def main():
# Initialize Argument Parser
parser = argparse.ArgumentParser()
parser.add_argument("-u", "--update", help="Daily Update Data (Execute Before Market Starts)",
action="store_true")
parser.add_argument("-fu", "--force_update",
help="Force Update All Data Up to Max. Allowed Years (USE WITH CAUTION)", action="store_true")
parser.add_argument("-d", "--database", help="Store All CSV Data to Database", action="store_true")
# Retrieve file names for all strategies as the argument option
strategy_list = [Path(file_name).name[:-3] for file_name in glob.glob("./strategies/*.py") if
"__init__" not in file_name and "Strategies" not in file_name]
parser.add_argument("-s", "--strategy", type=str, choices=strategy_list,
help="Execute HFT using Pre-defined Strategy")
# Retrieve file names for all strategies as the argument option
filter_list = [Path(file_name).name[:-3] for file_name in glob.glob("./filters/*.py") if
"__init__" not in file_name and "Filters" not in file_name]
parser.add_argument("-f", "--filter", type=str, choices=filter_list, nargs="+",
help="Filter Stock List based on Pre-defined Filters")
parser.add_argument("-en", "--email_name", type=str, help="Name of the applied stock filtering techniques")
# Evaluate Arguments
args = parser.parse_args()
# Initialization Connection
futu_trade = trading_engine.FutuTrade()
email_handler = email_engine.Email()
# Initialize Config Parser
config = configparser.ConfigParser()
config.read("config.ini")
# Initialize Stock List
stock_list = json.loads(config.get('TradePreference', 'StockList'))
if not stock_list:
stock_list = data_engine.DatabaseInterface(
database_path=config.get('Database', 'Database_path')).get_stock_list()
if args.filter:
filtered_stock_list = init_stock_filter(args.filter)
filtered_stock_dict = YahooFinanceInterface.get_stocks_email(filtered_stock_list)
subscription_list = json.loads(config.get('Email', 'SubscriptionList'))
for subscriber in subscription_list:
filter_name = args.email_name if args.email_name else "Default Stock Filter"
email_handler.write_daily_stock_filter_email(subscriber, filter_name, filtered_stock_dict)
if args.update:
# Daily Update Data
daily_update_data(futu_trade=futu_trade, stock_list=stock_list, force_update=args.force_update)
if args.database:
# Update ALl Data to Database
futu_trade.store_all_data_database()
if args.strategy:
# Initialize Strategies
stock_list = filtered_stock_list if args.filter else stock_list
stock_list.extend(data_engine.YahooFinanceInterface.get_top_30_hsi_constituents())
init_day_trading(futu_trade, stock_list, args.strategy)
futu_trade.display_quota()
def validate_stock(self, equity_code):
quant_data = YahooFinanceInterface.get_stock_history(equity_code)
quant_data.columns = [item.lower().strip() for item in quant_data]
# info_data = YahooFinanceInterface.get_stock_info(equity_code)
info_data = {}
if all([stock_filter.validate(quant_data, info_data) for stock_filter in self.stock_filters]):
self.default_logger.info(
f"{equity_code} is selected based on stock filter {[type(stock_filter).__name__ for stock_filter in self.stock_filters]}")
return equity_code
return None
def validate_stock_individual(self, equity_code):
quant_data = YahooFinanceInterface.get_stock_history(equity_code)
quant_data.columns = [item.lower().strip() for item in quant_data]
# info_data = YahooFinanceInterface.get_stock_info(equity_code)
info_data = {}
output_list = []
for stock_filter in self.stock_filters:
if stock_filter.validate(quant_data, info_data):
self.default_logger.info(
f"{equity_code} is selected based on stock filter {type(stock_filter).__name__}")
output_list.append((type(stock_filter).__name__, equity_code))
return output_list
def parse_stock_info(self, stock_code):
return (stock_code, YahooFinanceInterface.get_stock_info(stock_code))