{
"cells": [
{
"cell_type": "markdown",
"metadata": {},
"source": [
"# Sydney Stock Exchange trading activity, 1901–1950\n",
"\n",
"These charts show the amount of trading activity recorded each day by the Sydney Stock Exchange. At the end of each trading session, details of any activity were recorded by hand on printed sheets, under the headings 'Buyers', 'Sellers', and 'Business done' or 'Sales' (the column headings changed over time). Using computer vision technology and the Amazon Textract service, the printed labels and handwritten entries have been extracted from the sheets and compiled into a tabular format. This data is far from perfect, and is still being checked and cleaned. Some values will be missing altogether, particularly on pages with dense, overlapping annotations. However, even with these caveats, the raw number of handwritten entries in the 'Buyers', 'Sellers', and 'Sales' columns can show patterns in trading activity over time.\n",
"\n",
"The charts show the proportion of stocks each day that have prices recorded. Click on any of the points on the charts to view activity on a particular date."
]
},
{
"cell_type": "code",
"execution_count": 1,
"metadata": {},
"outputs": [],
"source": [
"%%capture\n",
"import altair as alt\n",
"import pandas as pd\n",
"from IPython.display import display\n",
"\n",
"alt.data_transformers.enable(\"default\")\n",
"\n",
"\n",
"def blank_href():\n",
" return {\"usermeta\": {\"embedOptions\": {\"loader\": {\"target\": \"_blank\"}}}}\n",
"\n",
"\n",
"# register the custom theme under a chosen name\n",
"alt.themes.register(\"blank_href\", blank_href)\n",
"\n",
"# enable the newly registered theme\n",
"alt.themes.enable(\"blank_href\")\n",
"\n",
"CLOUDSTOR_SHARE_LINK = \"https://cloudstor.aarnet.edu.au/plus/s/RwRrCpisBac7N38\""
]
},
{
"cell_type": "code",
"execution_count": 2,
"metadata": {},
"outputs": [],
"source": [
"def calculate_activity_by_day(year):\n",
" # df = pd.read_csv(Path('compiled-ocr-data', f'{year}-textract.csv'), parse_dates=['date'])\n",
" df = pd.read_csv(\n",
" f\"{CLOUDSTOR_SHARE_LINK}/download?files={year}-textract.csv\",\n",
" parse_dates=[\"date\"],\n",
" dtype={\n",
" \"label\": \"object\",\n",
" \"buyers\": \"object\",\n",
" \"sellers\": \"object\",\n",
" \"sales\": \"object\",\n",
" },\n",
" )\n",
" dfs = []\n",
" total = df[\"date\"].value_counts().to_frame()\n",
" total.columns = [\"total\"]\n",
" # any_activity = df.loc[(df['sales'].notnull()) | (df['buyers'].notnull()) | (df['sellers'].notnull())]['date'].value_counts().to_frame()\n",
" any_activity = (\n",
" df.loc[(df[\"buyers\"].notnull()) | (df[\"sellers\"].notnull())][\"date\"]\n",
" .value_counts()\n",
" .to_frame()\n",
" )\n",
" any_activity.columns = [\"count\"]\n",
" any_activity[\"activity\"] = \"any\"\n",
" any_totals = pd.concat([any_activity, total], axis=1)\n",
" r = pd.date_range(\n",
" start=f\"{any_totals.index.min().year}-01-01\",\n",
" end=f\"{any_totals.index.max().year}-12-31\",\n",
" )\n",
" any_totals = any_totals.reindex(r)\n",
" any_totals[\"activity\"].fillna(\"any\", inplace=True)\n",
" any_totals.fillna(0, inplace=True)\n",
" dfs.append(any_totals)\n",
" buyers = df.loc[df[\"buyers\"].notnull()][\"date\"].value_counts().to_frame()\n",
" buyers.columns = [\"count\"]\n",
" buyers[\"activity\"] = \"buyers\"\n",
" dfs.append(pd.concat([buyers, total], axis=1))\n",
" sellers = df.loc[df[\"sellers\"].notnull()][\"date\"].value_counts().to_frame()\n",
" sellers.columns = [\"count\"]\n",
" sellers[\"activity\"] = \"sellers\"\n",
" dfs.append(pd.concat([sellers, total], axis=1))\n",
" sales = df.loc[df[\"sales\"].notnull()][\"date\"].value_counts().to_frame()\n",
" sales.columns = [\"count\"]\n",
" sales[\"activity\"] = \"sales\"\n",
" dfs.append(pd.concat([sales, total], axis=1))\n",
" combined = pd.concat(dfs).rename_axis(\"date\").reset_index()\n",
" # combined['year'] = year\n",
" # display(combined)\n",
" return combined"
]
},
{
"cell_type": "code",
"execution_count": 3,
"metadata": {
"tags": [],
"usermeta": {
"embedOptions": {
"theme": "dark"
}
}
},
"outputs": [
{
"data": {
"text/html": [
"\n",
"\n",
""
],
"text/plain": [
"alt.LayerChart(...)"
