def rsi_buy(ticker):
my_list = rh.account.build_holdings()
if my_list.get(ticker) == None :
got_it = False
close = []
dfh = rh.get_historicals(ticker,'day','regular') # list of dictionaries # gets the daily candlesticks
for key in dfh:
close.append(float(key['close_price']))
data = np.array(close)
if(len(close) > rsiPeriod):
rsi_list = list(ti.rsi(data,rsiPeriod))
print("Latest RSI value: {}".format(rsi_list[len(rsi_list) - 1]))
print("")
if rsi_list[len(rsi_list) - 1] <= 31 and not got_it: # sell the stock less than 32
os.system('python robin_calls.py buy 1 '+ticker) #using the robin_calls module's terminal command from click group
got_it = True
if rsi_list[len(rsi_list) - 1] >= 69 and got_it: # buy the stock greater than 69
os.system('python robin_calls.py sell 1 '+ticker)
got_it = False
else:
close = []
dfh = rh.get_historicals(ticker,'day','regular') # list of dictionaries
for key in dfh:
close.append(float(key['close_price']))
data = np.array(close)
rsi_list = list((ti.rsi(data,rsiPeriod)))
print("Ticker: "+ticker)
print("Latest RSI value: {}".format(rsi_list[len(rsi_list) - 1]))
print("")
print("Number of shares: " + my_list.get(ticker).get('quantity'))
print("")
if __name__ == "__main__":
api = tradeapi.REST(key_id = 'fromAlpacaAPI',secret_key = 'fromAlpacaAPI',base_url = 'https://paper-api.alpaca.markets',api_version = 'v2')
clock = api.get_clock() # seperate API to check when the market is open
rh.login("email","password",store_session = True)
rh.cancel_all_stock_orders() #cancels all the orders that may have been remaining from the previous day
print("==================================")
while clock.is_open:
main()
time.sleep(20)
for val in rh.account.build_holdings():
print("Ticker: {}".format(val))
print("#:{}".format((rh.account.build_holdings()[val]['quantity'][0])))
"""
async def run():
while True:
time_string = time.strftime("%m/%d/%Y, %H:%M:%S", time.localtime())
# POST TIME
print("\nGetting historical quotes on {}".format(time_string))
# This gets the last 60 days including today.
five_min_day_yahoo = yahoo_finance.get_stock_history(stock_ticker, "5m")
# Create list of closing prices from RH API
close_prices = []
[close_prices.append(float(key['close_price'])) for key in day_year_quotes["results"][0]["historicals"]]
# Get stock quote
quote_data = rh.get_quote(stock_ticker)
# Get latest trade price
latest_trade_price = get_latest_trading_price(quote_data)
# Manually insert LATEST TRADE PRICE to CLOSE PRICES to calculate RSI better.
close_prices.append(float(latest_trade_price))
# Create Numpy DataFrame
DAILY_DATA = np.array(close_prices)
FIVEMIN_DATA = np.array(five_min_day_yahoo)
# Get stock instrument
instrument = rh.instruments(stock_ticker)[0]
# Calculate Indicator
indicator_period = 3
rsi = ti.rsi(DAILY_DATA, period=indicator_period)
rsi_5 = ti.rsi(FIVEMIN_DATA, period=indicator_period)
trade_logic_data = {"LTP": str(latest_trade_price), 'RSI':rsi, "RSI_5":rsi_5, }
print("Previous daily RSIs")
get_list_of_rsi(DAILY_DATA, rsi)
print("-----------------------")
print("Previous 5 minute RSIs")
get_list_of_rsi(FIVEMIN_DATA, rsi_5)
## BUYING LOGIC
robinhood_function.buy_stock(trade_logic_data, instrument, user, rh, quote_data)
## SELLING LOGIC
robinhood_function.sell_stock(trade_logic_data, instrument, user, rh, quote_data)
# Call this method again every 5 minutes for new price changes
print()
print()
await asyncio.sleep(config.SLEEP)
def rsi(self, name='rsi', period=14):
if len(self.df_ohlc) > period:
self._add_column_to_ohlc(
