' (found at least ' ')

Possible Cause
The app is sending "pick symbol to track" as part of the data request to Tiingo.

Solution
On initial app run, use first ticker in list. (More advanced: On subsequent runs, store last used ticker in DB and use that when running app).

caesurus / short_volume Goto Github PK

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short_volume's Issues

Adding SEC Fails-to-Deliver Data?

populate_short data.py: command not found

Sklearn is not in requirements.txt

Enhancement: Adding NYSE Short Volume Data

Indicate synchronicity level

Callback error updating short-data-graph.figure, short-data-graph-raw.figure, short-data-table.figure

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