def setUpClass(self):
Logger.pushLogData("unitTesting", __name__)
forceWorkingDirectory()
pyswing.globals.potentialRuleMatches = None
pyswing.globals.equityCount = None
pyswing.database.overrideDatabase("output/TestMarketRule.db")
pyswing.constants.pySwingStartDate = datetime.datetime(2014, 1, 1)
deleteFile(pyswing.database.pySwingDatabase)
args = "-n %s" % ("unitTesting")
createDatabase(args.split())
pretendDate = datetime.datetime(2015, 9, 1)
with patch.object(Equity, '_getTodaysDate',
return_value=pretendDate) as mock_method:
self._equity = Equity("WOR.AX")
self._equity.importData()
indicatorADI = IndicatorADI()
indicatorADI.updateIndicator()
self.rule = MarketRule("Indicator_ADI", "ADI > 0")
self.rule.evaluateRule()
def test_importData(self):
latestDate = self._equityCBA._getLatestDate()
expectedLatestDate = datetime.datetime(2015, 4, 1)
self.assertEquals(latestDate, expectedLatestDate)
pretendDate = datetime.datetime(2015, 5, 1)
with patch.object(Equity, '_getTodaysDate',
return_value=pretendDate) as mock_method:
self._equityCBA = Equity("CBA.AX")
self._equityCBA.importData()
self._equityTLS = Equity("TLS.AX")
self._equityTLS.importData()
latestDate = self._equityCBA._getLatestDate()
expectedLatestDate = datetime.datetime(2015, 5, 1)
self.assertEquals(latestDate, expectedLatestDate)
def setUpClass(self):
Logger.pushLogData("unitTesting", __name__)
forceWorkingDirectory()
pyswing.database.overrideDatabase("output/TestEquity.db")
pyswing.constants.pySwingStartDate = datetime.datetime(2015, 1, 1)
deleteFile(pyswing.database.pySwingDatabase)
args = "-n %s" % ("unitTesting")
createDatabase(args.split())
pretendDate = datetime.datetime(2015, 4, 1)
with patch.object(Equity, '_getTodaysDate',
return_value=pretendDate) as mock_method:
self._equityCBA = Equity("CBA.AX")
self._equityCBA.importData()
self._equityTLS = Equity("TLS.AX")
self._equityTLS.importData()
def setUpClass(self):
Logger.pushLogData("unitTesting", __name__)
forceWorkingDirectory()
pyswing.database.overrideDatabase(
"output/TestMultipleIndicatorRule.db")
pyswing.constants.pySwingStartDate = datetime.datetime(2013, 1, 1)
deleteFile(pyswing.database.pySwingDatabase)
args = "-n %s" % ("unitTesting")
createDatabase(args.split())
pretendDate = datetime.datetime(2015, 9, 1)
with patch.object(Equity, '_getTodaysDate',
return_value=pretendDate) as mock_method:
self._equityCBA = Equity("WOR.AX")
self._equityCBA.importData()
indicatorSMA = IndicatorSMA(self._equityCBA.dataFrame(), "WOR.AX")
indicatorSMA.updateIndicator()
def updateIndicators(argv):
"""
Update Indicators.
:param argv: Command Line Parameters.
-n = Name
Example:
python -m pyswing.UpdateIndicators -n asx
"""
Logger.log(logging.INFO, "Log Script Call", {
"scope": __name__,
"arguments": " ".join(argv)
})
Logger.pushLogData("script", __name__)
marketName = ""
try:
shortOptions = "n:dh"
longOptions = ["marketName=", "debug", "help"]
opts, __ = getopt.getopt(argv, shortOptions, longOptions)
except getopt.GetoptError as e:
Logger.log(logging.ERROR, "Error Reading Options", {
"scope": __name__,
"exception": str(e)
})
usage()
sys.exit(2)
for opt, arg in opts:
if opt in ("-d", "--debug"):
Logger().setLevel(logging.DEBUG)
elif opt in ("-h", "--help"):
print("?")
