def GetStockData(tickers):
start = datetime.now() - timedelta(days=2)
end = datetime.now()
df1 = pd.DataFrame()
test = pd.DataFrame()
for stock in stocks:
df = yf.download(stock, start=start, end=end, interval="15m")
df['Stock'] = stock
print(stock)
######################### RSI ################################
df['RSI'] = talib.RSI(df.Close, timeperiod=14)
df['RSI_EMA'] = talib.EMA(df.RSI, timeperiod=9)
cross = ta.cross(series_a=df.RSI, series_b=df.RSI_EMA, above=True)
cross_down = ta.cross(series_a=df.RSI, series_b=df.RSI_EMA, above=False)
cross_down.replace(1, -1, inplace=True)
for each in range(len(cross)):
if cross_down.iloc[each] == -1:
cross.iloc[each] = -1
df['RSI_X'] = cross
################## shortlist for trade ########################
test = test.append(df)
if df.RSI_X.iloc[-1] in [1, -1]:
if (df.RSI.iloc[-1] > 70) or (df.RSI.iloc[-1] < 30):
df1 = df1.append(df.tail(1))
appended_stock = df['Stock'].iloc[-1]
print(f'record appended {appended_stock}')
return df1
def movingAverage(df, fast_p, slow_p):
smas = df.ta.sma(length=fast_p)
smal = df.ta.sma(length=slow_p)
ma_buy = ta.cross(smas, smal, above=True)
ma_sell = ta.cross(smas, smal, above=False)
ma_upw = ta.above(smas, smal)
ma_buy.iloc[:fast_p] = np.nan
ma_sell.iloc[:fast_p] = np.nan
ma_upw.iloc[:fast_p] = np.nan
return ma_buy, ma_sell, ma_upw
def adx(df, adx_len, adx_ul):
df_adx = df.ta.adx(length=adx_len)
adx, dmp, dmm = df_adx.iloc[:, 0], df_adx.iloc[:, 1], df_adx.iloc[:, 2]
adx_force = ta.above_value(adx, adx_ul)
adx_buy = ta.cross(dmp, dmm, above=True)
adx_sell = ta.cross(dmp, dmm, above=False)
adx_upw = ta.above(dmp, dmm)
adx_force.iloc[:adx_len] = np.nan
adx_buy.iloc[:adx_len] = np.nan
adx_sell.iloc[:adx_len] = np.nan
adx_upw.iloc[:adx_len] = np.nan
return adx_force, adx_buy, adx_sell, adx_upw
def macd(df, macd_fast_p, macd_slow_p, macd_sign_p):
df_macd = df.ta.macd(fast=macd_fast_p,
slow=macd_slow_p,
signal=macd_sign_p)
macd_macd = df_macd.iloc[:, 0]
macd_sign = df_macd.iloc[:, 2]
macd_buy = ta.cross(macd_sign, macd_macd, above=True)
macd_sell = ta.cross(macd_sign, macd_macd, above=False)
macd_upw = ta.above(macd_sign, macd_macd)
macd_buy.iloc[:macd_slow_p] = np.nan
macd_sell.iloc[:macd_slow_p] = np.nan
macd_upw.iloc[:macd_slow_p] = np.nan
return macd_buy, macd_sell, macd_upw