def main():
print("\n__________________ TA __________________ --->\n")
target_ticker = my_general.name_tickers[0]
list_indicators_target_ticker = []
# Load ticker of values
df = my_general.pd.read_csv(curr_path + 'target_ticker_' + target_ticker +
'.csv',
sep=',')
# Clean NaN values
df = my_general.ta.utils.dropna(df)
# Get indicators
for it_indicator in my_general.indicators_market:
if it_indicator == 'BB':
# _____________________________________________________________________________________________________
# _______________________________________ Volatility Inidicators ______________________________________
# _____________________________________________________________________________________________________
# __________________________________________ Bollinger Bands __________________________________________
# Initialize Bollinger Bands Indicator
indicator_bb = my_general.ta.volatility.BollingerBands(
close=df["<CLOSE>"], window=20, ndev=2, fillna=True)
# Add Bollinger Bands features
df['bb_bbm'] = indicator_bb.bollinger_mavg()
df['bb_bbh'] = indicator_bb.bollinger_hband()
df['bb_bbl'] = indicator_bb.bollinger_lband()
# Add Bollinger Band high indicator
df['bb_bbhi'] = indicator_bb.bollinger_hband_indicator()
# Add Bollinger Band low indicator
df['bb_bbli'] = indicator_bb.bollinger_lband_indicator()
# Add width size Bollinger Bands
df['bb_bbw'] = indicator_bb.bollinger_wband()
# print(df.columns)
#
# plt.plot(df["<CLOSE>"])
# plt.plot(df['bb_bbh'], label='High BB')
# plt.plot(df['bb_bbl'], label='Low BB')
# plt.plot(df['bb_bbm'], label='EMA BB')
# plt.title('Bollinger Bands')
# plt.legend()
# plt.show()
bb_bbh = df['bb_bbh'].to_list()
bb_bbl = df['bb_bbl'].to_list()
bb_bbm = df['bb_bbm'].to_list()
list_indicators_target_ticker.append({
"bb_bbh": bb_bbh,
"bb_bbl": bb_bbl,
"bb_bbm": bb_bbm
})
if it_indicator == 'KC':
# __________________________________________ Keltner Channel __________________________________________
# Initialize Keltner Channel Indicator
indicator_kc = my_general.ta.volatility.KeltnerChannel(
high=df["<HIGH>"],
low=df["<LOW>"],
close=df["<CLOSE>"],
window=20,
fillna=True)
# Add Keltner Channel features
df['kc_kcc'] = indicator_kc.keltner_channel_central()
df['kc_kch'] = indicator_kc.keltner_channel_hband()
df['kc_kcl'] = indicator_kc.keltner_channel_lband()
# Add Keltner Channel high indicator
df['kc_bbhi'] = indicator_kc.keltner_channel_hband_indicator()
# Add Keltner Channel low indicator
df['kc_bbli'] = indicator_kc.keltner_channel_lband_indicator()
# plt.plot(df["<CLOSE>"])
# plt.plot(df['kc_kcc'], label='Central KC')
# plt.plot(df['kc_kch'], label='High KC')
# plt.plot(df['kc_kcl'], label='Low KC')
# plt.title('Keltner Channel')
# plt.legend()
# plt.show()
kc_kcc = df['kc_kcc'].to_list()
kc_kch = df['kc_kch'].to_list()
kc_kcl = df['kc_kcl'].to_list()
list_indicators_target_ticker.append({
"kc_kcc": kc_kcc,
"kc_kch": kc_kch,
"kc_kcl": kc_kcl
})
if it_indicator == 'ATR':
# ______________________________________ Average true range (ATR) __________________________________________
# Initialize Average true range Indicator
indicator_atr = my_general.ta.volatility.AverageTrueRange(
high=df["<HIGH>"],
low=df["<LOW>"],
close=df["<CLOSE>"],
window=20,
fillna=True)
# Add ATR indicator
df['atr_i'] = indicator_atr.average_true_range()
# plt.plot(df["<CLOSE>"])
# plt.plot(df['atr_i'], label='ATR')
# plt.title('Average true range (ATR)')
# plt.legend()
# plt.show()
atr_i = df['atr_i'].to_list()
list_indicators_target_ticker.append({"atr_i": atr_i})
if it_indicator == 'DC':
# __________________________________________ Donchian Channel __________________________________________
# Initialize Donchian Channel Indicator
indicator_dc = my_general.ta.volatility.DonchianChannel(
close=df["<CLOSE>"], window=20, fillna=True)
# Add Donchian Channel features
df['dc_dch'] = indicator_dc.donchian_channel_hband()
df['dc_dcl'] = indicator_dc.donchian_channel_lband()
# Add Donchian Channel high indicator
df['dc_dchi'] = indicator_dc.donchian_channel_hband_indicator()
# Add Donchian Channel low indicator
df['dc_dcli'] = indicator_dc.donchian_channel_lband_indicator()
# plt.plot(df["<CLOSE>"])
# plt.plot(df['dc_dch'], label='High DC')
# plt.plot(df['dc_dcl'], label='Low DC')
# plt.title('Donchian Channel')
# plt.legend()
# plt.show()
dc_dch = df['dc_dch'].to_list()
dc_dcl = df['dc_dcl'].to_list()
list_indicators_target_ticker.append({
"dc_dch": dc_dch,
"dc_dcl": dc_dcl
})
if it_indicator == 'ADX':
# _____________________________________________________________________________________________________
# __________________________________________ Trend Indicators _________________________________________
# _____________________________________________________________________________________________________
# _____________________________ Average Directional Movement Index (ADX) ________________________________
# Initialize ADX Indicator
indicator_adx = my_general.ta.trend.ADXIndicator(
high=df["<HIGH>"],
low=df["<LOW>"],
close=df["<CLOSE>"],
window=20,
fillna=True)
# Add ADX features
df['adx_aver'] = indicator_adx.adx()
df['adx_DI_pos'] = indicator_adx.adx_pos()
df['adx_DI_neg'] = indicator_adx.adx_neg()
# plt.plot(df["<CLOSE>"])
# plt.plot(df['adx_aver'], label='ADX')
# plt.plot(df['adx_DI_pos'], label='+DI')
# plt.plot(df['adx_DI_neg'], label='-DI')
# plt.title('ADX')
# plt.legend()
# plt.show()
adx_aver = df['adx_aver'].to_list()
adx_DI_pos = df['adx_DI_pos'].to_list()
adx_DI_neg = df['adx_DI_neg'].to_list()
list_indicators_target_ticker.append({
"adx_aver": adx_aver,
"adx_DI_pos": adx_DI_pos,
"adx_DI_neg": adx_DI_neg
})
if it_indicator == 'AI':
# _____________________________ Aroon Indicator ________________________________
# Initialize ADX Indicator
indicator_ai = my_general.ta.trend.AroonIndicator(
close=df["<CLOSE>"], window=20, fillna=True)
# Add ADX features
df['ai_i'] = indicator_ai.aroon_indicator()
df['ai_up'] = indicator_ai.aroon_up()
df['ai_down'] = indicator_ai.aroon_down()
# plt.plot(df["<CLOSE>"])
# plt.plot(df['ai_i'], label='Aroon Indicator')
# plt.plot(df['ai_up'], label='Aroon Up Channel')
# plt.plot(df['ai_down'], label='Aroon Down Channel')
# plt.title('Aroon Indicator')
# plt.legend()
# plt.show()
ai_i = df['ai_i'].to_list()
ai_up = df['ai_up'].to_list()
ai_down = df['ai_down'].to_list()
list_indicators_target_ticker.append({
"ai_i": ai_i,
"ai_up": ai_up,
"ai_down": ai_down
})
if it_indicator == 'CCI':
# _____________________________ Commodity Channel Index (CCI) ________________________________
# Initialize ADX Indicator
indicator_ccl = my_general.ta.trend.CCIIndicator(
high=df["<HIGH>"],
low=df["<LOW>"],
close=df["<CLOSE>"],
window=20,
c=5,
fillna=True)
# Add ADX features
df['ccl_i'] = indicator_ccl.cci()
# # plt.plot(df["<CLOSE>"])
# plt.plot(df['ccl_i'], label='CCI')
# plt.title('Commodity Channel Index (CCI)')
# plt.legend()
# plt.show()
ccl_i = df['ccl_i'].to_list()
list_indicators_target_ticker.append({"ccl_i": ccl_i})
if it_indicator == 'DPO':
# _____________________________ Detrended Price Oscillator (DPO) ________________________________
# Initialize DPO Indicator
indicator_dpo = my_general.ta.trend.DPOIndicator(
close=df["<CLOSE>"], window=20, fillna=True)
# Add DPO features
df['dpo_i'] = indicator_dpo.dpo()
# plt.plot(df['dpo_i'], label='DPO')
# plt.title('Detrended Price Oscillator (DPO)')
# plt.legend()
# plt.show()
dpo_i = df['dpo_i'].to_list()
list_indicators_target_ticker.append({"dpo_i": dpo_i})
if it_indicator == 'EMA':
# _____________________________ Exponential Moving Average (EMA) ________________________________
# Initialize EMA Indicator
indicator_ema = my_general.ta.trend.EMAIndicator(
close=df["<CLOSE>"], window=20, fillna=True)
# Add EMA features
df['ema_i'] = indicator_ema.ema_indicator()
# plt.plot(df["<CLOSE>"])
# plt.plot(df['ema_i'], label='EMA')
# plt.title('Exponential Moving Average (EMA)')
# plt.legend()
# plt.show()
ema_i = df['ema_i'].to_list()
list_indicators_target_ticker.append({"ema_i": ema_i})
if it_indicator == 'Ichimoku':
# _____________________________ Ichimoku Kinkō Hyō (Ichimoku) ________________________________
# Initialize Ichimoku Indicator
indicator_ichimoku = my_general.ta.trend.IchimokuIndicator(
high=df["<HIGH>"],
low=df["<LOW>"],
n1=10,
n2=20,
n3=30,
visual=False,
fillna=True)
# Add Ichimoku features
df['ichimoku_a'] = indicator_ichimoku.ichimoku_a()
df['ichimoku_b'] = indicator_ichimoku.ichimoku_b()
# plt.plot(df["<CLOSE>"])
# plt.plot(df['ichimoku_a'], label='Senkou Span A (Leading Span A)')
# plt.plot(df['ichimoku_b'], label='Senkou Span B (Leading Span B)')
# plt.title('Ichimoku Kinkō Hyō (Ichimoku)')
# plt.legend()
# plt.show()
ichimoku_a = df['ichimoku_a'].to_list()
ichimoku_b = df['ichimoku_b'].to_list()
list_indicators_target_ticker.append({
"ichimoku_a": ichimoku_a,
"ichimoku_b": ichimoku_b
})
if 'KST' == it_indicator:
# _____________________________ KST Oscillator (KST Signal) ________________________________
# Initialize KST Indicator
indicator_kst = my_general.ta.trend.KSTIndicator(
close=df["<CLOSE>"],
r1=10,
r2=20,
r3=30,
r4=40,
n1=10,
n2=10,
n3=10,
n4=15,
nsig=9,
fillna=True)
# Add KST features
df['kst'] = indicator_kst.kst()
df['kst_diff'] = indicator_kst.kst_diff()
df['kst_sig'] = indicator_kst.kst_sig()
# plt.plot(df["<CLOSE>"])
# plt.plot(df['kst'], label='Know Sure Thing (KST)')
# plt.plot(df['kst_diff'], label='Diff Know Sure Thing (KST)')
# plt.plot(df['kst_sig'], label='Signal Line Know Sure Thing (KST)')
# plt.title('KST Oscillator (KST Signal)')
# plt.legend()
# plt.show()
kst = df['kst'].to_list()
kst_diff = df['kst_diff'].to_list()
kst_sig = df['kst_sig'].to_list()
list_indicators_target_ticker.append({
"kst": kst,
"kst_diff": kst_diff,
"kst_sig": kst_sig
})
if 'MACD' == it_indicator:
# ____________________________ Moving Average Convergence Divergence (MACD) _______________________________
# Initialize MACD Indicator
indicator_macd = my_general.ta.trend.MACD(close=df["<CLOSE>"],
window_fast=26,
window_slow=12,
window_sign=9,
fillna=True)
# Add MACD features
df['macd'] = indicator_macd.macd()
df['macd_diff'] = indicator_macd.macd_diff()
df['macd_sig'] = indicator_macd.macd_signal()
# plt.plot(df["<CLOSE>"])
# plt.plot(df['macd'], label='MACD Line')
# plt.plot(df['macd_diff'], label='MACD Histogram')
# plt.plot(df['macd_sig'], label='Signal Line')
# plt.title('Moving Average Convergence Divergence (MACD)')
# plt.legend()
# plt.show()
macd = df['macd'].to_list()
macd_diff = df['macd_diff'].to_list()
macd_sig = df['macd_sig'].to_list()
i = 0
while i < len(macd):
macd[i] = macd[i] * (-1)
macd_diff[i] = macd_diff[i] * (-1)
macd_sig[i] = macd_sig[i] * (-1)
i += 1
list_indicators_target_ticker.append({
"macd": macd,
"macd_diff": macd_diff,
"macd_sig": macd_sig
})
if 'MI' == it_indicator:
# _____________________________ Mass Index (MI) ________________________________
# Initialize MI Indicator
indicator_mi = my_general.ta.trend.MassIndex(high=df["<HIGH>"],
low=df["<LOW>"],
window=10,
n2=20,
fillna=True)
# Add MI features
df['mi'] = indicator_mi.mass_index()
# # plt.plot(df["<CLOSE>"])
# plt.plot(df['mi'], label='Mass Index (MI)')
# plt.title('Mass Index (MI)')
# plt.legend()
# plt.show()
mi = df['mi'].to_list()
list_indicators_target_ticker.append({"mi": mi})
if 'P_SAR' == it_indicator:
# _____________________________ Parabolic Stop and Reverse (Parabolic SAR) ________________________________
# Initialize PSAR Indicator
indicator_psar = my_general.ta.trend.PSARIndicator(
high=df["<HIGH>"],
low=df["<LOW>"],
close=df["<CLOSE>"],
step=0.02,
max_step=0.2)
# Add PSAR features
df['psar_i'] = indicator_psar.psar()
df['psar_up'] = indicator_psar.psar_up()
df['psar_down'] = indicator_psar.psar_down()
df['psar_up_i'] = indicator_psar.psar_up_indicator()
df['psar_down_i'] = indicator_psar.psar_down_indicator()
# plt.plot(df["<CLOSE>"])
# plt.plot(df['psar_i'], label='PSAR value')
# plt.plot(df['psar_up'], label='PSAR up trend value')
# plt.plot(df['psar_down'], label='PSAR down trend value')
# plt.title('Parabolic Stop and Reverse (Parabolic SAR)')
# plt.legend()
# plt.show()
psar_i = df['psar_i'].to_list()
psar_up = df['psar_up'].to_list()
psar_down = df['psar_down'].to_list()
list_indicators_target_ticker.append({
"psar_i": psar_i,
"psar_up": psar_up,
"psar_down": psar_down
})
if 'TRIX' == it_indicator:
# _____________________________ Trix (TRIX) ________________________________
# Initialize TRIX Indicator
indicator_trix = my_general.ta.trend.TRIXIndicator(
close=df["<CLOSE>"], window=15, fillna=True)
# Add TRIX features
df['trix_i'] = indicator_trix.trix()
