Esempio n. 1
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    def setUpClass(self):

        Logger.pushLogData("unitTesting", __name__)
        forceWorkingDirectory()

        pyswing.globals.potentialRuleMatches = None
        pyswing.globals.equityCount = None

        pyswing.database.overrideDatabase("output/TestMarketRule.db")
        pyswing.constants.pySwingStartDate = datetime.datetime(2014, 1, 1)

        deleteFile(pyswing.database.pySwingDatabase)

        args = "-n %s" % ("unitTesting")
        createDatabase(args.split())

        pretendDate = datetime.datetime(2015, 9, 1)
        with patch.object(Equity, '_getTodaysDate',
                          return_value=pretendDate) as mock_method:

            self._equity = Equity("WOR.AX")
            self._equity.importData()

        indicatorADI = IndicatorADI()
        indicatorADI.updateIndicator()

        self.rule = MarketRule("Indicator_ADI", "ADI > 0")
        self.rule.evaluateRule()
Esempio n. 2
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class TestSimpleRule(unittest.TestCase):

    @classmethod
    def setUpClass(self):

        Logger.pushLogData("unitTesting", __name__)
        forceWorkingDirectory()

        pyswing.globals.potentialRuleMatches = None
        pyswing.globals.equityCount = None

        pyswing.database.overrideDatabase("output/TestSimpleRule.db")
        pyswing.constants.pySwingStartDate = datetime.datetime(2014, 1, 1)

        deleteFile(pyswing.database.pySwingDatabase)

        args = "-n %s" % ("unitTesting")
        createDatabase(args.split())

        pretendDate = datetime.datetime(2015, 9, 1)
        with patch.object(Equity, '_getTodaysDate', return_value=pretendDate) as mock_method:

            self._equityCBA = Equity("WOR.AX")
            self._equityCBA.importData()

        indicatorROC = IndicatorROC(self._equityCBA.dataFrame(), "WOR.AX")
        indicatorROC.updateIndicator()

        self.rule = SimpleRule("Indicator_ROC", "ROC_5 > 10")
        self.rule.evaluateRule("WOR.AX")


    @classmethod
    def tearDownClass(self):
        deleteFile(pyswing.database.pySwingDatabase)


    def test_IndicatorSMA(self):

        dataPointMatch = self.rule._ruleData.ix['2015-04-27 00:00:00']
        self.assertEqual(dataPointMatch['Match'], 1)

        dataPointNoMatch = self.rule._ruleData.ix['2015-04-28 00:00:00']
        self.assertEqual(dataPointNoMatch['Match'], 0)

    def test_getEquityCount(self):

        equityCount = self.rule._getEquityCount()
        self.assertEqual(equityCount, 1)

        potentialRuleMatches = self.rule._getPotentialRuleMatches()
        self.assertEqual(potentialRuleMatches, 434)

    def test_analyseRule(self):

        self.rule.analyseRule()

        self.assertAlmostEqual(self.rule._matchesPerDay, 0.032, 3)
Esempio n. 3
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def importData(argv):
    """
    Import Share Data.

    :param argv: Command Line Parameters.

    -n = Name

    Example:

    python -m pyswing.ImportData -n asx
    """

    Logger.log(logging.INFO, "Log Script Call", {"scope":__name__, "arguments":" ".join(argv)})
    Logger.pushLogData("script", __name__)

    marketName = ""

    try:
        shortOptions = "n:dh"
        longOptions = ["marketName=", "debug", "help"]
        opts, __ = getopt.getopt(argv, shortOptions, longOptions)
    except getopt.GetoptError as e:
        Logger.log(logging.ERROR, "Error Reading Options", {"scope": __name__, "exception": str(e)})
        usage()
        sys.exit(2)

    for opt, arg in opts:
        if opt in ("-d", "--debug"):
            Logger().setLevel(logging.DEBUG)
        elif opt in ("-h", "--help"):
            print("?")
            usage()
            sys.exit()
        elif opt in ("-n", "--marketName"):
            marketName = arg

    if marketName != "":

        pyswing.database.initialiseDatabase(marketName)

        Logger.log(logging.INFO, "Import Market Data", {"scope":__name__, "market":marketName})

        tickerCodesRelativeFilePath = "resources/%s.txt" % (marketName)

        market = Market(tickerCodesRelativeFilePath)

        for index, row in market.tickers.iterrows():
            equity = Equity(row[0])
            equity.importData()

        TeamCity.setBuildResultText("Imported Data from Yahoo")

    else:
        Logger.log(logging.ERROR, "Missing Options", {"scope": __name__, "options": str(argv)})
        usage()
        sys.exit(2)
Esempio n. 4
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class TestSimpleRule(unittest.TestCase):
    @classmethod
    def setUpClass(self):

        Logger.pushLogData("unitTesting", __name__)
        forceWorkingDirectory()

        pyswing.globals.potentialRuleMatches = None
        pyswing.globals.equityCount = None

        pyswing.database.overrideDatabase("output/TestSimpleRule.db")
        pyswing.constants.pySwingStartDate = datetime.datetime(2014, 1, 1)

        deleteFile(pyswing.database.pySwingDatabase)

        args = "-n %s" % ("unitTesting")
        createDatabase(args.split())

        pretendDate = datetime.datetime(2015, 9, 1)
        with patch.object(Equity, '_getTodaysDate',
                          return_value=pretendDate) as mock_method:

            self._equityCBA = Equity("WOR.AX")
            self._equityCBA.importData()

        indicatorROC = IndicatorROC(self._equityCBA.dataFrame(), "WOR.AX")
        indicatorROC.updateIndicator()

        self.rule = SimpleRule("Indicator_ROC", "ROC_5 > 10")
        self.rule.evaluateRule("WOR.AX")

    @classmethod
    def tearDownClass(self):
        deleteFile(pyswing.database.pySwingDatabase)

    def test_IndicatorSMA(self):

        dataPointMatch = self.rule._ruleData.ix['2015-04-27 00:00:00']
        self.assertEqual(dataPointMatch['Match'], 1)

        dataPointNoMatch = self.rule._ruleData.ix['2015-04-28 00:00:00']
        self.assertEqual(dataPointNoMatch['Match'], 0)

    def test_getEquityCount(self):

        equityCount = self.rule._getEquityCount()
        self.assertEqual(equityCount, 1)

        potentialRuleMatches = self.rule._getPotentialRuleMatches()
        self.assertEqual(potentialRuleMatches, 434)

    def test_analyseRule(self):

        self.rule.analyseRule()

        self.assertAlmostEqual(self.rule._matchesPerDay, 0.032, 3)
Esempio n. 5
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class TestCrossingRule(unittest.TestCase):

    @classmethod
    def setUpClass(self):