]
},
"metadata": {},
"output_type": "display_data"
},
{
"data": {
"text/html": [
"\n",
"\n",
""
],
"text/plain": [
"alt.LayerChart(...)"
]
},
"metadata": {},
"output_type": "display_data"
},
{
"data": {
"text/html": [
"\n",
"\n",
""
],
"text/plain": [
"alt.LayerChart(...)"
]
},
"metadata": {},
"output_type": "display_data"
},
{
"data": {
"text/html": [
"\n",
"\n",
""
],
"text/plain": [
"alt.LayerChart(...)"
]
},
"metadata": {},
"output_type": "display_data"
},
{
"data": {
"text/html": [
"\n",
"\n",
""
],
"text/plain": [
"alt.LayerChart(...)"
]
},
"metadata": {},
"output_type": "display_data"
},
{
"data": {
"text/html": [
"\n",
"\n",
""
],
"text/plain": [
"alt.LayerChart(...)"
]
},
"metadata": {},
"output_type": "display_data"
},
{
"data": {
"text/html": [
"\n",
"\n",
""
],
"text/plain": [
"alt.LayerChart(...)"
]
},
"metadata": {},
"output_type": "display_data"
},
{
"data": {
"text/html": [
"\n",
"\n",
""
],
"text/plain": [
"alt.LayerChart(...)"
]
},
"metadata": {},
"output_type": "display_data"
},
{
"data": {
"text/html": [
"\n",
"\n",
""
],
"text/plain": [
"alt.LayerChart(...)"
]
},
"metadata": {},
"output_type": "display_data"
},
{
"data": {
"text/html": [
"\n",
"\n",
""
],
"text/plain": [
"alt.LayerChart(...)"
]
},
"metadata": {},
"output_type": "display_data"
},
{
"data": {
"text/html": [
"\n",
"\n",
""
],
"text/plain": [
"alt.LayerChart(...)"
]
},
"metadata": {},
"output_type": "display_data"
},
{
"data": {
"text/html": [
"\n",
"\n",
""
],
"text/plain": [
"alt.LayerChart(...)"
]
},
"metadata": {},
"output_type": "display_data"
},
{
"data": {
"text/html": [
"\n",
"\n",
""
],
"text/plain": [
"alt.LayerChart(...)"
]
},
"metadata": {},
"output_type": "display_data"
},
{
"data": {
"text/html": [
"\n",
"\n",
""
],
"text/plain": [
"alt.LayerChart(...)"
]
},
"metadata": {},
"output_type": "display_data"
},
{
"data": {
"text/html": [
"\n",
"\n",
""
],
"text/plain": [
"alt.LayerChart(...)"
]
},
"metadata": {},
"output_type": "display_data"
},
{
"data": {
"text/html": [
"\n",
"\n",
""
],
"text/plain": [
"alt.LayerChart(...)"
]
},
"metadata": {},
"output_type": "display_data"
},
{
"data": {
"text/html": [
"\n",
"\n",
""
],
"text/plain": [
"alt.LayerChart(...)"
]
},
"metadata": {},
"output_type": "display_data"
},
{
"data": {
"text/html": [
"\n",
"\n",
""
],
"text/plain": [
"alt.LayerChart(...)"
]
},
"metadata": {},
"output_type": "display_data"
},
{
"data": {
"text/html": [
"\n",
"\n",
""
],
"text/plain": [
"alt.LayerChart(...)"
]
},
"metadata": {},
"output_type": "display_data"
},
{
"data": {
"text/html": [
"\n",
"\n",
""
],
"text/plain": [
"alt.LayerChart(...)"
]
},
"metadata": {},
"output_type": "display_data"
},
{
"data": {
"text/html": [
"\n",
"\n",
""
],
"text/plain": [
"alt.LayerChart(...)"