# # plt.plot(df["<CLOSE>"])
# plt.plot(df['trix_i'], label='TRIX')
# plt.title('Trix (TRIX)')
# plt.legend()
# plt.show()
trix_i = df['trix_i'].to_list()
list_indicators_target_ticker.append({"trix_i": trix_i})
if 'VI' == it_indicator:
# _____________________________ Vortex Indicator (VI) ________________________________
# Initialize VI Indicator
indicator_vi = my_general.ta.trend.VortexIndicator(
high=df["<HIGH>"],
low=df["<LOW>"],
close=df["<CLOSE>"],
window=15,
fillna=True)
# Add VI features
df['vi_diff'] = indicator_vi.vortex_indicator_diff()
df['vi_neg'] = indicator_vi.vortex_indicator_neg()
df['vi_pos'] = indicator_vi.vortex_indicator_pos()
# # plt.plot(df["<CLOSE>"])
# plt.plot(df['vi_diff'], label='Diff VI')
# plt.plot(df['vi_neg'], label='-VI')
# plt.plot(df['vi_pos'], label='+VI')
# plt.title('Vortex Indicator (VI)')
# plt.legend()
# plt.show()
vi_diff = df['vi_diff'].to_list()
vi_neg = df['vi_neg'].to_list()
vi_pos = df['vi_pos'].to_list()
list_indicators_target_ticker.append({
"vi_diff": vi_diff,
"vi_neg": vi_neg,
"vi_pos": vi_pos
})
if 'CR' == it_indicator:
# _____________________________________________________________________________________________________
# _________________________________________ Others Indicators _________________________________________
# _____________________________________________________________________________________________________
# ______________________________________ Cumulative Return (CR) _______________________________________
# Initialize CR Indicator
indicator_cr = my_general.ta.others.CumulativeReturnIndicator(
close=df["<CLOSE>"], fillna=True)
# Add CR features
df['cr_i'] = indicator_cr.cumulative_return()
# plt.plot(df['cr_i'], label='Cumulative Return (CR)')
# plt.title('Cumulative Return (CR)')
# plt.legend()
# plt.show()
cr_i = df['cr_i'].to_list()
list_indicators_target_ticker.append({"cr_i": cr_i})
if 'DLR' == it_indicator:
# ______________________________________ Daily Log Return (DLR) _______________________________________
#
# Initialize DLR Indicator
indicator_dlr = my_general.ta.others.DailyLogReturnIndicator(
close=df["<CLOSE>"], fillna=True)
# Add DLR features
df['dlr_i'] = indicator_dlr.daily_log_return()
# plt.plot(df['dlr_i'], label='Daily Return (DR)')
# plt.title('Daily Log Return (DLR)')
# plt.legend()
# plt.show()
dlr_i = df['dlr_i'].to_list()
list_indicators_target_ticker.append({"dlr_i": dlr_i})
if 'ADI' == it_indicator:
# _____________________________________________________________________________________________________
# _________________________________________ Volume Indicators _________________________________________
# _____________________________________________________________________________________________________
# ______________________________ Accumulation/Distribution Index (ADI) ________________________________
#
# Initialize ADI Indicator
indicator_adi = my_general.ta.volume.AccDistIndexIndicator(
high=df["<HIGH>"],
low=df["<LOW>"],
close=df["<CLOSE>"],
volume=df["<VOL>"],
fillna=True)
# Add ADI features
df['adi_i'] = indicator_adi.acc_dist_index()
# plt.plot(df['adi_i'], label='Accumulation/Distribution Index (ADI)')
# plt.title('Accumulation/Distribution Index (ADI)')
# plt.legend()
# plt.show()
adi_i = df['adi_i'].to_list()
list_indicators_target_ticker.append({"adi_i": adi_i})
if 'CMF' == it_indicator:
# ______________________________ Chaikin Money Flow (CMF) ________________________________
#
# Initialize CMF Indicator
indicator_cmf = my_general.ta.volume.ChaikinMoneyFlowIndicator(
high=df["<HIGH>"],
low=df["<LOW>"],
close=df["<CLOSE>"],
volume=df["<VOL>"],
window=20,
fillna=True)
# Add CMF features
df['cmf_i'] = indicator_cmf.chaikin_money_flow()
# plt.plot(df['cmf_i'], label='CMF')
# plt.title('Chaikin Money Flow (CMF)')
# plt.legend()
# plt.show()
cmf_i = df['cmf_i'].to_list()
list_indicators_target_ticker.append({"cmf_i": cmf_i})
if 'EoM' == it_indicator:
# ______________________________ Ease of movement (EoM, EMV) ________________________________
# Initialize (EoM, EMV) Indicator
indicator_eom = my_general.ta.volume.EaseOfMovementIndicator(
high=df["<HIGH>"],
low=df["<LOW>"],
volume=df["<VOL>"],
window=20,
fillna=True)
# Add (EoM, EMV) features
df['eom_i'] = indicator_eom.ease_of_movement()
df['eom_signal'] = indicator_eom.sma_ease_of_movement()
# # plt.plot(df["<CLOSE>"])
# plt.plot(df['cmf_i'], label='Ease of movement (EoM, EMV)')
# plt.plot(df['cmf_signal'], label='Signal Ease of movement (EoM, EMV)')
# plt.title('Ease of movement (EoM, EMV)')
# plt.legend()
# plt.show()
eom_i = df['eom_i'].to_list()
eom_signal = df['eom_signal'].to_list()
list_indicators_target_ticker.append({
"eom_i": eom_i,
"eom_signal": eom_signal
})
if 'FI' == it_indicator:
# ______________________________ Force Index (FI) ________________________________
#
# Initialize FI Indicator
indicator_fi = my_general.ta.volume.ForceIndexIndicator(
close=df["<CLOSE>"],
volume=df["<VOL>"],
window=20,
fillna=True)
# Add FI features
df['fi_i'] = indicator_fi.force_index()
# # plt.plot(df["<CLOSE>"])
# plt.plot(df['fi_i'], label='FI')
# plt.title('Force Index (FI)')
# plt.legend()
# plt.show()
fi_i = df['fi_i'].to_list()
list_indicators_target_ticker.append({"fi_i": fi_i})
if 'NVI' == it_indicator:
# ______________________________ Negative Volume Index (NVI) ________________________________
#
# Initialize NVI Indicator
indicator_nvi = my_general.ta.volume.NegativeVolumeIndexIndicator(
close=df["<CLOSE>"], volume=df["<VOL>"], fillna=True)
# Add NVI features
df['nvi_i'] = indicator_nvi.negative_volume_index()
# plt.plot(df["<CLOSE>"])
# plt.plot(df['nvi_i'], label='NVI')
# plt.title('Negative Volume Index (NVI)')
# plt.legend()
# plt.show()
nvi_i = df['nvi_i'].to_list()
list_indicators_target_ticker.append({"nvi_i": nvi_i})
if 'OBV' == it_indicator:
# ______________________________ On-balance volume (OBV) ________________________________
#
# Initialize OBV Indicator
indicator_obv = my_general.ta.volume.OnBalanceVolumeIndicator(
close=df["<CLOSE>"], volume=df["<VOL>"], fillna=True)
# Add OBV features
df['obv_i'] = indicator_obv.on_balance_volume()
# # plt.plot(df["<CLOSE>"])
# plt.plot(df['obv_i'], label='OBV')
# plt.title('On-balance volume (OBV)')
# plt.legend()
# plt.show()
obv_i = df['obv_i'].to_list()
list_indicators_target_ticker.append({"obv_i": obv_i})
if 'VPT' == it_indicator:
# ______________________________ Volume-price trend (VPT) ________________________________
#
# Initialize VPT Indicator
indicator_vpt = my_general.ta.volume.VolumePriceTrendIndicator(
close=df["<CLOSE>"], volume=df["<VOL>"], fillna=True)
# Add VPT features
df['vpt_i'] = indicator_vpt.volume_price_trend()
# # plt.plot(df["<CLOSE>"])
# plt.plot(df['vpt_i'], label='VPT')
# plt.title('Volume-price trend (VPT)')
# plt.legend()
# plt.show()
vpt_i = df['vpt_i'].to_list()
list_indicators_target_ticker.append({"vpt_i": vpt_i})
if 'AO' == it_indicator:
# _____________________________________________________________________________________________________
# ________________________________________ Momentum Indicators ________________________________________
# _____________________________________________________________________________________________________
# _________________________________________ Awesome Oscillator ________________________________________
#
# Initialize Awesome Oscillator Indicator
indicator_ao = my_general.ta.momentum.AwesomeOscillatorIndicator(
high=df["<HIGH>"], low=df["<LOW>"], s=5, len=34, fillna=True)
# Add Awesome Oscillator features
df['ao_i'] = indicator_ao.ao()
# plt.plot(df['ao_i'], label='AO')
# plt.title('Awesome Oscillator')
# plt.legend()
# plt.show()
ao_i = df['ao_i'].to_list()
list_indicators_target_ticker.append({"ao_i": ao_i})
if 'KAMA' == it_indicator:
# ________________________________ Kaufman’s Adaptive Moving Average (KAMA) __________________________________
#
# Initialize KAMA Indicator
indicator_kama = my_general.ta.momentum.KAMAIndicator(
close=df["<CLOSE>"], window=10, pow1=2, pow2=30, fillna=True)
# Add KAMA features
df['kama_i'] = indicator_kama.kama()
# plt.plot(df["<CLOSE>"])
# plt.plot(df['kama_i'], label='KAMA')
# plt.title('Kaufman’s Adaptive Moving Average (KAMA)')
# plt.legend()
# plt.show()
kama_i = df['kama_i'].to_list()
list_indicators_target_ticker.append({"kama_i": kama_i})
if 'MFI' == it_indicator:
# ________________________________ Money Flow Index (MFI) __________________________________
#
# Initialize MFI Indicator
indicator_mfi = my_general.ta.momentum.MFIIndicator(
high=df["<HIGH>"],
low=df["<LOW>"],
close=df["<CLOSE>"],
volume=df["<VOL>"],
window=14,
fillna=True)
# Add MFI features
df['mfi_i'] = indicator_mfi.money_flow_index()
# # plt.plot(df["<CLOSE>"])
# plt.plot(df['mfi_i'], label='MFI')
# plt.title('Money Flow Index (MFI)')
# plt.legend()
# plt.show()
mfi_i = df['mfi_i'].to_list()
list_indicators_target_ticker.append({"mfi_i": mfi_i})
if 'ROC' == it_indicator:
# ________________________________ Rate of Change (ROC) __________________________________
#
# Initialize ROC Indicator
indicator_roc = my_general.ta.momentum.ROCIndicator(
close=df["<CLOSE>"], window=12, fillna=True)
# Add ROC features
df['roc_i'] = indicator_roc.roc()
# # plt.plot(df["<CLOSE>"])
# plt.plot(df['roc_i'], label='ROC')
# plt.title('Rate of Change (ROC)')
# plt.legend()
# plt.show()
roc_i = df['roc_i'].to_list()
list_indicators_target_ticker.append({"roc_i": roc_i})
if 'RSI' == it_indicator:
# ________________________________ Relative Strength Index (RSI) __________________________________
#
# Initialize RSI Indicator
indicator_rsi = my_general.ta.momentum.RSIIndicator(
close=df["<CLOSE>"], window=12, fillna=True)
# Add RSI features
df['rsi_i'] = indicator_rsi.rsi()
# # plt.plot(df["<CLOSE>"])
# plt.plot(df['rsi_i'], label='RSI')
# plt.title('Relative Strength Index (RSI)')
# plt.legend()
# plt.show()
rsi_i = df['rsi_i'].to_list()
rsi_upper_limit = [70] * len(rsi_i)
rsi_down_limit = [30] * len(rsi_i)
list_indicators_target_ticker.append({
"rsi_i":
rsi_i,
"rsi_upper_limit":
rsi_upper_limit,
"rsi_down_limit":
rsi_down_limit
})
if 'STOCH' == it_indicator:
# ________________________________ Stochastic Oscillator __________________________________
# Initialize RSI Indicator
indicator_stoch = my_general.ta.momentum.StochasticOscillator(
high=df["<HIGH>"],
low=df["<LOW>"],
close=df["<CLOSE>"],
window=14,
fillna=True)
# Add RSI features
df['stoch_i'] = indicator_stoch.stoch()
df['stoch_signal'] = indicator_stoch.stoch_signal()
# # plt.plot(df["<CLOSE>"])
# plt.plot(df['stoch_i'], label='Stochastic Oscillator')
# plt.plot(df['stoch_signal'], label='Signal Stochastic Oscillator')
# plt.title('Stochastic Oscillator')
# plt.legend()
# plt.show()
stoch_i = df['stoch_i'].to_list()
stoch_signal = df['stoch_signal'].to_list()
list_indicators_target_ticker.append({
"stoch_i": stoch_i,
"stoch_signal": stoch_signal
})
if 'TSI' == it_indicator:
# ________________________________ True strength index (TSI) __________________________________
#
# Initialize TSI Indicator
indicator_tsi = my_general.ta.momentum.TSIIndicator(
close=df["<CLOSE>"], r=25, s=13, fillna=True)
# Add TSI features
df['tsi_i'] = indicator_tsi.tsi()
# # plt.plot(df["<CLOSE>"])
# plt.plot(df['tsi_i'], label='TSI')
# plt.title('True strength index (TSI)')
# plt.legend()
# plt.show()
tsi_i = df['tsi_i'].to_list()
list_indicators_target_ticker.append({
"tsi_i": tsi_i,
"tsi_i": tsi_i
})
if 'UO' == it_indicator:
# ________________________________ Ultimate Oscillator __________________________________
# Initialize Ultimate Oscillator Indicator
indicator_uo = my_general.ta.momentum.UltimateOscillator(
high=df["<HIGH>"],
low=df["<LOW>"],
close=df["<CLOSE>"],
s=7,
m=14,
len=28,
ws=4.0,
wm=2.0,
wl=1.0,
fillna=True)
# Add Ultimate Oscillator features
df['uo_i'] = indicator_uo.uo()
# # plt.plot(df["<CLOSE>"])
# plt.plot(df['uo_i'], label='UO')
# plt.title('Ultimate Oscillator')
# plt.legend()
# plt.show()
uo_i = df['uo_i'].to_list()
list_indicators_target_ticker.append({"uo_i": uo_i})
if 'WR' == it_indicator:
# ________________________________ Williams %R __________________________________
# Initialize Williams Indicator
indicator_wr = my_general.ta.momentum.WilliamsRIndicator(
high=df["<HIGH>"],
low=df["<LOW>"],
close=df["<CLOSE>"],
lbp=14,
fillna=True)
# Add Williams features
df['wr_i'] = indicator_wr.wr()
# plt.plot(df["<CLOSE>"])
# plt.plot(df['wr_i'], label='Williams')
# plt.title('Williams %R')
# plt.legend()
# plt.show()
wr_i = df['wr_i'].to_list()
list_indicators_target_ticker.append({"wr_i": wr_i})
