def sell_signals(self):
existing_orders = StockOrder.objects.filter(status=StockOrder.BOUGHT).values_list('stock_history_id', flat=True)
stocks = StockHistory.objects.select_related('stock').filter(stock_id__in=existing_orders).order_by(
'stock__symbol')
stocks_count = stocks.count()
if stocks_count == 0:
logger.info("No data exists")
return
total_sell_signals = 0
text = 'SELL @ {}\n\n'.format(self.today + timedelta(days=1))
for stock in stocks:
macd_result = Macd(stock_id=stock.stock_id, last_trade_date=self.today).get_histogram(days=1)
if not bool(macd_result) or self.today not in macd_result:
continue
cur_histogram = macd_result.pop(self.today)['histogram']
stock_history_obj = StockHistory.objects.get(stock_id=stock.stock_id, trade_date=self.today)
if cur_histogram <= 0:
total_sell_signals += 1
profit = (100 / stock.close) * (stock_history_obj.close - stock.close)
text += '{0}.\t{1}\t{2}\tRs.{3}\t{4:.2f}%\n'.format(total_sell_signals, stock.trade_date,
stock.stock.symbol, stock_history_obj.close,
profit)
stock_order = StockOrder.objects.get(stock_history_id=stock.id)
stock_order.sold_at = self.today
stock_order.sold_price = stock_history_obj.close
stock_order.save()
if total_sell_signals > 0:
send_via_telegram(text)
logger.info("Sell signals updated in watch list: %d/%d" % (total_sell_signals, stocks_count))
def buy_signals(self):
existing_orders = StockOrder.objects.filter(
status=StockOrder.BOUGHT).values_list('stock_history_id',
flat=True)
stocks = StockHistory.objects.select_related('stock').filter(trade_date=self.today, total_traded_qty__gt=300000,
close__gte=21). \
annotate(day_change_percent=(100 / F('open') * (F('close') - F('open')))).filter(day_change_percent__lt=5,
day_change_percent__gt=0). \
exclude(stock__symbol='LIQUIDBEES', id__in=existing_orders)
stocks_count = stocks.count()
if stocks_count == 0:
logger.info("No data exists")
return
logger.info('Total eligible stocks: %d' % stocks_count)
tot_buy_signals = 0
text = 'BUY @ {}\n\n'.format(self.today + timedelta(days=1))
for stock in stocks:
cci_result = CommodityChannelIndex(
stock_id=stock.stock_id,
last_trade_date=self.today).get_data()
if not bool(cci_result) or self.today not in cci_result:
# If cci data is Null continue with next available stock
logging.info("`{}` no CCI data available".format(
stock.stock.symbol))
continue
cci_result = list(cci_result.values())
if len(cci_result) < 2:
# To prevent the IPO stocks started traded on self.today
logging.info("`{}` might be a IPO stock".format(
stock.stock.symbol))
continue
if self.is_valid_buy(stock_obj=stock, cci_data=cci_result):
stock_history_obj = stocks.get(stock_id=stock.stock_id,
trade_date=self.today)
# Create a record in StockOrder table, default status would be BOUGHT
StockOrder.objects.create(
stock_history_id=stock_history_obj.id)
# Generate the text for the filtered buy signal stock to send via telegram
tot_buy_signals += 1
text += '{0}.\t{1}\tRs.{2}\n'.format(tot_buy_signals,
stock.stock.symbol,
stock.close)
if tot_buy_signals > 0:
send_via_telegram(text)
logger.info("Buy signals updated in watch list: %d/%d" %
(tot_buy_signals, stocks_count))
def buy_signals(self):
"""Filter stocks which are eligible for buy and send the signal via telegram"""
existing_orders = StockOrder.objects.filter(
status=StockOrder.BOUGHT).values_list('stock_history_id',
flat=True)
stocks = StockHistory.objects.select_related('stock').filter(trade_date=self.today, total_traded_qty__gt=300000,
