def get_fund_mess(self,
financials,
curr_price,
earnings,
sentiment,
days_to_earnings,
day_stocks=None):
mess = ""
mess += ''.join("Detail | ")
financials.sort_values(by=["date"], inplace=True, ascending=True)
if len(financials) > 0:
cols = [
"date", "shortRatio", "sharesShortPriorMonth",
"fiftyDayAverage", "beta", "dividendRate", "exDividendDate",
"priceToSalesTrailing12Months", "enterpriseToRevenue",
"profitMargins", "enterpriseToEbitda", "trailingEps",
"forwardEps", "priceToBook", "bookValue", "pegRatio",
"earningsQuarterlyGrowth", "bid", "volume", "trailingPE",
"forwardPE", "heldPercentInstitutions", "heldPercentInsiders"
]
mess += ''.join([
"T_EPS->F_EPS: ",
str(
Utils.calc_perc(financials.iloc[0].trailingEps,
financials.iloc[0].forwardEps)), "%\n\r",
"T_PE->F_PE: ",
str(
Utils.calc_perc(financials.iloc[0].trailingPE,
financials.iloc[0].forwardPE)) + "%\n\r"
])
for item in cols:
# financials[item].dropna(inplace=True)
first = financials.iloc[0][item]
last = financials.iloc[-1][item]
mess += ''.join([
item + ": ",
str(Utils.human_format(first)),
" -> ",
str(Utils.human_format(last)),
" | ",
str(Utils.calc_perc(first, last)),
"%\n\r",
])
mess += ''.join([
str(financials.iloc[0].sector), ' | ',
str(financials.iloc[0].industry), "\n\r",
str("Current Price: "), ' | ',
str(curr_price), "\n\r",
str("Days to earn.: "), ' | ',
str(days_to_earnings), " D", "\n\r"
])
if earnings is not None and len(earnings) > 0:
mess += str("Earn. est. | act. | surp.: ") + str(earnings.iloc[-1].epsestimate) + \
' | ' + str(earnings.iloc[-1].epsactual) + \
' | ' + str(earnings.iloc[-1].epssurprisepct) + "\n\r"
if sentiment is not None and len(sentiment) > 0:
mess += str("Sentiment article/title: ") + str(sentiment.sentiment_summary_avg.to_list()) + \
'/' + str(sentiment.sentiment_title_avg.to_list()) if sentiment is not None and len(sentiment)>0 else str("Sentiment: NaN ") + "\n\r"
if financials is not None and len(financials) > 0:
mess += str(financials.iloc[0].longBusinessSummary) + "\n\r"
sector_mess, spy_mess, vol_mess = self.get_common_mess(self.stocks)
mess += "\n\r" + sector_mess
mess += "\n\r" + spy_mess
mess += "\n\r" + vol_mess
hl = FinI.get_fib_hl(self.stocks, curr_price)
mess += "\n\r" + "Loss: " + str(Utils.calc_perc(curr_price, hl["l"])) + "% " + " " + str(hl['l']) +" | "+\
" Price: " + str(curr_price) + \
" | " + "Profit: " + str(hl['h']) + \
" " + str(Utils.calc_perc(curr_price, hl["h"])) + "% \n\r"
mess += self.get_fib_mess(self.stocks, curr_price) + "\n\r"
print("get_fund_mess() - done")
return mess
def buy_sell(self, stocks_day, stocks_15, spy, spy_row15, spy_row_day):
""" By sell backtrading simaltion with specific strategy
Args:
stocks_day ([type]): [description]
stocks_15 ([type]): [description]
spy ([type]): [description]
spy_row15 ([type]): [description]
spy_row_day ([type]): [description]
"""
# self.stocks = self.stocks.append(stocks_day.iloc[-1])
self.db.last_date = stocks_15.iloc[-1].name
logging.info(self.db.last_date)
sym = stocks_day.iloc[-1].sym
# send only one buy suggestion per day
hash_warn = hash(sym + str(stocks_15.index[-1].strftime("%d/%m/%Y")))
hl = FinI.get_fib_hl(stocks_day, stocks_day.iloc[-1].close)
# logging.info(str(stocks_day))
if len(stocks_day) > 1:
# stocks_day = sdf.retype(stocks_day)
# stocks_day = FinI.add_indicators(stocks_day)
stocks_day.sort_index(ascending=True, inplace=True)
stocks_day["flpd"] = Utils.calc_flpd(stocks_day)
hl = FinI.get_fib_hl(stocks_day, stocks_15.iloc[-1].close)
#OLD CHECK SELL moved to this Fce
# self.check_sell(stocks_15.iloc[-1])
earnings, sentiment, financials = self.db.get_fundamentals(
stocks_day.iloc[-1]["sym"])
self.set_mess_data(fin=financials,
sen=sentiment,
earn=earnings,
spy=spy,
stc=stocks_day)
# st.write("BUYSELL OPEN trades amount:" + str(len(self.bs.buy_sell_open)))
#-----------------------------SELL------------------------------------------
if len(self.bs.buy_sell_open) > 0:
logging.info("not selled stocks:" + str(self.bs.buy_sell_open[
self.bs.buy_sell_open.state == "open"]))
logging.info("Current SYM: " + str(stocks_15.iloc[-1].sym))
bs = self.bs.buy_sell_open[self.bs.buy_sell_open.sym ==
stocks_15.iloc[-1].sym]
if len(bs) > 0:
st.write(
"--------------------SELLING----------------------------"
)
for index, row in bs.iterrows():
if Utils.calc_perc(stocks_15.iloc[-1].close, hl["h"], 2) <= 1 or \
chi.check_sma9(stocks=stocks_day, live_stocks=stocks_15, buy=False):
# self.bs.buy_sell_open[(self.bs.buy_sell_open.sym == stocks_15.iloc[-1].sym) & (self.bs.buy_sell_open.state == "open")] = self.bs.sell_stock_t(stocks_15.iloc[-1], sell_price=stocks_15.iloc[-1].close,
sold_stock = self.bs.sell_stock_t(
sym=stocks_15.iloc[-1].sym,
price=stocks_15.iloc[-1].close,
sell_date=stocks_15.iloc[-1].name)
st.write(sold_stock)
# st.write(sym + " | Selling Profit: " + str(stocks_15.iloc[-1].sym) + " | " + str(stocks_15.index[-1]) + " | " +
# " | B.S.:" + str(row["buy"]) + "/" + str(stocks_15.iloc[-1].close) +
# " | " + str(Utils.calc_perc(row["buy"], stocks_15.iloc[-1].close)) +
# "% | " + str(stocks_15.iloc[-1].name) +
# " | ", stocks_15.iloc[-1].name)
# asyncio.run(self.sm.a_mail_sym_stats(sym, "Selling Profit: " + str(stocks_15.iloc[-1].sym) + " | " + str(stocks_15.index[-1]) + " | " +
# " | B.S.:" + str(row["buy"]) + "/" + str(stocks_15.iloc[-1].close) +
# " | " + str(Utils.calc_perc(row["buy"], stocks_15.iloc[-1].close)) +
# "% | " + str(stocks_15.iloc[-1].name) +
# " | ", stocks_15.iloc[-1].name), debug=True)
#------------------------------------------------------------BUY---------------------------------------------
if hash_warn not in self.warning_check_list \
and stocks_day.iloc[-1]["flpd"] > 0 \
and chi.check_financials(financials) \
and (len(self.bs.buy_sell_open) == 0 or stocks_15.iloc[-1].sym not in self.bs.buy_sell_open[self.bs.buy_sell_open.state == "open"].sym) \
and chi.check_pre_sma9(stocks_day, live_stocks=stocks_15):
# and chi.check_sentiment(sentiment) \
# and chi.check_financials(financials) \
self.warning_check_list.append(hash_warn)
self.bs.buy_stock_t(stocks_15.iloc[-1],
stocks_15.iloc[-1].close,
table_name="buy_sell_lt",
profit_loss={
"profit": hl["h"],
"loss": hl["l"]
})
st.write(
"---------------------------BUYiNG-------------------------------"
)
# logging.info(self.bs.buy_sell)
st.write(
sym + " | Buy: " + str(stocks_15.iloc[-1].sym) + " | " +
str(stocks_15.index[-1]) + " | " +
str(stocks_15.iloc[-1].close) + " | " + str(hl),
stocks_15.iloc[-1].name)