def analyze(self, share):
history = share.daily_history
if share.is_rights_issue or share.day_history(0)[
'date'] >= Share.get_today() - timedelta(days=self.threshold):
return
if history['high'].max() == share.last_day_history['high']:
return {"aired": {"price": share.last_day_history['high']}}
if history['low'].min() == share.last_day_history['low']:
return {"dumped": {"price": share.last_day_history['low']}}
if history[history['date'] >= Share.get_today() - timedelta(days=30)]['low'].min() == \
share.last_day_history['low']:
return {
"monthly lower bound": {
"price": share.last_day_history['low']
}
}
if history[history['date'] >= Share.get_today() - timedelta(days=180)]['low'].min() == \
share.last_day_history['low']:
return {
"half year lower bound": {
"price": share.last_day_history['low']
}
}
def search_share(keyword):
response = submit_request(
'http://www.tsetmc.com/tsev2/data/search.aspx',
params=(('skey', keyword), ),
headers=get_headers(None,
'http://www.tsetmc.com/Loader.aspx?ParTree=15'),
timeout=25)
if len(response.text) == 0:
return
lables = [
'ticker', 'description', 'id', '', '', '', 'bazaar type', 'enable',
'bazaar', 'bazaar'
]
df = pd.read_csv(StringIO(response.text),
sep=',',
lineterminator=';',
header=None)
df = df.where((pd.notnull(df)), None)
new_list, update_list = [], []
for index, row in df.iterrows():
id = row[2]
try:
share = Share.objects.get(id=id)
except Share.DoesNotExist:
for share in new_list:
if share.id == row[2]:
break
else:
share = Share()
(update_list if share.id else new_list).append(share)
share.ticker = characters.ar_to_fa(str(row[0])).strip()
share.description = characters.ar_to_fa(row[1]).strip()
share.id = row[2]
share.bazaar_type = row[6]
share.enable = bool(row[7])
share.strike_date, share.option_strike_price, share.base_share = share.parse_data(
)
Share.objects.bulk_create(new_list, batch_size=100)
Share.objects.bulk_update(update_list, [
'ticker', 'description', 'bazaar_type', 'enable',
'option_strike_price', 'strike_date', 'base_share'
],
batch_size=100)
if new_list:
logger.info(
f"update share list, {len(new_list)} added ({new_list}), {len(update_list)} updated."
)
def handle(self, *args, **options):
Share.DAY_OFFSET = options.get('days', 0)
row_list = []
for share in Share.objects.all().order_by('ticker'):
if share.history_size > 0 and share.last_day_history[
'date'] >= Share.get_today() - timedelta(days=1):
results = dict()
for analyzer in self.daily_analyzers:
result = analyzer.analyze(share)
if result:
results.update(
{key: str(value)
for key, value in result.items()})
if results:
ticker_link = f'<a href="http://www.tsetmc.com/Loader.aspx?ParTree=151311&i={share.id}">{share.ticker}</a>'
row_list.append({"ticker": ticker_link, **results})
logger.info(f"{share.ticker}: {results}")
if row_list:
df = pd.DataFrame(row_list)
df.sort_values(by=list(df), inplace=True)
pd.set_option('display.max_colwidth', None)
from django.template import loader
template = loader.get_template('daily_report.html')
html_out = template.render({
'date':
Share.get_today(),
'daily_report_dataframe':
df.to_html(escape=False)
})
with open(settings.BASE_DIR + "/report.html", 'w') as f:
f.write(html_out)
def analyze(self, share):
active_options = share.options.filter(enable=True)
if not active_options.exists():
return
for letter in ['ض', 'ط']:
similar_options = active_options.filter(ticker__startswith=letter)
for d in set(similar_options.values_list('strike_date',
flat=True)):
options = list(
similar_options.filter(
strike_date=d).order_by('option_strike_price'))
for i in range(1, len(options) - 1):
if options[i].history_size == 0 or options[
i + 1].history_size == 0 or options[
i - 1].history_size == 0:
continue
df = pd.merge(options[i + 1].daily_history,
options[i - 1].daily_history,
left_on='date',
right_on='date',
how='inner',
suffixes=('_nxt', '_prv'))
df = pd.merge(options[i].daily_history,
df,
left_on='date',
right_on='date',
how='inner')
df['arbitrage'] = df['close'] / (df['close_nxt'] +
df['close_prv']) * 2
if df.shape[0] > 0 and abs(
1 - df.iloc[-1]['arbitrage']
) > 0.1 and df.iloc[-1]['date'] == Share.get_today():
logger.info(
f'{options[i].ticker}, {df[["date", "arbitrage"]]}'
)
def update_share_list(batch_size=100):
text = get_watch_list()
df = pd.read_csv(StringIO(text.split("@")[2]),
sep=',',
lineterminator=';',
header=None)
df = df.where((pd.notnull(df)), None)
new_list, update_list = [], []
for index, row in df.iterrows():
try:
share = Share.objects.get(id=row[0])
except Share.DoesNotExist:
share = Share()
(update_list if share.id else new_list).append(share)
share.enable = True
share.id = row[0]
share.ticker = characters.ar_to_fa(str(row[2])).strip()
share.description = characters.ar_to_fa(row[3]).strip()
share.eps = row[14]
share.base_volume = row[15]
share.bazaar_type = row[17]
share.group = ShareGroup.objects.get(id=row[18])
share.total_count = row[21]
share.bazaar_group = row[22]
share.strike_date, share.option_strike_price, share.base_share = share.parse_data(
)
Share.objects.bulk_create(new_list, batch_size=batch_size)
Share.objects.bulk_update(update_list, [
'enable', 'ticker', 'description', 'eps', 'base_volume', 'bazaar_type',
'group', 'total_count', 'bazaar_group', 'option_strike_price',
'strike_date', 'base_share'
],
batch_size=100)
logger.info(
f"update share list, {len(new_list)} ({new_list}) added, {len(update_list)} updated."
