From c48218eae73f1a07fd23496837cc030d82845353 Mon Sep 17 00:00:00 2001 From: Tyler Date: Sun, 17 May 2026 00:54:46 -0700 Subject: Add Macro tab: Index Performance, Yield Curve, Sector Heatmap Three market-wide panels backed by yfinance (no new API keys). Macro tab renders before the st.stop() ticker guard so it's always accessible regardless of ticker state. Co-Authored-By: Claude Sonnet 4.6 --- components/macro.py | 320 ++++++++++++++++++++++++++++++++++++++++++++++++++++ 1 file changed, 320 insertions(+) create mode 100644 components/macro.py (limited to 'components/macro.py') diff --git a/components/macro.py b/components/macro.py new file mode 100644 index 0000000..a166855 --- /dev/null +++ b/components/macro.py @@ -0,0 +1,320 @@ +"""Macro tab — market-wide panels: Index Performance, Yield Curve, Sector Heatmap.""" +import streamlit as st +import streamlit.components.v1 as _html +import plotly.graph_objects as go +import yfinance as yf +import pandas as pd +from datetime import date as _date + + +_INDICES = { + "S&P 500": "^GSPC", + "NASDAQ": "^IXIC", + "DOW": "^DJI", + "Russell": "^RUT", + "VIX": "^VIX", +} + +# (symbol, divisor) — yfinance encodes yields as rate×divisor +_YIELDS = { + "3M": ("^IRX", 100), + "5Y": ("^FVX", 10), + "10Y": ("^TNX", 10), + "30Y": ("^TYX", 10), +} + +_SECTORS = { + "Technology": "XLK", + "Financials": "XLF", + "Healthcare": "XLV", + "Energy": "XLE", + "Industrials": "XLI", + "Cons. Disc.": "XLY", + "Cons. Stap.": "XLP", + "Utilities": "XLU", + "Real Estate": "XLRE", + "Materials": "XLB", + "Comm. Svcs.": "XLC", +} + + +# ── Data fetch ──────────────────────────────────────────────────────────────── + +@st.cache_data(ttl=300) +def _get_macro_data() -> dict: + indices = {} + for name, sym in _INDICES.items(): + try: + hist = yf.Ticker(sym).history(period="1y") + if hist.empty: + indices[name] = None + continue + closes = hist["Close"].dropna() + last = float(closes.iloc[-1]) + + def _pct(n): + if len(closes) > n: + return float((closes.iloc[-1] - closes.iloc[-(n + 1)]) / closes.iloc[-(n + 1)] * 100) + return None + + p1d = _pct(1) + p1w = _pct(5) + p1m = _pct(21) + + today = _date.today() + jan1 = pd.Timestamp(today.year, 1, 1) + idx = closes.index + if idx.tz is not None: + jan1 = jan1.tz_localize(idx.tz) + ytd_slice = closes[idx.normalize() >= jan1.normalize()] + pytd = float((last - float(ytd_slice.iloc[0])) / float(ytd_slice.iloc[0]) * 100) if not ytd_slice.empty else None + + indices[name] = {"price": last, "1d": p1d, "1w": p1w, "1m": p1m, "ytd": pytd} + except Exception: + indices[name] = None + + yields = {} + for label, (sym, div) in _YIELDS.items(): + try: + hist = yf.Ticker(sym).history(period="5d") + if hist.empty: + yields[label] = None + continue + closes = hist["Close"].dropna() + curr = float(closes.iloc[-1]) / div + prev = float(closes.iloc[-2]) / div if len(closes) >= 2 else None + yields[label] = {"rate": curr, "change_1d": (curr - prev) if prev is not None else None} + except Exception: + yields[label] = None + + sectors = {} + for name, etf in _SECTORS.items(): + try: + hist = yf.Ticker(etf).history(period="2d") + if len(hist) >= 2: + pct = float((hist["Close"].iloc[-1] - hist["Close"].iloc[-2]) / hist["Close"].iloc[-2] * 100) + price = float(hist["Close"].iloc[-1]) + elif len(hist) == 1: + pct = 0.0 + price = float(hist["Close"].iloc[-1]) + else: + sectors[name] = None + continue + sectors[name] = {"etf": etf, "pct": pct, "price": price} + except Exception: + sectors[name] = None + + return {"indices": indices, "yields": yields, "sectors": sectors} + + +# ── Helpers ─────────────────────────────────────────────────────────────────── + +def _pct_cell(v) -> str: + """Return an HTML with color class for a % value.""" + if v is None: + return "—" + sign = "+" if v >= 0 else "" + cls = "pos" if