name, ti.rsi(self.df_ohlc.priceclose.values, period))
return True
else:
return False
def rsi(ticker):
rsiPeriod = 14
close = []
dfh = rh.get_historicals(ticker,'day','regular') # list of dictionaries
for key in dfh:
close.append(float(key['close_price']))
data = np.array(close)
if(len(close) > rsiPeriod):
rsi_list = list((ti.rsi(data,rsiPeriod)))
#print("Ticker: "+ticker)
#print("Latest RSI value: {}".format(rsi_list[len(rsi_list) - 1]))
#print("")
if rsi_list[len(rsi_list) - 1] <= 31:
#os.system('python robin_calls.py buy 1 '+ticker)
#got_it = True
return True
if rsi_list[len(rsi_list) - 1] >= 69:
#os.system('python robin_calls.py sell 1 '+ticker)
#got_it = False
return True
return False
async def evaluate(self, cryptocurrency, symbol, time_frame, candle_data, candle):
if candle_data is not None and len(candle_data) > self.period_length:
rsi_v = tulipy.rsi(candle_data, period=self.period_length)
if len(rsi_v) and not math.isnan(rsi_v[-1]):
long_trend = EvaluatorUtil.TrendAnalysis.get_trend(rsi_v, self.long_term_averages)
short_trend = EvaluatorUtil.TrendAnalysis.get_trend(rsi_v, self.short_term_averages)
# check if trend change
if short_trend > 0 > long_trend:
# trend changed to up
self.set_eval_note(-short_trend)
elif long_trend > 0 > short_trend:
# trend changed to down
self.set_eval_note(short_trend)
# use RSI current value
last_rsi_value = rsi_v[-1]
if last_rsi_value > 50:
self.set_eval_note(rsi_v[-1] / 200)
else:
self.set_eval_note((rsi_v[-1] - 100) / 200)
await self.evaluation_completed(cryptocurrency, symbol, time_frame,
eval_time=evaluators_util.get_eval_time(full_candle=candle,
time_frame=time_frame))
return
self.eval_note = commons_constants.START_PENDING_EVAL_NOTE
await self.evaluation_completed(cryptocurrency, symbol, time_frame,
eval_time=evaluators_util.get_eval_time(full_candle=candle,
time_frame=time_frame))
def eval_impl(self):
period_length = 14
if len(self.data[PriceIndexes.IND_PRICE_CLOSE.value]) > period_length:
rsi_v = tulipy.rsi(self.data[PriceIndexes.IND_PRICE_CLOSE.value],
period=period_length)
if len(rsi_v) and not math.isnan(rsi_v[-1]):
long_trend = TrendAnalysis.get_trend(rsi_v,
self.long_term_averages)
short_trend = TrendAnalysis.get_trend(rsi_v,
self.short_term_averages)
# check if trend change
if short_trend > 0 > long_trend:
# trend changed to up
self.set_eval_note(-short_trend)
elif long_trend > 0 > short_trend:
# trend changed to down
self.set_eval_note(short_trend)
# use RSI current value
last_rsi_value = rsi_v[-1]
if last_rsi_value > 50:
self.set_eval_note(rsi_v[-1] / 200)
else:
self.set_eval_note((rsi_v[-1] - 100) / 200)
async def ohlcv_callback(self, exchange: str, exchange_id: str,
symbol: str, time_frame, candle):
period_length = 14
candle_data = self.get_symbol_candles(exchange, exchange_id, symbol, time_frame).\
get_symbol_close_candles(period_length).base
if candle_data is not None and len(candle_data) > period_length:
rsi_v = tulipy.rsi(candle_data, period=period_length)
if len(rsi_v) and not math.isnan(rsi_v[-1]):
long_trend = TrendAnalysis.get_trend(rsi_v,
self.long_term_averages)
short_trend = TrendAnalysis.get_trend(rsi_v,
self.short_term_averages)
# check if trend change
if short_trend > 0 > long_trend:
# trend changed to up
self.set_eval_note(-short_trend)
elif long_trend > 0 > short_trend:
# trend changed to down
self.set_eval_note(short_trend)
# use RSI current value
last_rsi_value = rsi_v[-1]
if last_rsi_value > 50:
self.set_eval_note(rsi_v[-1] / 200)
else:
self.set_eval_note((rsi_v[-1] - 100) / 200)
