def stock_price_df(symbol):
file = 'data/{}'.format(symbol.upper())
if not os.path.exists(file):
time.sleep(5)
df = get_history(symbol, end=now, start=start)
df.to_csv(file)
return pd.read_csv(file)
def stock_df(symbol):
file = os.path.join(stocks_dir, symbol.upper())
if not os.path.exists(file):
print('Downloading {}'.format(symbol))
time.sleep(5)
df = get_history(symbol, end=today, start=start_date)
df.to_csv(file)
return pd.read_csv(file)
# options expire on last thursday of every month
p1_expiry = get_expiry_date(year=today.year, month=today.month - 1)
p2_expiry = get_expiry_date(
year=today.year, month=today.month - 2) + timedelta(days=1)
print(p1_expiry, p2_expiry)
symbol = "NIFTY"
close = 'Close'
print(symbol)
df = get_history(
symbol=symbol, index=True,
strike_price=9600, option_type='CE',
start=p2_expiry, end=p1_expiry, expiry_date=p1_expiry,
)
df = df.sort_index(ascending=True)
print(df[[close, 'Underlying']])
df = get_history(
symbol=symbol, index=True,
strike_price=10200, option_type='CE',
start=p2_expiry, end=p1_expiry, expiry_date=p1_expiry,
)
df = df.sort_index(ascending=True)
def add_chgp(df, col, col_diff):
df[col_diff] = round((1 - df[col] / df[col].shift(-1)) * 100, 2)
import time
st = time.clock()
from nsetools import Nse
from datetime import date
from nsepy import get_history
nse = Nse()
all_stock_codes = nse.get_stock_codes()
count = 0
for stk in all_stock_codes:
count += 1
print(count, stk)
try:
stock = get_history(symbol=stk,
start=date(2019, 10, 2),
end=date(2019, 12, 6))
except:
print("Problem finding data for", stk)
stock.to_csv(
"C:\\Python27\\Stock Market\\Working\\Stocks_NSE\\{}.csv".format(stk))
print(time.clock() - st)
import datetime
import os
from datetime import timedelta
import nsepy
import plotly.graph_objects as go
global df, buy_list
global updates
buy_list = []
updates = []
data = 'INFY'
buy = []
date_y = datetime.date.today() - timedelta(days=60)
df = nsepy.get_history(symbol='ONGC', start=date_y, end=datetime.date.today())
df.reset_index('Date', inplace=True)
df['Date'] = df['Date'].astype(str)
df['Date'] = df['Date'].apply(lambda x: datetime.datetime.strptime(x, '%Y-%m-%d'))
df.set_index('Date', inplace=True)
ohlc_dict = {'Open': 'first', 'High': 'max', 'Low': 'min', 'Close': 'last'}
df = df.resample('M', how=ohlc_dict).dropna(how='any')
cols = ['Open', 'High', 'Low', 'Close']
df = df[cols]
# df = df['Close'].resample('1M').ohlc()
df.reset_index('Date', inplace=True)
print(df)
df['HA_Close'] = ((df['Open'] + df['High'] + df['Low'] + df['Close']) / 4)
# making sure of getting n working day(ignore sat & sun)
days = int(find_no_of_working_days(start_date, end_date))
while days < no_of_work_day:
no_of_calender_day = no_of_calender_day + (no_of_work_day - days)
start_date = end_date - datetime.timedelta(days=no_of_calender_day)
days = int(find_no_of_working_days(start_date, end_date))
row_num = 0
with open('NSEEquitySymbols.csv') as csvfile:
readCSV = csv.reader(csvfile, delimiter=',')
next(readCSV, None) # skip header
for rowcsv in readCSV:
stock_symbol = rowcsv[0]
stock_name = rowcsv[1]
row_num = row_num + 1
data = get_history(symbol=stock_symbol, start=start_date, end=end_date)
if data.empty:
continue
else:
no_of_day = 0
while (len(data) < no_of_work_day): # making sure n day data is there
no_of_day = no_of_day + 1
data = get_history(symbol=stock_symbol, start=start_date - datetime.timedelta(days=no_of_day),
end=end_date)
# print(data)
data['Last 5 Day Avg. Vol'] = data['Volume'].shift(1).rolling(
window=5).mean() # Average volume traded in last 5 days
data['Previous-Last 5 Day Avg. Vol'] = data['Last 5 Day Avg. Vol'].shift(
5) # Average volume traded between last 5 to 10 days
import numpy as np
from nsepy import get_history
from sklearn.preprocessing import MinMaxScaler
from keras.models import Sequential
from keras.layers import Dense, LSTM
from keras.callbacks import EarlyStopping
import datetime as dt
print("getting data")
ds = get_history(symbol='WIPRO',
start=dt.date(2011, 1, 17),
end=dt.date.today())
sc = MinMaxScaler()
train_set = sc.fit_transform(ds['Close'][:2459].values.reshape(-1, 1))
# create the training dataset
# create the scaled training dataset
past_days = 30
def prepare_data(timeseries_data, n_features):
X, y = [], []
for i in range(len(timeseries_data)):
# find the end of this pattern
end_ix = i + n_features
# check if we are beyond the sequence
if end_ix > len(timeseries_data) - 1:
import os
from nsepy import get_history
from datetime import date
data = get_history(symbol='SBIN', start=date(2020, 1, 1), end=date(2020, 4, 17))
os.chdir('/storage/emulated/0/bluetooth')
print(type(data))
data.to_excel('a.xlsx')
# Part 1 - Data Preprocessing
# Importing the libraries
import numpy as np
import matplotlib.pyplot as plt
import pandas as pd
import nsepy
from datetime import date
import pickle
dataset_train = nsepy.get_history(symbol="NIFTY",
start=date(2010,1,1),
end=date(2017,11,30),
index=True)
# Importing the training set
#dataset_train = pd.read_csv('Google_Stock_Price_Train.csv')
training_set = dataset_train.iloc[:, 1:2].values
# Feature Scaling
from sklearn.preprocessing import MinMaxScaler
sc = MinMaxScaler(feature_range = (0, 1))
training_set_scaled = sc.fit_transform(training_set)
# Creating a data structure with 60 timesteps and 1 output
X_train = []
y_train = []
import nsepy as ns
import datetime as d
import pandas as pd
#s=ns.get_history(symbol='NIFTY IT', start=d.date(2015,1,1), end=d.date(2015,1,10), index = True)
s = ns.get_history(symbol='INFY',
start=d.date(2015, 1, 1),
end=d.date(2016, 1, 1))
