def test_SMA_single_parameter(self):
clien_yahoo = Robo_Data(API="yahoo")
df = clien_yahoo.yahoo_historical_data(start_date="2019-01-01")
backtesting = Robo_Strategy_BackTesting(df)
result = backtesting.SMA_single_parameter()
self.assertIsInstance(result, pd.DataFrame)
def test_simfin_Derived_Ratios(self):
client_simfin = Robo_Data(API="simfin")
result = client_simfin.simfin_Derived_Ratios()
self.assertIsInstance(result, pd.DataFrame)
def test_yahoo_historical_data(self):
clien_yahoo = Robo_Data(API="yahoo")
result = clien_yahoo.yahoo_historical_data()
self.assertIsInstance(result, pd.DataFrame)
def test_simfin_cashflow_statment(self):
client_simfin = Robo_Data(API="simfin")
result = client_simfin.simfin_cashflow_statment()
self.assertIsInstance(result, pd.DataFrame)
def test_simfin_balance_sheet(self):
client_simfin = Robo_Data(API="simfin")
result = client_simfin.simfin_balance_sheet()
self.assertIsInstance(result, pd.DataFrame)
def test_simfin_historical_data(self):
client_simfin = Robo_Data(API="simfin")
result = client_simfin.simfin_historical_data()
self.assertIsInstance(result, pd.DataFrame)
def __init__(self, email_add=None, email_pwd=None):
self.email_add = email_add
self.alert = Robo_Alert(email_add, email_pwd)
self.data = Robo_Data(API="yahoo")
self.backtesting = None
class Robo_Monitor:
def __init__(self, email_add=None, email_pwd=None):
self.email_add = email_add
self.alert = Robo_Alert(email_add, email_pwd)
self.data = Robo_Data(API="yahoo")
self.backtesting = None
def Monitor_SMA(self,
sec_id='AAPL',
sma_short=20,
sma_long=50,
start_date="2018-10-30"):
# Get real time data from Interactive Broker
df = self.data.yahoo_historical_data(sec_id=sec_id,
start_date=start_date)
# Check the signal
# -- sma --
self.backtesting = Robo_Strategy_BackTesting(df)
df = self.backtesting.SMA_single_parameter(sma_short=sma_short,
sma_long=sma_long)
print('signal: {}'.format(df.loc[df.shape[0] - 1, 'signal']))
if df.loc[df.shape[0] - 1, 'signal'] == "buy":
self.alert.send_buy_notification(self.email_add, sec_id, "SMA")
elif df.loc[df.shape[0] - 1, 'signal'] == "sell":
self.alert.send_sell_notification(self.email_add, sec_id, "SMA")
else:
self.alert.send_hold_notification(self.email_add, sec_id, "SMA")
return None
def Monitor_RSI(self, sec_id='AAPL', period=14, start_date="2018-10-30"):
# Get real time data from Interactive Broker
df = self.data.yahoo_historical_data(sec_id=sec_id,
start_date=start_date)
# Check the signal
# -- sma --
self.backtesting = Robo_Strategy_BackTesting(df)
df = self.backtesting.RSI_single_parameter(period=period)
print('signal: {}'.format(df.loc[df.shape[0] - 1, 'signal']))
if df.loc[df.shape[0] - 1, 'signal'] == "buy":
self.alert.send_buy_notification(self.email_add, sec_id, "RSI")
elif df.loc[df.shape[0] - 1, 'signal'] == "sell":
self.alert.send_sell_notification(self.email_add, sec_id, "RSI")
else:
self.alert.send_hold_notification(self.email_add, sec_id, "RSI")
return None
def Monitor_BOLLBands(self,
sec_id='AAPL',
sma_period=30,
std_period=20,
start_date="2018-10-30"):
# Get real time data from Interactive Broker
df = self.data.yahoo_historical_data(sec_id=sec_id,
start_date=start_date)
# Check the signal
# -- sma --
self.backtesting = Robo_Strategy_BackTesting(df)
df = self.backtesting.Bollinger_single_parameter(sma_period=sma_period,
std_period=std_period)
print('signal: {}'.format(df.loc[df.shape[0] - 1, 'signal']))
if df.loc[df.shape[0] - 1, 'signal'] == "buy":
self.alert.send_buy_notification(self.email_add, sec_id,
"BOLLBands")
elif df.loc[df.shape[0] - 1, 'signal'] == "sell":
self.alert.send_sell_notification(self.email_add, sec_id,
"BOLLBands")
else:
self.alert.send_hold_notification(self.email_add, sec_id,
"BOLLBands")
return None