def pivot(data: list, data_properties: dict) -> dict:
"""
Strategy for Pivot points.
:param data: list[numeric]
:param data_properties: dict
:return: dict
Result from strategy_builder
"""
close = data_parser.get_close(data)
pivot = indicators.pivot(data)
pp = pivot[Keys.pp]
r1 = pivot[Keys.r1]
s1 = pivot[Keys.s1]
buy = Condition(data1=close, data2=pp, operation=Operation.GREATER_THAN)
sell = Condition(data1=close, data2=pp, operation=Operation.LESS_THAN)
chart_1 = ChartElement(data=pivot, label="pivot", chart_type=ChartType.JUMPLINE, plot=ChartAxis.SAME_AXIS)
charts = [chart_1]
result = strategy_builder(data_properties=data_properties, data_list=data, strategy=BUY, buy=buy, sell=sell,
charts=charts, target=r1, sl=s1, backtest_chart=ChartType.COLUMN)
return result
def cum_pl_short():
"""
Chart for back test reports of Cumulative profit and loss
:return: None
"""
data_prop, data = data_parser.get_data(start_date="2000-01-18")
high = data_parser.get_high(data)
low = data_parser.get_low(data)
close = data_parser.get_close(data)
sma = indicators.sma(close)
ema = indicators.ema(close)
macd = indicators.macd(close)
rsi = indicators.rsi(close)
stoch = indicators.stoch(high, low, close)
bbands = indicators.bollinger_bands(close)
pivot = indicators.pivot(data)
chart_1 = ChartElement(data=sma,
label="sma",
chart_type=ChartType.LINE,
plot=ChartAxis.SAME_AXIS,
color=ChartColor.YELLOW)
chart_2 = ChartElement(data=ema,
label="ema",
chart_type=ChartType.LINE,
plot=ChartAxis.SAME_AXIS,
color=ChartColor.PINK)
chart_3 = ChartElement(data=stoch,
label="stoch",
chart_type=ChartType.LINE,
plot=ChartAxis.DIFFERENT_AXIS,
color=ChartColor.PURPLE)
chart_4 = ChartElement(data=bbands,
label="bbands",
chart_type=ChartType.LINE,
plot=ChartAxis.SAME_AXIS,
color=ChartColor.BLUE)
chart_5 = ChartElement(data=pivot,
label="pivot",
chart_type=ChartType.LINE,
plot=ChartAxis.SAME_AXIS,
color=ChartColor.GREEN)
chart_6 = ChartElement(data=rsi,
label="rsi",
chart_type=ChartType.LINE,
plot=1,
color=ChartColor.RED)
chart_7 = ChartElement(data=macd,
label="macd",
chart_type=ChartType.LINE,
plot=2,
color="magenta")
charts = [chart_1, chart_2, chart_3, chart_6]
buy = Condition(data1=sma, data2=ema, operation=Operation.CROSSOVER)
sell = Condition(data1=rsi, data2=70, operation=Operation.GREATER_THAN)
result = strategy.strategy_builder(data_properties=data_prop,
data_list=data,
charts=charts,
buy=buy,
sell=sell,
target=1.0,
sl=0.5,
strategy=strategy.BUY)
cum_short = result['short']['DATE_CUM_PL']
# print(cum_short)
return render_template("cum_pl_short.html", shortData=cum_short)
def chart():
"""
For plotting normal candle chart or along with indicators
:return: None
"""
# prop, data = data_parser.get_data(start_date="2017-08-18")
# result = Strategies.rsi(data, data_properties=prop)
# data_properties = result['data_properties']
# main_chart = []
# for key, values in data_properties.items():
# main_chart.append([key, values])
# params = result['params']
# data = result['data']
# print(params,data_with_indicators)
# final_data = data_with_indicators[1:]
# print(final_data)
data_prop, data = data_parser.get_data(start_date="2007-01-18")
high = data_parser.get_high(data)
low = data_parser.get_low(data)
close = data_parser.get_close(data)
sma = indicators.sma(close)
ema = indicators.ema(close)
macd = indicators.macd(close)
rsi = indicators.rsi(close)
stoch = indicators.stoch(high, low, close)
bbands = indicators.bollinger_bands(close)
pivot = indicators.pivot(data)
chart_1 = ChartElement(data=sma,
label="sma",
chart_type=ChartType.LINE,
plot=ChartAxis.SAME_AXIS,
color=ChartColor.YELLOW)
chart_2 = ChartElement(data=ema,
label="ema",
chart_type=ChartType.LINE,
plot=ChartAxis.SAME_AXIS,
color=ChartColor.PINK)
chart_3 = ChartElement(data=stoch,
label="stoch",
chart_type=ChartType.LINE,
plot=ChartAxis.DIFFERENT_AXIS,
color=ChartColor.PURPLE)
chart_4 = ChartElement(data=bbands,
label="bbands",
chart_type=ChartType.LINE,
plot=ChartAxis.SAME_AXIS,
color=ChartColor.BLUE)
chart_5 = ChartElement(data=pivot,
label="pivot",
chart_type=ChartType.LINE,
plot=ChartAxis.SAME_AXIS,
color=ChartColor.GREEN)
chart_6 = ChartElement(data=rsi,
label="rsi",
chart_type=ChartType.LINE,
plot=1,
color=ChartColor.RED)
chart_7 = ChartElement(data=macd,
label="macd",
chart_type=ChartType.LINE,
plot=2,
color="magenta")
charts = [chart_4, chart_6]
buy = Condition(data1=sma, data2=ema, operation=Operation.CROSSOVER)
sell = Condition(data1=rsi, data2=70, operation=Operation.GREATER_THAN)
result = strategy.strategy_builder(data_properties=data_prop,
data_list=data,
charts=charts,
buy=buy,
sell=sell,
target=1.0,
sl=0.5,
strategy=strategy.BUY)
# strategy.show_back_testing_reports(result, auto_open=True)
data_properties = result['data_properties']
main_chart = []
for key, values in data_properties.items():
main_chart.append([key, values])
params = result['params']
# print(params)
data_list = result['data']
return render_template("chart.html",
chartData=data_list,
chart_params=params,
main_chart_properties=main_chart)