file_name = 'dataset.csv'
s[['Open', 'Close', 'Low', 'High', 'Volume']].to_csv(file_name,
sep=',',
encoding='utf-8')
s1 = ns.get_history(symbol='TCS',
start=d.date(2015, 1, 1),
end=d.date(2016, 1, 1))
with open('dataset.csv', 'a', encoding='utf-8') as f:
s1[['Open', 'Close', 'Low', 'High', 'Volume']].to_csv(f, header=False)
s2 = ns.get_history(symbol='NIFTY IT',
start=d.date(2015, 1, 1),
end=d.date(2016, 1, 1),
index=True)
with open('dataset.csv', 'a', encoding='utf-8') as f:
s2[['Open', 'Close', 'Low', 'High', 'Volume']].to_csv(f, header=False)
s[['Open', 'Close', 'Low', 'High', 'Volume']].to_csv('infy.csv',
sep=',',
encoding='utf-8')
s1[['Open', 'Close', 'Low', 'High', 'Volume']].to_csv('tcs.csv',
sep=',',
encoding='utf-8')
s2[['Open', 'Close', 'Low', 'High', 'Volume']].to_csv('niftyit.csv',
sep=',',
import sys
i = 3
if(len(sys.argv) < 9):
print("argv: location symbol syear smonth sday eyear emonth eday")
else:
location = sys.argv[i - 2]
symbol = sys.argv[i - 1]
syear, smonth, sday = int(sys.argv[i]), int(sys.argv[i + 1]), int(sys.argv[i + 2])
eyear, emonth, eday = int(sys.argv[i + 3]), int(sys.argv[i + 4]), int(sys.argv[i + 5])
fname = location + "\\" + symbol + "_" + str(eyear) + "_" + str(emonth) + "_" + str(eday) + "_" + str(syear) + "_" + str(smonth) + "_" + str(sday) + ".csv"
try:
startdate = date(syear, smonth, sday)
enddate = date(eyear, emonth, eday)
dataset = get_history(symbol=symbol,
start=startdate,
end=enddate)
dataset.to_csv(fname, index=True, header=True, sep=',')
except:
print("Error occurred while downloading. Please check your internet connection or contact administrator.\nModule 2")
else:
print("Successful Download")
(fa_dataframe['Last'] > fa_dataframe['Open'])
& (fa_dataframe['Last'] < fa_dataframe['VWAP'])]
return l_filteredData
nFailures = 0
filterResult_belowVwap = []
filterResult_aboveVwap = []
for symbolName in nifty200symbolNames:
l_symbolData = pd.DataFrame()
while True:
try:
l_symbolData = get_history(symbol=symbolName,
start=date(startYear, startMonth,
startDate),
end=date(endYear, endMonth, endDate))
break
except TimeoutError:
nFailures += 1
print("Timeout Error", nFailures)
l_symbolData = l_symbolData[~l_symbolData.index.duplicated(keep='first')]
#print(list(l_symbolData.columns.values))
l_symbolData['%DeliveryVolume'] = (l_symbolData['Deliverable Volume'] /
l_symbolData['Volume']) * 100
l_symbolData = l_symbolData[[
'Symbol', 'Prev Close', 'Open', 'High', 'Low', 'Close', 'Last', 'VWAP',
'%DeliveryVolume'
]]
t3 = 0
ch_vol = 0
ch_pri = 0
dele = 0
t1 = numpy.sum(tt.loc[(tt['TIMESTAMP'] == datet.strftime("%x")),
'CHG_IN_OI'].values)
t2 = numpy.sum(tt.loc[(tt['TIMESTAMP'] == yester.strftime("%x")),
'OPEN_INT'].values)
fut = (t1 / t2)
else:
listtest.append('No')
d1 = date(int(yester.strftime("%Y")), int(yester.strftime("%m")),
int(yester.strftime("%d")))
d2 = date(int(datet.strftime("%Y")), int(datet.strftime("%m")),
int(datet.strftime("%d")))
sbin = get_history(symbol=x, start=d1, end=d2)
fir = sbin.loc[d1]
las = sbin.loc[d2]
tt = temp2.get_group(x)
t1 = numpy.sum(tt.loc[(tt['TIMESTAMP'] == datet.strftime("%x")),
'CHG_IN_OI'].values)
t2 = numpy.sum(tt.loc[(tt['TIMESTAMP'] == yester.strftime("%x")),
'OPEN_INT'].values)
fut = (t1 / t2)
t3 = las['Close']
t4 = fir['Close']
t5 = las['Volume']
t6 = fir['Volume']
ch_vol = ((t5 - t6) / t6)
ch_pri = ((t3 - t4) / t4)
dele = las['%Deliverble']
import matplotlib.pyplot as plt
import argparse
parser = argparse.ArgumentParser()
parser.add_argument('--last_days_count', action="store", help="Last Number of Days to get data", type=int)
parser.add_argument('--symbol', action="store", help="Stock Symbol", type=str)
args = parser.parse_args()
number_of_days = args.last_days_count
end_date = datetime.now().date()
start_date = end_date - timedelta(number_of_days)
df = get_history(symbol=args.symbol, start=start_date, end=end_date)
# SMA For Delivery
df['delivery_SMA_3'] = df.iloc[:,12].rolling(window=3).mean()
df['delivery_SMA_5'] = df.iloc[:,12].rolling(window=5).mean()
df['delivery_SMA_10'] = df.iloc[:,12].rolling(window=10).mean()
# SMA for Turnover
df['delivery_turnover_3'] = df.iloc[:,10].rolling(window=3).mean()
df['delivery_turnover_5'] = df.iloc[:,10].rolling(window=5).mean()
df['delivery_turnover_10'] = df.iloc[:,10].rolling(window=10).mean()
# SMA for Turnover
df['close_3'] = df.iloc[:,7].rolling(window=3).mean()
df['close_5'] = df.iloc[:,7].rolling(window=5).mean()
df['close_10'] = df.iloc[:,7].rolling(window=10).mean()
import numpy as np
from nsepy import get_history,get_index_pe_history
import datetime as dt
import matplotlib.pyplot as plt
import seaborn as sns
get_ipython().run_line_magic('matplotlib', 'inline')
# In[2]:
start = dt.datetime(2015,1,1)
end = dt.datetime(2016,1,1)
infy = get_history(symbol='INFY', start = start, end = end)
infy.index = pd.to_datetime(infy.index)
infy.head(10)
# In[3]:
new_infy=infy.reset_index()
# In[4]:
new_infy['Date']=pd.to_datetime(new_infy['Date'])
new_infy.head()
def Nifty_data():
data = get_history (symbol = "NIFTY", start = date (2021, 2, 1), end = date.today (), index = True, futures = True,
expiry_date = date (2021, 3, 25))
data = data.sort_index(ascending = False)
df = data
H3 = round (df.Close + (df.High - df.Low) * 1.1 / 4, 2)
H4 = round (df.Close + (df.High - df.Low) * 1.1 / 2, 2)
H5 = round (df.Close * (df.High / df.Low), 2)
L3 = round (df.Close - (df.High - df.Low) * 1.1 / 4, 2)
L4 = round (df.Close - (df.High - df.Low) * 1.1 / 2, 2)
df['H3'] = H3
df['H4'] = H4
df['H5'] = H5
L5 = round (df.Close - (df.H5 - df.Close), 2)
df['L3'] = L3
df['L4'] = L4
df['L5'] = L5