        Logger.pushLogData("unitTesting", __name__)
        forceWorkingDirectory()

        pyswing.database.overrideDatabase("output/TestCrossingRule.db")
        pyswing.constants.pySwingStartDate = datetime.datetime(2015, 1, 1)

        deleteFile(pyswing.database.pySwingDatabase)

        args = "-n %s" % ("unitTesting")
        createDatabase(args.split())

        pretendDate = datetime.datetime(2015, 9, 1)
        with patch.object(Equity, '_getTodaysDate', return_value=pretendDate) as mock_method:

            self._equityCBA = Equity("WOR.AX")
            self._equityCBA.importData()

        indicatorSMA = IndicatorSMA(self._equityCBA.dataFrame(), "WOR.AX")
        indicatorSMA.updateIndicator()

        indicatorEMA = IndicatorEMA(self._equityCBA.dataFrame(), "WOR.AX")
        indicatorEMA.updateIndicator()


    @classmethod
    def tearDownClass(self):
        deleteFile(pyswing.database.pySwingDatabase)


    def test_CrossingRule(self):

        rule = CrossingRule("Indicator_SMA","SMA_5","Indicator_SMA","SMA_10")
        rule.evaluateRule("WOR.AX")

        dataPointMatch = rule._ruleData.ix['2015-08-28 00:00:00']
        self.assertEqual(dataPointMatch['Match'], 1)

        dataPointMatch = rule._ruleData.ix['2015-08-31 00:00:00']
        self.assertEqual(dataPointMatch['Match'], 0)

        anotherRule = CrossingRule("Indicator_SMA","SMA_5","Indicator_EMA","EMA_50")
        anotherRule.evaluateRule("WOR.AX")

        dataPointMatch = anotherRule._ruleData.ix['2015-07-03 00:00:00']
        self.assertEqual(dataPointMatch['Match'], 1)

        dataPointMatch = anotherRule._ruleData.ix['2015-07-06 00:00:00']
        self.assertEqual(dataPointMatch['Match'], 0)
Esempio n. 6
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class TestExitValuesTrailingStop(unittest.TestCase):
    @classmethod
    def setUpClass(self):

        Logger.pushLogData("unitTesting", __name__)
        forceWorkingDirectory()

        pyswing.database.overrideDatabase(
            "output/TestExitValuesTrailingStop.db")
        pyswing.constants.pySwingStartDate = datetime.datetime(2013, 1, 1)

        deleteFile(pyswing.database.pySwingDatabase)

        args = "-n %s" % ("unitTesting")
        createDatabase(args.split())

        pretendDate = datetime.datetime(2015, 9, 1)
        with patch.object(Equity, '_getTodaysDate',
                          return_value=pretendDate) as mock_method:

            self._equityWOR = Equity("WOR.AX")
            self._equityWOR.importData()

    @classmethod
    def tearDownClass(self):
        deleteFile(pyswing.database.pySwingDatabase)

    def test_ExitValues(self):

        exitValues = ExitValuesTrailingStop("WOR.AX", 0.03, 2)
        exitValues.calculateExitValues()

        dataPointBuyWin = exitValues._buyExitValueDataFrame.ix[
            '2015-07-02 00:00:00']
        self.assertAlmostEqual(dataPointBuyWin['ExitValue'], 1.581, 3)

        dataPointBuyLose = exitValues._buyExitValueDataFrame.ix[
            '2015-07-13 00:00:00']
        self.assertAlmostEqual(dataPointBuyLose['ExitValue'], -1.741, 3)

        dataPointSellWin = exitValues._sellExitValueDataFrame.ix[
            '2015-07-03 00:00:00']
        self.assertAlmostEqual(dataPointSellWin['ExitValue'], 6.000, 3)

        dataPointSellLose = exitValues._sellExitValueDataFrame.ix[
            '2015-07-14 00:00:00']
        self.assertAlmostEqual(dataPointSellLose['ExitValue'], -4.832, 3)

        strategies = getExitStrategies()
        self.assertTrue(len(strategies) == 1)
class TestExitValuesYesterday(unittest.TestCase):
    @classmethod
    def setUpClass(self):

        Logger.pushLogData("unitTesting", __name__)
        forceWorkingDirectory()

        pyswing.database.overrideDatabase("output/TestExitValuesYesterday.db")
        pyswing.constants.pySwingStartDate = datetime.datetime(2013, 1, 1)

        deleteFile(pyswing.database.pySwingDatabase)

        args = "-n %s" % ("unitTesting")
        createDatabase(args.split())

        pretendDate = datetime.datetime(2015, 9, 1)
        with patch.object(Equity, '_getTodaysDate',
                          return_value=pretendDate) as mock_method:

            self._equityWOR = Equity("WOR.AX")
            self._equityWOR.importData()

    @classmethod
    def tearDownClass(self):
        deleteFile(pyswing.database.pySwingDatabase)

    def test_ExitValues(self):

        exitValues = ExitValuesYesterday("WOR.AX", 0.02, 3)
        exitValues.calculateExitValues()

        # Gapped Above Limit (10.308780) on Day 2 (Open=9 and Close=10.358178)
        dataPointBuyWin = exitValues._buyExitValueDataFrame.ix[
            '2015-06-30 00:00:00']
        self.assertAlmostEqual(dataPointBuyWin['ExitValue'], 6.508, 3)

        # Gapped Below Stop (9.453822) on Day 3 (Open=9.580096 and Close=9.453336)
        dataPointBuyLose = exitValues._buyExitValueDataFrame.ix[
            '2015-07-17 00:00:00']
        self.assertAlmostEqual(dataPointBuyLose['ExitValue'], -1.323, 3)

        # Passed Stop (9.803891) on Day 3 (Open=10.212030 and Close=9.803891)
        dataPointSellWin = exitValues._sellExitValueDataFrame.ix[
            '2015-06-26 00:00:00']
        self.assertAlmostEqual(dataPointSellWin['ExitValue'], 3.997, 3)

        # Gapped Above Stop (9.628255) on Day 2 (Open=9.443470 and Close=9.745466)
        dataPointSellLose = exitValues._sellExitValueDataFrame.ix[
            '2015-07-09 00:00:00']
        self.assertAlmostEqual(dataPointSellLose['ExitValue'], -3.198, 3)
class TestExitValuesYesterday(unittest.TestCase):

    @classmethod
    def setUpClass(self):

        Logger.pushLogData("unitTesting", __name__)
        forceWorkingDirectory()

        pyswing.database.overrideDatabase("output/TestExitValuesYesterday.db")
        pyswing.constants.pySwingStartDate = datetime.datetime(2013, 1, 1)

        deleteFile(pyswing.database.pySwingDatabase)

        args = "-n %s" % ("unitTesting")
        createDatabase(args.split())

        pretendDate = datetime.datetime(2015, 9, 1)
        with patch.object(Equity, '_getTodaysDate', return_value=pretendDate) as mock_method:

            self._equityWOR = Equity("WOR.AX")
            self._equityWOR.importData()