await self.evaluation_completed(self.cryptocurrency, symbol,
time_frame)
def get_rsi(self, stock, loadHist=False):
# this function calculates the RSI value
self._L.info('\n\n### RSI TREND ANALYSIS (%s for %s) ###' %
(stock.name, stock.direction))
while True:
if loadHist:
self.load_historical_data(stock,
interval=gvars.fetchItval['little'])
# calculations
rsi = ti.rsi(stock.df.close.values, 14) # it uses 14 periods
rsi = rsi[-1]
if (stock.direction == 'buy') and ((rsi > 50) and (rsi < 80)):
self._L.info('OK: RSI is %.2f' % rsi)
return True, rsi
elif (stock.direction == 'sell') and ((rsi < 50) and (rsi > 20)):
self._L.info('OK: RSI is %.2f' % rsi)
return True, rsi
else:
self._L.info('RSI: %.0f, waiting (dir: %s)' %
(rsi, stock.direction))
self.timeout += gvars.sleepTimes['RS']
time.sleep(gvars.sleepTimes['RS'])
return False
def run(sc):
global enteredTrade
global rsiPeriod
print("Getting historical quotes")
# Get 5 minute bar data for Ford stock
historical_quotes = rh.get_historical_quotes("F", "5minute", "day")
closePrices = []
#format close prices for RSI
currentIndex = 0
for key in historical_quotes["results"][0]["historicals"]:
if (currentIndex >=
len(historical_quotes["results"][0]["historicals"]) -
(rsiPeriod + 1)):
closePrices.append(float(key['close_price']))
currentIndex += 1
DATA = np.array(closePrices)
print(len(closePrices))
if (len(closePrices) > (rsiPeriod)):
#Calculate RSI
rsi = ti.rsi(DATA, period=rsiPeriod)
instrument = rh.instruments("F")[0]
#If rsi is less than or equal to 30 buy
if rsi[len(rsi) - 1] <= 30 and not enteredTrade:
print("Buying RSI is below 30!")
rh.place_buy_order(instrument, 1)
enteredTrade = True
#Sell when RSI reaches 70
if rsi[len(rsi) - 1] >= 70 and enteredTrade:
print("Selling RSI is above 70!")
rh.place_sell_order(instrument, 1)
enteredTrade = False
print(rsi)
#call this method again every 5 minutes for new price changes
s.enter(300, 1, run, (sc, ))
def return_ifr(tick,inicio='2014-01-01',fim=date.today(),window=7,colum='ifr'):
df=wb.DataReader(tick,'yahoo',inicio,fim)
#retorna o indice de força relativa
ifrs = ti.rsi(df['Close'].values,window)
#Cria o DataFrame com os valores da media movel e usa a data como indice
ifrs = pd.DataFrame(data = ifrs, index = df.index[(window):], columns=[colum])
return ifrs
def performance_indicators(df, period):
# generate the performance indicators
data = df.astype('float64')
rsi = ti.rsi(data['day_close'].values, period)
rsi = np.insert(rsi, 0, [np.nan for i in range(period)])
wma = ti.wma(data['day_close'].values, period=period)
wma = np.insert(wma, 0, [np.nan for i in range(period - 1)])
vwma = ti.vwma(close=data['day_close'].values,
volume=data['day_volume'].values,
period=period)
vwma = np.insert(vwma, 0, [np.nan for i in range(period - 1)])
willr = ti.willr(high=data['day_high'].values,
low=data['day_low'].values,
close=data['day_close'].values,
period=period)
willr = np.insert(willr, 0, [np.nan for i in range(period - 1)])
stddev = ti.stddev(data['day_close'].values, period=period)
stddev = np.insert(stddev, 0, [np.nan for i in range(period - 1)])
# set the performance indicator data
df[f'{period}days_rsi'] = rsi
df[f'{period}days_wma'] = wma
df[f'{period}days_vwma'] = vwma
df[f'{period}days_willr'] = willr
df[f'{period}days_stddev'] = stddev
return df
def test_for_dataset_psar(acc_step, acc_max, file_name,
should_display_metric_visuals):
# load data
with open(file_name, 'r') as history_json_file:
history = json.load(history_json_file)
print('Loaded ' + str(len(history['Data'])) + ' minutes of currency data.')