]
},
"metadata": {},
"output_type": "display_data"
},
{
"data": {
"text/html": [
"\n",
"\n",
""
],
"text/plain": [
"alt.LayerChart(...)"
]
},
"metadata": {},
"output_type": "display_data"
},
{
"data": {
"text/html": [
"\n",
"\n",
""
],
"text/plain": [
"alt.LayerChart(...)"
]
},
"metadata": {},
"output_type": "display_data"
},
{
"data": {
"text/html": [
"\n",
"\n",
""
],
"text/plain": [
"alt.LayerChart(...)"
]
},
"metadata": {},
"output_type": "display_data"
},
{
"data": {
"text/html": [
"\n",
"\n",
""
],
"text/plain": [
"alt.LayerChart(...)"
]
},
"metadata": {},
"output_type": "display_data"
},
{
"data": {
"text/html": [
"\n",
"\n",
""
],
"text/plain": [
"alt.LayerChart(...)"
]
},
"metadata": {},
"output_type": "display_data"
},
{
"data": {
"text/html": [
"\n",
"\n",
""
],
"text/plain": [
"alt.LayerChart(...)"
]
},
"metadata": {},
"output_type": "display_data"
},
{
"data": {
"text/html": [
"\n",
"\n",
""
],
"text/plain": [
"alt.LayerChart(...)"
]
},
"metadata": {},
"output_type": "display_data"
},
{
"data": {
"text/html": [
"\n",
"\n",
""
],
"text/plain": [
"alt.LayerChart(...)"
]
},
"metadata": {},
"output_type": "display_data"
},
{
"data": {
"text/html": [
"\n",
"\n",
""
],
"text/plain": [
"alt.LayerChart(...)"
]
},
"metadata": {},
"output_type": "display_data"
},
{
"data": {
"text/html": [
"\n",
"\n",
""
],
"text/plain": [
"alt.LayerChart(...)"
]
},
"metadata": {},
"output_type": "display_data"
},
{
"data": {
"text/html": [
"\n",
"\n",
""
],
"text/plain": [
"alt.LayerChart(...)"
]
},
"metadata": {},
"output_type": "display_data"
},
{
"data": {
"text/html": [
"\n",
"\n",
""
],
"text/plain": [
"alt.LayerChart(...)"
]
},
"metadata": {},
"output_type": "display_data"
},
{
"data": {
"text/html": [
"\n",
"\n",
""
],
"text/plain": [
"alt.LayerChart(...)"
]
},
"metadata": {},
"output_type": "display_data"
},
{
"data": {
"text/html": [
"\n",
"\n",
""
],
"text/plain": [
"alt.LayerChart(...)"
]
},
"metadata": {},
"output_type": "display_data"
},
{
"data": {
"text/html": [
"\n",
"\n",
""
],
"text/plain": [
"alt.LayerChart(...)"
]
},
"metadata": {},
"output_type": "display_data"
},
{
"data": {
"text/html": [
"\n",
"\n",
""
],
"text/plain": [
"alt.LayerChart(...)"
]
},
"metadata": {},
"output_type": "display_data"
},
{
"data": {
"text/html": [
"\n",
"\n",
""
],
"text/plain": [
"alt.LayerChart(...)"
]
},
"metadata": {},
"output_type": "display_data"
},
{
"data": {
"text/html": [
"\n",
"\n",
""
],
"text/plain": [
"alt.LayerChart(...)"
]
},
"metadata": {},
"output_type": "display_data"
},
{
"data": {
"text/html": [
"\n",
"\n",
""
],
"text/plain": [
"alt.LayerChart(...)"
]
},
"metadata": {},
"output_type": "display_data"
},
{
"data": {
"text/html": [
"\n",
"\n",
""
],
"text/plain": [
"alt.LayerChart(...)"
]
},
"metadata": {},
"output_type": "display_data"
},
{
"data": {
"text/html": [
"\n",
"\n",
""
],
"text/plain": [
"alt.LayerChart(...)"
]
},
"metadata": {},
"output_type": "display_data"
},
{
"data": {
"text/html": [
"\n",
"\n",
""
],
"text/plain": [
"alt.LayerChart(...)"
]
},
"metadata": {},
"output_type": "display_data"
},
{
"data": {
"text/html": [
"\n",
"\n",
""
],
"text/plain": [
"alt.LayerChart(...)"
