adding local IBKR support

pages/1_Fundamentals.py

@@ -154,6 +154,8 @@ with st.form(key="selecting columns"):
         df_final.rename({'finnhubIndustry':'Industry', 'eps':'EPS', 'roe':'ROE','pe':'P/E','ps':'P/S', 'pb':'P/B','pfcf':'P/FCF','beta':'Beta'}, inplace=True, axis=1)
         st.write(df_final)
 
+        st.session_state['tickers'] = symbols
+
     if submit_button and symbols and strategy_selection == 'Growth':
 
       hash_map,gains_data = {},{}
@@ -190,3 +192,5 @@ with st.form(key="selecting columns"):
       df_final['PE/G'] = df_final['pe'] / df_final['epsGrowth5Y']
       df_final.rename({'finnhubIndustry':'Industry','marketCapitalization':'MarketCap','roe':'ROE', 'ev':'Enterp. Val', 'pe':'P/E', 'ps':'P/S', 'pb':'P/B', 'eps': 'EPS'}, inplace=True, axis=1)
       st.write(df_final)
+
+      st.session_state['tickers'] = symbols

pages/2_Portfolio_Builder.py

@@ -2,6 +2,7 @@ import pandas as pd
 from openbb import obb
 import riskfolio as rp
 import os
+import regex as re
 from dotenv import load_dotenv
 import matplotlib.pyplot as plt
 import pandas as pd
@@ -12,17 +13,35 @@ from plotly.subplots import make_subplots
 import plotly.figure_factory as ff
 import streamlit as st
 import platform
+import datetime
+import asyncio
+import nest_asyncio
+from openbb import obb
+
+def open_nested_event_loop():
+    # Check if there is an existing event loop, if not, create a new one
+    nest_asyncio.apply()
+    try:
+        loop = asyncio.get_event_loop()
+    except RuntimeError as ex:
+        if "There is no current event loop in thread" in str(ex):
+            loop = asyncio.new_event_loop()
+            asyncio.set_event_loop(loop)
+    return
+    
+def get_positions(account):
+    positions = ib.portfolio(account)
+    tickers = []
+    for position in positions:
+        tickers.append([position.contract.symbol, position.position, position.marketPrice])
+    return tickers
 
-st.write(platform.processor())
-# online hf: AMD64 Family 23 Model 113 Stepping 0, AuthenticAMD
 
 load_dotenv()
 
-from openbb import obb
 obb.account.login(pat=os.environ['open_bb_pat'])
 
-
-# take stock inputs 
+#  -------------------------- (Tickers) -------------------------------- #
 tickers = [
     "XLE", "XLF", "XLU", "XLI", "GDX", 
     "XLK", "XLV", "XLY", "XLP", "XLB", 
@@ -30,9 +49,37 @@ tickers = [
     "GDXJ", "IYE", "OIH", "XME", "XRT", 
     "SMH", "IBB", "KBE", "KRE", "XTL", 
 ]
+st.session_state['tickers'] = tickers
+
+if not platform.processor(): # take inputs from the user for hosted application
+    tickers = st.session_state['tickers']
+
+elif re.search('AuthenticAMD', platform.processor()): # use live ibkr portfolio if ran from local machine
+    try:
+        # Initialize IB connection here
+        open_nested_event_loop()
+        from ib_insync import *
+        ib = IB()
+        # Assuming you're connecting to a local TWS instance with default settings
+        ib.connect('127.0.0.1', 7497, clientId=1)
+        paper_acct = ib.managedAccounts()[0]
+
+        position_data = get_positions(paper_acct)
+        for pos in position_data:
+            tickers = [pos[0] for pos in position_data]
+
+    except Exception as e:
+        st.write('IB Workstation is not running. Please start the IB Workstation and try again.')
+        st.write('Error: ', e)
+        st.stop()
+
+
+
+st.write(tickers)
 
-start_date = '2023-01-01'
-end_date = '2024-01-01'
+# define range as today - 365 days to today
+start_date = (datetime.datetime.now() - datetime.timedelta(days=365)).strftime('%Y-%m-%d')
+end_date = datetime.datetime.now().strftime('%Y-%m-%d')
 
 data = (
     obb
@@ -132,13 +179,13 @@ Research has shown HRP to deliver lower out-of-sample variance than traditional
 
 fig1, ax1 = plt.subplots()
 ax1 = rp.plot_clusters(returns=returns,
-                      codependence='pearson',
-                      linkage='single',
-                      k=None,
-                      max_k=10,
-                      leaf_order=True,
-                      dendrogram=True,
-                      ax=None)
+                    codependence='pearson',
+                    linkage='single',
+                    k=None,
+                    max_k=10,
+                    leaf_order=True,
+                    dendrogram=True,
+                    ax=None)
 
 st.pyplot(fig1)
 

requirements.txt

@@ -21,3 +21,5 @@ streamlit>=1.22.0
 regex
 yfinance==0.2.28
 python-dotenv
+asyncio
+nest_asyncios