# Write to file
file_name_ta = 'result_ta'
name_ta = my_general.name_tickers[0]
i = 0
while i < len(my_general.indicators_market):
name_ta += '_' + my_general.indicators_market[i]
i += 1
my_general.write_data_json(list_indicators_target_ticker, curr_path,
file_name_ta + '_' + name_ta)
print("\n__________________ TA __________________ <---\n")
def main():
print("\n______________ Parsing markets --->\n")
exporter = my_general.Exporter()
market = []
list_goods = []
list_currency = []
list_indexes = []
list_etf = []
list_stocks = []
# print('\n~~~~~~~~~~~~~~~~~~~~~~~~~~ Goods ~~~~~~~~~~~~~~~~~~~~~~~~~~\n')
# GDS: Goods; CRNCY: Currency; INDEX_WR: Indexes(W+R); INDEX_WU: Indexes(W+U); STCK: Stock
if my_general.depart_market == "GDS":
list_name_goods = [
'Brent', 'Natural Gas', 'Алюминий', 'Бензин', 'Золото', 'Мазут',
'Медь', 'Никель', 'Палладий', 'Платина', 'Пшеница', 'Серебро'
]
for goods in list_name_goods:
my_general.time.sleep(1) # sec
# print('\n__________________ ' + goods + ' __________________\n')
ticker = exporter.lookup(
name=goods,
market=my_general.Market.COMMODITIES,
name_comparator=my_general.LookupComparator.EQUALS)
data = exporter.download(ticker.index[0],
market=my_general.Market.COMMODITIES,
start_date=curr_moment)
open_value = data.get('<OPEN>')
close_value = data.get('<CLOSE>')
high_value = data.get('<HIGH>')
low_value = data.get('<LOW>')
volume_value = data.get('<VOL>')
list_open_value = open_value.to_list()
list_close_value = close_value.to_list()
list_high_value = high_value.to_list()
list_low_value = low_value.to_list()
list_volume_value = volume_value.to_list()
list_goods.append({
"open_value": list_open_value[-1],
"close_value": list_close_value[-1],
"high_value": list_high_value[-1],
"low_value": list_low_value[-1],
"volume_value": list_volume_value[-1]
})
# print(data.tail(1))
# print(list_goods)
elif my_general.depart_market == "CRNCY":
# print('\n~~~~~~~~~~~~~~~~~~~~~~~~~~ Currency ~~~~~~~~~~~~~~~~~~~~~~~~~~\n')
list_name_currency = [
'USDRUB_TOD', 'EURRUB_TOD', 'EURUSD_TOD', 'CNYRUB_TOD'
]
for currency in list_name_currency:
my_general.time.sleep(1) # sec
# print('\n__________________ ' + currency + ' __________________\n')
ticker = exporter.lookup(
name=currency,
market=my_general.Market.CURRENCIES,
name_comparator=my_general.LookupComparator.EQUALS)
data = exporter.download(ticker.index[0],
market=my_general.Market.CURRENCIES,
start_date=curr_moment)
open_value = data.get('<OPEN>')
close_value = data.get('<CLOSE>')
high_value = data.get('<HIGH>')
low_value = data.get('<LOW>')
volume_value = data.get('<VOL>')
list_open_value = open_value.to_list()
list_close_value = close_value.to_list()
list_high_value = high_value.to_list()
list_low_value = low_value.to_list()
list_volume_value = volume_value.to_list()
list_currency.append({
"open_value": list_open_value[-1],
"close_value": list_close_value[-1],
"high_value": list_high_value[-1],
"low_value": list_low_value[-1],
"volume_value": list_volume_value[-1]
})
# print(data.tail(1))
market.append(list_goods)
elif my_general.depart_market == "INDEX_WR":
# print('\n~~~~~~~~~~~~~~~~~~~~~~~~~~ Indexes (World + Russia)~~~~~~~~~~~~~~~~~~~~~~~~~~\n')
list_name_indexes_WR = [
'CSI200 (Китай)', 'CSI300 (Китай)', 'Hang Seng (Гонконг)',
'KOSPI (Корея)', 'N225Jap*', 'Shanghai Composite(Китай)',
'Индекс МосБиржи', 'Индекс МосБиржи 10',
'Индекс МосБиржи голубых фишек', 'Индекс МосБиржи инноваций',
'Индекс МосБиржи широкого рынка', 'Индекс РТС',
'Индекс РТС металлов и добычи', 'Индекс РТС нефти и газа',
'Индекс РТС потреб. сектора', 'Индекс РТС телекоммуникаций',
'Индекс РТС транспорта', 'Индекс РТС финансов',
'Индекс РТС химии и нефтехимии', 'Индекс РТС широкого рынка',
'Индекс РТС электроэнергетики', 'Индекс гос обл RGBI',
'Индекс гос обл RGBI TR', 'Индекс корп обл MOEX CBICP',
'Индекс корп обл MOEX CBITR', 'Индекс корп обл MOEX CP 3',
'Индекс корп обл MOEX CP 5', 'Индекс корп обл MOEX TR 3',
'Индекс корп обл MOEX TR 5', 'Индекс металлов и добычи',
'Индекс мун обл MOEX MBICP', 'Индекс мун обл MOEX MBITR',
'Индекс нефти и газа', 'Индекс потребит сектора',
'Индекс телекоммуникаций', 'Индекс транспорта', 'Индекс финансов',
'Индекс химии и нефтехимии', 'Индекс электроэнергетики'
]
for index in list_name_indexes_WR:
my_general.time.sleep(1) # sec
try:
# print('\n__________________ ' + index + ' __________________\n')
ticker = exporter.lookup(
name=index,
market=my_general.Market.INDEXES,
name_comparator=my_general.LookupComparator.EQUALS)
data = exporter.download(ticker.index[0],
market=my_general.Market.INDEXES,
start_date=curr_moment)
open_value = data.get('<OPEN>')
close_value = data.get('<CLOSE>')
high_value = data.get('<HIGH>')
low_value = data.get('<LOW>')
volume_value = data.get('<VOL>')
list_open_value = open_value.to_list()
list_close_value = close_value.to_list()
list_high_value = high_value.to_list()
list_low_value = low_value.to_list()
list_volume_value = volume_value.to_list()
list_indexes.append({
"open_value": list_open_value[-1],
"close_value": list_close_value[-1],
"high_value": list_high_value[-1],
"low_value": list_low_value[-1],
"volume_value": list_volume_value[-1]
})
finally:
list_indexes.append({
"open_value": 0.0,
"close_value": 0.0,
"high_value": 0.0,
"low_value": 0.0,
"volume_value": 0.0
})
print("Problem with – tickers(index) - " + index)
market.append(list_currency)
elif my_general.depart_market == "INDEX_WU":
# print('\n~~~~~~~~~~~~~~~~~~~~~~~~~~ Indexes (World + USA)~~~~~~~~~~~~~~~~~~~~~~~~~~\n')
list_name_indexes_W_U = [
'D&J-Ind*', 'NASDAQ 100**', 'NASDAQ**', 'SandP-500*'
]
for index in list_name_indexes_W_U:
# if (my_general.datetime.datetime.now().hour > 15) and (my_general.datetime.datetime.now().minute > 40):
try:
my_general.time.sleep(1) # sec
# print('\n__________________ ' + index + ' __________________\n')
ticker = exporter.lookup(
name=index,
market=my_general.Market.INDEXES,
name_comparator=my_general.LookupComparator.EQUALS)
data = exporter.download(ticker.index[0],
market=my_general.Market.INDEXES,
start_date=curr_moment)
open_value = data.get('<OPEN>')
close_value = data.get('<CLOSE>')
high_value = data.get('<HIGH>')
low_value = data.get('<LOW>')
volume_value = data.get('<VOL>')
list_open_value = open_value.to_list()
list_close_value = close_value.to_list()
list_high_value = high_value.to_list()
list_low_value = low_value.to_list()
list_volume_value = volume_value.to_list()
list_indexes.append({
"open_value": list_open_value[-1],
"close_value": list_close_value[-1],
"high_value": list_high_value[-1],
"low_value": list_low_value[-1],
"volume_value": list_volume_value[-1]
})
# else:
finally:
list_indexes.append({
"open_value": 0.0,
"close_value": 0.0,
"high_value": 0.0,
"low_value": 0.0,
"volume_value": 0.0
})
market.append(list_indexes)
elif my_general.depart_market == "ETF": # Implementation -> my_general.name_ticker == '' TODO (3)
# print('\n~~~~~~~~~~~~~~~~~~~~~~~~~~ ETF ~~~~~~~~~~~~~~~~~~~~~~~~~~\n')
list_name_etf = [
'FXCN ETF',
'FXDE ETF',
'FXGD ETF',
'FXKZ ETF',
'FXMM ETF',
'FXRB ETF',
'FXRL ETF',
'FXRU ETF',
'FXRW ETF',
'FXTB ETF',
'FXUS ETF',
'FXWO ETF',
'RUSB ETF',
'RUSE ETF',
'SBCB ETF',
'SBGB ETF',
'SBMX ETF',
'SBRB ETF',
'SBSP ETF',
'TRUR ETF',
'VTBA ETF',
'VTBB ETF',
'VTBE ETF',
'VTBH ETF',
'VTBM ETF',
]
for stock in list_name_etf:
my_general.time.sleep(1) # sec
# print('\n__________________ ' + stock + ' __________________\n')
ticker = exporter.lookup(
name=stock,
market=my_general.Market.ETF_MOEX,
name_comparator=my_general.LookupComparator.EQUALS)
data = exporter.download(ticker.index[0],
market=my_general.Market.ETF_MOEX,
start_date=curr_moment)
open_value = data.get('<OPEN>')
close_value = data.get('<CLOSE>')
high_value = data.get('<HIGH>')
low_value = data.get('<LOW>')
volume_value = data.get('<VOL>')
list_open_value = open_value.to_list()
list_close_value = close_value.to_list()
list_high_value = high_value.to_list()
list_low_value = low_value.to_list()
list_volume_value = volume_value.to_list()
list_etf.append({
"open_value": list_open_value[-1],
"close_value": list_close_value[-1],
"high_value": list_high_value[-1],
"low_value": list_low_value[-1],
"volume_value": list_volume_value[-1]
})
market.append(list_etf)
elif my_general.depart_market == "STCK":
# print('\n~~~~~~~~~~~~~~~~~~~~~~~~~~ Stock ~~~~~~~~~~~~~~~~~~~~~~~~~~\n')
if (len(my_general.name_tickers) < 2) and (my_general.name_tickers[0]
== ''):
list_name_stocks = [
'ETLN', 'QIWI', 'TCSG', 'FIVE', 'AKRN', 'ALRS', 'AFLT', 'BANE',
'BSPB', 'VSMO', 'VTBR', 'GAZP', 'SIBN', 'PIKK', 'DSKY', 'IRAO',
'KBTK', 'LNTA', 'LSNG', 'LSRG', 'LKOH', 'MVID', 'MGNT', 'MGTS',
'MTLR', 'CBOM', 'MAGN', 'MOEX', 'MSTT', 'MSNG', 'MSRS', 'MRKV',
'MRKU', 'MRKC', 'MRKP', 'MTSS', 'NKNC', 'NLMK', 'NMTP', 'NVTK',
'GMKN', 'OGKB', 'POLY', 'PLZL', 'PRTK', 'RASP', 'ROSN', 'RSTI',
'RTKM', 'AGRO', 'RUAL', 'HYDR', 'RNFT', 'SFIN', 'SBER', 'CHMF',
'AFKS', 'SNGS', 'TATN', 'TRMK', 'TRNFP', 'PHOR', 'FEES',
'GCHE', 'ENRU', 'UPRO', 'MAIL', 'YNDX', 'INTC-RM', 'CSCO-RM',
'HPQ-RM', 'T-RM'
]
else:
list_name_stocks = my_general.name_tickers
for stock in list_name_stocks:
my_general.time.sleep(1) # sec
# print('\n__________________ ' + stock + ' __________________\n')
ticker = exporter.lookup(
code=stock,
market=my_general.Market.SHARES,
name_comparator=my_general.LookupComparator.EQUALS)
data = exporter.download(id_=ticker.index[0],
market=my_general.Market.SHARES,
start_date=curr_moment,
timeframe=my_general.Timeframe.TICKS)
# print(data)
ticker_value = data.get('<TICKER>')
per_value = data.get('<PER>')
date_value = data.get('<DATE>')
time_value = data.get('<TIME>')
last_value = data.get('<LAST>')
volume_value = data.get('<VOL>')
# open_value = data.get('<OPEN>')
# close_value = data.get('<CLOSE>')
# high_value = data.get('<HIGH>')
# low_value = data.get('<LOW>')
# volume_value = data.get('<VOL>')
# print(ticker_value)
# list_open_value = open_value.to_list()
# list_close_value = close_value.to_list()
# list_high_value = high_value.to_list()
# list_low_value = low_value.to_list()
# list_volume_value = volume_value.to_list()
list_ticker_value = ticker_value.to_list()
list_per_value = per_value.to_list()
list_date_value = date_value.to_list()
list_time_value = time_value.to_list()
list_last_value = last_value.to_list()
list_volume_value = volume_value.to_list()
# list_stocks.append({"open_value": list_open_value[-1],
# "close_value": list_close_value[-1],
# "high_value": list_high_value[-1],
# "low_value": list_low_value[-1],
# "volume_value": list_volume_value[-1]})
if len(list_ticker_value) > 0:
buf = [[]]
buf[0] = {
"ticker_value": list_ticker_value[-1],
"per_value": list_per_value[-1],
"date_value": list_date_value[-1],
"time_value": list_time_value[-1],
"last_value": list_last_value[-1],
"volume_value": list_volume_value[-1]
}
list_stocks.append(buf)
else:
# print("It's time little boy!")
buf = [[]]
buf[0] = {
"ticker_value": stock,
"per_value": -1,
"date_value": -1,
"time_value": -1,
"last_value": -1,
"volume_value": -1
}
list_stocks.append(buf)
my_general.time.sleep(0.1)
market.append(list_stocks)
# _________________________________________________________________________________
# print(market)
file_name_market = 'market'
my_general.write_data_json(market, curr_path, file_name_market)
# _________________________________________________________________________________
# Check on repeat
hash_market = my_general.read_data_json(curr_path, 'hash_market')
new_hash = my_general.md5(curr_path + 'market' + '.json')
if new_hash == hash_market[0]["hash"]:
# print("___ No the new market values ___")
return
hash_market = [{"hash": new_hash}]
file_name = 'hash_market'
my_general.write_data_json(hash_market, curr_path, file_name)
print("______________ Parsing markets <---")
def main():
print("\n__________________ Economic news __________________\n")
base_url = "https://ria.ru/economy/"
article_data = []
hash_news_e_n = []
# os.remove(file_name + '.csv')
# os.remove(file_name + '.json')
url_gen = base_url
html = get_html(url_gen)
article_data = get_page_data(html, article_data)
# print(article_data.__len__())
my_general.write_data_json(article_data, curr_path, file_name_e_n)
# _________________________________________________________________________________
# Check on repeat
hash_news_e_n = my_general.read_data_json(curr_path, 'hash_news_e_n')
if my_general.md5(curr_path + file_name_e_n +
'.json') == hash_news_e_n[0]["hash"]:
print("___ No the new economics news ___")
return
# _________________________________________________________________________________
count_sentences = article_data.__len__()