# Create the pandas DataFrames for price time-series fields
price_df = pd.DataFrame(history['Data'])
price_open = price_df['open'].tolist()
price_close = price_df['close'].tolist()
price_high = price_df['high'].tolist()
price_low = price_df['low'].tolist()
print('History data frame loaded')
# Create numpy array
price_list_np_array = np.array(price_open)
# Expose info about tulip indicator for
tulip_util.print_info(ti.rsi)
tulip_util.print_info(ti.psar)
# Try out tulip indicator on numpy array
rsi = ti.rsi(price_list_np_array, 120)
# high_low = np.array([price_high, price_low], np.int32)
price_high_np = np.array(price_high)
price_low_np = np.array(price_low)
# Run PSAR
psar = ti.psar(high=price_high_np,
low=price_low_np,
acceleration_factor_step=acc_step,
acceleration_factor_maximum=acc_max)
# Calculate total potential gains of time-series
print("Total potential gains: " +
str(test_util.calculate_potential_gains(price_df)))
# Run desired test
# test_metrics_instance = run_test.run_test(60, price_open)
test_metrics_instance = run_test_psar.run_test(
price_open, price_high_np, price_low_np, acc_step, acc_max,
detect_buy_sar.detect_buy_sar, detect_sell_sar.detect_sell_sar)
# detect_buy_psar_updated.detect_buy_sar_updated,
# detect_sell_psar_updated.detect_sell_sar_updated)
# test_metrics_instance = run_test_sequential.run_test_sequential(price_df, acc_step, acc_max)
if should_display_metric_visuals:
display_metrics(test_metrics_instance, price_open, psar,
should_display_metric_visuals)
return test_metrics_instance
def rsi(self):
"""
0-30: Oversold Area
30-70: Neutral Area
70-100: Overbought Area
"""
try:
return rsi(self.data, 9)
except Exception:
logging.exception('')
def test_TA_basics():
rsi_result = tulipy.rsi(DATA, period=9)
assert all(74 < v < 86 for v in rsi_result)
assert len(rsi_result) == 6
sma_result = tulipy.sma(DATA, period=9)
assert all(74 < v < 86 for v in sma_result)
assert len(sma_result) == 7
bands = tulipy.bbands(DATA, period=9, stddev=2)
assert all(80 < v < 89 for band in bands for v in band)
assert len(bands) == 3
def stoch_rsi(self, name='stoch_rsi', kp=14, ksp=3, d=3):
if len(self.df_ohlc) > kp:
if 'rsi' not in self.df_ohlc.columns:
self._add_column_to_ohlc(
"rsi", ti.rsi(self.df_ohlc.priceclose.values, kp))
v = self.df_ohlc.rsi.dropna().values
self._add_column_to_ohlc(name, ti.stoch(v, v, v, kp, ksp, d))
return True
else:
return False
def calculate(self, candles):
candles_len = len(candles)
if candles_len < self.period+1:
return float(0)
val_array = np.array([float(x['ohlc'].close) for x in candles[-(self.period+1):]])
#calculate
cur_rsi = ti.rsi (val_array, period=self.period)
return float(cur_rsi[-1])
def stoch_rsi(self, name='stoch_rsi', kp=14, ksp=3, d=3):
try:
if 'rsi' not in self.df_ohlc.columns:
self._add_column_to_ohlc(
"rsi", ti.rsi(self.df_ohlc.priceclose.values, kp))
v = self.df_ohlc.rsi.dropna().values
self._add_column_to_ohlc(name, ti.stoch(v, v, v, kp, ksp, d))
return True
except Exception as err:
print("stoch_rsi error>>>", err.__repr__())
