def next(self):
if len(self.data.Volume) > LOOK_BACK:
prices = self.data.Close
hasBuySignal = jModel.hasCustomBuySignal(
self.data.Open, self.data.Close, self.data.High, self.data.Low,
self.data.Body, self.data.Height, self.data.UpShadow,
self.data.LowerShadow)
hasSellSignal = jModel.hasCustomSellSignal(
self.data.Open, self.data.Close, self.data.High, self.data.Low,
self.data.Body, self.data.Height, self.data.UpShadow,
self.data.LowerShadow)
# if np.datetime64(self.data.Date[-1]) == np.datetime64('2018-01-29T00:00:00.000000000'):
# t4 = jModel.isBearishEngulfing(self.data.Open, self.data.Close, self.data.High, self.data.Low, self.data.Body, self.data.Height, self.data.UpShadow, self.data.LowerShadow)
# print('today - isBearishEngulfing - ' + str(t4))
# exit()
if hasBuySignal is not False and self.orderPending is False:
self.buy()
self.orderIndex = self.orderIndex + 1
print(
str(self.orderIndex) + ". Buy at " +
str(self.data.Date[-1]) + " by signal: " +
str(hasBuySignal))
self.orderPending = True
if hasSellSignal is not False and self.orderPending is True:
self.position.close()
print("----------- Sell at " + str(self.data.Date[-1]) +
" by signal: " + str(hasSellSignal))
self.orderPending = False
def next(self):
if len(self.data.Volume) > LOOK_BACK:
prices = self.data.Close
# if np.datetime64(self.data.Date[-1]) == np.datetime64('2020-04-03T00:00:00.000000000'):
# print('yesterday - isShavenBottom - ' + str(jModel.isShavenBottom(self.data.Height[-2], self.data.LowerShadow[-2])))
# print('today - isShavenHead - ' + str(jModel.isShavenHead(self.data.Height[-1], self.data.UpShadow[-1])))
# print('today - isWhiteCandlestick - ' + str(jModel.isWhiteCandlestick(self.data.Open[-1], self.data.Close[-1])))
# exit()
hasBuySignal = jModel.hasCustomBuySignal(self.data.Open, self.data.Close, self.data.High, self.data.Low,
self.data.Body, self.data.Height, self.data.UpShadow,
self.data.LowerShadow, 3)
if hasBuySignal is not False:
self.buy(sl=0.9 * prices[-1], tp=1.2 * prices[-1])
DATA_PATH = os.path.abspath('../../vn-stock-data/VNX/')
vn30_ticker = _af.getListVN30()
# vnx_file = os.path.abspath('../../vn-stock-data/VNX.csv')
# hose_ticker = _af.getHOSETickers(vnx_file)
# for ticker_id in all_ticker:
vnx_file = os.path.abspath('../../vn-stock-data/Tickers.csv')
all_ticker = pd.read_csv(vnx_file, usecols=["ticker"])
for index, ticker_id in all_ticker.ticker.iteritems():
if ticker_id == 'ticker' or ticker_id == '':
continue
ticker_data = _af.get_pricing_by_path(DATA_PATH + '/' + ticker_id + '.csv',
'2021-07-01')
if ticker_data.Volume[-1] < 500000:
continue
_1hit_data = ticker_data.tail(10)
new_data = jModel.convertToJapanCandle(_1hit_data)
# hasBuySignal = jModel.hasBuySignal(new_data.Open, new_data.Close, new_data.High, new_data.Low,
# new_data.Body, new_data.Height, new_data.UpShadow,
# new_data.LowerShadow, new_data.Date)
hasBuySignal = jModel.hasCustomBuySignal(new_data.Open, new_data.Close,
new_data.High, new_data.Low,
new_data.Body, new_data.Height,
new_data.UpShadow,
new_data.LowerShadow, 1)
if hasBuySignal is not False:
print(ticker_id)