count_words = 30
count_charters = 30
# _________________________________________________________________________________
# Creating list of news + to Lower Case + delete ',' and '.'
news = my_general.read_data_json(curr_path, file_name_e_n)
listSpider_E_N = []
for item in news:
listSpider_E_N.append(item)
# listSpider_E_N = read_article_csv()
# print(listSpider_E_N.__len__())
reg = my_general.re.compile('[^а-яА-Я -]')
for obj in listSpider_E_N:
obj['title'] = obj['title'].lower()
obj['title'] = reg.sub('', obj['title'])
obj['additionally'] = obj['additionally'].lower()
obj['additionally'] = reg.sub('', obj['additionally'])
# print(obj.title, obj.additionally, obj.href, obj.time, sep=' ')
# _________________________________________________________________________________
# Deleting repeats hrefs
# print(listSpider_E_N[0].title,
# listSpider_E_N[0].additionally,
# listSpider_E_N[0].href,
# listSpider_E_N[0].time,
# sep=' ')
idx_1 = 0
idx_2 = 0
for idx_1 in range(1, len(listSpider_E_N) - 1):
ref_href = listSpider_E_N[idx_1]['href']
idx_2 = idx_1 + 1
for j in range(idx_2, len(listSpider_E_N) - 1):
if listSpider_E_N[j]['href'] == ref_href:
listSpider_E_N.remove(listSpider_E_N[j])
# print(listSpider_E_N[0].title,
# listSpider_E_N[0].additionally,
# listSpider_E_N[0].href,
# listSpider_E_N[0].time,
# sep=' ')
# _________________________________________________________________________________
# Normalization the list of news
morph = my_general.pymorphy2.MorphAnalyzer()
for obj in listSpider_E_N:
obj['title'] = (' '.join(
[morph.normal_forms(w)[0] for w in obj['title'].split()]))
obj['additionally'] = (' '.join(
[morph.normal_forms(w)[0] for w in obj['additionally'].split()]))
# _________________________________________________________________________________
# Read reference words from json file
# listParams_E_N = read_params_xlsx()
listParams_E_N = my_general.read_data_json(curr_path, file_name_params)
# write_params_json(listParams_E_N)
# convert_json_to_xlsx()
# _________________________________________________________________________________
# Normalization reference words and rewrite json file
#
# morph = pymorphy2.MorphAnalyzer()
#
# newListParams_E_N = []
# for obj in listParams_E_N:
# new_name = ' '.join([morph.normal_forms(w)[0] for w in obj.get('name').split()])
# new_synonyms = ' '.join([morph.normal_forms(w)[0] for w in obj.get('synonyms').split()])
# params = {'name': new_country, 'synonyms': new_synonyms, 'impact': item.get('impact')}
# newListParams_E_N.append(params)
#
# write_params_json(newListParams_E_N)
# listParams_E_N = newListParams_E_N
#
# _________________________________________________________________________________
# Get only text information from title and additionally
newListSpider_E_N = []
time_news = []
for news in listSpider_E_N:
newListSpider_E_N.append(news['title'] + ' ' + news['additionally'])
time_news.append(news['time'])
listSpider_E_N = newListSpider_E_N
# _________________________________________________________________________________
# Transform to array words
listWords = []
for news in listSpider_E_N:
listWords.append(news.split())
# _________________________________________________________________________________
# Delete to array words
for sentence in listWords:
# print(sentence)
for word in sentence:
p = morph.parse(word)[0]
if (p.tag.POS == 'ADVB') or \
(p.tag.POS == 'NPRO') or \
(p.tag.POS == 'PRED') or \
(p.tag.POS == 'PREP') or \
(p.tag.POS == 'CONJ') or \
(p.tag.POS == 'PRCL') or \
(p.tag.POS == 'INTJ'):
sentence.remove(word)
# print(sentence)
# _________________________________________________________________________________
# Transform to digital mode
# print(listWords[0][0])
newListWords = []
listWordsToNN = my_general.np.zeros(
(count_sentences, count_words, count_charters))
idx_sentence = 0
for sentence in listWords:
idx_word = 0
for word in sentence:
new_word = []
idx_charter = 0
for charter in word:
idx = 0
# numbers
for i in range(48, 57 + 1):
if charter == chr(i):
idx = i
new_word.append(i)
# Latin uppers
for i in range(65, 90 + 1):
if charter == chr(i):
idx = i
new_word.append(i)
# Latin downs
for i in range(97, 122 + 1):
if charter == chr(i):
idx = i
new_word.append(i)
# Cyrillic
for i in range(1072, 1103 + 1):
if charter == chr(i):
idx = i
new_word.append(i)
listWordsToNN[idx_sentence][idx_word][idx_charter] = idx
idx_charter = idx_charter + 1
idx_word = idx_word + 1
newListWords.append(new_word)
idx_sentence = idx_sentence + 1
# print(newListWords)
# print(listWordsToNN[0])
# _________________________________________________________________________________
# Prepare weights
# Finding reference words to array words
# _________________________________________________________________________________
# # For Trainging NN
# _________________________________________________________________________________
# future_weigths = np.zeros(length_sentence, dtype=float)
list_future_weigths = my_general.np.zeros((len(listWords), count_words),
dtype=float)
idx_word = 0
idx_sentence = 0
for header in listWords:
# print(header)
for obj in header:
# print(obj.lower())
for params in listParams_E_N:
if my_general.fuzz.ratio(params.get('name'), obj.lower()) > 90:
# print("I found of name! --->>> " + str(obj))
list_future_weigths[idx_sentence][idx_word] = float(
params.get('impact'))
break
else:
if len(params.get('synonyms')) >= 1:
for it in params.get('synonyms'):
if my_general.fuzz.ratio(str(it), str(
obj.lower())) > 80:
# print("I found of synonyms! --->>> " + str(obj.lower()))
list_future_weigths[idx_sentence][
idx_word] = float(params.get('impact'))
break
idx_word = idx_word + 1
idx_word = 0
idx_sentence = idx_sentence + 1
# print(list_future_weigths[len(listWords) - 2])
# print(list_future_weigths)
# _________________________________________________________________________________
# Appending feature of applicants to list to json file
# 1 day for remove from applicants.json
# 240 it's 50% <- 1 day - 24 hours - 48 query * 10 news
# 384 it's 80% <- 1 day - 24 hours - 48 query * 10 news
# 3 day for appending to params.json
border = 100
idx_word = 0
idx_sentence = 0
for header in listWords:
# print(header)
for obj in header:
if list_future_weigths[idx_sentence][idx_word] == 0:
feature_list_applicants = my_general.read_data_json(
curr_path, file_name_applicants)
# find to feature_list_applicants obj
success = 0
# Increase count
for item in feature_list_applicants:
# print(item["name"], item["count"], sep=' ')
if obj == item["name"]:
item["count"] = item["count"] + 1
# print("I found of name! --->>> " + str(item["count"]))
my_general.write_data_json(feature_list_applicants,
curr_path,
file_name_applicants)
success = 1
if item["count"] >= border:
rng = my_general.np.random.default_rng()
list_params = my_general.read_data_json(
curr_path, file_name_params)
list_params.append({
"name": item["name"],
"synonyms": [""],
"impact": (rng.random() - 0.5)
})
my_general.write_data_json(list_params, curr_path,
file_name_params)
feature_list_applicants.remove(item)
my_general.write_data_json(feature_list_applicants,
curr_path,
file_name_applicants)
break
# Add new feature
if success == 0:
new_feature_applicant = {"name": obj, "count": 1}
feature_list_applicants.append(new_feature_applicant)
my_general.write_data_json(feature_list_applicants,
curr_path, file_name_applicants)
# print(obj)
idx_word = idx_word + 1
idx_word = 0
idx_sentence = idx_sentence + 1
# feature_list_applicants.append()
# ______________________________ NN ______________________________
# logging.basicConfig(level=logging.DEBUG)
# curr_day = datetime.date(2020, 1, 1)
curr_day = my_general.datetime.date(
my_general.datetime.datetime.now().year,
my_general.datetime.datetime.now().month,
my_general.datetime.datetime.now().day)
# print(curr_day)
exporter = my_general.Exporter()
data = exporter.lookup(name=curr_ticker, market=my_general.Market.ETF_MOEX)
print(data.head())
stock = exporter.download(data.index[0],
market=my_general.Market.ETF_MOEX,
start_date=curr_day)
print(stock.head())
file_name = curr_path + 'stocks_' + str(curr_ticker) + '.csv'
stock.to_csv(file_name)
time_value = stock.get('<TIME>')
open_value = stock.get('<OPEN>')
close_value = stock.get('<CLOSE>')
high_value = stock.get('<HIGH>')
low_value = stock.get('<LOW>')
volume_value = stock.get('<VOL>')
# plt.plot(time_value, low_value)
# close_value.plot()
# high_value.plot()
# low_value.plot()
# volume_value.plot()
# plt.show()
list_time_value = time_value.to_list()
list_open_value = open_value.to_list()
list_close_value = close_value.to_list()
list_high_value = high_value.to_list()
list_low_value = low_value.to_list()
list_volume_value = volume_value.to_list()
listOpenValuesToNN = []
listCloseValuesToNN = []
listHighValuesToNN = []
listLowValuesToNN = []
listVolumeValuesToNN = []
listTimePointsToNN = []
list_distances = []
list_distances.append(0)
for dt_news in time_news:
for dt in list_time_value:
regex = r":00$"
frame_minute = str(dt)
matches = my_general.re.findall(regex, frame_minute)
frame_minute = frame_minute.replace(matches[0], '')
if len(frame_minute) < 3:
frame_minute = frame_minute + ':00'
if dt_news == frame_minute:
listTimePointsToNN.append(dt)
listOpenValuesToNN.append(
list_open_value[list_time_value.index(dt)])
listCloseValuesToNN.append(
list_close_value[list_time_value.index(dt)])
listHighValuesToNN.append(
list_high_value[list_time_value.index(dt)])
listLowValuesToNN.append(
list_low_value[list_time_value.index(dt)])
listVolumeValuesToNN.append(
list_volume_value[list_time_value.index(dt)])
break
# print(frame_minute)
listOpenValuesToNN.reverse()
listCloseValuesToNN.reverse()
listHighValuesToNN.reverse()
listLowValuesToNN.reverse()
listVolumeValuesToNN.reverse()
listTimePointsToNN.reverse()
time_point = list_time_value[0]
listOpenValuesToNN.insert(
0, list_open_value[list_time_value.index(time_point)])
listCloseValuesToNN.insert(
0, list_open_value[list_time_value.index(time_point)])
listHighValuesToNN.insert(
0, list_open_value[list_time_value.index(time_point)])
listLowValuesToNN.insert(
0, list_open_value[list_time_value.index(time_point)])
listVolumeValuesToNN.insert(
0, list_open_value[list_time_value.index(time_point)])
listTimePointsToNN.insert(0, time_point)
# print(listWordsToNN)
# print(listOpenValuesToNN)
if len(listOpenValuesToNN) > 0:
# Morning
if len(listOpenValuesToNN) < 10:
size = 10 - len(listOpenValuesToNN)
firstValue = listOpenValuesToNN[0]
for item in range(0, size):
listOpenValuesToNN.insert(0, firstValue)
for idx in range(0, len(listTimePointsToNN) - 1):
curr_i = str(listTimePointsToNN[idx])
next_i = str(listTimePointsToNN[idx + 1])
list_distances.append(
int(next_i.replace(':', '')) -
int(curr_i.replace(':', '')))
# print(sum(list_distances))
# print(listOpenValuesToNN)
# print(len(listOpenValuesToNN))
listOpenValuesToNN.insert(0, listOpenValuesToNN[0])
listCloseValuesToNN.insert(0, listCloseValuesToNN[0])
listHighValuesToNN.insert(0, listHighValuesToNN[0])
listLowValuesToNN.insert(0, listLowValuesToNN[0])
listVolumeValuesToNN.insert(0, listVolumeValuesToNN[0])
listTimePointsToNN.insert(0, listTimePointsToNN[0])
listTrueValue = my_general.list_true_value(listOpenValuesToNN)
# print(listTrueValue)
# print(len(listTrueValue))
# задаем для воспроизводимости результатов
my_general.np.random.seed(2)
model_name = curr_path + 'NN_model.h5'
# создаем модели, добавляем слои один за другим
model = Sequential()
model.add(
Dense(5 * count_words,
input_dim=(count_words * count_charters),
activation='relu')) # 0
model.add(Dense(4 * count_words, activation='relu')) # 1
model.add(Dense(3 * count_words, activation='tanh')) # 2
model.add(Dense(2 * count_words, activation='tanh')) # 3
model.add(Dense(count_words, activation='tanh')) # 4
model.add(Dense(count_words - 10, activation='sigmoid'))
model.add(Dropout(0.2))
model.add(Dense(count_words - 20, activation='sigmoid'))
model.add(Dropout(0.2))
model.add(Dense(count_words - 25, activation='sigmoid'))
model.add(Dense(count_words - 27, activation='sigmoid'))
model.add(Dense(1, activation='sigmoid'))
number_layer_words = 5
native_weights = model.layers[number_layer_words].get_weights()[
0] # 0 - weights
native_biases = model.layers[number_layer_words].get_weights()[
1] # 1 - biases
# print("Old")
# print(len(native_weights))
new_weights = my_general.np.zeros(
(len(native_weights), len(native_weights[0])), dtype=float)
for future_news in list_future_weigths:
idx_1 = 0
for weights in native_weights:
add = future_news[idx_1]
idx_2 = 0
for weight in weights:
new_weights[idx_1][idx_2] = float(weight + add)
idx_2 = idx_2 + 1
idx_1 = idx_1 + 1
# print("New")
# print(len(new_weights))
keras_weights = [new_weights, native_biases]
model.layers[number_layer_words].set_weights(keras_weights)
# компилируем модель, используем градиентный спуск adam
model.compile(loss="mean_squared_error",
optimizer="rmsprop",
metrics=['accuracy'])
X = []
for news in listWordsToNN:
# разбиваем датасет на матрицу параметров (X) и вектор целевой переменной (Y)
one_sentence_news = news.ravel()
X.append(one_sentence_news)
X = my_general.np.asarray(X, dtype=my_general.np.float32)
Y = my_general.np.asarray(listTrueValue,
dtype=my_general.np.float32)
if my_general.os.path.exists(model_name) != False:
# Recreate the exact same model
new_model = keras.models.load_model(model_name)
else:
new_model = model
try:
# обучаем нейронную сеть
history = new_model.fit(X, Y, epochs=1, batch_size=64)
# Export the model to a SavedModel
new_model.save(model_name)
# # evaluate the model
# scores = model.evaluate(X, Y)
# print("\n%s: %.2f%%" % (model.metrics_names[1], scores[1] * 100))
# оцениваем результат
scores = new_model.predict(X)
print("\n%s: %.2f%%" %
(new_model.metrics_names[1], scores[1] * 100))
print(scores)
prediction = {"score": float(scores[-1])}
print(prediction)
my_general.write_data_json(prediction, curr_path,
file_name_prediction)
except:
print("Problem with – fit(C_E_N)!")
hash_news_e_n = [{
"hash":
my_general.md5(curr_path + 'economics_news' + '.json')
}]
my_general.write_data_json(hash_news_e_n, curr_path, file_name_hash)
def main():
# app = my_gui.MainApp()
# app.run()
while (my_general.datetime.datetime.now().hour >
9) and (my_general.datetime.datetime.now().hour < 23):
exec_full(path_name_class_e_n)
exec_full(path_name_class_p_n)
exec_full(path_name_ta_stocks)
exec_full(path_name_parser_stocks)
path = 'Helper\\Classifier_economics_news\\'
filename = 'prediction_e_n'
prediction_e_n = my_general.read_data_json(root_path + path, filename)
path = 'Helper\\Classifier_politics_news\\'
filename = 'prediction_p_n'
prediction_p_n = my_general.read_data_json(root_path + path, filename)
path = 'Helper\\TA_stocks\\'
filename = 'result_ta'
result_ta = my_general.read_data_json(root_path + path, filename)
path = 'Helper\\Parser_market\\'
filename = 'market'
market = my_general.read_data_json(root_path + path, filename)
# print(prediction_e_n)
# print(prediction_p_n)
# print(market)
# print(result_ta)
print("__________________ Global training __________________")
my_general.np.random.seed(2)
path = 'Helper\\'
model_name = root_path + path + 'NN_Main_model.h5'
X = []
Y = []
Y.append(result_ta[0]['diff_value'])
X.append(prediction_e_n['score'])
X.append(prediction_p_n['score'])
for ticker in market:
for input in ticker:
X.append(input['open_value'])
X.append(input['close_value'])
X.append(input['high_value'])
X.append(input['low_value'])
X.append(input['volume_value'])
X.append(result_ta[0]['open_value'])
X.append(result_ta[0]['close_value'])
X.append(result_ta[0]['high_value'])
X.append(result_ta[0]['low_value'])
X.append(result_ta[0]['volume_value'])
X.append(result_ta[0]['adi_i'])
X.append(result_ta[0]['adx_aver'])
X.append(result_ta[0]['adx_DI_pos'])
X.append(result_ta[0]['adx_DI_neg'])
X.append(result_ta[0]['ai_i'])
X.append(result_ta[0]['ai_up'])
X.append(result_ta[0]['ai_down'])
X.append(result_ta[0]['ao_i'])
X.append(result_ta[0]['atr_i'])
X.append(result_ta[0]['bb_bbh'])
X.append(result_ta[0]['bb_bbl'])
X.append(result_ta[0]['bb_bbm'])
X.append(result_ta[0]['ccl_i'])
X.append(result_ta[0]['cmf_i'])
X.append(result_ta[0]['cmf_signal'])
X.append(result_ta[0]['cr_i'])
X.append(result_ta[0]['dc_dch'])
X.append(result_ta[0]['dc_dcl'])
X.append(result_ta[0]['dlr_i'])
X.append(result_ta[0]['dpo_i'])
X.append(result_ta[0]['ema_i'])
X.append(result_ta[0]['fi_i'])
X.append(result_ta[0]['ichimoku_a'])
X.append(result_ta[0]['ichimoku_b'])
X.append(result_ta[0]['kama_i'])
X.append(result_ta[0]['kc_kcc'])
X.append(result_ta[0]['kc_kch'])
X.append(result_ta[0]['kc_kcl'])
X.append(result_ta[0]['kst'])
X.append(result_ta[0]['kst_diff'])
X.append(result_ta[0]['kst_sig'])
X.append(result_ta[0]['vi_diff'])
X.append(result_ta[0]['vi_neg'])
X.append(result_ta[0]['vi_pos'])
X.append(result_ta[0]['mfi_i'])
X.append(result_ta[0]['mi'])
X.append(result_ta[0]['nvi_i'])
X.append(result_ta[0]['obv_i'])
X.append(result_ta[0]['psar_i'])
X.append(result_ta[0]['psar_up'])
X.append(result_ta[0]['psar_down'])
X.append(result_ta[0]['roc_i'])
X.append(result_ta[0]['rsi_i'])
X.append(result_ta[0]['stoch_i'])
X.append(result_ta[0]['stoch_signal'])
X.append(result_ta[0]['trix_i'])
X.append(result_ta[0]['tsi_i'])
X.append(result_ta[0]['uo_i'])
X.append(result_ta[0]['vpt_i'])
count_inputs = len(X)
print("Len NN: " + str(count_inputs))
print("X: ")
print(X)
print("Y: ")
print(Y)
# создаем модели, добавляем слои один за другим
model = Sequential()
model.add(
LSTM(int(count_inputs / 2),
return_sequences=True,
input_shape=(1, count_inputs)))
model.add(LSTM(int(count_inputs / 4), return_sequences=True))
model.add(LSTM(int(count_inputs / 6), return_sequences=True))
model.add(LSTM(int(count_inputs / 8)))
model.add(Dense(int(count_inputs / 10), activation='relu'))
model.add(Dense(int(count_inputs / 12), activation='relu'))
model.add(Dense(int(count_inputs / 14), activation='softmax'))
model.add(Dense(int(count_inputs / 16), activation='softmax'))
model.add(Dense(int(count_inputs / 18), activation='tanh'))
model.add(Dense(int(count_inputs / 20), activation='tanh'))
model.add(Dense(int(count_inputs / 40), activation='sigmoid'))
model.add(Dense(int(count_inputs / 60), activation='sigmoid'))
model.add(Dense(1, activation='sigmoid'))
# model.summary()
model.compile(loss="binary_crossentropy",
optimizer="rmsprop",
metrics=['accuracy'])
input_nodes = []
output_nodes = []
input_nodes.append(X)
output_nodes.append(Y)
input_nodes = my_general.np.asarray(input_nodes,
dtype=my_general.np.float32)
output_nodes = my_general.np.asarray(output_nodes,
dtype=my_general.np.float32)
input_nodes = input_nodes.reshape((1, 1, count_inputs))
output_nodes = output_nodes.reshape((1, 1))
# print(input_nodes.shape)
# print(output_nodes.shape)
path = root_path + 'Helper\\'
filename = 'X'
my_general.write_data_json(X, path, filename)
filename = 'Y'
my_general.write_data_json(Y, path, filename)
# print(output_nodes)
if my_general.os.path.exists(model_name) != False:
# Recreate the exact same model
new_model = keras.models.load_model(model_name)
else:
new_model = model
# try:
# обучаем нейронную сеть
history = new_model.fit(input_nodes,
output_nodes,
epochs=1,
batch_size=64)
# Export the model to a SavedModel
new_model.save(model_name)
# оцениваем результат
scores = new_model.predict(input_nodes)
main_prediction = {"score": float(scores[-1] * 100)}
print(main_prediction)
path = root_path + 'Helper\\'
file_name_prediction = 'main_prediction'
my_general.write_data_json(main_prediction, path, file_name_prediction)
# except:
# print("Problem with – fit(Global)!")
else:
print("Sleep...")