return False
def analyse(self):
close = self.bars[:, 0].copy(order='C').astype('float64')
if not (close.size - self.parameter > 0):
raise RuntimeError
my_result = ti.rsi(close, self.parameter)
median = np.median(my_result)
if not np.isnan(median):
self.calc = float(median)
else:
self.logger.warning("Data causes nan. {}".format(close))
return super(RsiFilter, self).analyse()
def _get_rsi_averages(self, symbol_candles, time_frame, include_in_construction):
# compute the slow and fast RSI average
candle_data = trading_api.get_symbol_close_candles(symbol_candles, time_frame,
include_in_construction=include_in_construction)
if len(candle_data) > self.period_length:
rsi_v = tulipy.rsi(candle_data, period=self.period_length)
rsi_v = data_util.drop_nan(rsi_v)
if len(rsi_v):
slow_average = numpy.mean(rsi_v[-self.slow_eval_count:])
fast_average = numpy.mean(rsi_v[-self.fast_eval_count:])
return slow_average, fast_average, rsi_v
return None, None, None
def _get_rsi_averages(self):
# compute the slow and fast RSI average
if len(self.data[
PriceIndexes.IND_PRICE_CLOSE.value]) > self.period_length:
rsi_v = tulipy.rsi(self.data[PriceIndexes.IND_PRICE_CLOSE.value],
period=self.period_length)
rsi_v = DataUtil.drop_nan(rsi_v)
if len(rsi_v):
slow_average = numpy.mean(rsi_v[-self.slow_eval_count:])
fast_average = numpy.mean(rsi_v[-self.fast_eval_count:])
return slow_average, fast_average, rsi_v
return None, None, None
def run(sc):
global enteredTrade
global rsiPeriod
print("Getting historical quotes")
# Get 5 minute bar data for Ford stock
historical_quotes = rh.get_historicals("F", span="month", bounds="regular")
closePrices = []
#format close prices for RSI
currentIndex = 0
currentSupport = 0
currentResistance = 0
for key in historical_quotes["results"][0]["historicals"]:
if (currentIndex >=
len(historical_quotes["results"][0]["historicals"]) -
(rsiPeriod + 1)):
if (currentIndex >= (rsiPeriod - 1) and datetime.strptime(
key['begins_at'], '%Y-%m-%dT%H:%M:%SZ').minute == 0):
currentSupport = 0
currentResistance = 0
print("Resetting support and resistance")
if (float(key['close_price']) < currentSupport
or currentSupport == 0):
currentSupport = float(key['close_price'])
print("Current Support is : ")
print(currentSupport)
if (float(key['close_price']) > currentResistance):
currentResistance = float(key['close_price'])
print("Current Resistance is : ")
print(currentResistance)
closePrices.append(float(key['close_price']))
currentIndex += 1
DATA = np.array(closePrices)
if (len(closePrices) > (rsiPeriod)):
#Calculate RSI
rsi = ti.rsi(DATA, period=rsiPeriod)
instrument = rh.instruments("F")[0]
#If rsi is less than or equal to 30 buy
if rsi[len(rsi) - 1] <= 30 and float(
key['close_price']) <= currentSupport and not enteredTrade:
print("Buying RSI is below 30!")
rh.place_buy_order(instrument, 1)
enteredTrade = True
#Sell when RSI reaches 70
if rsi[len(rsi) - 1] >= 70 and float(
key['close_price']
) >= currentResistance and currentResistance > 0 and enteredTrade:
print("Selling RSI is above 70!")