P = round((df.High + df.Low + df.Close)/3,2)
BC = round((df.High + df.Low)/2,2)
TC = round((P-BC)+P,2)
df['Central Pivot'] = P
df['TC'] = TC
df['BC'] = BC
df['Top Central'] = df.apply(lambda df:df['TC'] if df['TC'] > df['BC'] else df['BC'],axis = 1)
df['Bottom Central'] = df.apply(lambda df:df['BC'] if df['TC'] > df['BC'] else df['TC'],axis = 1)
conditions = [
((df['H3']== df['H3'].shift(-1))&(df['L3'] == df['L3'].shift(-1))),
((df['H3'] > df['H3'].shift(-1))&(df['L3'] < df['L3'].shift(-1))),
((df['H3'] < df['H3'].shift(-1))&(df['L3'] > df['L3'].shift(-1))),
(df['L3'] > df['H3'].shift(-1)),
((df['H3'] > df['H3'].shift(-1))& (df['L3'] > df['L3'].shift(-1))),
(df['H3'] < df['L3'].shift(-1)),
((df['H3'] < df['H3'].shift(-1)) & (df['L3'] < df['L3'].shift(-1)))
]
values = [
"Unchanged Value",
"Outside Value",
"Inside Value",
"Higher Value",
"Overlapping Higher Value",
"Lower Value",
"Overlapping Lower Value"
]
df["2 Day Relationship"] = np.select(conditions,values)
def expected_outcome(arg):
switcher = {
"Higher Value" : "Bullish",
"Overlapping Higher Value": "Moderately Bullish",
"Lower Value": "Bearish",
"Overlapping Lower Value": "Moderately Bearish",
"Unchanged Value": "Sideways / Breakout",
"Outside Value":"Sideways",
"Inside Value": "Breakout"
}
return switcher.get(arg,"Nothing")
df['Expected Outcome'] =df.apply(lambda df:expected_outcome(df['2 Day Relationship']),axis=1)
df1 = df.filter (['Date', 'Symbol', 'Expiry','High','Low', 'Close', 'H3','L3','Central Pivot','Top Central','Bottom Central','2 Day Relationship','Expected Outcome'], axis = 1)
return (df1)
if key == 'dayLow':
print("day Low : " + str("%.2f" % value))
if key == 'open':
print("day open : " + str("%.2f" % value))
if key == 'closePrice':
print("day close : " + str("%.2f" % value))
if key == 'previousClose':
print("previous day close : " + str("%.2f" % value))
# current_price=get_live_price('TATAMOTORS.NS')
# print("current price : "+str("%.2f" % current_price))
for SYMBOL in nifty50Array:
#-----------------------------------------------------------------------Pivot points-----------------------------------------------------------------------------
pnb = get_history(symbol=SYMBOL, start=Start, end=Today)
yesterday_close = pnb['Close']
yesterday_open = pnb['Open']
yesterday_high = pnb['High']
yesterday_low = pnb['Low']
# print(type(yesterday_close))
yOpen = yesterday_open.values.tolist()[0]
yClose = yesterday_close.values.tolist()[0]
yHigh = yesterday_high.values.tolist()[0]
yLow = yesterday_low.values.tolist()[0]
print('yetsterday open : ' + str(yOpen))
print('yetsterday High : ' + str(yHigh))
print('yetsterday low : ' + str(yLow))
print('yetsterday close : ' + str(yClose))
def get_data(ticker, start_date='2016-01-01', end_date='2017-01-01'):
"""
This function fetches the data from different web source such as Quandl, Yahoo finance and NSEPy
"""
try:
df = yf.download(ticker, start_date, end_date)
df['Source'] = 'Yahoo'
return df[[
'Open', 'High', 'Low', 'Close', 'Adj Close', 'Volume', 'Source'
]]
except:
try:
df = quandl.get('WIKI/' + ticker,
start_date=start_date,
end_date=end_date,
api_key=get_quantinsti_api_key())
df['Source'] = 'Quandl Wiki'
df = df.rename(columns={"Adj. Close": "Adj Close"})
return df[[
'Open', 'High', 'Low', 'Close', 'Adj Close', 'Volume', 'Source'
]]
except AuthenticationError as a:
print(a)
print(
"Please replace the line no. 17 in quantrautil.py file with your Quandl API Key"
)
except:
try:
start_date = pd.to_datetime(start_date)
end_date = pd.to_datetime(end_date)
df = iex.stocks.get_historical_data(ticker,
start=start_date,
end=end_date,
output_format='pandas')
df.index.name = 'Date'
df = df.rename(
columns={
'open': 'Open',
'high': 'High',
'low': 'Low',
'close': 'Close',
'volume': 'Volume',
})
df['Source'] = 'IEX'
return df[['Open', 'High', 'Low', 'Close', 'Volume', 'Source']]
except:
try:
df = quandl.get('NSE/' + ticker,
start_date=start_date,
end_date=end_date,
api_key=get_quantinsti_api_key())
df['Source'] = 'Quandl NSE'
return df[[
'Open', 'High', 'Low', 'Close', 'Volume', 'Source'
]]
except:
try:
df = nsepy.get_history(symbol=ticker,
start=start_date,
end=end_date)
df['Source'] = 'nsepy'
return df[[
'Open', 'High', 'Low', 'Close', 'Volume', 'Source'
]]
except:
print(traceback.print_exc())
import pandas as pd from nsepy import get_history from datetime import date import scipy.stats as st import datetime as dt import numpy as np x = dt.datetime(2020, 1, 1) y = dt.datetime(2020, 4, 12) #BankingSector data_ICICI = get_history(symbol='ICICIBANK', start=x, end=y) data_HDFCBank = get_history(symbol="HDFCBANK", start=x, end=y) data_SBI = get_history(symbol="SBIN", start=x, end=y) data_YES = get_history(symbol="YESBANK", start=x, end=y) data_INDUSLAND = get_history(symbol="INDUSINDBK", start=x, end=y) data_BANKBARODA = get_history(symbol="BANKBARODA", start=x, end=y) data_pnb = get_history(symbol='PNB', start=x, end=y) data_Banking = pd.DataFrame() data_Banking['ICICI'] = data_ICICI['Close'] data_Banking['SBI'] = data_SBI[['Close']] data_Banking['PNB'] = data_pnb[['Close']] data_Banking['YES_BANK'] = data_YES[['Close']] data_Banking['INDUSLAND'] = data_INDUSLAND[['Close']] data_Banking['BANKBARODA'] = data_YES[['Close']] data_Banking['HDFC'] = data_HDFCBank[['Close']] avg = data_Banking.mean() d_return = [] for col in data_Banking[[
nthu = todayte
#start = date(2019,7,1)
#end = date(2019,7,25)
start = pd.to_datetime('today').date()
end = pd.to_datetime('today').date()
futures = True
expiry = date(nthu.year,nthu.month,nthu.day)
array = []
stockNames = ['AAA','BBB','CCC'....]