def main():
print("\n__________________ Parsing market __________________\n")
exporter = my_general.Exporter()
market = []
list_goods = []
list_currency = []
list_indexes = []
list_stocks = []
# print('\n~~~~~~~~~~~~~~~~~~~~~~~~~~ Goods ~~~~~~~~~~~~~~~~~~~~~~~~~~\n')
list_name_goods = [
'Brent',
'Natural Gas',
'Алюминий',
'Бензин',
'Золото',
'Мазут',
'Медь',
'Никель',
'Палладий',
'Платина',
'Пшеница',
'Серебро'
]
for goods in list_name_goods:
my_general.time.sleep(1) # sec
# print('\n__________________ ' + goods + ' __________________\n')
ticker = exporter.lookup(name=goods, market=my_general.Market.COMMODITIES,
name_comparator=my_general.LookupComparator.EQUALS)
data = exporter.download(ticker.index[0], market=my_general.Market.COMMODITIES, start_date=curr_moment)
open_value = data.get('<OPEN>')
close_value = data.get('<CLOSE>')
high_value = data.get('<HIGH>')
low_value = data.get('<LOW>')
volume_value = data.get('<VOL>')
list_open_value = open_value.to_list()
list_close_value = close_value.to_list()
list_high_value = high_value.to_list()
list_low_value = low_value.to_list()
list_volume_value = volume_value.to_list()
list_goods.append({"open_value": list_open_value[-1],
"close_value": list_close_value[-1],
"high_value": list_high_value[-1],
"low_value": list_low_value[-1],
"volume_value": list_volume_value[-1]})
# print(data.tail(1))
# print(list_goods)
# print('\n~~~~~~~~~~~~~~~~~~~~~~~~~~ Currency ~~~~~~~~~~~~~~~~~~~~~~~~~~\n')
list_name_currency = [
'USDRUB_TOD',
'EURRUB_TOD',
'EURUSD_TOD',
'CNYRUB_TOD'
]
for currency in list_name_currency:
my_general.time.sleep(1) # sec
# print('\n__________________ ' + currency + ' __________________\n')
ticker = exporter.lookup(name=currency, market=my_general.Market.CURRENCIES,
name_comparator=my_general.LookupComparator.EQUALS)
data = exporter.download(ticker.index[0], market=my_general.Market.CURRENCIES, start_date=curr_moment)
open_value = data.get('<OPEN>')
close_value = data.get('<CLOSE>')
high_value = data.get('<HIGH>')
low_value = data.get('<LOW>')
volume_value = data.get('<VOL>')
list_open_value = open_value.to_list()
list_close_value = close_value.to_list()
list_high_value = high_value.to_list()
list_low_value = low_value.to_list()
list_volume_value = volume_value.to_list()
list_currency.append({"open_value": list_open_value[-1],
"close_value": list_close_value[-1],
"high_value": list_high_value[-1],
"low_value": list_low_value[-1],
"volume_value": list_volume_value[-1]})
# print(data.tail(1))
# print('\n~~~~~~~~~~~~~~~~~~~~~~~~~~ Indexes (World + Russia)~~~~~~~~~~~~~~~~~~~~~~~~~~\n')
list_name_indexes_WR = [
'CSI200 (Китай)',
'CSI300 (Китай)',
'Hang Seng (Гонконг)',
'KOSPI (Корея)',
'N225Jap*',
'Shanghai Composite(Китай)',
'Индекс МосБиржи',
'Индекс МосБиржи 10',
'Индекс МосБиржи голубых фишек',
'Индекс МосБиржи инноваций',
'Индекс МосБиржи широкого рынка',
'Индекс РТС',
'Индекс РТС металлов и добычи',
'Индекс РТС нефти и газа',
'Индекс РТС потреб. сектора',
'Индекс РТС телекоммуникаций',
'Индекс РТС транспорта',
'Индекс РТС финансов',
'Индекс РТС химии и нефтехимии',
'Индекс РТС широкого рынка',
'Индекс РТС электроэнергетики',
'Индекс гос обл RGBI',
'Индекс гос обл RGBI TR',
'Индекс корп обл MOEX CBICP',
'Индекс корп обл MOEX CBITR',
'Индекс корп обл MOEX CP 3',
'Индекс корп обл MOEX CP 5',
'Индекс корп обл MOEX TR 3',
'Индекс корп обл MOEX TR 5',
'Индекс металлов и добычи',
'Индекс мун обл MOEX MBICP',
'Индекс мун обл MOEX MBITR',
'Индекс нефти и газа',
'Индекс потребит сектора',
'Индекс телекоммуникаций',
'Индекс транспорта',
'Индекс финансов',
'Индекс химии и нефтехимии',
'Индекс электроэнергетики'
]
for index in list_name_indexes_WR:
my_general.time.sleep(1) # sec
try:
# print('\n__________________ ' + index + ' __________________\n')
ticker = exporter.lookup(name=index, market=my_general.Market.INDEXES,
name_comparator=my_general.LookupComparator.EQUALS)
data = exporter.download(ticker.index[0], market=my_general.Market.INDEXES, start_date=curr_moment)
open_value = data.get('<OPEN>')
close_value = data.get('<CLOSE>')
high_value = data.get('<HIGH>')
low_value = data.get('<LOW>')
volume_value = data.get('<VOL>')
list_open_value = open_value.to_list()
list_close_value = close_value.to_list()
list_high_value = high_value.to_list()
list_low_value = low_value.to_list()
list_volume_value = volume_value.to_list()
list_indexes.append({"open_value": list_open_value[-1],
"close_value": list_close_value[-1],
"high_value": list_high_value[-1],
"low_value": list_low_value[-1],
"volume_value": list_volume_value[-1]})
except:
list_indexes.append({"open_value": 0.0,
"close_value": 0.0,
"high_value": 0.0,
"low_value": 0.0,
"volume_value": 0.0})
print("Problem with – tickers(index) - " + index)
# print('\n~~~~~~~~~~~~~~~~~~~~~~~~~~ Indexes (World + USA)~~~~~~~~~~~~~~~~~~~~~~~~~~\n')
list_name_indexes_W_U = [
'D&J-Ind*',
'NASDAQ 100**',
'NASDAQ**',
'SandP-500*'
]
for index in list_name_indexes_W_U:
# if (my_general.datetime.datetime.now().hour > 15) and (my_general.datetime.datetime.now().minute > 40):
try:
my_general.time.sleep(1) # sec
# print('\n__________________ ' + index + ' __________________\n')
ticker = exporter.lookup(name=index, market=my_general.Market.INDEXES,
name_comparator=my_general.LookupComparator.EQUALS)
data = exporter.download(ticker.index[0], market=my_general.Market.INDEXES, start_date=curr_moment)
open_value = data.get('<OPEN>')
close_value = data.get('<CLOSE>')
high_value = data.get('<HIGH>')
low_value = data.get('<LOW>')
volume_value = data.get('<VOL>')
list_open_value = open_value.to_list()
list_close_value = close_value.to_list()
list_high_value = high_value.to_list()
list_low_value = low_value.to_list()
list_volume_value = volume_value.to_list()
list_indexes.append({"open_value": list_open_value[-1],
"close_value": list_close_value[-1],
"high_value": list_high_value[-1],
"low_value": list_low_value[-1],
"volume_value": list_volume_value[-1]})
# else:
except:
list_indexes.append({"open_value": 0.0,
"close_value": 0.0,
"high_value": 0.0,
"low_value": 0.0,
"volume_value": 0.0})
# print('\n~~~~~~~~~~~~~~~~~~~~~~~~~~ Stock ~~~~~~~~~~~~~~~~~~~~~~~~~~\n')
list_name_stocks = [
'FXCN ETF',
'FXDE ETF',
'FXGD ETF',
'FXKZ ETF',
'FXMM ETF',
'FXRB ETF',
'FXRL ETF',
'FXRU ETF',
'FXRW ETF',
'FXTB ETF',
'FXUS ETF',
'FXWO ETF',
'RUSB ETF',
'RUSE ETF',
'SBCB ETF',
'SBGB ETF',
'SBMX ETF',
'SBRB ETF',
'SBSP ETF',
'TRUR ETF',
'VTBA ETF',
'VTBB ETF',
'VTBE ETF',
'VTBH ETF',
'VTBM ETF'
]
for stock in list_name_stocks:
my_general.time.sleep(1) # sec
# print('\n__________________ ' + stock + ' __________________\n')
ticker = exporter.lookup(name=stock, market=my_general.Market.ETF_MOEX,
name_comparator=my_general.LookupComparator.EQUALS)
data = exporter.download(ticker.index[0], market=my_general.Market.ETF_MOEX, start_date=curr_moment)
open_value = data.get('<OPEN>')
close_value = data.get('<CLOSE>')
high_value = data.get('<HIGH>')
low_value = data.get('<LOW>')
volume_value = data.get('<VOL>')
list_open_value = open_value.to_list()
list_close_value = close_value.to_list()
list_high_value = high_value.to_list()
list_low_value = low_value.to_list()
list_volume_value = volume_value.to_list()
list_stocks.append({"open_value": list_open_value[-1],
"close_value": list_close_value[-1],
"high_value": list_high_value[-1],
"low_value": list_low_value[-1],
"volume_value": list_volume_value[-1]})
market.append(list_goods)
market.append(list_currency)
market.append(list_indexes)
market.append(list_stocks)
file_name_market = 'market'
my_general.write_data_json(market, curr_path, file_name_market)
# _________________________________________________________________________________
# Check on repeat
hash_market = my_general.read_data_json(curr_path, 'hash_market')
file_name = 'market'
new_hash = my_general.md5(curr_path + 'market' + '.json')
if new_hash == hash_market[0]["hash"]:
print("___ No the new market values ___")
return
hash_market = [{"hash": new_hash}]
file_name = 'hash_market'
my_general.write_data_json(hash_market, curr_path, file_name)
def main():
print("\n__________________ TA " + "(FXRB)" + " __________________\n")
exporter = my_general.Exporter()
target_ticker = curr_ticker
list_indicators_target_ticker = []
list_tiker_params = []
data = exporter.lookup(name=target_ticker, market=my_general.Market.ETF_MOEX)
# print(data.head())
stock = exporter.download(data.index[0], market=my_general.Market.ETF_MOEX, start_date=start, end_date=curr_moment)
# print(stock.head())
open_value = stock.get('<OPEN>')
close_value = stock.get('<CLOSE>')
high_value = stock.get('<HIGH>')
low_value = stock.get('<LOW>')
volume_value = stock.get('<VOL>')
# open_value.plot()
# close_value.plot()
# high_value.plot()
# low_value.plot()
# volume_value.plot()
# plt.show()
stock.to_csv(curr_path + 'target_ticker' + '.csv')
list_open_value = open_value.to_list()
list_close_value = close_value.to_list()
list_high_value = high_value.to_list()
list_low_value = low_value.to_list()
list_volume_value = volume_value.to_list()
# Load datas
df = my_general.pd.read_csv(curr_path + 'target_ticker' + '.csv', sep=',')
# Clean NaN values
df = my_general.ta.utils.dropna(df)
# _____________________________________________________________________________________________________
# _______________________________________ Volatility Inidicators ______________________________________
# _____________________________________________________________________________________________________
# __________________________________________ Bollinger Bands __________________________________________
# Initialize Bollinger Bands Indicator
indicator_bb = my_general.ta.volatility.BollingerBands(close=df["<CLOSE>"], n=20, ndev=2, fillna=True)
# Add Bollinger Bands features
df['bb_bbm'] = indicator_bb.bollinger_mavg()
df['bb_bbh'] = indicator_bb.bollinger_hband()
df['bb_bbl'] = indicator_bb.bollinger_lband()
# Add Bollinger Band high indicator
df['bb_bbhi'] = indicator_bb.bollinger_hband_indicator()
# Add Bollinger Band low indicator
df['bb_bbli'] = indicator_bb.bollinger_lband_indicator()
# Add width size Bollinger Bands
df['bb_bbw'] = indicator_bb.bollinger_wband()
# print(df.columns)
#
# plt.plot(df["<CLOSE>"])
# plt.plot(df['bb_bbh'], label='High BB')
# plt.plot(df['bb_bbl'], label='Low BB')
# plt.plot(df['bb_bbm'], label='EMA BB')
# plt.title('Bollinger Bands')
# plt.legend()
# plt.show()
bb_bbh = df['bb_bbh'].to_list()
bb_bbl = df['bb_bbl'].to_list()
bb_bbm = df['bb_bbm'].to_list()
# __________________________________________ Keltner Channel __________________________________________
# Initialize Keltner Channel Indicator
indicator_kc = my_general.ta.volatility.KeltnerChannel(high=df["<HIGH>"],
low=df["<LOW>"], close=df["<CLOSE>"], n=20, fillna=True)
# Add Keltner Channel features
df['kc_kcc'] = indicator_kc.keltner_channel_central()
df['kc_kch'] = indicator_kc.keltner_channel_hband()
df['kc_kcl'] = indicator_kc.keltner_channel_lband()
# Add Keltner Channel high indicator
df['kc_bbhi'] = indicator_kc.keltner_channel_hband_indicator()
# Add Keltner Channel low indicator
df['kc_bbli'] = indicator_kc.keltner_channel_lband_indicator()
# plt.plot(df["<CLOSE>"])
# plt.plot(df['kc_kcc'], label='Central KC')
# plt.plot(df['kc_kch'], label='High KC')
# plt.plot(df['kc_kcl'], label='Low KC')
# plt.title('Keltner Channel')
# plt.legend()
# plt.show()
kc_kcc = df['kc_kcc'].to_list()
kc_kch = df['kc_kch'].to_list()
kc_kcl = df['kc_kcl'].to_list()
# __________________________________________ Average true range (ATR) __________________________________________
# Initialize Average true range Indicator
indicator_atr = my_general.ta.volatility.AverageTrueRange(high=df["<HIGH>"],
low=df["<LOW>"],
close=df["<CLOSE>"], n=20, fillna=True)
# Add ATR indicator
df['atr_i'] = indicator_atr.average_true_range()
# plt.plot(df["<CLOSE>"])
# plt.plot(df['atr_i'], label='ATR')
# plt.title('Average true range (ATR)')
# plt.legend()
# plt.show()
atr_i = df['atr_i'].to_list()
# __________________________________________ Donchian Channel __________________________________________
# Initialize Donchian Channel Indicator
indicator_dc = my_general.ta.volatility.DonchianChannel(close=df["<CLOSE>"], n=20, fillna=True)
# Add Donchian Channel features
df['dc_dch'] = indicator_dc.donchian_channel_hband()
df['dc_dcl'] = indicator_dc.donchian_channel_lband()
# Add Donchian Channel high indicator
df['dc_dchi'] = indicator_dc.donchian_channel_hband_indicator()
# Add Donchian Channel low indicator
df['dc_dcli'] = indicator_dc.donchian_channel_lband_indicator()
# plt.plot(df["<CLOSE>"])
# plt.plot(df['dc_dch'], label='High DC')
# plt.plot(df['dc_dcl'], label='Low DC')
# plt.title('Donchian Channel')
# plt.legend()
# plt.show()
dc_dch = df['dc_dch'].to_list()
dc_dcl = df['dc_dcl'].to_list()