rh.place_sell_order(instrument, 1)
enteredTrade = False
print(rsi)
#call this method again every 1 minutes for new price changes
s.enter(60, 1, run, (sc, ))
def RSI(candlestickperiod, period):
closeprices = []
listoftime = []
EMA = candlestickinfo(22, candlestickperiod)
for i in range(len(EMA['candles'])):
if EMA['candles'][i]['complete'] == True:
if EMA['candles'][i]['time'] not in listoftime:
closeprices.append(float(EMA['candles'][i]['mid']['c']))
listoftime.append(EMA['candles'][i]['time'])
closearray = np.array(closeprices)
ta = ti.rsi(closearray, period = period)
return ta
def analyse(self):
close = self.bars[:, 0].copy(order='C').astype('float64')
if not (close.size - self.parameter > 0):
raise RuntimeError
my_result = ti.rsi(close, self.parameter)
median = np.median(my_result)
if not np.isnan(median):
self.calc = float(median)
else:
self.logger.warning("Data causes nan. {}".format(close))
if self.calc >= self.buy:
return BaseFilter.BUY
elif self.calc <= self.sell:
return BaseFilter.SELL
return BaseFilter.HOLD
def execute(self, sc):
if len(self.closePrices) > self.rsiPeriod:
# Calculate RSI
rsi = ti.rsi(self.data, period=self.rsiPeriod)
instrument = self.rh.instruments("F")[0]
# If rsi is less than or equal to 30 buy
if rsi[len(rsi) - 1] <= 30 and not self.enteredPosition:
print("Buying RSI is below 30!")
self.rh.place_buy_order(instrument, 1)
self.enteredPosition = True
# Sell when RSI reaches 70
if rsi[len(rsi) - 1] >= 70 and self.enteredPosition:
print("Selling RSI is above 70!")
self.rh.place_sell_order(instrument, 1)
self.enteredPosition = False
print(rsi)
# call this method again every 5 minutes for new price changes
self.s.enter(300, 1, self.execute, (sc, ))
def inds(self):
Indicators = {}
for i in range(len(self.time)):
#i/o?
''' 2 = High, 3 = Low, 4 = Close, 5 = Volume
collects the needed market data into one list to push to the indicators'''
close = self.time[i][4].values.copy(order='C')
high = self.time[i][2].values.copy(order='C')
low = self.time[i][3].values.copy(order='C')
volume = self.time[i][5].values.copy(order='C')
# !!!This needs to be changed. Each volume of the base time must be indexed up to the slice
__time = self.time[i][6]
# these are the indicators currently being used, and recored
Indicators[i] = {
'stochrsi': ti.stochrsi(close, 5),
'rsi': ti.rsi(close, 5),
# indicators that need to be doublechecked
'mfi': ti.mfi(high, low, close, volume, 5),
'sar': ti.psar(high, low, .2, 2),
'cci': ti.cci(high, low, close, 5),
'ema': ti.ema(close, 5)
}
# this one is good
Indicators[i]['stoch_k'], Indicators[i]['stoch_d'] = ti.stoch(
high, low, close, 5, 3, 3)
# check on this, to see if it functions properly
Indicators[i]['bbands_lower'], Indicators[i]['bbands_middle'],
Indicators[i]['bbands_upper'] = ti.bbands(close, 5, 2)
Indicators[i]['macd'], Indicators[i]['macd_signal'],
Indicators[i]['macd_histogram'] = ti.macd(close, 12, 26, 9)
Indicators[i]['time'] = __time
Indicators[i]['close'] = close
''' below changes the length of each array to match the longest one, for a pandas df
np.nan for the tail of the shorter ones'''
Indicators[i] = to_pd(Indicator=Indicators[i]).dropna(how='all')
return Indicators
def strat(pair, quantity, interval):
global inpos
while True:
# get data
Get_kline(pair, interval)
closes = Get_kline.closes
# indicators
rsi = tulipy.rsi(closes, 14)
rsiema = tulipy.ema(rsi, 22)
last_rsi = rsi[-1]
last_rsiema = rsiema[-1]