for x in stockNames:
temp = get_history(symbol=x, start=start, end=end, futures = futures, expiry_date = expiry)
array.append(temp)
data = pd.concat(array)
print(data)
data.to_csv("~/Documents/Financial Analysis/NSE DATA_near.csv")
#Code below for mid month data
nthu = todayte
while todayte.month == nmon:
todayte += timedelta(days=1)
if todayte.weekday()==3 and todayte.month==nmon: #this is Thursday
nthu = todayte
def data_update(all_stocks_chosen, start_date, end_date):
all_data = {}
start, end = start_date, end_date
for equity in all_stocks_chosen:
all_data[equity] = get_history(symbol=equity, start=start, end=end)
return all_stocks_chosen, all_data
def stock_pred():
st.title("STOCK PREDICTION WEB APPLICATION")
st.header('Here you can select the stock you want to predict')
st.write("This Prediction is done by LSTM model.")
main_bg = "14.jpg"
main_bg_ext = "jpg"
side_bg = '16.jpg'
side_bg_ext = "jpg"
st.markdown(f"""
<style>
.reportview-container {{
background: url(data:image/{main_bg_ext};base64,{base64.b64encode(open(main_bg, "rb").read()).decode()})
}}
.sidebar .sidebar-content {{
background: url(data:image/{side_bg_ext};base64,{base64.b64encode(open(side_bg, "rb").read()).decode()})
}}
</style>
""",
unsafe_allow_html=True)
choose_stock = st.selectbox(
'Choose the stock',
['NONE', 'TCS.NS', 'BHEL.NS', 'HDFCBANK.NS', 'TVSMOTOR.NS'])
if (choose_stock == 'TCS.NS'):
df1 = get_history(symbol='TCS',
start=date(2020, 1, 1),
end=date.today())
df1['Date'] = df1.index
st.header('TCS')
if st.checkbox('Show Raw Data'):
st.subheader("Wanna See Raw Data")
st.dataframe(df1.tail())
new_df = df1.filter(['Close'])
scaler = MinMaxScaler(feature_range=(0, 1))
last_30_days = new_df[-100:].values
last_30_days_scaled = scaler.fit_transform(last_30_days)
X_test = []
X_test.append(last_30_days_scaled)
X_test = np.array(X_test)
X_test = np.reshape(X_test, (X_test.shape[0], X_test.shape[1], 1))
model = load_model('MODELS/TCS.model')
pred_price = model.predict(X_test)
pred_price = scaler.inverse_transform(pred_price)
NextDay_Date = datetime.date.today() + datetime.timedelta(days=1)
get_pred = st.button('GeT Prediction of Selected Stock')
if get_pred:
st.subheader(
"Predictions for the next upcoming day Close Price : " +
str(NextDay_Date))
st.markdown(pred_price)
st.subheader("Close Price VS Date Interactive chart for analysis:")
st.line_chart(df1['Close'])
st.subheader("Line chart of Open and Close for analysis:")
st.line_chart(df1[['Open', 'Close']])
st.subheader("Line chart of High and Low for analysis:")
st.line_chart(df1[['High', 'Low']])
if (choose_stock == 'BHEL.NS'):
df1 = get_history(symbol='BHEL',
start=date(2020, 1, 1),
end=date.today())
df1['Date'] = df1.index
st.header('BHEL')
if st.checkbox('Show Raw Data'):
st.subheader("Showing raw data---->>>")
st.dataframe(df1.tail())
new_df = df1.filter(['Close'])
scaler = MinMaxScaler(feature_range=(0, 1))
last_30_days = new_df[-100:].values
last_30_days_scaled = scaler.fit_transform(last_30_days)
X_test = []
X_test.append(last_30_days_scaled)
X_test = np.array(X_test)
X_test = np.reshape(X_test, (X_test.shape[0], X_test.shape[1], 1))
model = load_model('MODELS/BHEL.model')
pred_price = model.predict(X_test)
pred_price = scaler.inverse_transform(pred_price)
NextDay_Date = datetime.date.today() + datetime.timedelta(days=1)
get_pred = st.button('GeT Prediction of Selected Stock')
if get_pred:
st.subheader(
"Predictions for the next upcoming day Close Price : " +
str(NextDay_Date))
st.markdown(pred_price)
st.subheader("Close Price VS Date Interactive chart for analysis:")
st.line_chart(df1['Close'])
st.subheader("Line chart of Open and Close for analysis:")
st.line_chart(df1[['Open', 'Close']])
st.subheader("Line chart of High and Low for analysis:")
st.line_chart(df1[['High', 'Low']])
if (choose_stock == 'HDFCBANK.NS'):
df1 = get_history(symbol='HDFCBANK',
start=date(2020, 3, 1),
end=date.today())
df1['Date'] = df1.index
st.header('HDFC')
if st.checkbox('Show Raw Data'):
st.subheader("Showing raw data---->>>")
st.dataframe(df1.tail())
new_df = df1.filter(['Close'])
scaler = MinMaxScaler(feature_range=(0, 1))
last_30_days = new_df[-100:].values
last_30_days_scaled = scaler.fit_transform(last_30_days)
X_test = []
X_test.append(last_30_days_scaled)
X_test = np.array(X_test)
X_test = np.reshape(X_test, (X_test.shape[0], X_test.shape[1], 1))
model = load_model('MODELS/HDFCBANK.model')
pred_price = model.predict(X_test)
pred_price = scaler.inverse_transform(pred_price)
NextDay_Date = datetime.date.today() + datetime.timedelta(days=1)
get_pred = st.button('GeT Prediction of Selected Stock')
if get_pred:
st.subheader(
"Predictions for the next upcoming day Close Price : " +
str(NextDay_Date))
st.markdown(pred_price)
st.subheader("Close Price VS Date Interactive chart for analysis:")
