stock-correlations-plotly.py

# ---------------------------------------
# Get statistics for tooltip
# ---------------------------------------

# make list of node labels.
node_label = list(mst.nodes())
# calculate annualised returns, annualised volatility and round to 2dp
annual_vol, annual_ret, annual_vol_2dp, annual_ret_2dp = calculate_stats()
# get top and bottom 3 correlations for each node
top_3_corrs, bottom_3_corrs = get_top_and_bottom_three()


# create tooltip string by concatenating statistics
description = [f"<b>{node}</b>" +
               "<br>" + annual_ret_2dp[index] +
               "<br>" + annual_vol_2dp[index] +
               "<br><br>Strongest correlations with: " +
               "<br>" + top_3_corrs[index] +
               "<br>Weakest correlations with: "
               "<br>" + bottom_3_corrs[index]
               for index, node in enumerate(node_label)]


# ---------------------------------------
# Get poisitions of nodes and edges for Plotly graph
# ---------------------------------------

# get coordinates for nodes and edges
Xnodes, Ynodes, Xedges, Yedges = get_coordinates()


# ---------------------------------------
# Assign node colour and size depending on annualised returns
# ---------------------------------------

# assign node colour depending on positive or negative annualised returns
node_colour = [assign_colour(i) for i in annual_ret]

# assign node size based on annualised returns size (scaled by a factor)
node_size = [abs(x)**0.5*5 for x in annual_ret]