Add SPY % heatmap

[StephanAkkerman]

https://phx.unusualwhales.com/api/etf/SPY/heatmap?date_range=one_day can get the data to create a heatmap of the SPY

Also make this a separate repo

[StephanAkkerman]

This is also interesting to add as a separate repo

[StephanAkkerman]

Checkout https://github.com/rajarshi1902/Live-Stock-Sentiment_Treemap

[StephanAkkerman]

Code is almost ready:

import pandas as pd
import plotly.express as px
import requests


def get_df():
    data = requests.get(
        "https://phx.unusualwhales.com/api/etf/SPY/heatmap?date_range=one_day",
        headers={
            "user-agent": "Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/101.0.4951.54 Safari/537.36"
        },
    ).json()

    # Create DataFrame
    df = pd.DataFrame(data["data"])

    # Convert relevant columns to numeric types
    df["call_premium"] = pd.to_numeric(df["call_premium"])
    df["close"] = pd.to_numeric(df["close"])
    df["high"] = pd.to_numeric(df["high"])
    df["low"] = pd.to_numeric(df["low"])
    df["marketcap"] = pd.to_numeric(df["marketcap"])
    df["open"] = pd.to_numeric(df["open"])
    df["prev_close"] = pd.to_numeric(df["prev_close"])
    df["put_premium"] = pd.to_numeric(df["put_premium"])

    # Add change column
    df["percentage_change"] = (df["close"] - df["prev_close"]) / df["prev_close"] * 100

    # Drop rows where the marketcap == 0
    df = df[df["marketcap"] > 0]

    return df


def create_treemap(df):

    # Custom color scale
    color_scale = [
        (0, "red"),  # Bright red at -5%
        (0.5, "grey"),  # Grey around 0%
        (1, "green"),  # Bright green at 5%
    ]

    # Generate the treemap
    fig = px.treemap(
        df,
        path=[px.Constant("Sectors"), "sector", "industry", "ticker"],
        values="marketcap",
        color="percentage_change",
        hover_data=["percentage_change", "ticker", "marketcap"],
        color_continuous_scale=color_scale,
        range_color=(-5, 5),
        color_continuous_midpoint=0,
    )

    fig.update_layout(
        margin=dict(t=30, l=10, r=10, b=10), font_size=20, coloraxis_colorbar=None
    )

    fig.data[0].texttemplate = "%{customdata[1]}<br>%{customdata[0]:.2f}%"
    fig.update_traces(textposition="middle center")

    # Disable the color bar
    fig.update(layout_coloraxis_showscale=False)

    # Save the figure as an image
    fig.write_image(file="image.png", format="png", width=1920, height=1080)

    # Plot the figure
    fig.show()


create_treemap(get_df())

[StephanAkkerman]

Completed: https://github.com/StephanAkkerman/spy-heatmap