mirror of
https://github.com/PR0M3TH3AN/python_charts.git
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thePR0M3TH3AN
02a89740bb
Update `bitcoin_m2_chart.py` to plot Bitcoin price against global M2 money supply, rebased to 100 and shifted forward by 90 days. Limit data to start from July 1, 2024, and include error handling for missing GLOBAL_M2 data. Add dual y-axes and improve documentation for clarity. Include new output images for the updated chart.
409 lines
20 KiB
Python
409 lines
20 KiB
Python
#!/usr/bin/env python3
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"""bitcoin_m2_chart.py
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----------------------
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Plot Bitcoin price (log scale) versus global M2 money supply (rebased to 100),
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with M2 shifted forward by 90 days so that both series share the same x-axis.
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Show only data from July 1, 2024 onward. White background, two y-axes on the right,
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monthly x-ticks, and friendly error message if GLOBAL_M2 is missing.
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"""
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from __future__ import annotations
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import argparse
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from datetime import datetime
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from pathlib import Path
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from typing import Tuple
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import sys
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from scripts.constants import DB_PATH_DEFAULT
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import matplotlib.dates as mdates
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import matplotlib.pyplot as plt
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import pandas as pd
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from dateutil.relativedelta import relativedelta
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# IMPORTANT: use the package-qualified import
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from scripts.common import (
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fetch_series_db,
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save_figure,
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validate_dataframe,
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validate_overlap,
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)
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def fetch_series(
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start: datetime,
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end: datetime,
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btc_series: str,
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m2_series: str,
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db_path: str | Path = DB_PATH_DEFAULT,
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) -> Tuple[pd.DataFrame, pd.DataFrame]:
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"""Load Bitcoin and M2 series from a local SQLite DB."""
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df = fetch_series_db([btc_series, m2_series], start, end, db_path)
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btc = df[[btc_series]].rename(columns={btc_series: "value"})
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m2 = df[[m2_series]].rename(columns={m2_series: "value"})
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return btc, m2
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def validate_series(
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btc: pd.DataFrame, m2: pd.DataFrame, btc_name: str, m2_name: str
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) -> None:
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"""Basic sanity checks on the two series."""
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validate_dataframe(btc, btc_name)
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validate_dataframe(m2, m2_name)
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validate_overlap(btc, m2)
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def plot_bitcoin_m2(
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btc: pd.DataFrame,
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m2: pd.DataFrame,
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offset_days: int,
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extend_years: int,
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*,
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width: float = 12,
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height: float = 6,
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dpi: int | None = None,
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) -> plt.Figure:
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"""
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Plot Bitcoin (log scale) and Global M2 (rebased to 100) on a shared x-axis,
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with M2 shifted forward by `offset_days` (90 days). Show only data from
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July 1, 2024 onward. White background, two y-axes on the right, monthly x-ticks.
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"""
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# ──────────────────────────────────────────────────────────────────────────
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# 1) DROP ANY ROWS WITH NULL "value" BEFORE SHIFTING/REBASE:
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# ──────────────────────────────────────────────────────────────────────────
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btc_clean = btc.dropna(subset=["value"])
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m2_clean = m2.dropna(subset=["value"])
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# ──────────────────────────────────────────────────────────────────────────
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# 2) SHIFT M2's INDEX FORWARD by offset_days (90)
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# ──────────────────────────────────────────────────────────────────────────
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m2_shifted = m2_clean.copy()
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m2_shifted.index = m2_shifted.index + pd.Timedelta(days=offset_days)
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# ──────────────────────────────────────────────────────────────────────────
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# 3) CROP BOTH SERIES TO START ON JULY 1, 2024 (user request)
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# ──────────────────────────────────────────────────────────────────────────
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crop_start = pd.to_datetime("2024-07-01")
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btc_cropped = btc_clean.loc[btc_clean.index >= crop_start]
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m2_cropped = m2_shifted.loc[m2_shifted.index >= crop_start]
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# ──────────────────────────────────────────────────────────────────────────
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# 4) FIND OVERLAP WINDOW: plot only dates where BOTH series exist
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# ──────────────────────────────────────────────────────────────────────────
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overlap_start = max(btc_cropped.index.min(), m2_cropped.index.min())
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overlap_end = min(btc_cropped.index.max(), m2_cropped.index.max())
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if overlap_start >= overlap_end:
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raise ValueError(
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f"No overlapping range from {crop_start.date()} after shifting M2 by {offset_days} days."