close__gte=21). \
annotate(day_change_percent=(100 / F('open') * (F('close') - F('open')))).filter(day_change_percent__lt=5,
day_change_percent__gt=0). \
exclude(stock__symbol='LIQUIDBEES', id__in=existing_orders)
stocks_count = stocks.count()
if stocks_count == 0:
logger.info("No data exists")
return
logger.info('Total eligible stocks: %d' % stocks_count)
tot_buy_signals = 0
text = 'BUY @ {}\n\n'.format(self.today + timedelta(days=1))
for stock in stocks:
macd_result = Macd(stock_id=stock.stock_id,
last_trade_date=self.today).get_histogram()
if not bool(macd_result) or self.today not in macd_result:
continue
histograms = list(
map(lambda x: x['histogram'], macd_result.values()))
if len(histograms) < 2:
# To prevent the IPO stocks started traded on self.today
continue
if self.is_valid_buy(stock_obj=stock, histograms=histograms):
stock_history_obj = stocks.get(stock_id=stock.stock_id,
trade_date=self.today)
# Create a record in StockOrder table, default status would be BOUGHT
StockOrder.objects.create(
stock_history_id=stock_history_obj.id)
# Generate the text for the filtered buy signal stock to send via telegram
tot_buy_signals += 1
text += '{0}.\t{1}\tRs.{2}\n'.format(tot_buy_signals,
stock.stock.symbol,
stock.close)
if tot_buy_signals > 0:
send_via_telegram(text)
logger.info("Buy signals updated in watch list: %d/%d" %
(tot_buy_signals, stocks_count))
def _trigger_monitor(self):
stock_quotes = self._get_stock_quotes()
for stock in stock_quotes:
stock_symbol = stock['symbol'].replace('&', '&')
stock_order = StockOrder.objects.select_related('stock_history__stock', 'stock_history'). \
filter(stock_history__stock__symbol=stock_symbol).last()
avg_price = float(stock['averagePrice'].replace(',', ''))
bought_price = stock_order.stock_history.close
price_change, is_sell = self._stock_target(bought_price, avg_price)
if is_sell:
stock_order.status = StockOrder.SOLD
stock_order.save(update_fields=['status'])
text = 'Sell {} @ Rs. {} \n Bought @ {} Rs. {} \n Profit: {}%'.format(stock_symbol, avg_price,
stock_order.stock_history.trade_date,
bought_price,
price_change)
send_via_telegram(text)
def buy_signals(self):
"""Filter stocks which are eligible for buy and send the signal via telegram"""
stocks = self.pre_filter_buy_stocks()
stocks_count = stocks.count()
if stocks_count == 0:
logger.info("No data exists")
return
logger.info('Total eligible stocks: %d' % stocks_count)
tot_buy_signals = 0
text = 'BUY @ {}\n\n'.format(self.today + timedelta(days=1))
for stock in stocks:
macd_result = Macd(stock_id=stock.stock_id, last_trade_date=self.today).get_histogram()
if not bool(macd_result) or self.today not in macd_result:
continue
histograms = list(map(lambda x: x['histogram'], macd_result.values()))
if len(histograms) < 2:
# To prevent the IPO stocks started traded on self.today
continue
if self.is_valid_buy(stock_obj=stock, histograms=histograms):
stock_history_obj = stocks.get(stock_id=stock.stock_id, trade_date=self.today)
# Create a record in StockOrder table, default status would be BOUGHT
StockOrder.objects.create(stock_history_id=stock_history_obj.id)
# Generate the text for the filtered buy signal stock to send via telegram
tot_buy_signals += 1
text += '{0}.\t{1}\tRs.{2}\n'.format(tot_buy_signals, stock.stock.symbol, stock.close)
if tot_buy_signals > 0:
send_via_telegram(text)
logger.info("Buy signals updated in watch list: %d/%d" % (tot_buy_signals, stocks_count))