)
def search_stock(keyword):
try:
headers = {
'User-Agent':
'Mozilla/5.0 (X11; Ubuntu; Linux x86_64; rv:74.0) Gecko/20100101 Firefox/74.0',
'Accept': '*/*',
'Accept-Language': 'en-US,en;q=0.5',
'X-Requested-With': 'XMLHttpRequest',
'DNT': '1',
'Connection': 'keep-alive',
'Referer': 'http://www.tsetmc.com/Loader.aspx?ParTree=15',
}
response = requests.get(
'http://www.tsetmc.com/tsev2/data/search.aspx?skey={}'.format(
keyword),
headers=headers)
if response.status_code != 200:
raise Exception("Http Error: {}".format(response.status_code))
if len(response.text) == 0:
return
lables = [
'ticker', 'description', 'id', '', '', '', 'bazaar type', 'enable',
'bazaar', 'bazaar'
]
df = pd.read_csv(StringIO(response.text),
sep=',',
lineterminator=';',
header=None)
df = df.where((pd.notnull(df)), None)
new_list, update_list = [], []
for index, row in df.iterrows():
id = row[2]
try:
share = Share.objects.get(id=id)
except Share.DoesNotExist:
share = Share()
(update_list if share.id else new_list).append(share)
share.ticker = characters.ar_to_fa(str(row[0]))
share.description = characters.ar_to_fa(row[1])
share.id = row[2]
share.bazaar_type = row[6]
share.enable = row[7]
if new_list:
logger.info("new stocks: {}".format(new_list))
Share.objects.bulk_create(new_list, batch_size=100)
Share.objects.bulk_update(
update_list, ['ticker', 'description', 'bazaar_type', 'enable'],
batch_size=100)
if new_list:
logger.info("update stock list, {} added, {} updated.".format(
len(new_list), len(update_list)))
except Exception as e:
logger.exception(e)
raise e
def update_stock_list(batch_size=100):
headers = HEADERS.copy()
headers['Referer'] = 'http://www.tsetmc.com/Loader.aspx?ParTree=15131F'
params = (
('h', '0'),
('r', '0'),
)
response = requests.get(
'http://www.tsetmc.com/tsev2/data/MarketWatchInit.aspx',
headers=headers,
params=params)
if response.status_code != 200:
raise Exception("Http Error: {}".format(response.status_code))
'''
separated with @ text
part 0: ?
part 1: general info of bazaar ['date and time of last_transaction', 'boorse_status', 'boorse_index',
'boorse_index_diff', 'boorse_market cap', 'boorse_volume', 'boorse_value', 'boorse_count', 'faraboorse_status',
'faraboorse_volume', 'faraboorse_value', 'faraboorse_count', 'moshtaghe_status', 'moshtaghe_volume',
'moshtaghe_value', 'moshtaghe_count']
part 2: ['id', 'IR', 'ticker', 'description', '?', 'first', 'tomorrow', 'last', 'count', 'volume', 'value', 'low', 'high', 'yesterday', 'eps', 'base volume', '', 'bazaar type', 'group', 'max_price_possible', 'min_price_possible', 'number of stock', 'bazaar group']
part 3; ['id', 'order', 'sell_count', 'buy_count', 'buy_price', 'sell_price', 'buy_volume', 'sell_volume']
part 4: ?
'''
df = pd.read_csv(StringIO(response.text.split("@")[2]),
sep=',',
lineterminator=';',
header=None)
df = df.where((pd.notnull(df)), None)
new_list, update_list = [], []
for index, row in df.iterrows():
try:
share = Share.objects.get(id=row[0])
except Share.DoesNotExist:
share = Share()
(update_list if share.id else new_list).append(share)
share.enable = True
share.id = row[0]
share.ticker = characters.ar_to_fa(str(row[2]))
share.description = characters.ar_to_fa(row[3])
share.eps = row[14]
share.base_volume = row[15]
share.bazaar_type = row[17]
share.group = row[18]
share.total_count = row[21]
share.bazaar_group = row[22]
if new_list:
logger.info("new stocks: {}".format(new_list))
Share.objects.bulk_create(new_list, batch_size=100)
Share.objects.bulk_update(update_list, [
'enable', 'ticker', 'description', 'eps', 'base_volume', 'bazaar_type',
'group', 'total_count', 'bazaar_group'
],
batch_size=100)
logger.info("update stock list, {} added, {} updated.".format(
len(new_list), len(update_list)))