    @classmethod
    def tearDownClass(self):
        deleteFile(pyswing.database.pySwingDatabase)


    def test_ExitValues(self):

        exitValues = ExitValuesYesterday("WOR.AX", 0.02, 3)
        exitValues.calculateExitValues()

        # Gapped Above Limit (10.308780) on Day 2 (Open=9 and Close=10.358178)
        dataPointBuyWin = exitValues._buyExitValueDataFrame.ix['2015-06-30 00:00:00']
        self.assertAlmostEqual(dataPointBuyWin['ExitValue'], 6.508, 3)

        # Gapped Below Stop (9.453822) on Day 3 (Open=9.580096 and Close=9.453336)
        dataPointBuyLose = exitValues._buyExitValueDataFrame.ix['2015-07-17 00:00:00']
        self.assertAlmostEqual(dataPointBuyLose['ExitValue'], -1.323, 3)

        # Passed Stop (9.803891) on Day 3 (Open=10.212030 and Close=9.803891)
        dataPointSellWin = exitValues._sellExitValueDataFrame.ix['2015-06-26 00:00:00']
        self.assertAlmostEqual(dataPointSellWin['ExitValue'], 3.997, 3)

        # Gapped Above Stop (9.628255) on Day 2 (Open=9.443470 and Close=9.745466)
        dataPointSellLose = exitValues._sellExitValueDataFrame.ix['2015-07-09 00:00:00']
        self.assertAlmostEqual(dataPointSellLose['ExitValue'], -3.198, 3)
Esempio n. 9
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    def setUpClass(self):

        Logger.pushLogData("unitTesting", __name__)
        forceWorkingDirectory()

        pyswing.globals.potentialRuleMatches = None
        pyswing.globals.equityCount = None

        pyswing.database.overrideDatabase("output/TestMarketRule.db")
        pyswing.constants.pySwingStartDate = datetime.datetime(2014, 1, 1)

        deleteFile(pyswing.database.pySwingDatabase)

        args = "-n %s" % ("unitTesting")
        createDatabase(args.split())

        pretendDate = datetime.datetime(2015, 9, 1)
        with patch.object(Equity, '_getTodaysDate', return_value=pretendDate) as mock_method:

            self._equity = Equity("WOR.AX")
            self._equity.importData()

        indicatorADI = IndicatorADI()
        indicatorADI.updateIndicator()

        self.rule = MarketRule("Indicator_ADI", "ADI > 0")
        self.rule.evaluateRule()
class TestExitValuesTrailingStop(unittest.TestCase):

    @classmethod
    def setUpClass(self):

        Logger.pushLogData("unitTesting", __name__)
        forceWorkingDirectory()

        pyswing.database.overrideDatabase("output/TestExitValuesTrailingStop.db")
        pyswing.constants.pySwingStartDate = datetime.datetime(2013, 1, 1)

        deleteFile(pyswing.database.pySwingDatabase)

        args = "-n %s" % ("unitTesting")
        createDatabase(args.split())

        pretendDate = datetime.datetime(2015, 9, 1)
        with patch.object(Equity, '_getTodaysDate', return_value=pretendDate) as mock_method:

            self._equityWOR = Equity("WOR.AX")
            self._equityWOR.importData()


    @classmethod
    def tearDownClass(self):
        deleteFile(pyswing.database.pySwingDatabase)


    def test_ExitValues(self):

        exitValues = ExitValuesTrailingStop("WOR.AX", 0.03, 2)
        exitValues.calculateExitValues()

        dataPointBuyWin = exitValues._buyExitValueDataFrame.ix['2015-07-02 00:00:00']
        self.assertAlmostEqual(dataPointBuyWin['ExitValue'], 1.581, 3)

        dataPointBuyLose = exitValues._buyExitValueDataFrame.ix['2015-07-13 00:00:00']
        self.assertAlmostEqual(dataPointBuyLose['ExitValue'], -1.741, 3)

        dataPointSellWin = exitValues._sellExitValueDataFrame.ix['2015-07-03 00:00:00']
        self.assertAlmostEqual(dataPointSellWin['ExitValue'], 6.000, 3)

        dataPointSellLose = exitValues._sellExitValueDataFrame.ix['2015-07-14 00:00:00']
        self.assertAlmostEqual(dataPointSellLose['ExitValue'], -4.832, 3)

        strategies = getExitStrategies()
        self.assertTrue(len(strategies) == 1)
Esempio n. 11
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    def setUpClass(self):

        Logger.pushLogData("unitTesting", __name__)
        forceWorkingDirectory()

        pyswing.database.overrideDatabase("output/TestRelativeRule.db")
        pyswing.constants.pySwingStartDate = datetime.datetime(2015, 1, 1)

        deleteFile(pyswing.database.pySwingDatabase)

        args = "-n %s" % ("unitTesting")
        createDatabase(args.split())

        pretendDate = datetime.datetime(2015, 9, 1)
        with patch.object(Equity, '_getTodaysDate', return_value=pretendDate) as mock_method:

            self._equityCBA = Equity("WOR.AX")
            self._equityCBA.importData()
Esempio n. 12
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    def test_importData(self):

        latestDate = self._equityCBA._getLatestDate()
        expectedLatestDate = datetime.datetime(2015, 4, 1)

        self.assertEquals(latestDate, expectedLatestDate)

        pretendDate = datetime.datetime(2015, 5, 1)
        with patch.object(Equity, '_getTodaysDate', return_value=pretendDate) as mock_method:

            self._equityCBA = Equity("CBA.AX")
            self._equityCBA.importData()

            self._equityTLS = Equity("TLS.AX")
            self._equityTLS.importData()

        latestDate = self._equityCBA._getLatestDate()
        expectedLatestDate = datetime.datetime(2015, 5, 1)

        self.assertEquals(latestDate, expectedLatestDate)
Esempio n. 13
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    def setUpClass(self):
        Logger.pushLogData("unitTesting", __name__)
        forceWorkingDirectory()

        pyswing.database.overrideDatabase("output/TestEquity.db")
        pyswing.constants.pySwingStartDate = datetime.datetime(2015, 1, 1)

        deleteFile(pyswing.database.pySwingDatabase)

        args = "-n %s" % ("unitTesting")
        createDatabase(args.split())

        pretendDate = datetime.datetime(2015, 4, 1)
        with patch.object(Equity, '_getTodaysDate', return_value=pretendDate) as mock_method:

            self._equityCBA = Equity("CBA.AX")
            self._equityCBA.importData()

            self._equityTLS = Equity("TLS.AX")
            self._equityTLS.importData()
Esempio n. 14
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class TestIndicatorADI(unittest.TestCase):

