def populate(df):
for index, item in df.iterrows():
# only do the PSEi for now_ts
if(not item.psei):
continue
# retrieve history
symbol = item.name
item = client.get_history(symbol, days=400)
# calculate the indicators
item = indicators.relative_strength_index(item, n=14)
item = indicators.ema_rsi(item, n=30)
# normalize and smoothen
item['norm_ema_rsi'] = (item['ema_rsi'] - 0.5) * 200
item['norm_close'] = ((item['close'] - item['close'].min()) /
(item['close'].max() - item['close'].min())) * 100
item['smoothed_close'] = item['norm_close'].rolling(
window=5,
win_type='gaussian',
center=True).mean(std=3).shift(2)
# remove all NA -- cleanup
# not really neccessary...
# item = item.dropna()
# just take last 200 rows
# item = item.tail(200)
# item.reset_index(drop=True, inplace=True)
# add to df dataframe
df.loc[symbol,'strength_index'] = item['norm_ema_rsi'].tail(1).values
df.loc[symbol,'price'] = item['close'].tail(1).values
df.loc[symbol,'norm_close'] = item['norm_close'].tail(1).values
df.reset_index(inplace=True)
df = df.dropna()
return df
import client
import indicators
import pandas as pd
df = pd.read_csv('equities.csv', index_col='symbol')
df['price'] = pd.Series()
df['average_volatility'] = pd.Series()
df['average_volume'] = pd.Series()
for index, item in df.iterrows():
symbol = item.name
equity = client.get_history(symbol)
equity = indicators.day_range_pct(equity)
equity = indicators.ema(equity, 'volume', 'ema_volume')
equity = equity.join(
pd.Series(equity['ema_volume'] / 1000000, name="vol(M)"))
equity = indicators.ema(equity, 'day_range_pct', 'ema_day_range_pct')
if len(equity) > 0:
df.loc[symbol, 'price'] = equity['close'].tail(1).values
df.loc[symbol,
'average_volatility'] = equity['ema_day_range_pct'].tail(
1).values
df.loc[symbol, 'average_volume'] = equity['vol(M)'].tail(1).values
df.to_pickle('./equities.pkl')
import matplotlib.pyplot as plt
import pandas as pd
import numpy as np
# %%
# Read JSON file for
# %%
stocks = [
"AC", "AEV", "AGI", "ALI", "AP", "BDO", "BPI", "DMC", "EDC", "EMP", "FGEN",
"GLO", "GTCAP", "ICT", "JFC", "LTG", "MBT", "MEG", "MER", "MPI", "PCOR",
"RLC", "SCC", "SECB", "SM", "SMC", "SMPH", "TEL", "URC"
]
scatter = pd.DataFrame(index=stocks, columns=["strength", "price", "range"])
for stock in stocks:
df = client.get_history(stock, days=365)
df = indicators.relative_strength_index(df, n=14)
df = indicators.ema_rsi(df, n=5)
df_norm = df[["ema_rsi", "rsi"]]
# df_norm = (df_norm - 0.50) * 2 * 100
ema_rsi = df_norm[
"ema_rsi"] # .rolling(window=5, win_type="gaussian", center=True).mean(std=3)
ema_rsi = (ema_rsi - 0.5)
ema_rsi = ema_rsi * 200
# ema_rsi = ema_rsi.rolling(window=5, win_type="gaussian", center=True).mean(std=3)
# ema_rsi = ema_rsi.shift(2)
rsi = df["rsi"]
rsi = (rsi - 0.5) * 200
figsize=(10, 6),
grid=True,
ax=ax)
ax.set_axisbelow(True)
ax.minorticks_on()
ax.grid(which='major', linestyle='-', linewidth='0.4', color='black')
ax.grid(which='minor', linestyle=':', linewidth='0.4', color='black')
plt.axhline(y=0, color='black', linestyle='--', alpha=0.2)
plt.xlim(xlimit)
plt.show()
# %%
# retrieve history
symbol = "SECB"
