def set_prices(self,
sym=None,
last_date=None,
time_from="-90d",
time_to="0d"):
if last_date:
self.db.last_date = last_date
self.in_day_stocks = sdf.retype(self.db.get_last_n_days(sym))
self.stocks = sdf.retype(
self.db.load_data(TableName.DAY,
sym,
time_from=time_from,
time_to=time_to))
self.stocks = FinI.add_indicators(sdf.retype(self.stocks))
self.stocks = FinI.add_fib(self.stocks, last_rows=10)
self.spy = sdf.retype(
self.db.load_data(TableName.DAY, ["SPY"],
time_from=time_from,
time_to=time_to))
print("set_prices() - done")
def show_sym_bs_stats(self, sym: str):
self.db.limit = None
dfp, financials, sentiment, earnings, spy = self.db.get_all_data(
self.db.time_from, sym)
dfp = FinI.add_indicators(dfp)
dfp = FinI.add_fib(dfp, last_rows=10)
# print(dfp)
# last 5 financials
financials = financials.tail(5)
days_to_earnings = FinI.days_to_earnings(earnings)
# print(earnings)
if days_to_earnings is None:
earnings = None
fig, axs = plt.subplots(2, 1, figsize=(16, 16))
PlotI.set_margins(plt)
PlotI.plot_spy(axs[0], spy.loc[spy.index.isin(dfp.index)])
axsp = PlotI.plot_stock_prices(axs[0].twinx(), dfp, sym, 0.5)
axsp = PlotI.plot_sma(axsp, dfp, ["sma9", "sma50"])
axsp.xaxis.set_major_formatter(plt.NullFormatter())
axsp = PlotI.plot_candles(dfp,
axsp,
body_w=0.5,
shadow_w=0.1,
alpha=0.5)
axsp = PlotI.plot_fib(dfp, axsp, alpha=0.4)
axsp = PlotI.plot_fib(dfp, axsp, alpha=0.4, fib_name="fb_mid")
axsp = PlotI.plot_fib(dfp, axsp, alpha=0.4, fib_name="fb_bot")
axsp = PlotI.plot_weeks(axsp, dfp)
PlotI.plot_boll(axsp, dfp, sym)
axsp2 = PlotI.plot_volume_bars(axsp.twinx(), dfp)
axsp2 = PlotI.plot_rsi(axs[1], dfp)
axsp2 = PlotI.plot_macd_boll(axs[1].twinx(), dfp)
# ax_macd = PlotI.plot_macd(ax_macd,dfp)
axsp2 = PlotI.plot_volume_bars(axs[1].twinx(), dfp)
if self.buy_sell_closed is not None and len(self.buy_sell_closed) > 0:
axsp = PlotI.plot_bs(axsp, self.buy_sell_closed)
axsp2 = PlotI.plot_bs(axsp2.twinx(), self.buy_sell_closed)
plt.show()