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)
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btc_overlap = btc_cropped.loc[overlap_start:overlap_end]
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m2_overlap = m2_cropped.loc[overlap_start:overlap_end]
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# ──────────────────────────────────────────────────────────────────────────
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# 5) REBASE M2_OVERLAP to base‐100 index
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# ──────────────────────────────────────────────────────────────────────────
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first_m2_date = m2_overlap["value"].dropna().index.min()
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if first_m2_date is None:
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m2_indexed = pd.Series([], dtype=float)
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else:
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first_m2_value = float(m2_overlap.loc[first_m2_date, "value"])
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m2_indexed = (m2_overlap["value"] / first_m2_value) * 100
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m2_indexed = m2_indexed.dropna()
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# ──────────────────────────────────────────────────────────────────────────
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# 6) SET UP FIGURE WITH WHITE BACKGROUND
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# ──────────────────────────────────────────────────────────────────────────
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fig, ax1 = plt.subplots(figsize=(width, height), dpi=dpi)
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fig.patch.set_facecolor("white")
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ax1.set_facecolor("white")
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# ─── Plot Bitcoin on "ax1" (log scale, orange) ─────────────────────────────
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ax1.plot(
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btc_overlap.index,
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btc_overlap["value"],
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label="Bitcoin (USD, log-scale)",
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color="#f7931a",
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linewidth=2.0,
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)
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ax1.set_yscale("log")
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ax1.set_ylabel("Bitcoin Price (USD, log)", color="#333333")
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ax1.tick_params(axis="y", colors="#333333")
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# Move BTC axis to the right side:
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ax1.yaxis.set_label_position("right")
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ax1.yaxis.tick_right()
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# ─── Plot a horizontal dotted line at the last BTC close ────────────────────
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last_btc_date = btc_overlap.index.max()
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last_btc_value = float(btc_overlap.loc[last_btc_date, "value"])
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ax1.axhline(
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last_btc_value,
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color="#f7931a",
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linestyle=":",
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linewidth=1.5,
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alpha=0.9,
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)
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# ──────────────────────────────────────────────────────────────────────────
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# 7) Plot M2 on twin axis "ax2" (linear scale, green) ───────────────────────
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# ──────────────────────────────────────────────────────────────────────────
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ax2 = ax1.twinx()
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if not m2_indexed.empty:
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ax2.plot(
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m2_indexed.index,
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m2_indexed.values,
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label="Global M2 Index (base 100)",
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color="#00aa00",
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linewidth=2.0,
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)
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ax2.set_ylabel("Global M2 Index (base 100)", color="#333333")
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ax2.tick_params(axis="y", colors="#333333")
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# Move M2 axis even further right (so BTC ticks are inner-right, M2 outer-right):
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ax2.spines["right"].set_position(("axes", 1.08))
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# ──────────────────────────────────────────────────────────────────────────
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# 8) SET Y-TICKS EXACTLY AS IN THE SCREENSHOT
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# ──────────────────────────────────────────────────────────────────────────
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# Bitcoin ticks (inner right):
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btc_ticks = [41100, 45500, 50500, 56500, 62500, 70500, 78000, 86000, 98000, 113000]
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ax1.set_yticks(btc_ticks)
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ax1.set_yticklabels([f"{int(tick):,}" for tick in btc_ticks], color="#333333")
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# Global M2 ticks (outer right):
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m2_ticks = [99.10] + list(range(100, 114)) # [99.10, 100, 101, …, 113]
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ax2.set_yticks(m2_ticks)
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ax2.set_yticklabels(
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[f"{tick:.2f}" if isinstance(tick, float) else f"{tick}" for tick in m2_ticks],
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color="#333333",
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)
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# ──────────────────────────────────────────────────────────────────────────
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# 9) DRAW HORIZONTAL GRID LINES (only on BTC axis)
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# ──────────────────────────────────────────────────────────────────────────
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ax1.grid(
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axis="y",
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linestyle="--",
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linewidth=0.7,
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color="#cccccc",
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alpha=0.4,
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)
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# ──────────────────────────────────────────────────────────────────────────
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# 10) SET X-LIMITS: from overlap_start → overlap_end + extend_years
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# ──────────────────────────────────────────────────────────────────────────
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x_end_extended = overlap_end + relativedelta(years=extend_years)
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ax1.set_xlim(overlap_start, x_end_extended)
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# ──────────────────────────────────────────────────────────────────────────
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# 11) MONTHLY X-TICKS:
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# Major = first of each month (“Jul, Aug, Sep …”),
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# Minor = mid-month (no label).