st.line_chart(df1['Close'])
st.subheader("Line chart of Open and Close for analysis:")
st.line_chart(df1[['Open', 'Close']])
st.subheader("Line chart of High and Low for analysis:")
st.line_chart(df1[['High', 'Low']])
if (choose_stock == 'TVSMOTOR.NS'):
df1 = get_history(symbol='TVSMOTOR',
start=date(2020, 4, 1),
end=date.today())
df1['Date'] = df1.index
st.header('TVSMOTOR')
if st.checkbox('Show Raw Data'):
st.subheader("Showing raw data---->>>")
st.dataframe(df1.tail())
new_df = df1.filter(['Close'])
scaler = MinMaxScaler(feature_range=(0, 1))
last_30_days = new_df[-100:].values
last_30_days_scaled = scaler.fit_transform(last_30_days)
X_test = []
X_test.append(last_30_days_scaled)
X_test = np.array(X_test)
X_test = np.reshape(X_test, (X_test.shape[0], X_test.shape[1], 1))
model = load_model('MODELS/TVSMOTOR.model')
pred_price = model.predict(X_test)
pred_price = scaler.inverse_transform(pred_price)
NextDay_Date = datetime.date.today() + datetime.timedelta(days=1)
get_pred = st.button('GeT Prediction of Selected Stock')
if get_pred:
st.subheader(
"Predictions for the next upcoming day Close Price : " +
str(NextDay_Date))
st.markdown(pred_price)
st.subheader("Close Price VS Date Interactive chart for analysis:")
st.line_chart(df1['Close'])
st.subheader("Line chart of Open and Close for analysis:")
st.line_chart(df1[['Open', 'Close']])
st.subheader("Line chart of High and Low for analysis:")
st.line_chart(df1[['High', 'Low']])
import pandas as pd from nsepy import get_history from datetime import date import scipy.stats as st import datetime as dt x = dt.datetime(2020, 1, 1) y = dt.datetime(2020, 4, 12) data_Reliance = get_history(symbol='RELIANCE', start=x, end=y) data_Tititan = get_history(symbol="Titan Company ", start=x, end=y) data_sunpharma = get_history(symbol='SUNPHARMA', start=x, end=y) data_TCS = get_history(symbol='TCS', start=x, end=y) data_MindTree = get_history(symbol='MINDTREE', start=x, end=y) data_PERSISTENT = get_history(symbol="PERSISTENT ", start=x, end=y) data_ICICI = get_history(symbol='ICICIBANK', start=x, end=y) data_SBI = get_history(symbol="SBIN", start=x, end=y) data_TATACOMM = get_history(symbol="TATACOMM", start=x, end=y) data_cipla = get_history(symbol='CIPLA', start=x, end=y) data_HDFC = get_history(symbol="HDFC", start=x, end=y) d = pd.DataFrame() d['Titan'] = data_Tititan['Close'] d['Reliance'] = data_Reliance[['Close']] d['Mind_Tree'] = data_MindTree[['Close']] d['Tcs'] = data_TCS[['Close']] d['persistent'] = data_PERSISTENT[['Close']] d['ICICI'] = data_ICICI[['Close']] d['SBI'] = data_SBI[['Close']] d['HDFC'] = data_HDFC[['Close']] d['Cipla'] = data_cipla[['Close']]
indices = session.query(StockList).filter(StockList.indices == True)
indices_list = [ind.stock_code for ind in indices]
stocks = session.query(StockList).filter(StockList.fno == True)
for stock in stocks:
print("######################## Running for Stock:" + stock.stock_code)
start_date = stock.fno_updated + timedelta(days=1)
if start_date < todaysDate:
for expiry_date in expiry_dates:
print(start_date)
stock_ohlc_data = get_history(
symbol=stock.stock_code,
start=start_date,
end=todaysDate,
expiry_date=expiry_date,
futures=True,
index=True if stock.stock_code in indices_list else False)
# print(stock_ohlc_data.dtypes)
for ind in stock_ohlc_data.index:
if stock_ohlc_data.index.values.size > 0:
trade_date = ind
nseFNODaily = NseFNODaily(
stock_id=stock.stock_id,
trade_date=trade_date,
stock_code=stock_ohlc_data["Symbol"][ind],
expiry_date=expiry_date,
open=stock_ohlc_data["Open"][ind],
high=stock_ohlc_data["High"][ind],
low=stock_ohlc_data["Low"][ind],
@author: sanjotraibagkar
"""
from nsepy import get_history
from datetime import date
import pandas as pd
import matplotlib.pyplot as plt
stock = "SBIN"
start = start = date(2017, 12, 26)
end = date(2018, 1, 25)
end2 = date(2018, 2, 6)
data_fut = get_history(symbol=stock,
start=start,
end=end,
futures=True,
expiry_date=date(2018, 1, 25))
data_fut2 = get_history(symbol=stock,
start=start,
end=end2,
futures=True,
expiry_date=date(2018, 2, 22))
OI_combined = pd.concat(
[data_fut2['Open Interest'], data_fut['Open Interest']], axis=1)
OI_combined['OI_Combined'] = OI_combined.sum(axis=1)
plt.figure(1, figsize=(10, 9))
plt.subplot(211)
plt.title('Open Interest')
from nsepy import get_history
import datetime as dt
import pandas as pd
# import numpy as np
import statistics
# define the period for data comparision
start_date = dt.datetime(2018, 1, 1)
end_date = dt.datetime.today()
# define the pair here
series1 = 'ICICIBANK'
series2 = 'AXISBANK'
df1 = pd.DataFrame(get_history(series1, start=start_date, end=end_date))
df2 = pd.DataFrame(get_history(series2, start=start_date, end=end_date))
df1.to_csv(
'/Users/shayakroy/Desktop/Trading Videos/Pyhton/Pair Trading/{}.csv'.