usage()
sys.exit()
elif opt in ("-n", "--marketName"):
marketName = arg
if marketName != "":
pyswing.database.initialiseDatabase(marketName)
Logger.log(logging.INFO, "Update Indicators", {
"scope": __name__,
"market": marketName
})
tickerCodesRelativeFilePath = "resources/%s.txt" % (marketName)
market = Market(tickerCodesRelativeFilePath)
# Market Indicators
adiIndicator = IndicatorADI()
adiIndicator.updateIndicator()
# Equity Indicators
for index, row in market.tickers.iterrows():
tickerCode = row[0]
equity = Equity(tickerCode)
equityDataFrame = equity.dataFrame()
smaIndicator = IndicatorSMA(equityDataFrame, tickerCode)
smaIndicator.updateIndicator()
emaIndicator = IndicatorEMA(equityDataFrame, tickerCode)
emaIndicator.updateIndicator()
bbIndicator = IndicatorBB20(equityDataFrame, tickerCode)
bbIndicator.updateIndicator()
rocIndicator = IndicatorROC(equityDataFrame, tickerCode)
rocIndicator.updateIndicator()
macdIndicator = IndicatorMACD(equityDataFrame, tickerCode)
macdIndicator.updateIndicator()
stochIndicator = IndicatorSTOCH(equityDataFrame, tickerCode)
stochIndicator.updateIndicator()
rsiIndicator = IndicatorRSI(equityDataFrame, tickerCode)
rsiIndicator.updateIndicator()
adxIndicator = IndicatorADX(equityDataFrame, tickerCode)
adxIndicator.updateIndicator()
aroonIndicator = IndicatorAROON(equityDataFrame, tickerCode)
aroonIndicator.updateIndicator()
dxIndicator = IndicatorDX(equityDataFrame, tickerCode)
dxIndicator.updateIndicator()
TeamCity.setBuildResultText("Updated Indicators")
else:
Logger.log(logging.ERROR, "Missing Options", {
"scope": __name__,
"options": str(argv)
})
usage()
sys.exit(2)
def importData(argv):
"""
Import Share Data.
:param argv: Command Line Parameters.
-n = Name
Example:
python -m pyswing.ImportData -n asx
"""
Logger.log(logging.INFO, "Log Script Call", {
"scope": __name__,
"arguments": " ".join(argv)
})
Logger.pushLogData("script", __name__)
marketName = ""
try:
shortOptions = "n:dh"
longOptions = ["marketName=", "debug", "help"]
opts, __ = getopt.getopt(argv, shortOptions, longOptions)
except getopt.GetoptError as e:
Logger.log(logging.ERROR, "Error Reading Options", {
"scope": __name__,
"exception": str(e)
})
usage()
sys.exit(2)
for opt, arg in opts:
if opt in ("-d", "--debug"):
Logger().setLevel(logging.DEBUG)
elif opt in ("-h", "--help"):
print("?")
usage()
sys.exit()
elif opt in ("-n", "--marketName"):
marketName = arg
if marketName != "":
pyswing.database.initialiseDatabase(marketName)
Logger.log(logging.INFO, "Import Market Data", {
"scope": __name__,
"market": marketName
})
tickerCodesRelativeFilePath = "resources/%s.txt" % (marketName)
market = Market(tickerCodesRelativeFilePath)
for index, row in market.tickers.iterrows():
equity = Equity(row[0])
equity.importData()
TeamCity.setBuildResultText("Imported Data from Yahoo")
else:
Logger.log(logging.ERROR, "Missing Options", {
"scope": __name__,
"options": str(argv)
})
usage()
sys.exit(2)
from pyswing.objects.equity import Equity
cbaEquity = Equity("CBA.AX")
cbaEquity.dataFrame().query("Date > '2015-01-01 00:00:00'").plot(
y=['Close'], title='CBA Close 2015')
import pyswing.database
import sqlite3
from pandas.io.sql import read_sql_query
pyswing.database.initialiseDatabase("ftse")
connection = sqlite3.connect(pyswing.database.pySwingDatabase)
query = "select * from Indicator_ROC WHERE CODE = 'AAL.L'"
cbaEquityData = read_sql_query(query, connection, 'Date')
connection.close()
cbaEquityData.query("Date > '2010-01-01 00:00:00'").plot(
y=['ROC_5', 'ROC_10', 'ROC_20'], title='Hello!')
import pyswing.database
import sqlite3
from pandas.io.sql import read_sql_query
connection = sqlite3.connect(pyswing.database.pySwingDatabase)
query = "select b.*, e.Close from Indicator_BB20 b inner join Equities e on b.Date = e.Date and b.Code = e.Code and b.Date > '2015-03-01 00:00:00' and b.Code = 'CBA.AX'"
cbaEquityData = read_sql_query(query, connection, 'Date')
connection.close()
cbaEquityData.query("Date > '2015-01-01 00:00:00'").plot(
y=['upperband', 'middleband', 'lowerband', 'Close'],
title='CBA BBAND 2015')
import pyswing.database
import sqlite3
from pandas.io.sql import read_sql_query
connection = sqlite3.connect("output/TestMultipleIndicatorRule.db")