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# ──────────────────────────────────────────────────────────────────────────
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ax1.xaxis.set_major_locator(mdates.MonthLocator(interval=1))
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ax1.xaxis.set_major_formatter(mdates.DateFormatter("%b"))
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ax1.xaxis.set_minor_locator(mdates.MonthLocator(bymonthday=15))
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for label in ax1.get_xticklabels():
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label.set_color("#333333")
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label.set_rotation(0)
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label.set_fontsize(10)
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# ──────────────────────────────────────────────────────────────────────────
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# 12) ANNOTATE “2025” UNDER THE JANUARY TICK
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# ──────────────────────────────────────────────────────────────────────────
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try:
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jan2025 = pd.to_datetime("2025-01-01")
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if jan2025 < overlap_start:
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jan2025 = pd.to_datetime(f"{overlap_start.year + 1}-01-01")
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xloc = mdates.date2num(jan2025)
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ax1.annotate(
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"2025",
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(xloc, 0),
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xycoords=("data", "axes fraction"),
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xytext=(0, -20),
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textcoords="offset points",
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ha="center",
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color="#333333",
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fontsize=11,
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)
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except Exception:
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pass
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# ──────────────────────────────────────────────────────────────────────────
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# 13) LEGEND (combine both axes) at top-left
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# ──────────────────────────────────────────────────────────────────────────
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lines1, labels1 = ax1.get_legend_handles_labels()
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lines2, labels2 = ax2.get_legend_handles_labels()
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ax1.legend(
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lines1 + lines2,
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labels1 + labels2,
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loc="upper left",
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frameon=False,
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fontsize=11,
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)
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# ──────────────────────────────────────────────────────────────────────────
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# 14) HEADER TEXT (symbol, price, M2 info) at top-left
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# ──────────────────────────────────────────────────────────────────────────
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header_y = 1.02
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# “Bitcoin / U.S. Dollar · 1D · COINBASE” in gray:
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ax1.text(
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0.0,
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header_y,
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"Bitcoin / U.S. Dollar · 1D · COINBASE",
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transform=ax1.transAxes,
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color="#333333",
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fontsize=12,
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weight="bold",
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va="bottom",
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)
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# BTC’s last close and daily change in orange:
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prev_btc = float(btc_overlap["value"].iloc[-2])
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change = last_btc_value - prev_btc
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pct_change = (change / prev_btc) * 100
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ax1.text(
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0.0,
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header_y - 0.035,
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f"{last_btc_value:,.2f} {change:+.2f} ({pct_change:+.2f}%)",
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transform=ax1.transAxes,
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color="#f7931a",
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fontsize=11,
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va="bottom",
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)
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# M2 info (“Days Offset = 90” and last M2 index) in green:
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if not m2_indexed.empty:
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last_m2_val = m2_indexed.iloc[-1]
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ax1.text(
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0.0,
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header_y - 0.07,
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f"Global M2 Money Supply // Days Offset = {offset_days} {last_m2_val:.2f}",
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transform=ax1.transAxes,
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color="#00aa00",
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fontsize=11,
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va="bottom",
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)
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fig.tight_layout(rect=[0, 0, 1, 0.95])
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return fig
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def main(argv: list[str] | None = None) -> plt.Figure:
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p = argparse.ArgumentParser(description="Plot Bitcoin vs Global M2")
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p.add_argument(
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"--btc-series",
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type=str,
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default="CBBTCUSD",
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help="FRED series name for Bitcoin price",
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)
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p.add_argument(
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"--m2-series",
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type=str,
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default="GLOBAL_M2",
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help="FRED series name for global M2",
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)