# _____________________________________________________________________________________________________
# __________________________________________ Trend Indicators _________________________________________
# _____________________________________________________________________________________________________
# _____________________________ Average Directional Movement Index (ADX) ________________________________
# Initialize ADX Indicator
indicator_adx = my_general.ta.trend.ADXIndicator(high=df["<HIGH>"],
low=df["<LOW>"],
close=df["<CLOSE>"], n=20, fillna=True)
# Add ADX features
df['adx_aver'] = indicator_adx.adx()
df['adx_DI_pos'] = indicator_adx.adx_pos()
df['adx_DI_neg'] = indicator_adx.adx_neg()
# plt.plot(df["<CLOSE>"])
# plt.plot(df['adx_aver'], label='ADX')
# plt.plot(df['adx_DI_pos'], label='+DI')
# plt.plot(df['adx_DI_neg'], label='-DI')
# plt.title('ADX')
# plt.legend()
# plt.show()
adx_aver = df['adx_aver'].to_list()
adx_DI_pos = df['adx_DI_pos'].to_list()
adx_DI_neg = df['adx_DI_neg'].to_list()
# _____________________________ Aroon Indicator ________________________________
# Initialize ADX Indicator
indicator_ai = my_general.ta.trend.AroonIndicator(close=df["<CLOSE>"], n=20, fillna=True)
# Add ADX features
df['ai_i'] = indicator_ai.aroon_indicator()
df['ai_up'] = indicator_ai.aroon_up()
df['ai_down'] = indicator_ai.aroon_down()
# plt.plot(df["<CLOSE>"])
# plt.plot(df['ai_i'], label='Aroon Indicator')
# plt.plot(df['ai_up'], label='Aroon Up Channel')
# plt.plot(df['ai_down'], label='Aroon Down Channel')
# plt.title('Aroon Indicator')
# plt.legend()
# plt.show()
ai_i = df['ai_i'].to_list()
ai_up = df['ai_up'].to_list()
ai_down = df['ai_down'].to_list()
# _____________________________ Commodity Channel Index (CCI) ________________________________
# Initialize ADX Indicator
indicator_ccl = my_general.ta.trend.CCIIndicator(high=df["<HIGH>"],
low=df["<LOW>"],
close=df["<CLOSE>"], n=20, c=5, fillna=True)
# Add ADX features
df['ccl_i'] = indicator_ccl.cci()
# # plt.plot(df["<CLOSE>"])
# plt.plot(df['ccl_i'], label='CCI')
# plt.title('Commodity Channel Index (CCI)')
# plt.legend()
# plt.show()
ccl_i = df['ccl_i'].to_list()
# _____________________________ Detrended Price Oscillator (DPO) ________________________________
# Initialize DPO Indicator
indicator_dpo = my_general.ta.trend.DPOIndicator(close=df["<CLOSE>"], n=20, fillna=True)
# Add DPO features
df['dpo_i'] = indicator_dpo.dpo()
# plt.plot(df['dpo_i'], label='DPO')
# plt.title('Detrended Price Oscillator (DPO)')
# plt.legend()
# plt.show()
dpo_i = df['dpo_i'].to_list()
# _____________________________ Exponential Moving Average (EMA) ________________________________
# Initialize EMA Indicator
indicator_ema = my_general.ta.trend.EMAIndicator(close=df["<CLOSE>"], n=20, fillna=True)
# Add EMA features
df['ema_i'] = indicator_ema.ema_indicator()
# plt.plot(df["<CLOSE>"])
# plt.plot(df['ema_i'], label='EMA')
# plt.title('Exponential Moving Average (EMA)')
# plt.legend()
# plt.show()
ema_i = df['ema_i'].to_list()
# _____________________________ Ichimoku Kinkō Hyō (Ichimoku) ________________________________
# Initialize Ichimoku Indicator
indicator_ichimoku = my_general.ta.trend.IchimokuIndicator(high=df["<HIGH>"],
low=df["<LOW>"], n1=10, n2=20, n3=30, visual=False, fillna=True)
# Add Ichimoku features
df['ichimoku_a'] = indicator_ichimoku.ichimoku_a()
df['ichimoku_b'] = indicator_ichimoku.ichimoku_b()
# plt.plot(df["<CLOSE>"])
# plt.plot(df['ichimoku_a'], label='Senkou Span A (Leading Span A)')
# plt.plot(df['ichimoku_b'], label='Senkou Span B (Leading Span B)')
# plt.title('Ichimoku Kinkō Hyō (Ichimoku)')
# plt.legend()
# plt.show()
ichimoku_a = df['ichimoku_a'].to_list()
ichimoku_b = df['ichimoku_b'].to_list()
# _____________________________ KST Oscillator (KST Signal) ________________________________
# Initialize KST Indicator
indicator_kst = my_general.ta.trend.KSTIndicator(close=df["<CLOSE>"], r1=10, r2=20, r3=30, r4=40,
n1=10, n2=10, n3=10, n4=15, nsig=9, fillna=True)
# Add KST features
df['kst'] = indicator_kst.kst()
df['kst_diff'] = indicator_kst.kst_diff()
df['kst_sig'] = indicator_kst.kst_sig()
# plt.plot(df["<CLOSE>"])
# plt.plot(df['kst'], label='Know Sure Thing (KST)')
# plt.plot(df['kst_diff'], label='Diff Know Sure Thing (KST)')
# plt.plot(df['kst_sig'], label='Signal Line Know Sure Thing (KST)')
# plt.title('KST Oscillator (KST Signal)')
# plt.legend()
# plt.show()
kst = df['kst'].to_list()
kst_diff = df['kst_diff'].to_list()
kst_sig = df['kst_sig'].to_list()
# _____________________________ Moving Average Convergence Divergence (MACD) ________________________________
# Initialize MACD Indicator
indicator_macd = my_general.ta.trend.MACD(close=df["<CLOSE>"], n_fast=26, n_slow=12, n_sign=9, fillna=True)
# Add MACD features
df['macd'] = indicator_macd.macd()
df['macd_diff'] = indicator_macd.macd_diff()
df['macd_sig'] = indicator_macd.macd_signal()
# plt.plot(df["<CLOSE>"])
# plt.plot(df['macd'], label='MACD Line')
# plt.plot(df['macd_diff'], label='MACD Histogram')
# plt.plot(df['macd_sig'], label='Signal Line')
# plt.title('Moving Average Convergence Divergence (MACD)')
# plt.legend()
# plt.show()
macd = df['macd'].to_list()
macd_diff = df['macd_diff'].to_list()
macd_sig = df['macd_sig'].to_list()
# # _____________________________ Mass Index (MI) ________________________________
# Initialize MI Indicator
indicator_mi = my_general.ta.trend.MassIndex(high=df["<HIGH>"], low=df["<LOW>"], n=10, n2=20, fillna=True)
# Add MI features
df['mi'] = indicator_mi.mass_index()
# # plt.plot(df["<CLOSE>"])
# plt.plot(df['mi'], label='Mass Index (MI)')
# plt.title('Mass Index (MI)')
# plt.legend()
# plt.show()
mi = df['mi'].to_list()
# _____________________________ Parabolic Stop and Reverse (Parabolic SAR) ________________________________
# Initialize PSAR Indicator
indicator_psar = my_general.ta.trend.PSARIndicator(high=df["<HIGH>"],
low=df["<LOW>"],
close=df["<CLOSE>"], step=0.02, max_step=0.2)
# Add PSAR features
df['psar_i'] = indicator_psar.psar()
df['psar_up'] = indicator_psar.psar_up()
df['psar_down'] = indicator_psar.psar_down()
df['psar_up_i'] = indicator_psar.psar_up_indicator()
df['psar_down_i'] = indicator_psar.psar_down_indicator()
# plt.plot(df["<CLOSE>"])
# plt.plot(df['psar_i'], label='PSAR value')
# plt.plot(df['psar_up'], label='PSAR up trend value')
# plt.plot(df['psar_down'], label='PSAR down trend value')
# plt.title('Parabolic Stop and Reverse (Parabolic SAR)')
# plt.legend()
# plt.show()
psar_i = df['psar_i'].to_list()
psar_up = df['psar_up'].to_list()
psar_down = df['psar_down'].to_list()
# _____________________________ Trix (TRIX) ________________________________
# Initialize TRIX Indicator
indicator_trix = my_general.ta.trend.TRIXIndicator(close=df["<CLOSE>"], n=15, fillna=True)
# Add TRIX features
df['trix_i'] = indicator_trix.trix()
# # plt.plot(df["<CLOSE>"])
# plt.plot(df['trix_i'], label='TRIX')
# plt.title('Trix (TRIX)')
# plt.legend()
# plt.show()
trix_i = df['trix_i'].to_list()
# _____________________________ Vortex Indicator (VI) ________________________________
# Initialize VI Indicator
indicator_vi = my_general.ta.trend.VortexIndicator(high=df["<HIGH>"],
low=df["<LOW>"],
close=df["<CLOSE>"], n=15, fillna=True)
# Add VI features
df['vi_diff'] = indicator_vi.vortex_indicator_diff()
df['vi_neg'] = indicator_vi.vortex_indicator_neg()
df['vi_pos'] = indicator_vi.vortex_indicator_pos()
# # plt.plot(df["<CLOSE>"])
# plt.plot(df['vi_diff'], label='Diff VI')
# plt.plot(df['vi_neg'], label='-VI')
# plt.plot(df['vi_pos'], label='+VI')
# plt.title('Vortex Indicator (VI)')
# plt.legend()
# plt.show()
vi_diff = df['vi_diff'].to_list()
vi_neg = df['vi_neg'].to_list()
vi_pos = df['vi_pos'].to_list()
# _____________________________________________________________________________________________________
# _________________________________________ Others Indicators _________________________________________
# _____________________________________________________________________________________________________
# ______________________________________ Cumulative Return (CR) _______________________________________
# Initialize CR Indicator
indicator_cr = my_general.ta.others.CumulativeReturnIndicator(close=df["<CLOSE>"], fillna=True)
# Add CR features
df['cr_i'] = indicator_cr.cumulative_return()
# plt.plot(df['cr_i'], label='Cumulative Return (CR)')
# plt.title('Cumulative Return (CR)')
# plt.legend()
# plt.show()
cr_i = df['cr_i'].to_list()
# # ______________________________________ Daily Log Return (DLR) _______________________________________
#
# Initialize DLR Indicator
indicator_dlr = my_general.ta.others.DailyLogReturnIndicator(close=df["<CLOSE>"], fillna=True)
# Add DLR features
df['dlr_i'] = indicator_dlr.daily_log_return()
# plt.plot(df['dlr_i'], label='Daily Return (DR)')
# plt.title('Daily Log Return (DLR)')
# plt.legend()
# plt.show()
dlr_i = df['dlr_i'].to_list()
# _____________________________________________________________________________________________________
# _________________________________________ Volume Indicators _________________________________________
# _____________________________________________________________________________________________________
# ______________________________ Accumulation/Distribution Index (ADI) ________________________________
#
# Initialize ADI Indicator
indicator_adi = my_general.ta.volume.AccDistIndexIndicator(high=df["<HIGH>"],
low=df["<LOW>"],
close=df["<CLOSE>"], volume=df["<VOL>"], fillna=True)
# Add ADI features
df['adi_i'] = indicator_adi.acc_dist_index()
# plt.plot(df['adi_i'], label='Accumulation/Distribution Index (ADI)')
# plt.title('Accumulation/Distribution Index (ADI)')
# plt.legend()
# plt.show()
adi_i = df['adi_i'].to_list()
# ______________________________ Chaikin Money Flow (CMF) ________________________________
#
# Initialize CMF Indicator
indicator_cmf = my_general.ta.volume.ChaikinMoneyFlowIndicator(high=df["<HIGH>"],
low=df["<LOW>"],
close=df["<CLOSE>"],
volume=df["<VOL>"], n=20, fillna=True)
# Add CMF features
df['cmf_i'] = indicator_cmf.chaikin_money_flow()
# plt.plot(df['cmf_i'], label='CMF')
# plt.title('Chaikin Money Flow (CMF)')
# plt.legend()
# plt.show()
cmf_i = df['cmf_i'].to_list()
# ______________________________ Ease of movement (EoM, EMV) ________________________________
# Initialize (EoM, EMV) Indicator
indicator_cmf = my_general.ta.volume.EaseOfMovementIndicator(high=df["<HIGH>"],
low=df["<LOW>"],
volume=df["<VOL>"], n=20, fillna=True)
# Add (EoM, EMV) features
df['cmf_i'] = indicator_cmf.ease_of_movement()
df['cmf_signal'] = indicator_cmf.sma_ease_of_movement()
# # plt.plot(df["<CLOSE>"])
# plt.plot(df['cmf_i'], label='Ease of movement (EoM, EMV)')
# plt.plot(df['cmf_signal'], label='Signal Ease of movement (EoM, EMV)')
# plt.title('Ease of movement (EoM, EMV)')
# plt.legend()
# plt.show()
cmf_i = df['cmf_i'].to_list()
cmf_signal = df['cmf_signal'].to_list()
# ______________________________ Force Index (FI) ________________________________
#
# Initialize FI Indicator
indicator_fi = my_general.ta.volume.ForceIndexIndicator(close=df["<CLOSE>"],
volume=df["<VOL>"], n=20, fillna=True)
# Add FI features
df['fi_i'] = indicator_fi.force_index()
# # plt.plot(df["<CLOSE>"])
# plt.plot(df['fi_i'], label='FI')
# plt.title('Force Index (FI)')
# plt.legend()
# plt.show()
fi_i = df['fi_i'].to_list()
# ______________________________ Negative Volume Index (NVI) ________________________________
#
# Initialize NVI Indicator
indicator_nvi = my_general.ta.volume.NegativeVolumeIndexIndicator(close=df["<CLOSE>"],
volume=df["<VOL>"], fillna=True)
# Add NVI features
df['nvi_i'] = indicator_nvi.negative_volume_index()
# plt.plot(df["<CLOSE>"])
# plt.plot(df['nvi_i'], label='NVI')
# plt.title('Negative Volume Index (NVI)')
# plt.legend()
# plt.show()
nvi_i = df['nvi_i'].to_list()
# ______________________________ On-balance volume (OBV) ________________________________
#
# Initialize OBV Indicator
indicator_obv = my_general.ta.volume.OnBalanceVolumeIndicator(close=df["<CLOSE>"],
volume=df["<VOL>"], fillna=True)
# Add OBV features
df['obv_i'] = indicator_obv.on_balance_volume()
# # plt.plot(df["<CLOSE>"])
# plt.plot(df['obv_i'], label='OBV')
# plt.title('On-balance volume (OBV)')
# plt.legend()
# plt.show()
obv_i = df['obv_i'].to_list()
# ______________________________ Volume-price trend (VPT) ________________________________
#
# Initialize VPT Indicator
indicator_vpt = my_general.ta.volume.VolumePriceTrendIndicator(close=df["<CLOSE>"],
volume=df["<VOL>"], fillna=True)
# Add VPT features
df['vpt_i'] = indicator_vpt.volume_price_trend()
# # plt.plot(df["<CLOSE>"])
# plt.plot(df['vpt_i'], label='VPT')
# plt.title('Volume-price trend (VPT)')
# plt.legend()
# plt.show()
vpt_i = df['vpt_i'].to_list()
