Datastream Commodities Overview

    	
            
import numpy as np
import matplotlib.pyplot as plt
import dateutil
import matplotlib.dates as mdates
import DatastreamDSWS as DSWS
import pandas as pd
import ipywidgets as widgets
from ipywidgets import Button, HBox, VBox,  Dropdown, Label, Layout

        
        Copy
    

    	
            ds = DSWS.Datastream(username = '<username>', password = '<password>')
        
        Copy
    

    	
            
summary_fields = {
    'NAME':'Name',
    'PCH#(X,-1D)':'(%) Change',
    'X':'Current',
    'VAL#(X,-1D)':'Previous',
    'MAX#(X,-1Y)':'1 Year High',
    'MAXD#(X,-1Y)':'High Date',
    'MIN#(X,-1Y)':'1 Year Low',
    'MIND#(X,-1Y)':'Low Date'
}

        
        Copy
    

    	
            
commodities = {}
# Metals
commodities['Metals'] = {}
commodities['Metals']['Items']=[
    'GOLDBLN','SILVERH','PLATFRE','LAHCASH',
    'LCPCASH','LEDCASH','LNICASH','LTICASH',
    'LZZCASH','SHCNI62','SHCNI58','UXCUSPT']
commodities['Metals']['Fields']=summary_fields
 
# Energy
commodities['Energy'] = {}
commodities['Energy']['Items']=[
    'OILBREN','OILWTXI', 'GASUREG','DIESELA',
    'JETCIFC','FUELOIL','OILGASO','OILNAPH',
    'NATBGAS','LMCYSPT','EEXPEAK','ES15PSN']
commodities['Energy']['Fields']=summary_fields
 
# Chemicals
commodities['Chemicals'] = {}
commodities['Chemicals']['Items']=[
    'ETYEUSP','PPPEUSF','STYEUSP','PVCUSDG',
    'PLYEUSP','PLLEUSO','PLPEUSN','PLSEUDM',
    'PTANWEC','SODNWED','UREAGRN','DAPNOCB']
commodities['Chemicals']['Fields']=summary_fields
 
# Argiculture
commodities['Argiculture'] = {}
commodities['Argiculture']['Items']=[
    'WHEATSF','CORNUS2','RIT1STA','WOLAWCE',
    'WSUGDLY','COCINUS','COTTONM','SOYBEAN',
    'PAOLMAL','CLHINDX','USTEERS','MILKGDA']
commodities['Argiculture']['Fields']=summary_fields
 
#Commodities Indices
commodities['Indices'] = {}
commodities['Indices']['Items']=[
    'GSCITOT','DJUBSTR','RICIXTR','CYDMNTR',
    'RJEFCRT','MLCXTOT','DBKLCIX','BALTICF',
    'LMEINDX','DRAMDXI']
commodities['Indices']['Fields']=summary_fields

        
        Copy
    

    	
            
class CommodityOverviewWidget:    
    status_label = Label("")
    cache = {}    
    title_label  = Label(value='') 
    button = Button(description='Refresh')
    output = widgets.Output()
    commodity_dropdown = None
   
    def __init__(self, _context):
        dropdown_options = list(_context.keys())
        self.commodity_dropdown = Dropdown(options=dropdown_options, value=dropdown_options[0],description='Commodity:')
        display(HBox([self.commodity_dropdown, self.button]),           
                self.output)        
        self.button.on_click(self.on_button_clicked)  
        self.commodity_dropdown.observe(self.on_change)        
        self._context = _context   
        
    def display_data(self, name, static_data, df):
        with self.output:
            display(VBox([Label(r'\(\bf{'+ name +r'}\)')]
                ,layout=Layout(width='100%', display='flex' ,
                align_items='center')))
            dates = [dateutil.parser.parse(x) for x in df.index]
            X = mdates.date2num(dates)
            fig, axs = plt.subplots(nrows=4, ncols=3,figsize=(20, 20))    
            plt.close(fig)
            fig.subplots_adjust(top = 2)
            fig.subplots_adjust(bottom = 1)            
            for index in range(df.shape[1]):   
                z = np.polyfit(X, np.array(df.iloc[: , index].values), 1)
                p = np.poly1d(z)               
                ax = axs[int(index/3), int(index%3)]
                ax.plot(X,p(X),"r--")
                ax.plot(X, df.iloc[: , index].values)
                loc= mdates.AutoDateLocator()
                years = mdates.YearLocator()   # every year
                months = mdates.MonthLocator()  # every month
                years_fmt = mdates.DateFormatter('%Y-%m')               
                ax.set_title(static_data.loc[df.iloc[: , index].name[0]]['Name'])
                ax.xaxis.set_major_formatter(years_fmt)
                ax.xaxis.set_minor_locator(months)
                ax.xaxis.set_major_locator(loc)
                for tick in  ax.get_xticklabels():
                    tick.set_rotation(45)       
                
            self.output.clear_output()
            display(VBox([Label(r'\(\bf{'+ name +r'}\)')]
                ,layout=Layout(width='100%', display='flex' ,
                align_items='center')))
            display(fig)
            display(static_data)
    
    def on_change(self, change):
        if change['type'] == 'change' and change['name'] == 'value':       
            if  change['new'] not in self.cache or self.cache[change['new']] == {}:            
                self.refresh_data(change['new'])
            else:
                self.display_data(change['new'], self.cache[change['new']]['static'], self.cache[change['new']]['df'])
                
    def refresh_data(self, name):
        commodity = self._context[name]
        itemList = commodity['Items']
        fieldList = commodity['Fields']
        with self.output:
            self.output.clear_output()
            self.status_label.value="Running..."
            display(self.status_label)
            df = ds.get_data (tickers=",".join(itemList),  start='-1Y') #kind=1
            df.dropna(inplace=True)
            static_data = ds.get_data(tickers=",".join(itemList),fields=list(fieldList.keys()), kind=0)
            static_data = static_data.pivot(index='Instrument', columns='Datatype')["Value"]
            static_data = static_data[list(fieldList.keys())].rename(columns=fieldList)
            self.cache[name]={}
            self.cache[name]['static']=static_data
            self.cache[name]['df']=df
            self.display_data(name, static_data, df)
 
    def on_button_clicked(self,c):        
        self.refresh_data(self.commodity_dropdown.value)
                    

        
        Copy
    

    	
            CommodityOverviewWidget(commodities)
        
        Copy