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p.add_argument(
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"--start", type=str, default="2024-01-01", help="start date YYYY-MM-DD"
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)
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p.add_argument(
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"--end",
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type=str,
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default=datetime.today().strftime("%Y-%m-%d"),
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help="end date YYYY-MM-DD",
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)
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p.add_argument(
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"--offset",
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type=int,
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default=90, # shift M2 forward by 90 days (to match TradingView)
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help="shift M2 by this many days (positive = M2 leads BTC)",
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)
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p.add_argument(
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"--extend-years", type=int, default=1, help="years beyond end date to show"
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)
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p.add_argument(
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"--db",
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type=str,
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default=str(DB_PATH_DEFAULT),
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help="path to local SQLite DB",
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)
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p.add_argument(
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"--output", type=str, default=None, help="optional path to save the figure"
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)
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p.add_argument("--width", type=float, default=12.0, help="figure width in inches")
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p.add_argument("--height", type=float, default=6.0, help="figure height in inches")
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p.add_argument("--dpi", type=int, default=None, help="figure DPI")
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p.add_argument("--no-show", action="store_true", help="do not display the figure")
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args = p.parse_args(argv)
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try:
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start_dt = datetime.fromisoformat(args.start)
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except ValueError:
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print(f"Invalid --start date: {args.start}", file=sys.stderr)
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raise SystemExit(1)
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try:
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end_dt = datetime.fromisoformat(args.end)
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except ValueError:
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print(f"Invalid --end date: {args.end}", file=sys.stderr)
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raise SystemExit(1)
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# ──────────────────────────────────────────────────────────────────────────
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# 15) FETCH SERIES
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# ──────────────────────────────────────────────────────────────────────────
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try:
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btc, m2 = fetch_series(start_dt, end_dt, args.btc_series, args.m2_series, args.db)
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except FileNotFoundError as fnf:
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print(fnf, file=sys.stderr)
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sys.exit(1)
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# If either series is empty, print a friendly message and exit:
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if btc.empty:
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print(
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f"No data found for {args.btc_series} between {args.start} and {args.end}.",
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file=sys.stderr,
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)
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sys.exit(1)
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if m2.empty:
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print(
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f"No data found for {args.m2_series} between {args.start} and {args.end}.",
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file=sys.stderr,
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)
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print(
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"Try running:\n"
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" python -m scripts.refresh_data --series GLOBAL_M2 --start 2010-01-01",
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file=sys.stderr,
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)
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sys.exit(1)
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# ──────────────────────────────────────────────────────────────────────────
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# 16) VALIDATE (non-empty, no nulls, overlapping)
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# ──────────────────────────────────────────────────────────────────────────
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try:
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validate_series(btc, m2, args.btc_series, args.m2_series)
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except ValueError as e:
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print(f"Validation error: {e}", file=sys.stderr)
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sys.exit(1)
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# ──────────────────────────────────────────────────────────────────────────
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# 17) PLOT
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# ──────────────────────────────────────────────────────────────────────────
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fig = plot_bitcoin_m2(
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btc,
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m2,
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offset_days=args.offset,
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extend_years=args.extend_years,
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width=args.width,
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height=args.height,
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dpi=args.dpi,
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)
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save_figure(fig, args.output, __file__)
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if argv is None and not args.no_show:
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fig.show()
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return fig
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if __name__ == "__main__":
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main()
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