    @classmethod
    def setUpClass(self):

        Logger.pushLogData("unitTesting", __name__)
        forceWorkingDirectory()

        pyswing.database.overrideDatabase("output/TestIndicatorADI.db")
        pyswing.constants.pySwingStartDate = datetime.datetime(2014, 1, 1)

        deleteFile(pyswing.database.pySwingDatabase)

        args = "-n %s" % ("unitTesting")
        createDatabase(args.split())

        pretendDate = datetime.datetime(2015, 9, 1)
        with patch.object(Equity, '_getTodaysDate', return_value=pretendDate) as mock_method:

            self._equityCBA = Equity("CBA.AX")
            self._equityCBA.importData()

            self._equityTLS = Equity("TLS.AX")
            self._equityTLS.importData()

    @classmethod
    def tearDownClass(self):
        deleteFile(pyswing.database.pySwingDatabase)


    def test_IndicatorSMA(self):

        indicatorADI = IndicatorADI()

        dataPoint = indicatorADI._indicatorDataFrame.ix['2015-08-31 00:00:00']

        # These tests will fail if the Adjusted Close values change...
        self.assertAlmostEqual(dataPoint['ADI'], -2.00, 2)
        self.assertAlmostEqual(dataPoint['ADI_ROC'], 12.5, 2)
        self.assertAlmostEqual(dataPoint['ADI_EMA'], -1.16, 2)
        self.assertAlmostEqual(dataPoint['ADI_SUM'], -18.0, 2)
Esempio n. 15
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    def test_importData(self):

        latestDate = self._equityCBA._getLatestDate()
        expectedLatestDate = datetime.datetime(2015, 4, 1)

        self.assertEquals(latestDate, expectedLatestDate)

        pretendDate = datetime.datetime(2015, 5, 1)
        with patch.object(Equity, '_getTodaysDate',
                          return_value=pretendDate) as mock_method:

            self._equityCBA = Equity("CBA.AX")
            self._equityCBA.importData()

            self._equityTLS = Equity("TLS.AX")
            self._equityTLS.importData()

        latestDate = self._equityCBA._getLatestDate()
        expectedLatestDate = datetime.datetime(2015, 5, 1)

        self.assertEquals(latestDate, expectedLatestDate)
Esempio n. 16
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class TestIndicatorSMA(unittest.TestCase):

    @classmethod
    def setUpClass(self):

        Logger.pushLogData("unitTesting", __name__)
        forceWorkingDirectory()

        pyswing.database.overrideDatabase("output/TestIndicatorSMA.db")
        pyswing.constants.pySwingStartDate = datetime.datetime(2014, 1, 1)

        deleteFile(pyswing.database.pySwingDatabase)

        args = "-n %s" % ("unitTesting")
        createDatabase(args.split())

        pretendDate = datetime.datetime(2015, 9, 1)
        with patch.object(Equity, '_getTodaysDate', return_value=pretendDate) as mock_method:

            self._equityCBA = Equity("CBA.AX")
            self._equityCBA.importData()

    @classmethod
    def tearDownClass(self):
        deleteFile(pyswing.database.pySwingDatabase)


    def test_IndicatorSMA(self):

        cbaIndicatorSMA = IndicatorSMA(self._equityCBA.dataFrame(), "CBA.AX")

        dataPoint = cbaIndicatorSMA._indicatorDataFrame.ix['2015-08-31 00:00:00']

        # These tests will fail if the Adjusted Close values change...
        self.assertAlmostEqual(dataPoint['SMA_5'], 72.93, 2)
        self.assertAlmostEqual(dataPoint['SMA_10'], 72.96, 2)
        self.assertAlmostEqual(dataPoint['SMA_15'], 73.78, 2)
        self.assertAlmostEqual(dataPoint['SMA_20'], 74.80, 2)
        self.assertAlmostEqual(dataPoint['SMA_50'], 77.72, 2)
        self.assertAlmostEqual(dataPoint['SMA_200'], 78.98, 2)
Esempio n. 17
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class TestIndicatorSMA(unittest.TestCase):
    @classmethod
    def setUpClass(self):

        Logger.pushLogData("unitTesting", __name__)
        forceWorkingDirectory()

        pyswing.database.overrideDatabase("output/TestIndicatorSMA.db")
        pyswing.constants.pySwingStartDate = datetime.datetime(2014, 1, 1)

        deleteFile(pyswing.database.pySwingDatabase)

        args = "-n %s" % ("unitTesting")
        createDatabase(args.split())

        pretendDate = datetime.datetime(2015, 9, 1)
        with patch.object(Equity, '_getTodaysDate',
                          return_value=pretendDate) as mock_method:

            self._equityCBA = Equity("CBA.AX")
            self._equityCBA.importData()

    @classmethod
    def tearDownClass(self):
        deleteFile(pyswing.database.pySwingDatabase)

    def test_IndicatorSMA(self):

        cbaIndicatorSMA = IndicatorSMA(self._equityCBA.dataFrame(), "CBA.AX")

        dataPoint = cbaIndicatorSMA._indicatorDataFrame.ix[
            '2015-08-31 00:00:00']

        # These tests will fail if the Adjusted Close values change...
        self.assertAlmostEqual(dataPoint['SMA_5'], 72.93, 2)
        self.assertAlmostEqual(dataPoint['SMA_10'], 72.96, 2)
        self.assertAlmostEqual(dataPoint['SMA_15'], 73.78, 2)
        self.assertAlmostEqual(dataPoint['SMA_20'], 74.80, 2)
        self.assertAlmostEqual(dataPoint['SMA_50'], 77.72, 2)
        self.assertAlmostEqual(dataPoint['SMA_200'], 78.98, 2)
Esempio n. 18
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class TestIndicatorADI(unittest.TestCase):
    @classmethod
    def setUpClass(self):

        Logger.pushLogData("unitTesting", __name__)
        forceWorkingDirectory()

        pyswing.database.overrideDatabase("output/TestIndicatorADI.db")
        pyswing.constants.pySwingStartDate = datetime.datetime(2014, 1, 1)

        deleteFile(pyswing.database.pySwingDatabase)

        args = "-n %s" % ("unitTesting")
        createDatabase(args.split())

        pretendDate = datetime.datetime(2015, 9, 1)
        with patch.object(Equity, '_getTodaysDate',
                          return_value=pretendDate) as mock_method:

            self._equityCBA = Equity("CBA.AX")
            self._equityCBA.importData()

            self._equityTLS = Equity("TLS.AX")
            self._equityTLS.importData()

