def indicator_add():
test = File(TEST_STOCK, class_type='Stock').load()
test.add_indicator('SMA80')
test.add_indicator('SMA150')
compare(test, STOCK_WITH_INDICATORS, "Add indicators")
test = File('SMA80', class_type='Indicator').load()
compare(test, APPLIED_INDICATOR, "Applied indicator attributes")
def refresh(self, verbose = False, replace = False, to_date = None):
# updates stock data with the latest data from quandl, computes indicators for the new values and computes orders for all strategies in Strategy
if replace: self.__init__(self.code, self.indicators, self.strategies)
if not self.uptodate():
df = self.get_data_from_api()[:to_date]
self.data = pd.concat([self.data, df]).reset_index().drop_duplicates(subset='DATE', keep='first').set_index('DATE')
self.last_date = self.data.iloc[-1].name
for indicator_name in self.indicators:
indicator = File(indicator_name, class_type = 'Indicator').load()
indicator.apply_on_stock(self)
"""for strategy in self.strategies:
strategy.apply_on_stock(self, verbose)
self._set_last_refresh()"""
self.save(self)
if verbose: print(self.code + " successfully updated!")
def buy_awaiting(self):
stock = File(self.stock, "Stock").load()
position = stock.data.index.get_loc(self.opening_date)
if position + 1 < len(stock.data):
bid_price = stock.data.iloc[position + 1].OPEN
self.set_bid_price(bid_price)
self.set_opening_date(stock.data.iloc[position + 1].name)
self.update_price(bid_price)
self.change_status('pending')
def strategy_awaiting_sell():
stock = Stock(TEST_AWAITING_TRADE_STOCK)
stock.refresh(to_date=TEST_REFRESH_DATE_AWAITING_SELL_1)
stock.add_indicator('SMA80')
stock.add_indicator('SMA150')
test = File('SMA80_SMA150', class_type='Strategy').load()
test.refresh([stock])
compare(test, STRATEGY_AWAITING_SELL_BEFORE, "Awaiting sell before")
test.refresh([stock])
print("Reiteration: ok")
stock.refresh(to_date=TEST_REFRESH_DATE_AWAITING_SELL_2)
test.refresh([stock])
compare(test, STRATEGY_AWAITING_SELL_AFTER, "Awaiting sell after")
def drop(self, stocks):
for stock_name in list(self.history.keys()):
stock = File(stock_name).load()
stock.drop_column(self.name)
stock.save(stock)
super().drop(self)
def process_request(self, str_request):
if str_request == "help" and self._state != GDSProcessorState.COMPLETE:
self._sender.send_text(self.help)
if str_request == "abort":
self._current_task.remove_source(self._current_source.source_title)
self._state = GDSProcessorState.START
self._sender.send_text("Настройка google drive source прервана")
return True
elif (self._state == GDSProcessorState.START and re.match(
r"googleDrive", str_request, re.IGNORECASE) is not None):
self._current_task.add_source(self._current_source)
self._sender.send_text(
"Настройка googleDrive source\n"
"Введите название: ", end="")
self._state = GDSProcessorState.NAMING
elif self._state == GDSProcessorState.NAMING:
self._current_source.source_title = str_request
self._sender.send_text("Авторизация в google drive")
self._google_drive_processor.process_request("start")
self._state = GDSProcessorState.SETUP_GOOGLE_DRIVE
elif self._state == GDSProcessorState.SETUP_GOOGLE_DRIVE:
self._google_drive_processor.process_request(str_request)
if self._google_drive_processor.is_finished():
self._state = GDSProcessorState.DESTINATION_SUB_PATH
self._sender.send_text("Введите путь для сохранения: ", end="")
elif self._state == GDSProcessorState.DESTINATION_SUB_PATH:
self._current_source.set_destination_sub_path_to_restore(
str_request)
self._sender.send_text(
"Введите путь к файлам на google drive"
"(для завершения введите пустую строку): ",
end="")
self._state = GDSProcessorState.ADD_FILE_REMAINING
elif self._state == GDSProcessorState.ADD_FILE_REMAINING:
if str_request != "":
self._current_task.add_element_to_restore(
File(file_path=str_request), self._current_source)
else:
self._sender.send_text(
"Настройка Google Drive source завершена")
self._state = GDSProcessorState.COMPLETE
elif self._state == GDSProcessorState.COMPLETE:
return self._google_drive_processor.process_request(str_request)
else:
self._sender.send_text("Ошибка")
return False
def add_indicator(self, indicator_name):
indicator = File(indicator_name, class_type = "Indicator").load()
indicator.apply_on_stock(self)
if not (indicator_name in self.indicators):
self.indicators.append(indicator.name)
self.save(self)
def sell_awaiting(self):
stock = File(self.stock, "Stock").load()
position = stock.data.index.get_loc(self.closing_date)
if position + 1 < len(stock.data):
self.close(stock.data.iloc[position + 1].name,
stock.data.iloc[position + 1].OPEN)
def get_indicator(indicator_name):
return File(indicator_name, class_type='Indicator').load()
def get_function(function_name):
return File(function_name, class_type='Function').load()
def get_stock(code):
return File(code, class_type='Stock').load()
def get_strategy(strategy_name):
return File(strategy_name, class_type='Strategy').load()
def load_stocks():
stocks = []
codes = Codes()
for index, _ in codes.data[codes.data.INCLUDE_FOR_ANALYSIS].iterrows():
stocks.append(File(index, class_type='Stock').load())
return stocks
def stock_load():
File(TEST_STOCK, class_type='Stock').load()
print("Loading stock: ok")
def strategy_apply():
stock = File(TEST_STOCK, class_type='Stock').load()
test = File('SMA80_SMA150', class_type='Strategy').load()
test.refresh([stock])
compare(test, APPLIED_STRATEGY, "Apply strategy")
compare(stock, STOCK_WITH_APPLIED_STRATEGY, "Applied strategy")
def refresh_with_indicators():
test = File(TEST_STOCK, class_type='Stock').load()
test.refresh(to_date=TEST_REFRESH_DATE_WITH_INDICATORS)
compare(test, REFRESHED_STOCK_WITH_INDICATORS, "Refresh with indicators")
def stock_refresh():
test = File(TEST_STOCK, class_type='Stock').load()
test.refresh(to_date=TEST_REFRESH_DATE_EMPTY)
compare(test, REFRESHED_EMPTY_STOCK, "Empty stock refresh")
test.refresh(to_date=TEST_REFRESH_DATE_NOT_EMPTY)
compare(test, REFRESHED_NOT_EMPTY_STOCK, "Not empty stock refresh")