df = client.get_history(symbol, days=800)
df2 = client.get_history("GLO", days=800)
# %%
df = indicators.heiken_ashi(df)
df['ha_strength'] = (df['ha_high'] - df['ha_open']) - (df['ha_close'] -
df['ha_low'])
df['ha_cd'] = (df['ha_close'] - df['ha_open'])
df['ha_cd_s'] = (df['ha_strength'] + df['ha_cd'])
# calculate the indicators
df.set_index('date', inplace=True)
# %%
xlimit = [200, 800]
ylimit = [0, 270]
plot(df, xlim=xlimit, ylim=ylimit)
def __init__(self):
super().__init__()
self.title = "Main window"
self.top = 55
self.left = 7
w = data.scale[0]
h = data.scale[1]
data.reso[0] = App.primaryScreen().size().width()
data.reso[1] = App.primaryScreen().size().height()
self.width = App.primaryScreen().size().width() / w
self.height = App.primaryScreen().size().height() / h
self.setWindowTitle(self.title)
self.setGeometry(self.left, self.top, self.width, self.height)
data.graphResolution = [
self.width / data.scale[2], self.height / data.scale[3]
]
self.setWindowIcon(QtGui.QIcon('icon1.ico'))
self.formLayout0 = QFormLayout()
self.groupBox0 = QGroupBox("Available Asks")
self.groupBox0.setLayout(self.formLayout0)
scroll0 = QScrollArea()
scroll0.setWidget(self.groupBox0)
scroll0.setWidgetResizable(True)
self.formLayout = QFormLayout()
self.groupBox = QGroupBox("Available Bids")
customTheme()
data.pref_prd = list(client.get_stars(data.username,
data.password)) # TODO UNCOMMENT
#print(client.get_stars(data.username, data.password))
self.groupBox.setLayout(self.formLayout)
scroll = QScrollArea()
scroll.setWidget(self.groupBox)
scroll.setWidgetResizable(True)
self.formLayout3 = QFormLayout()
self.groupBox3 = QGroupBox("Your orders")
self.groupBox3.setLayout(self.formLayout3)
scroll3 = QScrollArea()
scroll3.setWidget(self.groupBox3)
scroll3.setWidgetResizable(True)
self.formLayout1 = QFormLayout()
self.groupBox1 = QGroupBox("Orders' History")
history = client.get_history(data.username, data.password)
print("HERE WE GO AGAIN")
for r in history:
#print(r)
if len(r):
Order = QtWidgets.QPushButton()
if r[-1] == "sell":
sign = func.sellOrder(
r[0], r[1], r[2],
r[3]) # ordertype, product, amount, price
Order.setStyleSheet(styles.sellbutton)
else:
sign = func.buyOrder(r[0], r[1], r[2], r[3])
Order.setStyleSheet(styles.buybutton)
Order.setText(sign)
Order.setDisabled(True)
# formLayout1.addWidget(Order)
self.formLayout1.insertRow(0, Order)
self.groupBox1.setLayout(self.formLayout1)
scroll2 = QScrollArea()
scroll2.setWidget(self.groupBox1)
scroll2.setWidgetResizable(True)
rightArea = QVBoxLayout()
threeScrolls = QHBoxLayout()
threeScrolls.addWidget(scroll)
threeScrolls.addWidget(scroll0)
Column = QVBoxLayout()
Column.addWidget(scroll3)
Column.addWidget(scroll2)
threeScrolls.addLayout(Column)
rightArea.addLayout(threeScrolls)
leftArea = QVBoxLayout()
BuySell = QHBoxLayout()
buyButton = QtWidgets.QPushButton("BUY")
buyButton.setStyleSheet(
styles.buybuttonFus.replace("text-align: left;", ""))
BuySell.addWidget(buyButton)
sellButton = QtWidgets.QPushButton("SELL")
sellButton.setStyleSheet(
styles.sellbuttonFus.replace("text-align: left;", ""))
BuySell.addWidget(sellButton)