# _____________________________________________________________________________________________________
# ________________________________________ Momentum Indicators ________________________________________
# _____________________________________________________________________________________________________
# _________________________________________ Awesome Oscillator ________________________________________
#
# Initialize Awesome Oscillator Indicator
indicator_ao = my_general.ta.momentum.AwesomeOscillatorIndicator(high=df["<HIGH>"],
low=df["<LOW>"],
s=5, len=34, fillna=True)
# Add Awesome Oscillator features
df['ao_i'] = indicator_ao.ao()
# plt.plot(df['ao_i'], label='AO')
# plt.title('Awesome Oscillator')
# plt.legend()
# plt.show()
ao_i = df['ao_i'].to_list()
# ________________________________ Kaufman’s Adaptive Moving Average (KAMA) __________________________________
# #
# Initialize KAMA Indicator
indicator_kama = my_general.ta.momentum.KAMAIndicator(close=df["<CLOSE>"],
n=10,
pow1=2, pow2=30, fillna=True)
# Add KAMA features
df['kama_i'] = indicator_kama.kama()
# plt.plot(df["<CLOSE>"])
# plt.plot(df['kama_i'], label='KAMA')
# plt.title('Kaufman’s Adaptive Moving Average (KAMA)')
# plt.legend()
# plt.show()
kama_i = df['kama_i'].to_list()
# ________________________________ Money Flow Index (MFI) __________________________________
#
# Initialize MFI Indicator
indicator_mfi = my_general.ta.momentum.MFIIndicator(high=df["<HIGH>"],
low=df["<LOW>"],
close=df["<CLOSE>"],
volume=df["<VOL>"],
n=14, fillna=True)
# Add MFI features
df['mfi_i'] = indicator_mfi.money_flow_index()
# # plt.plot(df["<CLOSE>"])
# plt.plot(df['mfi_i'], label='MFI')
# plt.title('Money Flow Index (MFI)')
# plt.legend()
# plt.show()
mfi_i = df['mfi_i'].to_list()
# ________________________________ Rate of Change (ROC) __________________________________
#
# Initialize ROC Indicator
indicator_roc = my_general.ta.momentum.ROCIndicator(close=df["<CLOSE>"],
n=12, fillna=True)
# Add ROC features
df['roc_i'] = indicator_roc.roc()
# # plt.plot(df["<CLOSE>"])
# plt.plot(df['roc_i'], label='ROC')
# plt.title('Rate of Change (ROC)')
# plt.legend()
# plt.show()
roc_i = df['roc_i'].to_list()
# ________________________________ Relative Strength Index (RSI) __________________________________
#
# Initialize RSI Indicator
indicator_rsi = my_general.ta.momentum.RSIIndicator(close=df["<CLOSE>"],
n=12, fillna=True)
# Add RSI features
df['rsi_i'] = indicator_rsi.rsi()
# # plt.plot(df["<CLOSE>"])
# plt.plot(df['rsi_i'], label='RSI')
# plt.title('Relative Strength Index (RSI)')
# plt.legend()
# plt.show()
rsi_i = df['rsi_i'].to_list()
# ________________________________ Stochastic Oscillator __________________________________
# Initialize RSI Indicator
indicator_stoch = my_general.ta.momentum.StochasticOscillator(high=df["<HIGH>"],
low=df["<LOW>"],
close=df["<CLOSE>"],
n=14, fillna=True)
# Add RSI features
df['stoch_i'] = indicator_stoch.stoch()
df['stoch_signal'] = indicator_stoch.stoch_signal()
# # plt.plot(df["<CLOSE>"])
# plt.plot(df['stoch_i'], label='Stochastic Oscillator')
# plt.plot(df['stoch_signal'], label='Signal Stochastic Oscillator')
# plt.title('Stochastic Oscillator')
# plt.legend()
# plt.show()
stoch_i = df['stoch_i'].to_list()
stoch_signal = df['stoch_signal'].to_list()
# ________________________________ True strength index (TSI) __________________________________
#
# Initialize TSI Indicator
indicator_tsi = my_general.ta.momentum.TSIIndicator(close=df["<CLOSE>"],
r=25, s=13, fillna=True)
# Add TSI features
df['tsi_i'] = indicator_tsi.tsi()
# # plt.plot(df["<CLOSE>"])
# plt.plot(df['tsi_i'], label='TSI')
# plt.title('True strength index (TSI)')
# plt.legend()
# plt.show()
tsi_i = df['tsi_i'].to_list()
# ________________________________ Ultimate Oscillator __________________________________
# Initialize Ultimate Oscillator Indicator
indicator_uo = my_general.ta.momentum.UltimateOscillator(high=df["<HIGH>"],
low=df["<LOW>"],
close=df["<CLOSE>"],
s=7,
m=14, len=28, ws=4.0, wm=2.0, wl=1.0, fillna=True)
# Add Ultimate Oscillator features
df['uo_i'] = indicator_uo.uo()
# # plt.plot(df["<CLOSE>"])
# plt.plot(df['uo_i'], label='UO')
# plt.title('Ultimate Oscillator')
# plt.legend()
# plt.show()
uo_i = df['uo_i'].to_list()
# ________________________________ Williams %R __________________________________
# Initialize Williams Indicator
indicator_wr = my_general.ta.momentum.WilliamsRIndicator(high=df["<HIGH>"],
low=df["<LOW>"],
close=df["<CLOSE>"],
lbp=14, fillna=True)
# Add Williams features
df['wr_i'] = indicator_wr.wr()
# plt.plot(df["<CLOSE>"])
# plt.plot(df['wr_i'], label='Williams')
# plt.title('Williams %R')
# plt.legend()
# plt.show()
wr_i = df['wr_i'].to_list()
filename = 'result_ta'
old_list_indicators_target_ticker = my_general.read_data_json(curr_path, filename)
list_indicators_target_ticker.append({
"diff_value": (float(old_list_indicators_target_ticker[0]["close_value"]) - float(list_open_value[-1])),
"open_value": list_open_value[-1],
"close_value": list_close_value[-1],
"high_value": list_high_value[-1],
"low_value": list_low_value[-1],
"volume_value": list_volume_value[-1],
"bb_bbh": 0.0 if my_general.np.isnan(bb_bbh[-1]) else bb_bbh[-1], "bb_bbl": 0.0 if my_general.np.isnan(bb_bbl[-1]) else bb_bbl[-1], "bb_bbm": 0.0 if my_general.np.isnan(bb_bbm[-1]) else bb_bbm[-1],
"kc_kcc": 0.0 if my_general.np.isnan(kc_kcc[-1]) else kc_kcc[-1], "kc_kch": 0.0 if my_general.np.isnan(kc_kch[-1]) else kc_kch[-1], "kc_kcl": 0.0 if my_general.np.isnan(kc_kcl[-1]) else kc_kcl[-1],
"atr_i": 0.0 if my_general.np.isnan(atr_i[-1]) else atr_i[-1],
"dc_dch": 0.0 if my_general.np.isnan(dc_dch[-1]) else dc_dch[-1], "dc_dcl": 0.0 if my_general.np.isnan(dc_dcl[-1]) else dc_dcl[-1],
"adx_aver": 0.0 if my_general.np.isnan(adx_aver[-1]) else adx_aver[-1], "adx_DI_pos": 0.0 if my_general.np.isnan(adx_DI_pos[-1]) else adx_DI_pos[-1], "adx_DI_neg": 0.0 if my_general.np.isnan(adx_DI_neg[-1]) else adx_DI_neg[-1],
"ai_i": 0.0 if my_general.np.isnan(ai_i[-1]) else ai_i[-1], "ai_up": 0.0 if my_general.np.isnan(ai_up[-1]) else ai_up[-1], "ai_down": 0.0 if my_general.np.isnan(ai_down[-1]) else ai_down[-1],
"ccl_i": 0.0 if my_general.np.isnan(ccl_i[-1]) else ccl_i[-1],
"dpo_i": 0.0 if my_general.np.isnan(dpo_i[-1]) else dpo_i[-1],
"ema_i": 0.0 if my_general.np.isnan(ema_i[-1]) else ema_i[-1],
"ichimoku_a": 0.0 if my_general.np.isnan(ichimoku_a[-1]) else ichimoku_a[-1], "ichimoku_b": 0.0 if my_general.np.isnan(ichimoku_b[-1]) else ichimoku_b[-1],
"kst": 0.0 if my_general.np.isnan(kst[-1]) else kst[-1], "kst_diff": 0.0 if my_general.np.isnan(kst_diff[-1]) else kst_diff[-1], "kst_sig": 0.0 if my_general.np.isnan(kst_sig[-1]) else kst_sig[-1],
"macd": 0.0 if my_general.np.isnan(macd[-1]) else macd[-1], "macd_diff": 0.0 if my_general.np.isnan(macd_diff[-1]) else macd_diff[-1], "macd_sig": 0.0 if my_general.np.isnan(macd_sig[-1]) else macd_sig[-1],
"mi": 0.0 if my_general.np.isnan(mi[-1]) else mi[-1],
"psar_i": 0.0 if my_general.np.isnan(psar_i[-1]) else psar_i[-1], "psar_up": 0.0 if my_general.np.isnan(psar_up[-1]) else psar_up[-1], "psar_down": 0.0 if my_general.np.isnan(psar_down[-1]) else psar_down[-1],
"trix_i": 0.0 if my_general.np.isnan(trix_i[-1]) else trix_i[-1],
"vi_diff": 0.0 if my_general.np.isnan(vi_diff[-1]) else vi_diff[-1], "vi_neg": 0.0 if my_general.np.isnan(vi_neg[-1]) else vi_neg[-1], "vi_pos": 0.0 if my_general.np.isnan(vi_pos[-1]) else vi_pos[-1],
"cr_i": 0.0 if my_general.np.isnan(cr_i[-1]) else cr_i[-1],
"dlr_i": 0.0 if my_general.np.isnan(dlr_i[-1]) else dlr_i[-1],
"adi_i": 0.0 if my_general.np.isnan(adi_i[-1]) else adi_i[-1],
"cmf_i": 0.0 if my_general.np.isnan(cmf_i[-1]) else cmf_i[-1], "cmf_signal": 0.0 if my_general.np.isnan(cmf_signal[-1]) else cmf_signal[-1],
"fi_i": 0.0 if my_general.np.isnan(fi_i[-1]) else fi_i[-1],
"nvi_i": 0.0 if my_general.np.isnan(nvi_i[-1]) else nvi_i[-1],
"obv_i": 0.0 if my_general.np.isnan(obv_i[-1]) else obv_i[-1],
"ao_i": 0.0 if my_general.np.isnan(ao_i[-1]) else ao_i[-1],
"vpt_i": 0.0 if my_general.np.isnan(vpt_i[-1]) else vpt_i[-1],
"kama_i": 0.0 if my_general.np.isnan(kama_i[-1]) else kama_i[-1],
"mfi_i": 0.0 if my_general.np.isnan(mfi_i[-1]) else mfi_i[-1],
"roc_i": 0.0 if my_general.np.isnan(roc_i[-1]) else roc_i[-1],
"rsi_i": 0.0 if my_general.np.isnan(rsi_i[-1]) else rsi_i[-1],
"tsi_i": 0.0 if my_general.np.isnan(tsi_i[-1]) else tsi_i[-1],
"stoch_i": 0.0 if my_general.np.isnan(stoch_i[-1]) else stoch_i[-1], "stoch_signal": 0.0 if my_general.np.isnan(stoch_signal[-1]) else stoch_signal[-1],
"uo_i": 0.0 if my_general.np.isnan(uo_i[-1]) else uo_i[-1],
"wr_i": 0.0 if my_general.np.isnan(wr_i[-1]) else wr_i[-1]
})
file_name_ta = 'result_ta'
my_general.write_data_json(list_indicators_target_ticker, curr_path, file_name_ta)
# _________________________________________________________________________________
# Check on repeat
hash_result_ta = my_general.read_data_json(curr_path, 'hash_result_ta')
file_name = 'result_ta'
new_hash = my_general.md5(curr_path + file_name + '.json')
if new_hash == hash_result_ta[0]["hash"]:
print("___ No the new TA values ___")
return
hash_result_ta = [{"hash": new_hash}]
file_name = 'hash_result_ta'
my_general.write_data_json(hash_result_ta, curr_path, file_name)
def print_graph(self,
list_name_tickers,
depart_market,
list_name_indicators,
user_start_moment=my_general.datetime.date(
my_general.datetime.datetime.now().year, 1, 1),
user_end_moment=my_general.datetime.date(
my_general.datetime.datetime.now().year,
my_general.datetime.datetime.now().month,
my_general.datetime.datetime.now().day),
user_time_frame='HOURLY'):
print("\n______________ print_graph() ______________\n")
my_general.plt.close()
list_tickers = []
my_general.name_tickers = list_name_tickers
my_general.depart_market = depart_market
my_general.indicators_market = list_name_indicators
my_general.start_moment = user_start_moment
my_general.end_moment = user_end_moment
my_general.time_frame = user_time_frame
# 1. Get historical data
const_time_frame = {
"MINUTES1": my_general.Timeframe.MINUTES1,
"MINUTES5": my_general.Timeframe.MINUTES5,
"MINUTES10": my_general.Timeframe.MINUTES10,
"MINUTES15": my_general.Timeframe.MINUTES15,
"MINUTES30": my_general.Timeframe.MINUTES30,
"HOURLY": my_general.Timeframe.HOURLY,
"DAILY": my_general.Timeframe.DAILY,
"WEEKLY": my_general.Timeframe.WEEKLY,
"MONTHLY": my_general.Timeframe.MONTHLY
}
start_moment = user_start_moment
end_moment = user_end_moment
time_frame = const_time_frame.get(user_time_frame)
print("start_moment: ", start_moment)
print("end_moment: ", end_moment)
print("time_frame: ", time_frame)
exporter = my_general.Exporter()
if len(list_name_tickers) < 1:
print("Error : len(list_name_stocks) < 1")
return -1
curr_path = root_path + '\\data\\'
t_i = []
i = 0
for ticker in list_name_tickers:
my_general.time.sleep(1) # sec
ticker_data = exporter.lookup(
code=ticker,
market=my_general.Market.SHARES,
name_comparator=my_general.LookupComparator.EQUALS)
data = exporter.download(id_=ticker_data.index[0],
market=my_general.Market.SHARES,
start_date=start_moment,
timeframe=time_frame)
data.to_csv(curr_path + 'target_ticker_' + ticker + '.csv')
# print(data)
file_name_tickers = 'print_graph_'
date_value = data.get('<DATE>')
time_value = data.get('<TIME>')
open_value = data.get('<OPEN>')
close_value = data.get('<CLOSE>')
high_value = data.get('<HIGH>')
low_value = data.get('<LOW>')
volume_value = data.get('<VOL>')
list_date_value = date_value.to_list()
list_time_value = time_value.to_list()
list_open_value = open_value.to_list()
list_close_value = close_value.to_list()
list_high_value = high_value.to_list()
list_low_value = low_value.to_list()
list_volume_value = volume_value.to_list()
# Convert price to %
max_val = max(list_close_value)
j = 0
t_i.append([])
while j < len(list_close_value):
list_close_value[j] = (list_close_value[j] * 100) / max_val
# print("Before: ", list_date_value[j])
buf_Y = str(list_date_value[j])
buf_M = str(list_date_value[j])
buf_D = str(list_date_value[j])
buf_h = str(list_time_value[j])
buf_m = str(list_time_value[j])
buf_s = str(list_time_value[j])
list_date_value[j] = ""
buf_Y = buf_Y[:4]
buf_M = "-" + buf_M[4:6]
buf_D = "-" + buf_D[-2:]
list_date_value[j] = buf_Y + buf_M + buf_D
buf_h = buf_h[:2]
buf_m = ":" + buf_m[3:5]
buf_s = ":" + buf_s[-2:]
list_time_value[j] = buf_h + buf_m # + buf_s
# print("After: ", list_date_value[j])
t_i[i].append(
str(list_date_value[j]) + ' ' + str(list_time_value[j]))
# print(t_i[i][j])
j += 1
list_tickers.append({
"date_value": list_date_value,
"time_value": list_time_value,
"open_value": list_open_value,
"close_value": list_close_value,
"high_value": list_high_value,
"low_value": list_low_value,
"volume_value": list_volume_value
})
if len(list_open_value) < 1:
print("It's time little boy!")