# Buy
if last_rsi > last_rsiema and last_rsi > 50 and inpos == False:
if testing == False:
print(f'Buying {quantity} {pair}')
price = Get_price(pair)
order_succeded = Limit_buy(pair, quantity, price)
if order_succeded:
inpos = True
print(f'{fg.yellow}sucess{ac.clear}')
# Sell
elif inpos and last_rsi < last_rsiema or last_rsi < 50:
if testing == False:
print(f'Selling {quantity} {pair}')
price = Get_price(pair)
balance = Asset_balance(pair)
if balance > quantity:
order_succeded = Limit_sell(pair, quantity, price)
if balance < quantity:
order_succeded = Limit_sell(pair, balance, price)
if order_succeded:
print(f'{fg.yellow}sucess{ac.clear}')
time.sleep(3600)
inpos = False
price = Get_price(pair)
print(f'{pair}: {round(price, 2)}')
time.sleep(1)
def run(sc):
global enteredTrade
print("Getting historical quotes")
# do your stuff
historical_quotes = rh.get_historical_quotes("F", "5minute", "day")
closePrices = []
#format close prices for RSI
for key in historical_quotes["results"][0]["historicals"]:
closePrices.append(float(key['close_price']))
DATA = np.array(closePrices)
#Calculate RSI
rsi = ti.rsi(DATA, period=5)
instrument = rh.instruments("F")[0]
#If rsi is less than or equal to 30 buy
if rsi[len(rsi) - 1] <= 30 and not enteredTrade:
enteredTrade = True
rh.place_buy_order(instrument, 1)
#Sell when RSI reaches 70
if rsi[len(rsi) - 1] >= 70 and enteredTrade:
rh.place_sell_order(instrument, 1)
enteredTrade = False
print(rsi[len(rsi) - 1])
s.enter(60, 1, run, (sc, ))
def __call__(self, Coin):
CloseValues = np.array(
[c[3] for c in Coin.Candlesticks[-(self.slow_sma_period + 20):]])
if CloseValues.shape[0] < self.slow_sma_period:
return 0
slow_SMA = ti.sma(CloseValues, period=self.slow_sma_period)[-1]
fast_SMA = ti.sma(CloseValues, period=self.fast_sma_period)[-1]
# BEAR TREND;
if slow_SMA > fast_SMA:
RSI_period = self.bear_rsi_period
score_adjust = self.bear_score_adjust
else:
RSI_period = self.bull_rsi_period
score_adjust = self.bull_score_adjust
Period = max(1, min(RSI_period, CloseValues.shape[0] - 1))
RSI = ti.rsi(CloseValues, period=Period)
return max(min(100, RSI[-1] - score_adjust), -100)
def calculate_rsi(df, period):
""" Calculates the RSI for the period given"""
# Tail the data-frame to the needed data
data = df.tail(period + 1)
return ti.rsi(data['day_close'].values, period)[0]
barsets = api.get_barset(symbol_chunk, 'day', after=date.today().isoformat)
# loop over keys in barset dictionary
for symbol in barsets:
print(f'processing symbol: {symbol}')
recent_closes = [bar.c for bar in barsets[symbol]]
## loop over bar value in dictionary
for bar in barsets[symbol]:
stock_id = stock_dict[symbol]
if len(recent_closes) >= 50 and date.today().isoformat(
) == bar.t.date().isoformat():
sma_20 = tulipy.sma(numpy.array(recent_closes), period=20)[-1]
sma_50 = tulipy.sma(numpy.array(recent_closes), period=50)[-1]
rsi_14 = tulipy.rsi(numpy.array(recent_closes), period=14)[-1]
else:
sma_20, sma_50, rsi_14 = None, None, None #tuple assignment
## get db stock_id from stock_dict list
cursor.execute(
"""
INSERT INTO stock_price (stock_id, date, open, high, low, close, volume, sma_20, sma_50, rsi_14)
VALUES (?,?,?,?,?,?,?,?,?,?)
""", (stock_id, bar.t.date(), bar.o, bar.h, bar.l, bar.c, bar.v,
sma_20, sma_50, rsi_14))
# #polygon integration requires alpaca upgrade or direct access through polygon api
# minute_bars = api.polygon.historic_agg_v2('Z', 1, 'minute', _from='2020-10-02', to= '2020-10-22')
# for bar in minute_bars:
# print(bar)