]
},
"metadata": {},
"output_type": "display_data"
},
{
"data": {
"text/html": [
"\n",
"\n",
""
],
"text/plain": [
"alt.LayerChart(...)"
]
},
"metadata": {},
"output_type": "display_data"
},
{
"data": {
"text/html": [
"\n",
"\n",
""
],
"text/plain": [
"alt.LayerChart(...)"
]
},
"metadata": {},
"output_type": "display_data"
},
{
"data": {
"text/html": [
"\n",
"\n",
""
],
"text/plain": [
"alt.LayerChart(...)"
]
},
"metadata": {},
"output_type": "display_data"
},
{
"data": {
"text/html": [
"\n",
"\n",
""
],
"text/plain": [
"alt.LayerChart(...)"
]
},
"metadata": {},
"output_type": "display_data"
},
{
"data": {
"text/html": [
"\n",
"\n",
""
],
"text/plain": [
"alt.LayerChart(...)"
]
},
"metadata": {},
"output_type": "display_data"
},
{
"data": {
"text/html": [
"\n",
"\n",
""
],
"text/plain": [
"alt.LayerChart(...)"
]
},
"metadata": {},
"output_type": "display_data"
}
],
"source": [
"for year in range(1901, 1951):\n",
" df = calculate_activity_by_day(year)\n",
"\n",
" chart = (\n",
" alt.Chart(df.loc[df[\"activity\"].isin([\"buyers\", \"sellers\", \"sales\"])])\n",
" .transform_calculate(\n",
" ratio=\"datum.count / datum.total\",\n",
" iso_date='timeFormat(datum.date, \"%Y-%m-%d\")',\n",
" url=\"https://sydney-stock-exchange-xqtkxtd5za-ts.a.run.app/stock_exchange/stocks?date__exact=\"\n",
" + alt.datum.iso_date\n",
" + \"&\"\n",
" + alt.datum.activity\n",
" + \"__notblank=1\",\n",
" )\n",
" .mark_point()\n",
" .encode(\n",
" x=alt.X(\"date:T\", axis=alt.Axis(grid=False, format=\"%B\"), title=\"Date\"),\n",
" y=alt.Y(\n",
" \"ratio:Q\",\n",
" axis=alt.Axis(format=\"%\", title=\"Percentage of stocks active\"),\n",
" ),\n",
" color=alt.Color(\n",
" \"activity:N\",\n",
" sort=[\"buyers\", \"sellers\", \"sales\"],\n",
" legend=alt.Legend(title=\"Activity\"),\n",
" ),\n",
" href=\"url:N\",\n",
" tooltip=[\n",
" alt.Tooltip(\"date\", format=\"%a, %e %b %Y\"),\n",
" alt.Tooltip(\"ratio:Q\", format=\".2%\", title=\"percent of stocks active\"),\n",
" alt.Tooltip(\"count\", title=\"number of stocks active\"),\n",
" \"activity\",\n",
" ],\n",
" )\n",
" .interactive()\n",
" )\n",
"\n",
" chart2 = (\n",
" alt.Chart(df.loc[df[\"activity\"] == \"any\"])\n",
" .transform_calculate(\n",
" ratio=\"datum.count / datum.total\",\n",
" )\n",
" .mark_area(opacity=0.2, color=\"grey\")\n",
" .encode(\n",
" x=\"date:T\",\n",
" y=\"ratio:Q\",\n",
" tooltip=[\n",
" alt.Tooltip(\"date\", format=\"%a, %e %b %Y\"),\n",
" alt.Tooltip(\"ratio:Q\", format=\".2%\", title=\"percent of stocks active\"),\n",
" \"count\",\n",
" \"activity:N\",\n",
" ],\n",
" )\n",
" .interactive()\n",
" )\n",
"\n",
" display(\n",
" (chart2 + chart)\n",
" .configure_title(fontSize=20)\n",
" .properties(width=800, height=300, title=str(year), padding=20)\n",
" )"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": []
}
],
"metadata": {
"kernelspec": {
"display_name": "Python 3 (ipykernel)",
"language": "python",
"name": "python3"
},
"language_info": {
"codemirror_mode": {
"name": "ipython",
"version": 3
},
"file_extension": ".py",
"mimetype": "text/x-python",
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.8.12"
}
},
"nbformat": 4,
"nbformat_minor": 4
}