import os
import sys
METHOD_MODULE_PATH = os.path.abspath('../..')
sys.path.insert(1, METHOD_MODULE_PATH)
import method.algofuncs as _af
import method.JavCan as jModel
DATA_PATH = os.path.abspath('../../vn-stock-data/VNX/')
# vn30_ticker = _af.getListVN30()
vnx_file = os.path.abspath('../../vn-stock-data/VNX.csv')
hose_ticker = _af.getHOSETickers(vnx_file)
for ticker_id in hose_ticker:
ticker_data = _af.get_pricing_by_path(DATA_PATH + '/' + ticker_id + '.csv',
'2021-07-01')
_1hit_data = ticker_data.tail(3)
new_data = jModel.convertToJapanCandle(_1hit_data)
prices = new_data.Close
opens = new_data.Open
bodies = new_data.Body
ups = new_data.UpShadow
lows = new_data.LowerShadow
height = new_data.Height
isUmbrellaCandlestick = jModel.isUmbrellaCandlestick(
bodies[-2], height[-2], ups[-2], lows[-2])
isWhiteCandlestick = jModel.isWhiteCandlestick(opens[-1], prices[-1])
if isUmbrellaCandlestick is True and isWhiteCandlestick is True and prices[
-1] > prices[-2]:
print(ticker_id)
self.data.LowerShadow)
# if np.datetime64(self.data.Date[-1]) == np.datetime64('2018-07-12T00:00:00.000000000'):
# t4 = jModel.isMorningStarsPattern(self.data.Open, self.data.Close, self.data.High, self.data.Low, self.data.Body, self.data.Height, self.data.UpShadow, self.data.LowerShadow)
# print('today - isMorningStarsPattern - ' + str(t4))
# print(jModel.isBlackCandlestick(self.data.Open[-3], self.data.Close[-3]))
# print(jModel.isBodyOver45(self.data.Body[-3], self.data.Height[-3]))
# print(jModel.isBodyLess35(self.data.Body[-2], self.data.Height[-2]))
# print(jModel.isWhiteCandlestick(self.data.Open[-1], self.data.Close[-1]))
# exit()
if hasBuySignal is not False and self.orderPending is False:
self.buy()
self.orderPending = True
if hasSellSignal is not False and self.orderPending is True:
self.position.close()
self.orderPending = False
DATA_PATH = os.path.abspath('../../vn-stock-data/VNX/')
ticker_id = 'VRE'
ticker_data = _af.get_pricing_by_path(DATA_PATH + '/' + ticker_id + '.csv',
'2018-01-01')
new_data = jModel.convertToJapanCandle(ticker_data)
bt = Backtest(ticker_data, Harami, commission=.005, exclusive_orders=False)
stats = bt.run()
print(stats)
# print(stats['_trades'])
bt.plot()
if len(ticker) != 3:
continue
_volume = ticker_data['nmTotalTradedQty']
_minVol = getMinVolumeByTime()
if type(_volume) is not int or _volume < _minVol:
continue
open = ticker_data['openPrice']
close = ticker_data['matchedPrice']
highest = ticker_data['highest']
lowest = ticker_data['lowest']
total_height = highest - lowest
body = abs(close - open)
head = _upf(close, open, highest)
tail = _botf(close, open, lowest)
condition1 = True if tail > 0.65 * total_height else False
condition2 = True if total_height > 0.05 * close else False
# today has a long tail
if condition1 is True:
# print(ticker)
if condition2 is True:
# print(ticker)
history_ticker_data = stockHistory.getStockHistoryData(
ticker) # not include today data
# # print(history_ticker_data)
htd = jModel.convertToJapanCandle(history_ticker_data)
_close = htd.Close.to_numpy()
isDownTrend = jModel.isDownTrendV2ByRSI(_close)
if isDownTrend is True:
# print(ticker)
sendTelegramMessage(ticker)