def action2(stock_name, day=None, short_w=30, long_w=60, debug=False):
# Initialize the `signals` DataFrame with the `signal` column
if day is None:
today = date.today() - timedelta(days=2)
day = utils.getPreviousWeekDay(today)
tomorrow = day + timedelta(days=1)
appl = yf.Ticker(stock_name).history(period='1d',
start=day,
end=tomorrow,
interval='1m')
buy = 0.0
sel = 0.0
total_percent = 0.0
prev_s = 0.0
END_TIME = "15:00"
for i in range(30, len(appl['Close'])):
stock = appl[:i].copy()
signals = getSignals(stock, short_w, long_w)
stock = stochastic_oscillator_d(stock, 14)
index = i - 1
s = signals['positions'][index]
current_close = stock['Close'][index]
current_time = stock.index[index].strftime("%H:%M")
# stock_trend = 1.0 if stock['SOD'][index-1] < stock['SOD'][index] else -1.0
sod_value = stock['SOD'][index]
sod_trend = (sod_value > 80 and s == -1.0) or (sod_value < 20
and s == 1.0)
stock = relative_strength_index(stock, 14)
rsi_value = stock['RSI'][index]
rsi_trend = (rsi_value > 70 and s == -1.0) or (rsi_value < 30
and s == 1.0)
# if stock_trend == s:
if s != 0.0:
if buy != 0.0:
sel = current_close
percent = getPercent(
buy, sel) if prev_s == -1.0 else getPercent(sel, buy)
total_percent += percent
if debug:
print("Selling" if prev_s == -1.0 else "Buying", sel,
"BUY", buy, percent, index, current_time)
if rsi_trend and sod_trend:
if debug:
print("BUYING" if s == -1.0 else "SELLING", s,
current_close, index, current_time)
if debug:
print("STOCKA", stock['SOD'][index - 1],
stock['SOD'][index])
if debug: print("RSI", rsi_value, s)
buy = current_close
prev_s = s
if current_time > END_TIME and buy != 0.0:
sel = current_close
percent = getPercent(buy, sel) if prev_s == -1.0 else getPercent(
sel, buy)
total_percent += percent
if debug:
print("Selling LAST", sel, buy, percent, index, current_time)
break
return total_percent, 0.0
def main():
TICKERS_PATH = "/Users/ignacio/workspace/Projects/stockBuyer/data/tickers.json"
with open(TICKERS_PATH) as json_file:
data = json.load(json_file)
stocks = [v for s in data for v in data[s]]
#stocks = ['ETR', 'LKQ', 'KIM', 'ATO', 'MAC', 'EXC', 'DLTR', 'CNP', 'WDC', 'ADI', 'PEG', 'CBOE', 'CME', 'FE', 'PBCT', 'ZBH', 'PWR', 'ABBV', 'HD', 'ED', 'WCG', 'EXPD', 'DAL', 'KHC', 'ETFC', 'BAC', 'STI', 'BXP', 'ZION', 'NUE', 'DG', 'EVRG', 'NTRS', 'PPL', 'EMR', 'AAPL', 'BBT', 'MXIM', 'FL', 'SEE', 'SO']
#BEST short 30!
# stocks = [ 'HES', 'CFG', 'HII', 'MTB', 'SEE', 'TXN', 'PNC', 'CL', 'PBCT', 'HP', 'ALL', 'RCL', 'PPL', 'ABBV', 'INCY', 'PG', 'VLO', 'STI', 'MCHP', 'APH', 'SCHW', 'NUE', 'AAPL', 'AON', 'ADBE', 'DAL', 'STZ', 'DG', 'NTRS', 'KIM', 'PFE', 'AMD', 'JCI', 'TEL', 'CMI', 'EXPD', 'HD', 'CBOE', 'KLAC', 'WCG', 'EMR' ]
# stocks = ['BBY', 'WMT', 'COF', 'APTV', 'RMD', 'LNC', 'DFS', 'SPGI', 'TAP', 'OMC', 'XEL', 'TRIP', 'BBT', 'OKE', 'CCI', 'RJF', 'ICE', 'CNP', 'GOOG', 'NWSA', 'IFF', 'AME', 'JEC', 'XRAY', 'XLNX', 'EL', 'SLG', 'CAH', 'SCHW', 'ALB', 'LW', 'PKI', 'CMCSA', 'FCX', 'RE', 'FE', 'GPS', 'ADP', 'FISV', 'DUK']
short_range = [30]
long_range = [60]
results = {}
days = [1]
for day_num in days:
today = date.today() - timedelta(days=day_num)
day = utils.getPreviousWeekDay(today)
print("DAY:", day)
for sr in short_range:
for lr in long_range:
percent = 0
max_percent = 0
wrong_stocks = 0
negative_stocks = []
positive_stocks = []
signals_dict = {}
# printProgressBar(0, len(stocks), prefix = 'Progress:', suffix = 'Complete', length = 50)
for i, stock in enumerate(stocks):
try:
tmp_percent, tmp_max_percent = action(stock,
day,
sr,
lr,
debug=False)
if tmp_percent == -100.0:
wrong_stocks += 1
continue
if tmp_percent <= 0:
negative_stocks.append(stock)
else:
positive_stocks.append(stock)
if tmp_percent: print(stock, tmp_percent)
percent += tmp_percent
max_percent += tmp_max_percent
except Exception as e:
print("FAIL", e)
wrong_stocks += 1
continue
printProgressBar(i,
len(stocks),
prefix='Progress:',
suffix='Complete',
length=50)
print("RANGE:", sr, lr)
print("TOTAL PERCENT", percent, "MAX:", max_percent, "for",
len(stocks) - wrong_stocks)
print("TOTAL POSITIVE", len(positive_stocks))
print("TOTAL NEGATIVE", len(negative_stocks))
print("")
all_n_stocks.append(negative_stocks)
all_p_stocks.append(positive_stocks)
def main(days=1):
today = date.today()
# today = today - timedelta(days=1)
# today = today - timedelta(days=1)
# today = today - timedelta(days=1)
today = today - timedelta(days=1)
# today = today - timedelta(days=1)
today = today - timedelta(days=1)
# today = today - timedelta(days=1)
# today = today - timedelta(days=1)
plot = Plotter()
total_gain = 0
for i in range(days):
today = getPreviousWeekDay(today)
if today.day == 4:
continue
print(today, "-" * 40)
manager = StockManager(today)
print("FOUND {0} STOCKS TO PLAY".format(len(manager.relaxedTickers())))
manager.buy()
prPurple("DAY GAIN", None, [manager.gain])
total_gain += manager.gain
plot.create_plot(manager.stocks)
today = today - timedelta(days=1)
prYellow("TOTAL GAIN", None, [total_gain])
def finishedRelax(self, day, period=PERIOD, intervals=INTERVALS):
# Get previous day that is not a weekend
yesterday = day - timedelta(days=1)
yesterday = getPreviousWeekDay(yesterday)
# day = day.strftime("%Y-%m-%d")
# yesterday = yesterday.strftime("%Y-%m-%d")
data = self.getData(yesterday, day, period, intervals)
# Convert interval to int
i_interval = int(intervals[:-1])
last_2_hours_index = int(len(data) - (60/i_interval))
temp_hist = data[last_2_hours_index:len(data)]
deviation = temp_hist['Close'].std()
self._average_height = data.loc[:,"Height"].mean()
self._average_volume = data.loc[:,"Volume"].mean()
if deviation < self.RELAX_DEVIATION:
return True
# IF only has 2 digits after . then false
# if all([self.isTwoDigits(data['Close'].iloc[-i])
# for i in range(1,3)
# ]):
# # prRed("Skipping STOCK", None, [self.name])
# return False
# FIXME: HACK!
return True
def getYesterdaySignalsLength(stock_name, day):
yesterday = day - timedelta(days=1)
day = utils.getPreviousWeekDay(yesterday)
tomorrow = day + timedelta(days=1)
data = yf.Ticker(stock_name).history(period='1d',
start=day,
end=tomorrow,
interval='1m')
signals = getSignals(data)
return len(signals.loc[signals.positions == 1.0] +
signals.loc[signals.positions == -1.0])
def finishedRelaxed(stock_name, day):
yesterday = day - timedelta(days=1)
day = utils.getPreviousWeekDay(yesterday)
tomorrow = day + timedelta(days=1)
data = yf.Ticker(stock_name).history(period='1d',
start=day,
end=tomorrow,
interval='1m')
last_2_hours_index = int(len(data) - (60 / 1.0))
temp_hist = data[last_2_hours_index:len(data)]
deviation = temp_hist['Close'].std()
if deviation < 0.015:
print("RELAXED:", stock_name)
return True
return False
fig = dict(data=data, layout=layout)
py.plot(fig, filename=path, validate=False)
stock = 'NBL'
#stock = 'PXD'
# stock = 'MPC'
#stock = 'FTI'
#stock = 'PSX'
# stock = 'MMM'
stock = 'ROL'
# main()
today = date.today() - timedelta(days=1)
day = utils.getPreviousWeekDay(today)
print("DAY:", day)
result, _ = action(stock, day=day, debug=True)
print("RESULT", result)
plot(stock, day=day)
"""
14 Aug 2019
RANGE: 20 60
TOTAL PERCENT -28.61646194563238 MAX: 176.46724478513283 for 493
TOTAL POSITIVE 137
TOTAL NEGATIVE 356
RANGE: 20 65
TOTAL PERCENT -33.97726175675935 MAX: 179.96781402741664 for 493
TOTAL POSITIVE 132