format(series1))
df2.to_csv(
'/Users/shayakroy/Desktop/Trading Videos/Pyhton/Pair Trading/{}.csv'.
format(series2))
# rename the variable
df1.rename(columns={'Close': series1}, inplace=True)
df2.rename(columns={'Close': series2}, inplace=True)
# keeping only the closing prices in the 2 data frames
df1 = df1[series1]
df2 = df2[series2]
from nsepy import get_index_pe_history
from nsetools import Nse
nse = Nse()
print(nse)
from nsepy.symbols import get_symbol_list
# # Step-1 : Download stock price from 01-03-2019 to 01-03-2020
# In[4]:
start = datetime(2019, 3, 1)
end = datetime(2020, 3, 1)
# In[5]:
stock = get_history(symbol='HDFC', start=start, end=end)
# # Step-2: Calculate trend and seasonality of Close,Low and High Price
# In[6]:
ts_ds = pd.DataFrame({
'Symbol':
'HDFC',
'Low':
stock[stock['Symbol'] == 'HDFC'].Low,
'Low_season':
seasonal_decompose(np.array(stock[stock['Symbol'] == 'HDFC'].Low),
freq=90,
extrapolate_trend='freq').seasonal,
'Low_trend':
NIFTY = ["NIFTY IT"]
Stocks = ["INFY", "TCS"]
data_NIFTY = {}
data_Stocks = {}
moving_average_Stocks = {}
moving_average_NIFTY = {}
# data and moving average
for items in Stocks:
data_Stocks[items] = get_history(symbol = items, start = datetime.date(2015,1,1), end = datetime.date(2015,3,1))
moving_average_Stocks[items] = moving_average(data_Stocks[items], 4)
for items in NIFTY:
data_NIFTY[items] = get_history(symbol = items, start = datetime.date(2015,1,1), end = datetime.date(2015,1,10), index = True)
moving_average_NIFTY[items] = moving_average(data_NIFTY[items], 4)
# create dummy variables
for items in data_Stocks:
data_Stocks[items]["Volume_Shocks"] = vol_shock(data_Stocks[items])
data_Stocks[items]["Price_Shocks"] = price_shock(data_Stocks[items])
for items in data_NIFTY:
data_NIFTY[items]["Volume_Shocks"] = vol_shock(data_NIFTY[items])
data_NIFTY[items]["Price_Shocks"] = price_shock(data_NIFTY[items])
return (CMP)
#List of top stock futures
stks = [
"SBIN", "INFY", "VEDL", "APOLLOTYRE", "RELCAPITAL", "BHARATFIN", "MARUTI",
"ICICIBANK", "TATAMOTORS", "YESBANK", "HINDALCO", "AXISBANK", "HDFCBANK",
"TCS", "RELIANCE", "ITC", "ULTRACEMCO", "POWERGRID", "HDFC", "LT",
"BAJAJ-AUTO", "KOTAKBANK", "ASHOKLEY", "GRASIM", "TATASTEEL", "INDUSINDBK",
"HEROMOTOCO", "HINDUNILVR"
]
#Creating Dataframe for Stock Futures for Current Month Time Series
fut = get_history(symbol=stks[0],
start=date(2017, 1, 1),
end=date(2017, 12, 31),
index=False,
futures=True,
expiry_date=date(2017, 1, 25))
month = 1
for i in [23, 30, 27, 25, 29, 27, 31]:
month += 1
numb = get_history(symbol=stks[0],
start=date(2017, month, 1),
end=date(2017, 12, 31),
index=False,
futures=True,
expiry_date=date(2017, month, i))
fut = fut.append(numb)
for j in stks[1:len(stks) + 1]:
month = 1
fut = fut.append(
nf_calls=[]
nf_puts=[]
#nf_calls[['VolumeCalls']]=np.nan
#nf_puts[['VolumeCalls']]=np.nan
i=min_avalable_strikes=4850
max_avalable_strike=9400
nf_opt_CE=nf_opt_PE=pd.DataFrame()
while i in range(min_avalable_strikes,max_avalable_strike):
temp_CE = get_history(symbol="NIFTY",
start=date(2016,2,1),
end=date(2016,4,24),
index=True,
option_type="CE",
strike_price=i,
expiry_date=date(2016,4,28))
#print(nf_opt_CE.head())
#if nf_opt_CE['Number of Contracts'].values >0 :
'''if nf_opt_CE.empty :
nf_opt_CE.append(0)
'''
temp_PE = get_history(symbol="NIFTY",
start=date(2016,2,1),
end=date(2016,4,22),
index=True,
option_type="PE",
def main():
# Importing Historical Stock Price Data using nsepy's get_history function
symbol = input("Enter Stock Symbol:")
n = int(input(
"Enter number of days for which you want prediction:")) # 'cipla', 2
start = date(2015, 1, 1)
end = date.today()
df = get_history(symbol=symbol, start=start, end=end)
df['Date'] = df.index
# Plotting the Close price data
plt.figure(figsize=(18, 9))
plt.title('Close Price History')
plt.xlabel('Date', fontsize=18)
plt.ylabel('Close Price', fontsize=18)
plt.fill_between(df['Date'], df['Close'], color="skyblue", alpha=0.2)
plt.plot(df['Date'], df['Close'], color="skyblue", alpha=0.6)
plt.show()
# Create a new dataframe to store the close prices
data = df.filter(['Close'])
# Converting the dataframe to a numpy array
dataset = data.values
# divide the dataset into training data and testing data
training_data_len = math.ceil(len(dataset) * 0.75)
# Scale data to be values between 0 and 1
scaler = MinMaxScaler(feature_range=(0, 1))
scaled_data = scaler.fit_transform(dataset)
# Creating the training data set from scaled dataset
prediction_days = 30
train_data = scaled_data[0:training_data_len, :]
# Split the data into x_train and y_train
x_train = []
y_train = []
for i in range(prediction_days, len(train_data)):
x_train.append(train_data[i - prediction_days:i, 0])
y_train.append(train_data[i, 0])
x_train, y_train = np.array(x_train), np.array(y_train)
x_train = np.reshape(x_train, (x_train.shape[0], x_train.shape[1], 1))
# Build the model
model = Sequential()
model.add(
LSTM(units=50,
return_sequences=True,
input_shape=(x_train.shape[1], 1)))
model.add(LSTM(units=50, return_sequences=False))
model.add(Dense(units=25))
model.add(Dense(units=1))
# Compile the model
model.compile(optimizer='adam', loss='mean_squared_error')
# Train the model
model.fit(x_train, y_train, batch_size=32, epochs=100)
# Save the model
model.save(symbol + '.model')
# Test Data set
test_data = scaled_data[training_data_len - prediction_days:, :]
# Create the x_test and y_test data sets
x_test = []
y_test = dataset[training_data_len:, :]
