def hq_test(symbol):
df = hqu.pdtick(symbol)
hqu.pdAddCols(df)
# hq_high_low(df, nDays=10)
results = []
hq_llbcp(symbol, df, results)
print(results)
def pdCollect(self, tick):
df = hqu.pdtick(tick)
hqu.pdAddCols(df)
# day0
hqday0 = df.iloc[df.shape[0] - 1]
self.collect['day0'] = {
'date': hqday0.name.strftime(DateFormat),
'close': hqday0.Close,
'ccchg': hqday0.CCChg,
'vvchg': hqday0.VVChg,
'llchg': hqday0.LLChg,
}
# lldays
dfLlDays = hqpdu.pdLlDays(df, daysAgo=self.collect['defaultLastnDays'])
straightStart, straightEnd = hqpdu.pdStraightLlDays(dfLlDays)
# straightDays = straightStart - straightEnd + 1
# print(df[(df.No >= straightStart) & (df.No <= straightEnd)])
self.collect['lldays'] = {
'straightStart':
int(straightStart
), # convert from int64 to avoid json serialization error
'straightEnd':
int(straightEnd),
'straightLoss':
((dfLlDays[dfLlDays.No == straightStart].PrvClose[0] -
dfLlDays[dfLlDays.No == straightEnd].Close[0]) /
dfLlDays[dfLlDays.No == straightStart].PrvClose[0])
}
def hq_scan(symbols, withinDays=3):
results = []
for symbol in symbols:
# df = pd.read_csv(HqCsvRepo.format(symbol), index_col=[0], parse_dates=True)
df = hqu.pdtick(symbol)
hqu.pdAddCols(df)
# begin scan
hqop.hq_llbcp(symbol, df, results)
hqop.hq_hhbcn(symbol, df, results)
return pd.DataFrame(data=np.array(results), columns=hqop.HqOpColumns)
def hq_LLChg(symbol):
df = hqu.pdtick(symbol)
hqu.pdAddCols(df)
plt.figure(figsize=[13, 9]) # width and height in inches
plt.suptitle('{} ({} days) - LLChg Distribution'.format(
symbol, df.shape[0]),
fontsize=18)
plt.subplot(311)
#plt.plot(range(df.shape[0]), df.LLChg, 'g', linewidth=1)
#plt.hlines(0, 0, df.shape[0], colors='r')
plt.plot(df.LLChg, color='g', linewidth=1)
plt.plot(df.LLChg, 'go', markersize=3)
plt.hlines(0, df.index[0], df.index[df.shape[0] - 1], colors='r')
#markerData = df.LLChg[df.LLChg.isin([0])] # marker where slope = 0
markerData = df.LLChg[(df.LLChg < 0.01) & (df.LLChg >= 0)] # less than -1%
plt.plot(markerData, 'ko', markersize=5, label=markerData.index)
plt.legend(loc='upper left')
plt.ylabel('(Low - PrvLow)/PrvClose', fontsize=12)
plt.subplot(312)
plt.plot(df.Low, color='g', label="Low")
plt.plot(df.Low, 'go', markersize=3)
plt.plot(df.Close, color='b', label="Close")
plt.plot(df.Close, 'bo', markersize=3)
plt.vlines(df.index, 1.7, df.Close, color="y",
linestyle=(0, (1, 3))) #'dotted'
plt.legend(loc="upper left")
plt.subplot(313)
plt.vlines(df.index, 1000, df.Volume)
plt.ylabel('Volume', fontsize=12)
plt.xlabel('Date', fontsize=14)
plt.show()
# LL days in a row
def pdStraightLlDays(llDays):
llDays = pd.DataFrame(data=llDays)
llDays['NextNo'] = llDays.No.shift(1)
llDays['NoStep'] = llDays.NextNo - llDays.No # next day indicator if eq 1
llDays = llDays.reindex(index=llDays.index[::-1]) # reverse date order
return llDays[llDays.NoStep != 1].No[0], llDays.No[
0] # return straightStart, straightEnd
if __name__ == "__main__":
# ticks = hqu.hqticks('ticks.hq')
for tick in ['BNGO', 'AVIR']:
df = hqu.pdtick(tick)
# df = hqu.pdtickDateAgo(tick, '2021-07-07')
hqu.pdAddCols(df)
# print(df.shape)
# # test llbcp
# llbcp = pdLlbcp(df, 50)
# print(llbcp)
# # test pdStraightLlDays
# llDays = pdLlDays(df, daysAgo=10)
# straightStart, straightEnd = pdStraightLlDays(llDays)
# print(df[(df.No >= straightStart) & (df.No <= straightEnd)])
# print(tick, 'straight LL days:', straightLlDays)
# print('percent diff:', 100 *