return
my_general.write_data_json(
list_tickers, curr_path,
file_name_tickers + str(list_name_tickers[i]))
# _________________________________________________________________________________
# Check on repeat
hash_market = my_general.read_data_json(curr_path,
'hash_print_graph')
file_name = 'hash_print_graph'
new_hash = my_general.md5(curr_path + file_name + '.json')
if new_hash == hash_market[0]["hash"]:
print("___ No the new market values ___")
return
hash_market = [{"hash": new_hash}]
file_name = 'hash_print_graph'
my_general.write_data_json(hash_market, curr_path, file_name)
i += 1
# __________________________________ Load data _____________________________________
curr_path = root_path + '\\'
# Launch of script which get indicators
my_general.exec_full(curr_path + "TA_stocks\\TA_stocks.py")
# Load result_ta
curr_path = root_path + '\\data\\'
name_indicators = 'result_ta' + '_' + list_name_tickers[0]
for indicator in list_name_indicators:
name_indicators += '_' + indicator
result_ta = my_general.read_data_json(curr_path, name_indicators)
# Load tickers value
curr_path = root_path + '\\data\\'
i = 0
for ticker in list_name_tickers:
list_tickers.append({
"close_value":
my_general.read_data_json(curr_path,
'print_graph_' + str(ticker))
})
i += 1
# __________________________________ 2. Plot graph _____________________________________
list_name_indicators.insert(0, list_name_tickers[0])
my_general.gridsize = (len(list_name_indicators), 1)
fig = my_general.plt.figure(figsize=(12, 8))
i = 0
axes = []
while i < len(list_name_indicators):
ax = my_general.plt.subplot2grid(my_general.gridsize, (i, 0))
axes.append(ax)
i += 1
# style
my_general.plt.style.use('seaborn-darkgrid')
# create a color palette
palette = my_general.plt.get_cmap('Set1')
font = {
'family': 'serif',
'color': 'darkred',
'weight': 'normal',
'size': 16,
}
axes[0].set_title("Analyze tickers", fontdict=font)
axes[0].set_ylabel("Price, %", fontsize=9)
axes[0].set_xlabel("time", fontsize=9)
axes[0].grid(linestyle="--", color="gray", linewidth=0.5)
# subplots_adjust(left=None, bottom=None, right=None, top=None, wspace=None, hspace=None)
my_general.plt.tight_layout()
print("---->1<----")
# print(t_i[0])
time_format = '%Y-%m-%d %H:%M' # :%S'
# m_time_format = my_general.mdates.date2num(t_i[0])
m_time_format = [
my_general.datetime.datetime.strptime(i, time_format)
for i in t_i[0]
]
# m_time_format = my_general.mdates.date2num(m_time_format)
print("---->2<----")
# print(m_time_format)
axes[0].set_xticks(
m_time_format[::10]
) # для X оси берем в качестве тиков 1/10 часть дат из нашего фрейма
print("---->3<----")
# делаем тики на оси X вертикальными
xlabels = axes[0].xaxis.get_ticklabels()
for label in xlabels:
# цвет подписи делений оси OX
label.set_color('black')
# поворот подписей делений оси OX
label.set_rotation(45)
# размер шрифта подписей делений оси OX
label.set_fontsize(8)
print("---->4<----")
# Изменим локатор, используемый по умолчанию
locator = my_general.mdates.AutoDateLocator()
print("---->4/1<----")
# Если локатор привяжет риски к месяцам, то риски должны идти с указанным нами интервалом
locator.intervald[my_general.mdates.MONTHLY] = [1]
print("---->4/2<----")
# Если локатор привяжет риски к дням, то риски должны идти с указанным нами интервалом
locator.intervald[my_general.mdates.DAILY] = [1]
print("---->4/3<----")
axes[0].xaxis.set_major_locator(locator)
print("---->4/4<----")
# форматирование дат для оси X -
# иначе вместо дат увидим просто чиселки (дни) григорианского календаря с которыми matplotlib и работает внутри
axes[0].xaxis.set_major_formatter(
my_general.mdates.DateFormatter('%Y-%b-%d %H:%M'))
print("---->5<----")
# print("Time --> ", m_time_format)
i = 0
for it in list_name_tickers:
# m_time_format
axes[0].plot_date(m_time_format,
my_general.np.array(
list_tickers[i]["close_value"]),
c=palette(i),
linestyle='-',
label=it)
i += 1
print("---->6<----")
price_buy = 60
price_sell = 70
axes[0].legend(loc='upper left', frameon=True)
axes[0].text(my_general.datetime.datetime(2021, 1, 4, 10, 0),
price_buy,
"Bought",
size=12,
color='blue')
axes[0].text(my_general.datetime.datetime(2021, 1, 10, 10, 0),
price_sell,
"Sold",
ha='center',
size=12,
color='blue')
print("----> <----")
if price_buy < price_sell:
axes[0].text(my_general.datetime.datetime(
my_general.datetime.datetime.now().year,
my_general.datetime.datetime.now().month,
my_general.datetime.datetime.now().day, 10, 0),
price_sell + 10,
"Profit",
ha='center',
size=14,
color='green')
else:
axes[0].text(my_general.datetime.datetime(
my_general.datetime.datetime.now().year,
my_general.datetime.datetime.now().month,
my_general.datetime.datetime.now().day, 10, 0),
price_sell - 10,
"Profit",
ha='center',
size=14,
color='red')
# Get name indicators from array
print("---->7<----")
i = 0
list_keys_indicators = []
while i < len(result_ta):
list_keys_indicators += result_ta[i].keys()
i += 1
print("---->8<----")
list_name_indicators.pop(0)
sublist_keys = []
# print("----1> ", list_keys_indicators)
# print("----2> ", list_name_indicators)
print("---->9<----")
i = 0
vector_sizes = []
while i < len(list_name_indicators):
j = 0
cnt = 0
sublist_keys.append([])
while j < len(list_keys_indicators):
try:
index = list_keys_indicators[j].index('_')
buffer_key = list_keys_indicators[j][:index]
except ValueError:
buffer_key = list_keys_indicators[j][:]
# print("----1> ", list_keys_indicators[j])
# print("----2> ", list_name_indicators[i].lower())
if list_name_indicators[i].lower() == buffer_key:
sublist_keys[i].append(list_keys_indicators[j])
cnt += 1
# print("----3> ")
j += 1
vector_sizes.append(cnt)
i += 1
print("---->10<----")
# print("----------> ", len(axes)) # 5
# print("----------> ", list_name_indicators) # ['MACD', 'RSI', 'ATR', 'EMA']
# print("----------> ", list_keys_indicators) # ['atr_i', 'ema_i', 'macd', 'macd_diff', 'macd_sig', 'rsi_i']
# print("----------> ", sublist_keys) # [['macd', 'macd_diff', 'macd_sig'], ['rsi_i'], ['atr_i'], ['ema_i']]
# print("----------> ", vector_sizes)
i = 1
while i <= len(list_name_indicators):
axes[i].set_ylabel(list_name_indicators[i - 1], fontsize=9)
axes[i].grid(linestyle="--", color="gray", linewidth=0.5)
j = 0
while j < vector_sizes[i - 1]:
try:
# print("----------2> ", result_ta[i-1].keys())
# print("----------2> ", sublist_keys[i-1][j])
# print("----------2> ", j)
buffer_values = result_ta[i - 1].get(sublist_keys[i -
1][j])
axes[i].plot(my_general.np.asarray(buffer_values),
c=palette(j),
linestyle='solid',
label=sublist_keys[i - 1][j])
except IndexError:
print("ValueError")
continue
j += 1
axes[i].legend(loc='upper left', frameon=True)
i += 1
print("---->11<----")
my_general.plt.legend()
def deposit_funds(self, money): # in
print("\n______________ deposit_funds() ______________\n")
self.result_act = 1
in_money = {"big_part": int(money // 1), "low_part": (money % 1)}
print("in_money : ", in_money)
# Precision limit
if ((in_money["low_part"] > 0.99) or
(in_money["low_part"] < 0.01)) and (in_money["low_part"] != 0.0):
self.result_act = -1
else:
sum_low_part = round(
self.current_money["low_part"] + in_money["low_part"], 2)
print("sum_low_part : ", sum_low_part)
if (in_money["big_part"] < 0) or (in_money["low_part"] < 0) or \
(in_money["big_part"] + in_money["low_part"] == 0):
self.result_act = -1
else:
self.in_money["big_part"] += in_money["big_part"]
self.current_money["big_part"] += in_money["big_part"]
if sum_low_part < 1.0:
self.in_money["low_part"] = sum_low_part
self.current_money["low_part"] = sum_low_part
else:
self.in_money["big_part"] += 1
self.in_money["low_part"] = round(sum_low_part - 1, 2)
self.current_money["big_part"] += 1
self.current_money["low_part"] = self.in_money["low_part"]
path = '\\data\\'
filename = 'money_movement'
new_data = my_general.read_data_json(root_path + path, filename)
new_data.append({
"in_money": {
"big_part": self.in_money["big_part"],
"low_part": self.in_money["low_part"]
},
"out_money": {
"big_part": self.out_money["big_part"],
"low_part": self.out_money["low_part"]
},
"current_money": {
"big_part": self.current_money["big_part"],
"low_part": self.current_money["low_part"]
},
"profit_money": {
"big_part": self.profit_money["big_part"],
"low_part": self.profit_money["low_part"]
},
"profit_percent": self.profit_percent,
"result_act": self.result_act
})
my_general.write_data_json(new_data, root_path + path, filename)
print("Operation failed. Error : result_act = ", self.result_act) if (
self.result_act < 0
) else print("Operation completed successfully.")
self.result_act = 0
print("Income : ", self.in_money["big_part"],
self.in_money["low_part"])
print("Outcome : ", self.out_money["big_part"],
self.out_money["low_part"])
print("Current money : ", self.current_money["big_part"],
self.current_money["low_part"])
def sell(self, bid):
print("\n______________ sell() ______________\n")
if bid.result_act == -1:
print("__________________>>>>> Incorrect bid! : bid.result_act = ",
bid.result_act)
return
cost = bid.price * bid.count
commissions = round(
(((cost * com_broker) + (cost * com_stock_exchange)) * 0.01), 2)
get_money = round(cost - commissions, 2)
print("Price : ", bid.price)
print("Count : ", bid.count)
print("Cost : ", cost)
print("Commissions : ", commissions)
print("Get money : ", get_money)
average_cost, count_month, my_asset, prev_data = self.average_cost_assets(
bid.ticker, bid.count)
if average_cost == -1:
print(
"__________ >>> There is not asset in the brokerage account for this operation. Bid was canceled."
)
bid.clear_bid()
return
else:
# Profit on sale
profit_money = get_money - average_cost
percent_profit = profit_money * 100 / average_cost
print("percent_profit : ", percent_profit)
if percent_profit < coeff_profit * count_month: # coeff_profit * count_month = 1.5 * month => 15% / year
print("Warning!!! Profit more small!!! >>> ", profit_money,
" : ", percent_profit, "%")
# Ask to user ! TODO (4)
else:
print("Great deal!!! >>> ", profit_money, " : ",
percent_profit, "%")
# connect to API Tinkoff Invest TODO (3)
status_bid = True # Answer from API Tinkoff Invest
curr_time = {
"hour": my_general.datetime.datetime.today().strftime("%H"),
"minute": my_general.datetime.datetime.today().strftime("%M"),
"second": my_general.datetime.datetime.today().strftime("%S")
}
curr_date = {
"year": my_general.datetime.datetime.today().strftime("%Y"),
"month": my_general.datetime.datetime.today().strftime("%m"),
"day": my_general.datetime.datetime.today().strftime("%d")
}
if status_bid:
# SOLD
self.curr_money.deposit_funds(get_money)
new_data = prev_data
new_data.append({
"id":
my_general.random.randint(1000000000, 9999999999),
"act":
bid.act,
"ticker":
bid.ticker,
"price":
bid.price,
"count":
bid.count,
"cost":
cost,
"commissions":
commissions,
"full_cost":
get_money,
"market":
bid.market,
"date":
curr_date,
"time":
curr_time
})
path = '\\data\\'
filename = 'list_current_assets'
print("__________ >>> Bid executed.")
my_general.write_data_json(new_data, root_path + path,
filename)
filename = 'list_operations_assets'
my_general.write_data_json(new_data, root_path + path,
filename)
# Delete previously purchase
self.copy_current_data_of_assets()
new_data = self.curr_assets
# Get all purchase the ticker
for it_1 in new_data:
for it_2 in my_asset:
if it_1["id"] == it_2["id"]:
new_data.remove(it_1)
self.curr_assets.pop(it_1)
# Rewrite data without previously purchase
my_general.write_data_json(new_data, root_path + path,
filename)
else:
print("__________ >>> Bid not executed.")
def buy(self, bid):
print("\n______________ buy() ______________\n")
if bid.result_act == -1:
print("__________________>>>>> Incorrect bid! : bid.result_act = ",
bid.result_act)
return
cost = bid.price * bid.count
commissions = round(
(((cost * com_broker) + (cost * com_stock_exchange)) * 0.01), 2)
require_money = round(cost + commissions, 2)
print("Price : ", bid.price)
print("Count : ", bid.count)
print("Cost : ", cost)
print("Commissions : ", commissions)
print("Require money : ", require_money)
all_money = round(
self.curr_money.current_money["big_part"] +
self.curr_money.current_money["low_part"], 2)
if require_money > all_money:
print(
"__________ >>> There is little money in the brokerage account for this operation. Bid was canceled."
)
bid.clear_bid()
else:
# connect to API Tinkoff Invest TODO (3)
status_bid = True # Answer from API Tinkoff Invest
curr_time = {
"hour": my_general.datetime.datetime.today().strftime("%H"),
"minute": my_general.datetime.datetime.today().strftime("%M"),
"second": my_general.datetime.datetime.today().strftime("%S")
}
curr_date = {
"year": my_general.datetime.datetime.today().strftime("%Y"),
"month": my_general.datetime.datetime.today().strftime("%m"),
"day": my_general.datetime.datetime.today().strftime("%d")
}
if status_bid:
# BOUGHT
self.curr_money.withdraw_funds(
require_money) # get money from portfolio
self.copy_current_data_of_assets()
self.curr_assets.append({
"id":
my_general.random.randint(1000000000, 9999999999),
"act":
bid.act,
"ticker":
bid.ticker,
"price":
bid.price,
"count":
bid.count,
"cost":
cost,
"commissions":
commissions,
"full_cost":
require_money,
"market":
bid.market,
"date":
curr_date,
"time":
curr_time
})
path = '\\data\\'
filename = 'list_current_assets'
print("__________ >>> Bid executed.")
my_general.write_data_json(self.curr_assets, root_path + path,
filename)
filename = 'list_operations_assets'
my_general.write_data_json(self.curr_assets, root_path + path,
filename)
else:
print("__________ >>> Bid not executed.")
def withdraw_funds(self, money): # out
print("\n______________ withdraw_funds() ______________\n")
self.result_act = 1
out_money = {"big_part": int(money // 1), "low_part": (money % 1)}
print("out_money : ", out_money)
if ((out_money["low_part"] > 0.99) or
(out_money["low_part"] < 0.01)) and (round(
out_money["low_part"], 2) != 0.0): # Precision limit
self.result_act = -1
else:
out_money["low_part"] = round((money % 1), 2)
deduction_big = self.current_money["big_part"] - out_money[
"big_part"]
deduction_low = round(
self.current_money["low_part"] - out_money["low_part"], 2)
sum_low_part = round(
self.out_money["low_part"] + out_money["low_part"], 2)
print("deduction_big : ", deduction_big)
print("deduction_low : ", deduction_low)
if (deduction_big < 0) or (out_money["big_part"] < 0) or \
(out_money["big_part"] + out_money["low_part"] == 0) or \
((self.current_money["big_part"] + self.current_money["low_part"] - (
out_money["big_part"] + out_money["low_part"])) < 0):
self.result_act = -1
else:
if deduction_low >= 0:
self.current_money["low_part"] = deduction_low
if sum_low_part >= 1.0:
self.out_money["big_part"] += 1
self.out_money["low_part"] = round(sum_low_part - 1, 2)
else:
self.out_money["low_part"] += round(
out_money["low_part"], 2)
if deduction_big >= 0:
self.current_money["big_part"] = deduction_big
self.out_money["big_part"] += out_money["big_part"]
else:
self.result_act = -1
else:
if (self.current_money["big_part"] - 1) >= 0:
self.current_money["big_part"] = deduction_big - 1
self.current_money["low_part"] = round(
((10 + (10 * abs(self.current_money["low_part"])) -
(10 * abs(out_money["low_part"]))) / 10), 2)
if sum_low_part >= 1.0:
self.out_money["big_part"] += 1
self.out_money["low_part"] = round(
sum_low_part - 1, 2)
else:
self.out_money["big_part"] += out_money["big_part"]
self.out_money["low_part"] += round(
out_money["low_part"], 2)
else:
self.result_act = -1
path = '\\data\\'
filename = 'money_movement'
new_data = my_general.read_data_json(root_path + path, filename)
new_data.append({
"in_money": {
"big_part": self.in_money["big_part"],
"low_part": self.in_money["low_part"]
},
"out_money": {
"big_part": self.out_money["big_part"],
"low_part": self.out_money["low_part"]
},
"current_money": {
"big_part": self.current_money["big_part"],
"low_part": self.current_money["low_part"]
},
"profit_money": {
"big_part": self.profit_money["big_part"],
"low_part": self.profit_money["low_part"]
},
"profit_percent": self.profit_percent,
"result_act": self.result_act
})
my_general.write_data_json(new_data, root_path + path, filename)
print("Operation failed. Error : result_act = ", self.result_act) if (
self.result_act < 0
) else print("Operation completed successfully.")
self.result_act = 0
print("Income : ", self.in_money["big_part"],
self.in_money["low_part"])
print("Outcome : ", self.out_money["big_part"],
self.out_money["low_part"])
print("Current money : ", self.current_money["big_part"],
self.current_money["low_part"])