    @classmethod
    def tearDownClass(self):
        deleteFile(pyswing.database.pySwingDatabase)

    def test_IndicatorSMA(self):

        indicatorADI = IndicatorADI()

        dataPoint = indicatorADI._indicatorDataFrame.ix['2015-08-31 00:00:00']

        # These tests will fail if the Adjusted Close values change...
        self.assertAlmostEqual(dataPoint['ADI'], -2.00, 2)
        self.assertAlmostEqual(dataPoint['ADI_ROC'], 12.5, 2)
        self.assertAlmostEqual(dataPoint['ADI_EMA'], -1.16, 2)
        self.assertAlmostEqual(dataPoint['ADI_SUM'], -18.0, 2)
Esempio n. 19
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class TestIndicatorMACD(unittest.TestCase):

    @classmethod
    def setUpClass(self):

        Logger.pushLogData("unitTesting", __name__)
        forceWorkingDirectory()

        pyswing.database.overrideDatabase("output/TestIndicatorMACD.db")
        pyswing.constants.pySwingStartDate = datetime.datetime(2014, 1, 1)

        deleteFile(pyswing.database.pySwingDatabase)

        args = "-n %s" % ("unitTesting")
        createDatabase(args.split())

        pretendDate = datetime.datetime(2015, 9, 1)
        with patch.object(Equity, '_getTodaysDate', return_value=pretendDate) as mock_method:

            self._equityCBA = Equity("CBA.AX")
            self._equityCBA.importData()

    @classmethod
    def tearDownClass(self):
        deleteFile(pyswing.database.pySwingDatabase)


    def test_IndicatorMACD(self):

        cbaIndicatorMACD = IndicatorMACD(self._equityCBA.dataFrame(), "CBA.AX")
        cbaIndicatorMACD.updateIndicator()

        dataPoint = cbaIndicatorMACD._indicatorDataFrame.ix['2015-08-31 00:00:00']

        # These tests will fail if the Adjusted Close values change...
        self.assertEqual(dataPoint['Code'], "CBA.AX")
        self.assertAlmostEqual(dataPoint['macd'], -1.59, 2)
        self.assertAlmostEqual(dataPoint['macdsignal'], -1.51, 2)
        self.assertAlmostEqual(dataPoint['macdhist'], -0.09, 2)
class TestMultipleIndicatorRule(unittest.TestCase):
    @classmethod
    def setUpClass(self):

        Logger.pushLogData("unitTesting", __name__)
        forceWorkingDirectory()

        pyswing.database.overrideDatabase("output/TestMultipleIndicatorRule.db")
        pyswing.constants.pySwingStartDate = datetime.datetime(2013, 1, 1)

        deleteFile(pyswing.database.pySwingDatabase)

        args = "-n %s" % ("unitTesting")
        createDatabase(args.split())

        pretendDate = datetime.datetime(2015, 9, 1)
        with patch.object(Equity, "_getTodaysDate", return_value=pretendDate) as mock_method:

            self._equityCBA = Equity("WOR.AX")
            self._equityCBA.importData()

        indicatorSMA = IndicatorSMA(self._equityCBA.dataFrame(), "WOR.AX")
        indicatorSMA.updateIndicator()

    @classmethod
    def tearDownClass(self):
        deleteFile(pyswing.database.pySwingDatabase)

    def test_IndicatorSMA(self):

        rule = MultipleIndicatorRule("Equities", "Indicator_SMA", "t1.Close > t2.SMA_200")

        rule.evaluateRule("WOR.AX")

        dataPointMatch = rule._ruleData.ix["2015-07-03 00:00:00"]
        self.assertEqual(dataPointMatch["Match"], 1)

        dataPointNoMatch = rule._ruleData.ix["2015-07-06 00:00:00"]
        self.assertEqual(dataPointNoMatch["Match"], 0)
Esempio n. 21
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class TestIndicatorMACD(unittest.TestCase):
    @classmethod
    def setUpClass(self):

        Logger.pushLogData("unitTesting", __name__)
        forceWorkingDirectory()

        pyswing.database.overrideDatabase("output/TestIndicatorMACD.db")
        pyswing.constants.pySwingStartDate = datetime.datetime(2014, 1, 1)

        deleteFile(pyswing.database.pySwingDatabase)

        args = "-n %s" % ("unitTesting")
        createDatabase(args.split())

        pretendDate = datetime.datetime(2015, 9, 1)
        with patch.object(Equity, '_getTodaysDate',
                          return_value=pretendDate) as mock_method:

            self._equityCBA = Equity("CBA.AX")
            self._equityCBA.importData()

    @classmethod
    def tearDownClass(self):
        deleteFile(pyswing.database.pySwingDatabase)

    def test_IndicatorMACD(self):

        cbaIndicatorMACD = IndicatorMACD(self._equityCBA.dataFrame(), "CBA.AX")
        cbaIndicatorMACD.updateIndicator()

        dataPoint = cbaIndicatorMACD._indicatorDataFrame.ix[
            '2015-08-31 00:00:00']

        # These tests will fail if the Adjusted Close values change...
        self.assertEqual(dataPoint['Code'], "CBA.AX")
        self.assertAlmostEqual(dataPoint['macd'], -1.59, 2)
        self.assertAlmostEqual(dataPoint['macdsignal'], -1.51, 2)
        self.assertAlmostEqual(dataPoint['macdhist'], -0.09, 2)
Esempio n. 22
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class TestIndicatorSTOCH(unittest.TestCase):

    @classmethod
    def setUpClass(self):

        Logger.pushLogData("unitTesting", __name__)
        forceWorkingDirectory()

        pyswing.database.overrideDatabase("output/TestIndicatorSTOCH.db")
        pyswing.constants.pySwingStartDate = datetime.datetime(2014, 1, 1)

        deleteFile(pyswing.database.pySwingDatabase)

        args = "-n %s" % ("unitTesting")
        createDatabase(args.split())

        pretendDate = datetime.datetime(2015, 9, 1)
        with patch.object(Equity, '_getTodaysDate', return_value=pretendDate) as mock_method:

            self._equityCBA = Equity("CBA.AX")
            self._equityCBA.importData()

    @classmethod
    def tearDownClass(self):
        deleteFile(pyswing.database.pySwingDatabase)


    def test_IndicatorSTOCH(self):

        cbaIndicatorSTOCH = IndicatorSTOCH(self._equityCBA.dataFrame(), "CBA.AX")
        cbaIndicatorSTOCH.updateIndicator()

        dataPoint = cbaIndicatorSTOCH._indicatorDataFrame.ix['2015-08-31 00:00:00']

        self.assertAlmostEqual(dataPoint['slowk'], 74.86, 2)
        self.assertAlmostEqual(dataPoint['slowd'], 73.89, 2)
        self.assertAlmostEqual(dataPoint['STOCH_K_ROC'], 507.42, 2)
        self.assertAlmostEqual(dataPoint['STOCH_D_ROC'], 253.54, 2)
Esempio n. 23
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class TestRelativeRule(unittest.TestCase):