settingsButton = QtWidgets.QPushButton("configuring".upper())
BuySell.addWidget(settingsButton)
self.MainProduct = QComboBox()
self.MainProduct.currentIndexChanged.connect(
self.prdChanged, self.MainProduct.currentIndex())
self.MainProduct.addItem("No filter")
for prd in data.pref_prd:
self.MainProduct.addItem(prd)
BuySell.addWidget(self.MainProduct)
buy_shortcut = QShortcut(QtGui.QKeySequence("B"), self)
buy_shortcut.activated.connect(lambda: callOrderWindow("Buy"))
sell_shortcut = QShortcut(QtGui.QKeySequence("S"), self)
sell_shortcut.activated.connect(lambda: callOrderWindow("Sell"))
conf_shortcut = QShortcut(QtGui.QKeySequence("C"), self)
conf_shortcut.activated.connect(lambda: callConfigWindow())
my_assets = QShortcut(QtGui.QKeySequence("A"), self)
my_assets.activated.connect(lambda: call_my_assets())
buyButton.clicked.connect(lambda: callOrderWindow("Buy"))
sellButton.clicked.connect(lambda: callOrderWindow("Sell"))
settingsButton.clicked.connect(lambda: callConfigWindow())
shortcut1 = QShortcut(QtGui.QKeySequence("1"), self)
shortcut1.activated.connect(lambda: change_prd_keyboard(1))
shortcut2 = QShortcut(QtGui.QKeySequence("2"), self)
shortcut2.activated.connect(lambda: change_prd_keyboard(2))
shortcut3 = QShortcut(QtGui.QKeySequence("3"), self)
shortcut3.activated.connect(lambda: change_prd_keyboard(3))
shortcut4 = QShortcut(QtGui.QKeySequence("4"), self)
shortcut4.activated.connect(lambda: change_prd_keyboard(4))
shortcut5 = QShortcut(QtGui.QKeySequence("5"), self)
shortcut5.activated.connect(lambda: change_prd_keyboard(5))
shortcut6 = QShortcut(QtGui.QKeySequence("6"), self)
shortcut6.activated.connect(lambda: change_prd_keyboard(6))
shortcut7 = QShortcut(QtGui.QKeySequence("7"), self)
shortcut7.activated.connect(lambda: change_prd_keyboard(7))
shortcut8 = QShortcut(QtGui.QKeySequence("8"), self)
shortcut8.activated.connect(lambda: change_prd_keyboard(8))
shortcut9 = QShortcut(QtGui.QKeySequence("9"), self)
shortcut9.activated.connect(lambda: change_prd_keyboard(9))
shortcut0 = QShortcut(QtGui.QKeySequence("0"), self)
shortcut0.activated.connect(lambda: change_prd_keyboard(0))
shortcutR = QShortcut(QtGui.QKeySequence("F5"), self)
shortcutR.activated.connect(lambda: self.F5_EVENT())
leftArea.addLayout(BuySell)
graphsArea = QVBoxLayout()
self.graph1 = CanvasUp()
self.graph2 = CanvasLow()
self.sliderUP = QSlider(Qt.Horizontal)
self.sliderUP.setTickInterval(10)
self.sliderUP.setSingleStep(30)
self.sliderUP.valueChanged.connect(lambda: self.sliderChanged1())
self.sliderDOWN = QSlider(Qt.Horizontal)
self.sliderDOWN.setTickInterval(10)
self.sliderDOWN.setSingleStep(30)
self.sliderDOWN.valueChanged.connect(lambda: self.sliderChanged2())
self.load = QtWidgets.QLabel()
self.load1 = QtWidgets.QLabel()
self.tabs = QTabWidget()
self.graphUP = QWidget()
self.graphUP.layout = QVBoxLayout(self.graphUP)
self.graphUP.layout.addWidget(self.graph1)
self.graphUP.layout.addWidget(self.sliderUP)
self.tabs.setFixedHeight(data.graphResolution[0])
self.tabs.setFixedWidth(data.graphResolution[1])
self.tabs.addTab(self.graphUP, "Graph1")
graphsArea.addWidget(self.tabs)
self.tabs1 = QTabWidget()