for i in range(prediction_days, len(test_data)):
x_test.append(test_data[i - prediction_days:i, 0])
# Convert x_test to a numpy array
x_test = np.array(x_test)
# Reshape the data into the shape accepted by the LSTM model
x_test = np.reshape(x_test, (x_test.shape[0], x_test.shape[1], 1))
# Getting the model's predictions
predictions = model.predict(x_test)
predictions = scaler.inverse_transform(predictions)
print(len(predictions))
# Calculate RMSE Value
rmse = np.sqrt(np.mean(((predictions - y_test)**2)))
print("RMSE:", rmse)
train = data[:training_data_len]
valid = data[training_data_len:]
valid['Predictions'] = predictions
# Visualizing the data
plt.figure(figsize=(18, 9))
plt.title('Predicted Stock price and Real Stock Price')
plt.xlabel('Date', fontsize=18)
plt.ylabel('Close Price', fontsize=18)
plt.plot(train['Close'])
plt.plot(valid[['Close', 'Predictions']])
plt.legend(['Train', 'Val', 'Predictions'], loc='lower right')
plt.show()
valid[-5:]
# Next Day Price Predcition
newdf = df.filter(['Close'])
# newdf['Predictions']
# Leapfrog
for i in range(n):
last_30_days = newdf[-30:].values
last_30_days_scaled = scaler.transform(last_30_days)
print("last_30_days:\n")
print(last_30_days)
x_test = []
x_test.append(last_30_days_scaled)
x_test = np.array(x_test)
x_test = np.reshape(x_test, (x_test.shape[0], x_test.shape[1], 1))
pred_price = model.predict(x_test)
pred_price = scaler.inverse_transform(pred_price)
print("Predicted Price:{}".format(pred_price))
last_date = date.today()
next_date = last_date + timedelta(days=i)
newdf.loc[next_date, 'Close'] = pred_price
print(newdf.dtypes)
print("Next {} day predictions are: {}".format(n, newdf[-(n * -1):]))
newdf2 = newdf[(n * -1):].Close.astype(int)
print("newdf2:", newdf2)
print("newdf2[1]:", newdf2[1])
for i in range(n):
last_date = date.today()
next_date = last_date + timedelta(days=i)
''' stock_pred_id = symbol + '_' + str(next_date.strftime('%d%m%Y')) #'cipla_18032021' # (stock_symbol + _ + ddmmyy)
print("stock_pred_id:", stock_pred_id) '''
num = str(i)
date_of_pred = str(next_date.strftime('%Y-%m-%d'))
label = next_date.strftime('%b %d, %Y')
data_db1 = {
'stocks': {
symbol: {
'historical': {
num: {
'close': int(newdf2[i]),
}
}
}
}
}
'''if i == 0:
create_db(data_db1)
else:'''
add_new_data(int(newdf2[i]), symbol, num, date_of_pred,
label) # symbol, stock_pred_id
high = (self.df['close'] > self.df['close_s1']) & (self.df['close'] > self.df['close_s2'])
# high = self.df['close'] > self.df['close_s2']
self.df.loc[high, 'close_l'] = self.df['close']
self.df.loc[high, 'trend'] = 1
if len(sys.argv) > 1:
fname = sys.argv[1]
print('Reading local file {}'.format(fname))
df = pd.read_csv(sys.argv[1])
else:
symbol='HDFCLIFE'
print('Downloading {} data from nsepy'.format(symbol))
df = nsepy.get_history(
symbol=symbol,
start=dt.date(2017,1,1),
end=dt.date(2018,1,19)
)
if df.empty:
print('No data is received from nsepy. Exiting...')
sys.exit()
df.reset_index(inplace=True)
df.columns = [i.lower() for i in df.columns]
lb = LineBreak(df)
lb.LINE_NUMBER = 2
data = lb.get_chart_data()
print(data.tail(38))
def fetch(keyword, stockSymbol):
twitterData = twitter_data.TwitterData('2020-2-18')
tweets = twitterData.getTwitterData(keyword)
#Twitter data fetched
keyword2 = keyword
historical_data = get_history(symbol=stockSymbol,
start=datetime.date(2020, 2, 18),
end=datetime.date(2020, 5, 26))
data = pd.DataFrame(historical_data,
columns=['Open', 'Close', 'High', 'Low'])
data.reset_index(level=0, inplace=True)
#print(data)
open_price = {}
close_price = {}
high_price = {}
low_price = {}
for index, row in data.iterrows():
date = row['Date']
open_price.update({date: row['Open']})
close_price.update({date: row['Close']})
high_price.update({date: row['High']})
low_price.update({date: row['Low']})
#Stock data fetched
for t in tweets.items():
for value in t[1]:
tweet_s.append(value)
url = urlopen('http://www2.compute.dtu.dk/~faan/data/AFINN.zip')
zipfile = ZipFile(StringIO(url.read()))
afinn_file = zipfile.open('AFINN/AFINN-111.txt')
for line in afinn_file:
parts = line.strip().split()
if len(parts) == 2:
afinn[parts[0]] = int(parts[1])
sentiment_analyzer()
inputTweets = csv.reader(open('Data/Tweets.csv', 'rb'), delimiter=',')
stopWords = getListOfStopWords()
count = 0
featureList = []
list_tweet = []
labelList = []
dates = []
tweets = []
date_split = []
for row in inputTweets:
#print(row)
if len(row) == 4:
list_tweet.append(row)
sentiment = row[0]
date = row[1]
text = row[2]
date_split.append(date)
dates.append(date)
labelList.append(sentiment)
processedText = processTweetText(text)
featureVector = getFeatureVector(processedText, stopWords)
featureList.extend(featureVector)
tweets.append((featureVector, sentiment))
#print(tweets)
#print(featureList)
result = getFeatureVectorAndLabels(tweets, featureList)
#return result
#new code
data2 = open('newfile.txt', 'r')
files = np.loadtxt(data2, dtype=str, delimiter=',')
#Now we will split the data
inp_data2 = []
inp_data2 = np.array(files[:, 0:-1], dtype='float')
target2 = np.array(files[:, -1], dtype='int')
X = np.array(inp_data2)
y = np.array(target2)
best_params_ = svc_param_selection(X, y, 6)
svc_RBF = svm.SVC(kernel='rbf', C=10, gamma=0.01).fit(X, y)
#print("accuracy of RBF Kernel with gamma=0.01 is ", svc_RBF.score(X,y))
#return svc_RBF.score(X,y)
#accuracy score
#checkpoint 2
#print "Preparing dataset for stock prediction using stock data and tweet sentiment...."