    @classmethod
    def setUpClass(self):

        Logger.pushLogData("unitTesting", __name__)
        forceWorkingDirectory()

        pyswing.database.overrideDatabase("output/TestRelativeRule.db")
        pyswing.constants.pySwingStartDate = datetime.datetime(2015, 1, 1)

        deleteFile(pyswing.database.pySwingDatabase)

        args = "-n %s" % ("unitTesting")
        createDatabase(args.split())

        pretendDate = datetime.datetime(2015, 9, 1)
        with patch.object(Equity, '_getTodaysDate', return_value=pretendDate) as mock_method:

            self._equityCBA = Equity("WOR.AX")
            self._equityCBA.importData()


    @classmethod
    def tearDownClass(self):
        deleteFile(pyswing.database.pySwingDatabase)


    def test_RelativeRule(self):

        rule = RelativeRule("Equities", "Close", -1, Comparison.GreaterThan, 1.01)
        rule.evaluateRule("WOR.AX")

        dataPointMatch = rule._ruleData.ix['2015-08-28 00:00:00']
        self.assertEqual(dataPointMatch['Match'], 1)

        dataPointMatch = rule._ruleData.ix['2015-08-31 00:00:00']
        self.assertEqual(dataPointMatch['Match'], 0)
Esempio n. 24
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class TestIndicatorADX(unittest.TestCase):

    @classmethod
    def setUpClass(self):

        Logger.pushLogData("unitTesting", __name__)
        forceWorkingDirectory()

        pyswing.database.overrideDatabase("output/TestIndicatorAROON.db")
        pyswing.constants.pySwingStartDate = datetime.datetime(2014, 1, 1)

        deleteFile(pyswing.database.pySwingDatabase)

        args = "-n %s" % ("unitTesting")
        createDatabase(args.split())

        pretendDate = datetime.datetime(2015, 9, 1)
        with patch.object(Equity, '_getTodaysDate', return_value=pretendDate) as mock_method:

            self._equityCBA = Equity("CBA.AX")
            self._equityCBA.importData()

    @classmethod
    def tearDownClass(self):
        deleteFile(pyswing.database.pySwingDatabase)


    def test_IndicatorADX(self):

        cbaIndicatorAROON = IndicatorAROON(self._equityCBA.dataFrame(), "CBA.AX")
        cbaIndicatorAROON.updateIndicator()

        dataPoint = cbaIndicatorAROON._indicatorDataFrame.ix['2015-08-31 00:00:00']

        self.assertEqual(dataPoint['Code'], "CBA.AX")
        self.assertAlmostEqual(dataPoint['aroondown'], 71.43, 2)
        self.assertAlmostEqual(dataPoint['aroonup'], 35.71, 2)
    def setUpClass(self):

        Logger.pushLogData("unitTesting", __name__)
        forceWorkingDirectory()

        pyswing.database.overrideDatabase("output/TestMultipleIndicatorRule.db")
        pyswing.constants.pySwingStartDate = datetime.datetime(2013, 1, 1)

        deleteFile(pyswing.database.pySwingDatabase)

        args = "-n %s" % ("unitTesting")
        createDatabase(args.split())

        pretendDate = datetime.datetime(2015, 9, 1)
        with patch.object(Equity, "_getTodaysDate", return_value=pretendDate) as mock_method:

            self._equityCBA = Equity("WOR.AX")
            self._equityCBA.importData()

        indicatorSMA = IndicatorSMA(self._equityCBA.dataFrame(), "WOR.AX")
        indicatorSMA.updateIndicator()
Esempio n. 26
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class TestEquity(unittest.TestCase):
    @classmethod
    def setUpClass(self):
        Logger.pushLogData("unitTesting", __name__)
        forceWorkingDirectory()

        pyswing.database.overrideDatabase("output/TestEquity.db")
        pyswing.constants.pySwingStartDate = datetime.datetime(2015, 1, 1)

        deleteFile(pyswing.database.pySwingDatabase)

        args = "-n %s" % ("unitTesting")
        createDatabase(args.split())

        pretendDate = datetime.datetime(2015, 4, 1)
        with patch.object(Equity, '_getTodaysDate',
                          return_value=pretendDate) as mock_method:

            self._equityCBA = Equity("CBA.AX")
            self._equityCBA.importData()

            self._equityTLS = Equity("TLS.AX")
            self._equityTLS.importData()

    @classmethod
    def tearDownClass(self):
        deleteFile(pyswing.database.pySwingDatabase)

    def test_importData(self):

        latestDate = self._equityCBA._getLatestDate()
        expectedLatestDate = datetime.datetime(2015, 4, 1)

        self.assertEquals(latestDate, expectedLatestDate)

        pretendDate = datetime.datetime(2015, 5, 1)
        with patch.object(Equity, '_getTodaysDate',
                          return_value=pretendDate) as mock_method:

            self._equityCBA = Equity("CBA.AX")
            self._equityCBA.importData()

            self._equityTLS = Equity("TLS.AX")
            self._equityTLS.importData()

        latestDate = self._equityCBA._getLatestDate()
        expectedLatestDate = datetime.datetime(2015, 5, 1)

        self.assertEquals(latestDate, expectedLatestDate)

    def test_dataFrame(self):

        cbaData = self._equityCBA.dataFrame()

        # https://au.finance.yahoo.com/q/hp?s=CBA.AX&a=00&b=1&c=2015&d=02&e=6&f=2015&g=d
        # Date	        Open	High	Low	    Close	Volume	    Adj Close*
        # 2 Mar 2015	91.40	92.61	91.14	92.05	2,130,100	85.09

        dayData = cbaData.ix['2015-03-02 00:00:00']

        open = dayData.Open
        close = dayData.Close
        high = dayData.High
        low = dayData.Low
        volume = dayData.Volume

        # These tests will fail if the Adjusted Close values change...
        self.assertAlmostEqual(open, 84.49, 2)  # 91.40 * (85.09 / 92.05)
        self.assertAlmostEqual(close, 85.09, 2)

        self.assertEqual(volume, 2130100)
Esempio n. 27
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def updateIndicators(argv):
    """
    Update Indicators.

    :param argv: Command Line Parameters.