self.graphLOW = QWidget()
self.graphLOW.layout = QVBoxLayout(self.graphLOW)
self.graphLOW.layout.addWidget(self.graph2)
self.graphLOW.layout.addWidget(self.sliderDOWN)
self.tabs1.setFixedHeight(data.graphResolution[0])
self.tabs1.setFixedWidth(data.graphResolution[1])
self.tabs1.addTab(self.graphLOW, "Graph2")
graphsArea.addWidget(self.tabs1)
leftArea.addLayout(graphsArea)
global bar
bar = QPushButton(func.barInfo())
bar.setStyleSheet(styles.barstyle1)
bar.clicked.connect(lambda: call_my_assets())
lowBar = QPushButton("NEWS: " +
data.news[randrange(0, len(data.news))])
lowBar.setStyleSheet(styles.news)
lowBar.setDisabled(True)
Mainlayout = QVBoxLayout(self)
ContentArea = QHBoxLayout()
ContentArea.addLayout(leftArea)
ContentArea.addLayout(rightArea)
Mainlayout.addWidget(bar)
Mainlayout.addLayout(ContentArea)
Mainlayout.addWidget(lowBar)
self.show()
self.thread = MyThread() #time
self.thread.timeToSleep = 0.3
self.thread.change_value.connect(lambda: setProgressVal())
self.thread.start()
self.thread1 = MyThread() # add possible orders
self.thread1.timeToSleep = 2.5
self.thread1.change_value.connect(lambda: self.getUpdate())
self.thread1.start()
self.thread2 = MyThread() # update graphs
self.thread2.timeToSleep = 4
self.thread2.change_value.connect(lambda: self.updateGraphs())
self.thread2.start()
self.thread3 = MyThread() # update news
self.thread3.timeToSleep = 7
self.thread3.change_value.connect(lambda: printNews())
self.thread3.start()
def setProgressVal():
bar.setText(func.barInfo())
def change_prd_keyboard(i):
try:
if i == 0:
self.MainProduct.setCurrentIndex(0)
elif len(data.pref_prd) > i - 1:
self.MainProduct.setCurrentIndex(i)
else:
self.MainProduct.setCurrentIndex(0)
except:
print("error in change_prd_keyboard")
def callConfigWindow():
data.orderResolution[0], data.orderResolution[
1] = self.width / 2.3, self.height / 1.7
Dialog = QtWidgets.QDialog()
ui = cfg.Ui_DialogConfig()
ui.setupUi(Dialog)
Dialog.exec_()
if data.mode == "Dark":
switchDark()
bar.setStyleSheet(styles.barstyle2)
else:
QtWidgets.QApplication.instance().setPalette(
self.style().standardPalette())
switchLight()
bar.setStyleSheet(styles.barstyle1)
if data.clearHis == True:
try:
for i in reversed(range(self.formLayout1.count())):
self.formLayout1.itemAt(i).widget().deleteLater()
except:
pass
data.clearHis = False
if data.addToBox[0]:
self.MainProduct.clear()
self.MainProduct.addItem("No filter")
for prd in data.pref_prd:
self.MainProduct.addItem(prd)
data.addToBox = [False, []]
if data.joinG[0] == True and data.joinG[1] == True:
self.updateGraphs()
self.graph1.upd()
self.graph2.upd()
if self.MainProduct.currentText() == "No filter":
self.graph1.clear()
self.graph1.no_data()
self.graph2.clear()
self.graph2.no_data()
if data.joinG[0] == True and data.joinG[1] == True:
data.zoom1 = data.zoom
tm = time.time()
step = 3600
tm_ = tm - 60 * 60 * 24
inp = [[x, x + step]
for x in range(int(tm_), int(tm), int(step))]
prd = self.MainProduct.currentText()
data.bx = client.box_graph(prd, inp)
#data.bx1 = client.box_graph(prd, inp)
data.bx_lab = inp
#print("Box", inp)
data.box_reload = 0
def call_my_assets():
