def save_symbols(symbols: SyncedList, start: dt.datetime, end: dt.datetime,
listener: Listener, dir: str):
"""
Saves data from the range given by <start>-<end> for each symbol in <symbols>, placing output in the folder
given by <dir>.
For each symbol in <symbols>, fetches as much price data as possible within the given range, and saves it in a file
named <symbol>.csv, in the folder given by <dir>.
Args:
symbols: a SyncedList of stock symbols that should be saved
start: a datetime object representing the beginning of the range to try and get data from
end:
listener:
dir:
Returns:
"""
msg = Message()
symbol = symbols.pop()
while symbol is not None:
msg.reset()
msg.add_line("Saving " + symbol + "...")
listener.send(msg)
save(symbol, start, end, listener, dir)
symbol = symbols.pop()
def check_overbought_oversold(symbols: SyncedList, start: datetime.datetime,
end: datetime.datetime, period: int,
listener: Listener):
symbol = symbols.pop()
while symbol is not None:
msg = Message()
msg.add_line("Checking " + symbol + "...")
listener.send(msg)
df = rsi(symbol, start, end, period)
if df is not None:
for date in df.index:
if df["RSI"][date] >= 80:
msg = Message()
msg.add_line("=========================")
msg.add_line(symbol + " was overbought on " + str(date))
msg.add_line("=========================")
listener.send(msg)
elif df["RSI"][date] <= 20:
msg = Message()
msg.add_line("=========================")
msg.add_line(symbol + " was oversold on " + str(date))
msg.add_line("=========================")
listener.send(msg)
symbol = symbols.pop()
def _analyze_thread(symbols: SyncedList, tracker: IndicatorResultTracker,
days: int, listener: Listener):
symbol = symbols.pop()
while symbol is not None:
msg = Message()
msg.add_line(f"Thread {threading.currentThread()} analyzing {symbol}")
listener.send(msg)
analyze(symbol, tracker, days, listener)
symbol = symbols.pop()
def check_for_crosses(lst: SyncedList, listener: Listener, start: datetime.datetime, end: datetime.datetime):
"""
Check for crosses of the <short>-day moving average above the <long>-day moving average in the last five days of
trading. <lst> should be a SyncedList of stock symbols, and <listener> is what the threads spawned to accomplish the
task will use to communicate with the console.
"""
msg = Message()
symbol = lst.pop()
while symbol is not None:
msg.add_line("Analyzing symbol...")
listener.send(msg)
msg.reset()
crosses = golden_cross(symbol, listener, SHORT_MOVING_AVERAGE, LONG_MOVING_AVERAGE, start, end)
for cross in crosses:
msg.add_line("=========================================")
msg.add_line(f"Cross above for {symbol} on {cross}")
listener.send(msg)
msg.reset()
symbol = lst.pop()
def check_for_MACD_signal_crosses(lst: SyncedList, listener: Listener, start: datetime.datetime,
end: datetime.datetime):
"""
Check each stock symbol in the given SyncedList for crosses of the MACD above its signal line while price is above
its 200-day EMA during the period from <start> to <end>. Print a message to the console for each such cross found.
"""
symbol = lst.pop()
msg = Message()
while symbol is not None:
msg.add_line(f"Analyzing {symbol}...")
listener.send(msg)
msg.reset()
signals = MACD_signal(symbol, listener, start, end, local=True, dir="../data")
for signal in signals:
msg.add_line("======================================")
msg.add_line(f"Signal on {signal} for {symbol}")
msg.add_line("======================================")
listener.send(msg)
signal_output.save(msg)
msg.reset()
symbol = lst.pop()
def analyze_symbols(symbols: SyncedList, days: int):
threads = []
tracker = IndicatorResultTracker(days)
listener = Listener()
for i in range(6):
x = threading.Thread(target=_analyze_thread,
args=(symbols, tracker, days, listener))
x.start()
threads.append(x)
for thread in threads:
thread.join()
tracker.summarize()
if __name__ == '__main__':
f = open("../s&p500_symbols.txt")
symbols = []
for line in f:
line = line.strip()
symbols.append(line)
synced = SyncedList(symbols)
analyze_symbols(synced, DAYS_TO_ANALYZE)
threads.append(x)
return threads
"""
This script is run by passing in one command-line argument: the name of the source file from which it loads all the
stock tickers for analysis. This file should simply contain a list of stock tickers, with one ticker per line.
"""
if __name__ == '__main__':
securities = []
f = open(sys.argv[1], "r")
for line in f:
line = line.strip()
securities.append(line)
lst = SyncedList(securities)
start = time.time()
threads = analyze_symbols(lst, datetime.datetime.today() - datetime.timedelta(7), datetime.datetime.today(),
check_for_MACD_signal_crosses)
main_thread = threading.current_thread()
for thread in threads:
if thread is not main_thread:
thread.join()
end = time.time()
print("Time taken: " + str(end - start))
msg.add_line("Checking " + symbol + "...")
listener.send(msg)
df = rsi(symbol, start, end, period)
if df is not None:
for date in df.index:
if df["RSI"][date] >= 80:
msg = Message()
msg.add_line("=========================")
msg.add_line(symbol + " was overbought on " + str(date))
msg.add_line("=========================")
listener.send(msg)
elif df["RSI"][date] <= 20:
msg = Message()
msg.add_line("=========================")
msg.add_line(symbol + " was oversold on " + str(date))
msg.add_line("=========================")
listener.send(msg)
symbol = symbols.pop()
if __name__ == '__main__':
symbols = []
f = open("../s&p500_symbols.txt")
for line in f:
line = line.strip()
symbols.append(line)
lst = SyncedList(symbols)
check_overbought_oversold(lst, datetime.datetime(2010, 1, 1),
datetime.datetime(2019, 12, 31), 14, Listener())