    -n = Name

    Example:

    python -m pyswing.UpdateIndicators -n asx
    """

    Logger.log(logging.INFO, "Log Script Call", {"scope": __name__, "arguments": " ".join(argv)})
    Logger.pushLogData("script", __name__)

    marketName = ""

    try:
        shortOptions = "n:dh"
        longOptions = ["marketName=", "debug", "help"]
        opts, __ = getopt.getopt(argv, shortOptions, longOptions)
    except getopt.GetoptError as e:
        Logger.log(logging.ERROR, "Error Reading Options", {"scope": __name__, "exception": str(e)})
        usage()
        sys.exit(2)

    for opt, arg in opts:
        if opt in ("-d", "--debug"):
            Logger().setLevel(logging.DEBUG)
        elif opt in ("-h", "--help"):
            print("?")
            usage()
            sys.exit()
        elif opt in ("-n", "--marketName"):
            marketName = arg

    if marketName != "":

        pyswing.database.initialiseDatabase(marketName)

        Logger.log(logging.INFO, "Update Indicators", {"scope": __name__, "market": marketName})

        tickerCodesRelativeFilePath = "resources/%s.txt" % (marketName)

        market = Market(tickerCodesRelativeFilePath)

        # Market Indicators
        adiIndicator = IndicatorADI()
        adiIndicator.updateIndicator()

        # Equity Indicators
        for index, row in market.tickers.iterrows():
            tickerCode = row[0]
            equity = Equity(tickerCode)
            equityDataFrame = equity.dataFrame()

            smaIndicator = IndicatorSMA(equityDataFrame, tickerCode)
            smaIndicator.updateIndicator()

            emaIndicator = IndicatorEMA(equityDataFrame, tickerCode)
            emaIndicator.updateIndicator()

            bbIndicator = IndicatorBB20(equityDataFrame, tickerCode)
            bbIndicator.updateIndicator()

            rocIndicator = IndicatorROC(equityDataFrame, tickerCode)
            rocIndicator.updateIndicator()

            macdIndicator = IndicatorMACD(equityDataFrame, tickerCode)
            macdIndicator.updateIndicator()

            stochIndicator = IndicatorSTOCH(equityDataFrame, tickerCode)
            stochIndicator.updateIndicator()

            rsiIndicator = IndicatorRSI(equityDataFrame, tickerCode)
            rsiIndicator.updateIndicator()

            adxIndicator = IndicatorADX(equityDataFrame, tickerCode)
            adxIndicator.updateIndicator()

            aroonIndicator = IndicatorAROON(equityDataFrame, tickerCode)
            aroonIndicator.updateIndicator()

            dxIndicator = IndicatorDX(equityDataFrame, tickerCode)
            dxIndicator.updateIndicator()

        TeamCity.setBuildResultText("Updated Indicators")

    else:
        Logger.log(logging.ERROR, "Missing Options", {"scope": __name__, "options": str(argv)})
        usage()
        sys.exit(2)
Esempio n. 28
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class TestEquity(unittest.TestCase):

    @classmethod
    def setUpClass(self):
        Logger.pushLogData("unitTesting", __name__)
        forceWorkingDirectory()

        pyswing.database.overrideDatabase("output/TestEquity.db")
        pyswing.constants.pySwingStartDate = datetime.datetime(2015, 1, 1)

        deleteFile(pyswing.database.pySwingDatabase)

        args = "-n %s" % ("unitTesting")
        createDatabase(args.split())

        pretendDate = datetime.datetime(2015, 4, 1)
        with patch.object(Equity, '_getTodaysDate', return_value=pretendDate) as mock_method:

            self._equityCBA = Equity("CBA.AX")
            self._equityCBA.importData()

            self._equityTLS = Equity("TLS.AX")
            self._equityTLS.importData()

    @classmethod
    def tearDownClass(self):
        deleteFile(pyswing.database.pySwingDatabase)


    def test_importData(self):

        latestDate = self._equityCBA._getLatestDate()
        expectedLatestDate = datetime.datetime(2015, 4, 1)

        self.assertEquals(latestDate, expectedLatestDate)

        pretendDate = datetime.datetime(2015, 5, 1)
        with patch.object(Equity, '_getTodaysDate', return_value=pretendDate) as mock_method:

            self._equityCBA = Equity("CBA.AX")
            self._equityCBA.importData()

            self._equityTLS = Equity("TLS.AX")
            self._equityTLS.importData()

        latestDate = self._equityCBA._getLatestDate()
        expectedLatestDate = datetime.datetime(2015, 5, 1)

        self.assertEquals(latestDate, expectedLatestDate)


    def test_dataFrame(self):

        cbaData = self._equityCBA.dataFrame()

        # https://au.finance.yahoo.com/q/hp?s=CBA.AX&a=00&b=1&c=2015&d=02&e=6&f=2015&g=d
        # Date	        Open	High	Low	    Close	Volume	    Adj Close*
        # 2 Mar 2015	91.40	92.61	91.14	92.05	2,130,100	85.09

        dayData = cbaData.ix['2015-03-02 00:00:00']

        open = dayData.Open
        close = dayData.Close
        high = dayData.High
        low = dayData.Low
        volume = dayData.Volume

        # These tests will fail if the Adjusted Close values change...
        self.assertAlmostEqual(open, 84.49, 2) # 91.40 * (85.09 / 92.05)
        self.assertAlmostEqual(close, 85.09, 2)

        self.assertEqual(volume, 2130100)
Esempio n. 29
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def updateIndicators(argv):
    """
    Update Indicators.

    :param argv: Command Line Parameters.

    -n = Name

    Example:

    python -m pyswing.UpdateIndicators -n asx
    """

    Logger.log(logging.INFO, "Log Script Call", {
        "scope": __name__,
        "arguments": " ".join(argv)
    })
    Logger.pushLogData("script", __name__)

    marketName = ""

    try:
        shortOptions = "n:dh"
        longOptions = ["marketName=", "debug", "help"]
        opts, __ = getopt.getopt(argv, shortOptions, longOptions)
    except getopt.GetoptError as e:
        Logger.log(logging.ERROR, "Error Reading Options", {
            "scope": __name__,
            "exception": str(e)
        })
        usage()
        sys.exit(2)

    for opt, arg in opts:
        if opt in ("-d", "--debug"):
            Logger().setLevel(logging.DEBUG)
        elif opt in ("-h", "--help"):
            print("?")
            usage()
            sys.exit()
        elif opt in ("-n", "--marketName"):
            marketName = arg

    if marketName != "":

        pyswing.database.initialiseDatabase(marketName)

        Logger.log(logging.INFO, "Update Indicators", {
            "scope": __name__,
            "market": marketName
        })

        tickerCodesRelativeFilePath = "resources/%s.txt" % (marketName)

        market = Market(tickerCodesRelativeFilePath)