data.orderResolution[0], data.orderResolution[
1] = self.width / data.scale_[0], self.height / data.scale_[1]
Dialog = QtWidgets.QDialog()
ui = assets.Ui_DialogAssets()
ui.setupUi(Dialog)
Dialog.exec_()
def callOrderWindow(type):
data.orderWinIsON = True
data.orderResolution[0], data.orderResolution[
1] = self.width / data.scale_[2], self.height / data.scale_[3]
data.orderType = str(type)
if self.MainProduct.currentText() != "No filter":
try:
amtN = 0 # для средневзвешенного
wcc = 0
# computing autocomplete prices
if str(type) == "Buy":
for i in reversed(range(self.formLayout0.count())):
try:
#print("=>",func.getPrice(self.formLayout0.itemAt(i).widget().text()))
amtN += float(
func.getAmt(
self.formLayout0.itemAt(
i).widget().text()))
wcc += float(
func.getAmt(
self.formLayout0.itemAt(
i).widget().text())) * float(
func.getPrice(
self.formLayout0.itemAt(
i).widget().text()))
except:
pass
data.acPrice = func.getPrice(
self.formLayout0.itemAt(0).widget().text())
#print("wcc1",wcc, amtN)
data.acPriceFOK = (wcc / (amtN))
else:
for i in reversed(range(self.formLayout.count())):
try:
amtN += float(
func.getAmt(
self.formLayout.itemAt(
i).widget().text()))
wcc += float(
func.getAmt(
self.formLayout.itemAt(
i).widget().text())) * float(
func.getPrice(
self.formLayout.itemAt(
i).widget().text()))
except:
pass
#print("wcc2", wcc, amtN)
data.acPrice = func.getPrice(
self.formLayout.itemAt(self.formLayout.count() -
1).widget().text())
data.acPriceFOK = wcc / (amtN)
except:
pass
data.autocomplete = self.MainProduct.currentText()
Dialog = QtWidgets.QDialog()
ui = ord.Ui_DialogOrder()
ui.setupUi(Dialog)
Dialog.exec_()
if data.addToHis[0]: ### ALSO CHECKS FOR SUCCESS
sign = func.Order(data.addToHis[1][0], data.addToHis[1][1],
data.addToHis[1][2], data.addToHis[1][3],
data.addToHis[1][4])
newOrder = QtWidgets.QPushButton()
newOrder.setStyleSheet(styles.buybutton)
if data.addToHis[1][0].lower() == "sell":
newOrder.setStyleSheet(styles.sellbutton)
newOrder.setDisabled(True)
newOrder.setText(sign)
self.formLayout1.insertRow(0, newOrder)
bar.setText(func.barInfo()) #CHEANGE BALANCE
#RELOADING AVALIABLE ORDERS
self.reloadData()
elif data.addToOrd[0]:
self.reloadData()
if len(data.system_ord) != 0:
self.reloadSystemOrders("")
data.addToHis = (False, [])
data.addToOrd = (False, "Buy", "")
data.acPrice = ""
bal = client.get_balance(data.username)
data.balance = (bal, "$")
func.putPersonalData()
bar.setText(func.barInfo())
data.orderWinIsON = False
def printNews():
i = randrange(0, len(data.news))
lowBar.setText("NEWS: " + data.news[i])
import client
import indicators
from datetime import datetime, timedelta
import pandas as pd
import matplotlib.pyplot as plt
# retrieve history
symbol = "AC"
df = client.get_history(symbol, days=800)
df
# %%
df['date'] = pd.to_datetime(df['date'])
df.set_index('date', inplace=True)
date_ago = (datetime.now() - timedelta(days=365)).strftime('%Y-%m-%d')
# %%
dd = indicators.ema(df, "close", "ema_close", n=200)
dd = dd[date_ago:]
fw_low = dd[date_ago:]['close'].min()
fw_high = dd[date_ago:]['close'].max()
# normalize
dd
# %%
dd[['close','ema_close']].plot()
plt.show()