v > 0.005 else ("neg" if v < -0.005 else "flat") + return "" + sign + f"{v:.2f}%" + "" + + +def _sector_bg(pct: float) -> str: + """Interpolate background color between neutral and pos/neg based on magnitude.""" + neutral = (24, 29, 38) + pos_bg = (21, 36, 26) + neg_bg = (42, 21, 23) + intensity = min(1.0, abs(pct) / 3.0) + target = pos_bg if pct >= 0 else neg_bg + r = int(neutral[0] + (target[0] - neutral[0]) * intensity) + g = int(neutral[1] + (target[1] - neutral[1]) * intensity) + b = int(neutral[2] + (target[2] - neutral[2]) * intensity) + return "rgb(" + str(r) + "," + str(g) + "," + str(b) + ")" + + +# ── Panel renderers ─────────────────────────────────────────────────────────── + +def _render_index_table(indices: dict) -> None: + css = ( + "" + ) + head = ( + "" + "" + "" + ) + rows = "" + for name, d in indices.items(): + if d is None: + rows += "" + continue + price = f"{d['price']:,.2f}" + rows += ( + "" + "" + "" + "" + "" + "" + "" + ) + _html.html(css + head + rows + "
IndexPrice1D1W1MYTD
" + name + "—————
" + name + "" + price + "" + _pct_cell(d["1d"]) + "" + _pct_cell(d["1w"]) + "" + _pct_cell(d["1m"]) + "" + _pct_cell(d["ytd"]) + "
", height=290, scrolling=False) + + +def _render_yield_curve(yields: dict) -> None: + labels = list(yields.keys()) + rates = [yields[l]["rate"] if yields[l] else None for l in labels] + valid = [(l, r) for l, r in zip(labels, rates) if r is not None] + + fig = go.Figure() + if valid: + xl, yl = zip(*valid) + fig.add_trace(go.Scatter( + x=list(xl), + y=list(yl), + mode="lines+markers", + line=dict(color="#C2AA7A", width=2), + marker=dict(size=7, color="#C2AA7A", line=dict(width=1, color="#8F7A50")), + hovertemplate="%{x}: %{y:.2f}%", + )) + + fig.update_layout( + xaxis_title="Maturity", + yaxis=dict(tickformat=".2f", ticksuffix="%"), + height=240, + margin=dict(l=52, r=16, t=16, b=40), + ) + st.plotly_chart(fig, use_container_width=True) + + +def _render_yield_table(yields: dict) -> None: + css = ( + "" + ) + head = ( + "" + "" + "" + ) + rows = "" + for label, d in yields.items(): + if d is None: + rows += "" + continue + rate = f"{d['rate']:.2f}%" + chg = d["change_1d"] + sign = "+" if chg is not None and chg >= 0 else "" + chg_s = (sign + f"{chg:.2f}%") if chg is not None else "—" + cls = "pos" if (chg or 0) > 0.001 else ("neg" if (chg or 0) < -0.001 else "flat") + rows += ( + "" + "" + "" + "" + ) + _html.html(css + head + rows + "
MaturityYield1D Chg
" + label + "——
" + label + "" + rate + "" + chg_s + "
", height=240, scrolling=False) + + +def _render_sector_heatmap(sectors: dict) -> None: + css = ( + "" + "
" + ) + cells = "" + for name, d in sectors.items(): + if d is None: + cells += ( + "
" + "
" + name + "
" + "
—
" + "
" + ) + continue + pct = d["pct"] + bg = _sector_bg(pct) + sign = "+" if pct >= 0 else "" + cls = "pos" if pct > 0.005 else ("neg" if pct < -0.005 else "flat") + cells += ( + "
" + "
" + name + "
" + "
" + d["etf"] + "
" + "
" + sign + f"{pct:.2f}%" + "
" + "
" + ) + _html.html(css + cells + "
", height=340, scrolling=False) + + +# ── Public entry point ──────────────────────────────────────────────────────── + +def render_macro() -> None: + data = _get_macro_data() + + st.markdown( + "
Index Performance
", + unsafe_allow_html=True, + ) + _render_index_table(data["indices"]) + + st.markdown("
", unsafe_allow_html=True) + + col1, col2 = st.columns([3, 2]) + with col1: + st.markdown( + "
Yield Curve
", + unsafe_allow_html=True, + ) + _render_yield_curve(data["yields"]) + with col2: + st.markdown( + "
Treasury Yields
", + unsafe_allow_html=True, + ) + _render_yield_table(data["yields"]) + + st.markdown("
", unsafe_allow_html=True) + + st.markdown( + "
Sector Performance — Today
", + unsafe_allow_html=True, + ) + _render_sector_heatmap(data["sectors"]) -- cgit v1.3-2-g0d8e