        # Market Indicators
        adiIndicator = IndicatorADI()
        adiIndicator.updateIndicator()

        # Equity Indicators
        for index, row in market.tickers.iterrows():
            tickerCode = row[0]
            equity = Equity(tickerCode)
            equityDataFrame = equity.dataFrame()

            smaIndicator = IndicatorSMA(equityDataFrame, tickerCode)
            smaIndicator.updateIndicator()

            emaIndicator = IndicatorEMA(equityDataFrame, tickerCode)
            emaIndicator.updateIndicator()

            bbIndicator = IndicatorBB20(equityDataFrame, tickerCode)
            bbIndicator.updateIndicator()

            rocIndicator = IndicatorROC(equityDataFrame, tickerCode)
            rocIndicator.updateIndicator()

            macdIndicator = IndicatorMACD(equityDataFrame, tickerCode)
            macdIndicator.updateIndicator()

            stochIndicator = IndicatorSTOCH(equityDataFrame, tickerCode)
            stochIndicator.updateIndicator()

            rsiIndicator = IndicatorRSI(equityDataFrame, tickerCode)
            rsiIndicator.updateIndicator()

            adxIndicator = IndicatorADX(equityDataFrame, tickerCode)
            adxIndicator.updateIndicator()

            aroonIndicator = IndicatorAROON(equityDataFrame, tickerCode)
            aroonIndicator.updateIndicator()

            dxIndicator = IndicatorDX(equityDataFrame, tickerCode)
            dxIndicator.updateIndicator()

        TeamCity.setBuildResultText("Updated Indicators")

    else:
        Logger.log(logging.ERROR, "Missing Options", {
            "scope": __name__,
            "options": str(argv)
        })
        usage()
        sys.exit(2)
Esempio n. 30
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from pyswing.objects.equity import Equity
cbaEquity = Equity("CBA.AX")
cbaEquity.dataFrame().query("Date > '2015-01-01 00:00:00'").plot(
    y=['Close'], title='CBA Close 2015')

import pyswing.database
import sqlite3
from pandas.io.sql import read_sql_query
pyswing.database.initialiseDatabase("ftse")
connection = sqlite3.connect(pyswing.database.pySwingDatabase)
query = "select * from Indicator_ROC WHERE CODE = 'AAL.L'"
cbaEquityData = read_sql_query(query, connection, 'Date')
connection.close()
cbaEquityData.query("Date > '2010-01-01 00:00:00'").plot(
    y=['ROC_5', 'ROC_10', 'ROC_20'], title='Hello!')

import pyswing.database
import sqlite3
from pandas.io.sql import read_sql_query
connection = sqlite3.connect(pyswing.database.pySwingDatabase)
query = "select b.*, e.Close from Indicator_BB20 b inner join Equities e on b.Date = e.Date and b.Code = e.Code and b.Date > '2015-03-01 00:00:00' and b.Code = 'CBA.AX'"
cbaEquityData = read_sql_query(query, connection, 'Date')
connection.close()
cbaEquityData.query("Date > '2015-01-01 00:00:00'").plot(
    y=['upperband', 'middleband', 'lowerband', 'Close'],
    title='CBA BBAND 2015')

import pyswing.database
import sqlite3
from pandas.io.sql import read_sql_query
connection = sqlite3.connect("output/TestMultipleIndicatorRule.db")
Esempio n. 31
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from pyswing.objects.equity import Equity
cbaEquity = Equity("CBA.AX")
cbaEquity.dataFrame().query("Date > '2015-01-01 00:00:00'").plot(y=['Close'], title='CBA Close 2015')

import pyswing.database
import sqlite3
from pandas.io.sql import read_sql_query
pyswing.database.initialiseDatabase("ftse")
connection = sqlite3.connect(pyswing.database.pySwingDatabase)
query = "select * from Indicator_ROC WHERE CODE = 'AAL.L'"
cbaEquityData = read_sql_query(query, connection, 'Date')
connection.close()
cbaEquityData.query("Date > '2010-01-01 00:00:00'").plot(y=['ROC_5','ROC_10','ROC_20'], title='Hello!')

import pyswing.database
import sqlite3
from pandas.io.sql import read_sql_query
connection = sqlite3.connect(pyswing.database.pySwingDatabase)
query = "select b.*, e.Close from Indicator_BB20 b inner join Equities e on b.Date = e.Date and b.Code = e.Code and b.Date > '2015-03-01 00:00:00' and b.Code = 'CBA.AX'"
cbaEquityData = read_sql_query(query, connection, 'Date')
connection.close()
cbaEquityData.query("Date > '2015-01-01 00:00:00'").plot(y=['upperband','middleband','lowerband','Close'], title='CBA BBAND 2015')

import pyswing.database
import sqlite3
from pandas.io.sql import read_sql_query
connection = sqlite3.connect("output/TestMultipleIndicatorRule.db")
query = "select e.Date, Close, SMA_200 from Equities e inner join Indicator_SMA i on e.Date = i.Date and e.Code = i.Code"
cbaEquityData = read_sql_query(query, connection, 'Date')
connection.close()
Esempio n. 32
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def importData(argv):
    """
    Import Share Data.

    :param argv: Command Line Parameters.

    -n = Name

    Example:

    python -m pyswing.ImportData -n asx
    """

    Logger.log(logging.INFO, "Log Script Call", {
        "scope": __name__,
        "arguments": " ".join(argv)
    })
    Logger.pushLogData("script", __name__)

    marketName = ""

    try:
        shortOptions = "n:dh"
        longOptions = ["marketName=", "debug", "help"]
        opts, __ = getopt.getopt(argv, shortOptions, longOptions)
    except getopt.GetoptError as e:
        Logger.log(logging.ERROR, "Error Reading Options", {
            "scope": __name__,
            "exception": str(e)
        })
        usage()
        sys.exit(2)

    for opt, arg in opts:
        if opt in ("-d", "--debug"):
            Logger().setLevel(logging.DEBUG)
        elif opt in ("-h", "--help"):
            print("?")
            usage()
            sys.exit()
        elif opt in ("-n", "--marketName"):
            marketName = arg

    if marketName != "":

        pyswing.database.initialiseDatabase(marketName)

        Logger.log(logging.INFO, "Import Market Data", {
            "scope": __name__,
            "market": marketName
        })

        tickerCodesRelativeFilePath = "resources/%s.txt" % (marketName)

        market = Market(tickerCodesRelativeFilePath)

        for index, row in market.tickers.iterrows():
            equity = Equity(row[0])
            equity.importData()

        TeamCity.setBuildResultText("Imported Data from Yahoo")

    else:
        Logger.log(logging.ERROR, "Missing Options", {
            "scope": __name__,
            "options": str(argv)
        })
        usage()
        sys.exit(2)