date_tweet_details = {}
file = open("stockpredict.txt", "w")
totalPositiveCount = 0
totalNeutralCount = 0
totalNegativeCount = 0
myList = []
final = []
for dateVal in np.unique(date_split):
date_totalCount = 0
date_PosCount = 0
date_NegCount = 0
date_NutCount = 0
total_sentiment_score = 0
for row in list_tweet:
sentiment = row[0]
temp_date = row[1]
sentiment_score = row[3]
if (temp_date == dateVal):
total_sentiment_score += float(sentiment_score)
date_totalCount += 1
if (sentiment == 'positive'):
date_PosCount += 1
elif (sentiment == 'negative'):
date_NegCount += 1
elif (sentiment == 'neutral'):
date_NutCount += 1
s = str(date_totalCount) + " " + str(date_PosCount) + " " + str(
date_NegCount) + " " + str(date_NutCount)
date_tweet_details.update({dateVal: s})
totalPositiveCount += date_PosCount
totalNeutralCount += date_NegCount
totalNegativeCount += date_NutCount
dateVal = dateVal.strip()
day = datetime.datetime.strptime(dateVal, '%Y-%m-%d').strftime('%A')
#print dateVal
#print day
closing_price = 0.
opening_price = 0.
if day == 'Saturday':
update_date = dateVal.split("-")
if len(str((int(update_date[2]) - 1))) == 1:
dateVal = update_date[0] + "-" + update_date[1] + "-0" + str(
(int(update_date[2]) - 1))
else:
dateVal = update_date[0] + "-" + update_date[1] + "-" + str(
(int(update_date[2]) - 1))
dt = parser.parse(dateVal)
datetime_obj = dt.date()
opening_price = open_price[datetime_obj]
closing_price = close_price[datetime_obj]
elif day == 'Sunday':
update_date = dateVal.split("-")
if len(str((int(update_date[2]) - 2))) == 1:
dateVal = update_date[0] + "-" + update_date[1] + "-0" + str(
(int(update_date[2]) - 2))
else:
dateVal = update_date[0] + "-" + update_date[1] + "-" + str(
(int(update_date[2]) - 2))
dt = parser.parse(dateVal)
datetime_obj = dt.date()
opening_price = open_price[datetime_obj]
closing_price = close_price[datetime_obj]
else:
dt = parser.parse(dateVal)
datetime_obj = dt.date()
opening_price = open_price[datetime_obj]
closing_price = close_price[datetime_obj]
#print dateVal
#print "Total tweets = ", date_totalCount, " Positive tweets = ", date_PosCount, " Negative tweets = ", date_NegCount
#print "Total sentiment score = ", total_sentiment_score
market_status = 0
if (float(closing_price) - float(opening_price)) > 0:
market_status = 1
else:
market_status = -1
file.write(
str(date_PosCount) + "," + str(date_NegCount) + "," +
str(date_NutCount) + "," + str(date_totalCount) + "," +
str(market_status) + "\n")
#print " Total Tweet For date =",dateVal ," Count =" , date_totalCount
#print " Positive Tweet For date =",dateVal ," Count =" , date_PosCount
#print " Negative Tweet For date =",dateVal ," Count =" , date_NegCount
#print " Neutral Tweet For date =",dateVal ," Count =" , date_NutCount
file.close()
#print "Read from text file and prepare data matrix & target matrix...."
data_Stock = open('stockpredict.txt', 'r')
inp_dataStock = []
stockfiles = np.loadtxt(data_Stock, delimiter=',')
inp_dataStock = np.array(stockfiles[:, 0:-1], dtype='float')
stock_Y = stockfiles[:, -1]
X_stock = np.array(inp_dataStock)
y_stock = np.array(stock_Y)
#best_params_1 = svc_param_selection_1(X_stock,stock_Y,4)
svc_RBF = svm.SVC(kernel='rbf', C=10, gamma=0.01).fit(X_stock, y_stock)
#print("accuracy of RBF Kernel with gamma=0.01 is ", svc_RBF.score(X,y))
#return svc_RBF.score(X_stock,y_stock)
#checkpoint3
dates = []
prices = []
for index, row in data.iterrows():
date = row['Date']
int_date = date.strftime('%Y%m%d')
#dates.append(int(int_date.split('-')[2]))
dates.append(int_date)
prices.append(float(row['Close']))
#print dates
#print prices
predicted_price = predict_price(dates, prices, 20200526)
bhavishya = str(predicted_price)
final.append(bhavishya)
#print "\nThe stock close price for 25th May will be:"
#print "RBF kernel: Rs.", str(predicted_price[0])'''
myList.append([totalPositiveCount, totalNegativeCount, totalNeutralCount])
#maximum = myList.index(max(myList))
if (totalPositiveCount > totalNegativeCount):
if (totalPositiveCount > totalNeutralCount):
final.append('Uptrend')
return final
if (totalNegativeCount > totalPositiveCount):
if (totalNegativeCount > totalNeutralCount):
final.append('Downtrend')
return final
else:
final.append('Neutral')
return final
from nsepy import get_history from datetime import date from nsepy.commons import StrDate import talib from utils.AlgorithmHelper import MFI v = get_history(symbol="SBIN", start=date(2017, 1, 1), end=date(2017, 11, 19)) print(MFI(v, 14)) talib.MFI()
def getData(self, ticker):
s = date.today() - timedelta(days=170)
e = date.today()
data = get_history(symbol=ticker, start=s, end=e)
data100 = pd.DataFrame(data[-100:])
return data100
