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- added currency

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git-svn-id: http://moon:8086/svn/projects/Stock@320 fda53097-d464-4ada-af97-ba876c37ca34
This commit is contained in:
jens
2019-12-16 19:22:28 +00:00
parent 7b93fa8327
commit 045ab717d2
1 changed files with 104 additions and 93 deletions
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pandas_eval.py
+104 -93
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@@ -23,89 +23,90 @@ import os
key = '0UO7Z2MVZ2YSQSVE' key = '0UO7Z2MVZ2YSQSVE'
thresh_macd = 1.5 thresh_macd = 1.5
show_range_days = 20 show_range_days = 20
show_title = ['QCOM', 'VAR1.DE', 'MOR.DE', 'QIA.DE', 'MDG1.DE'] show_title = ['WDI.DE', 'QCOM', 'VAR1.DE', 'MOR.DE', 'CSCO', 'OHB.DE']
k_euro = 1 / 1.11 k_euro = 1 / 1.11
N_poly = 7 N_poly = 7
ema_alpha = 0.75 ema_alpha = 0.75
sma_days = 10 sma_days = 10
titles = [ titles = {
'AAPL', 'WDI.DE' : {'currency' : '€'},
'XLNX', 'AAPL' : {'currency' : '$'},
'QCOM', 'XLNX' : {'currency' : '$'},
'DPW.DE', 'QCOM' : {'currency' : '$'},
'CSCO', 'DPW.DE' : {'currency' : '€'},
'AIR', 'CSCO' : {'currency' : '$'},
'BA', 'AIR' : {'currency' : '$'},
'NVDA', 'BA' : {'currency' : '$'},
'MSFT', 'NVDA' : {'currency' : '$'},
'DIS', 'MSFT' : {'currency' : '$'},
'NFLX', 'DIS' : {'currency' : '$'},
'OHB.DE', 'NFLX' : {'currency' : '$'},
'ERCA.DE', 'OHB.DE' : {'currency' : '€'},
'VAR1.DE', 'ERCA.DE' : {'currency' : '€'},
'HD', 'VAR1.DE' : {'currency' : '€'},
'AMZN', 'HD' : {'currency' : '$'},
'GOOGL', 'AMZN' : {'currency' : '$'},
'FB2A.DE', 'GOOGL' : {'currency' : '$'},
'ZIL2.DE', 'FB2A.DE' : {'currency' : '€'},
'SIS.DE', 'ZIL2.DE' : {'currency' : '€'},
'SIE.DE', 'SIS.DE' : {'currency' : '€'},
'GFT.DE', 'SIE.DE' : {'currency' : '€'},
'AMD.DE', 'GFT.DE' : {'currency' : '€'},
'CAP.DE', 'AMD.DE' : {'currency' : '€'},
'ADBE', 'CAP.DE' : {'currency' : '€'},
'PANW', 'ADBE' : {'currency' : '$'},
'AMAT', 'PANW' : {'currency' : '$'},
'RIB.DE', 'AMAT' : {'currency' : '$'},
'WAF.DE', 'RIB.DE' : {'currency' : '€'},
'EVT.DE', 'WAF.DE' : {'currency' : '€'},
'VOW.DE', 'EVT.DE' : {'currency' : '€'},
'BMW.DE', 'VOW.DE' : {'currency' : '€'},
'NSU.DE', 'BMW.DE' : {'currency' : '€'},
'DAI.DE', 'NSU.DE' : {'currency' : '€'},
'SHA.DE', 'DAI.DE' : {'currency' : '€'},
'CON.DE', 'SHA.DE' : {'currency' : '€'},
'DHER.DE', 'CON.DE' : {'currency' : '€'},
'BSL.DE', 'DHER.DE' : {'currency' : '€'},
'D6H.DE', 'BSL.DE' : {'currency' : '€'},
'TC1.DE', 'D6H.DE' : {'currency' : '€'},
'VODI.DE', 'TC1.DE' : {'currency' : '€'},
'ATVI', 'VODI.DE' : {'currency' : '€'},
'GME', 'ATVI' : {'currency' : '$'},
'NTO.F', 'GME' : {'currency' : '$'},
'UBSFF', 'NTO.F' : {'currency' : '$'},
'NXPRF', 'UBSFF' : {'currency' : '$'},
'IMPUF', 'NXPRF' : {'currency' : '$'},
'NMPNF', 'IMPUF' : {'currency' : '$'},
'ALSMY', 'NMPNF' : {'currency' : '$'},
'ARRD.F', 'ALSMY' : {'currency' : '$'},
'PHG', 'ARRD.F' : {'currency' : '$'},
'KEYS', 'PHG' : {'currency' : '$'},
'ORCL', 'KEYS' : {'currency' : '$'},
'UBER', 'ORCL' : {'currency' : '$'},
'VMW', 'UBER' : {'currency' : '$'},
'AVGO', 'VMW' : {'currency' : '$'},
'CY', 'AVGO' : {'currency' : '$'},
'QABSY', 'CY' : {'currency' : '$'},
'BLDP', 'QABSY' : {'currency' : '$'},
'D7G.F', 'BLDP' : {'currency' : '$'},
'ITMPF', 'D7G.F' : {'currency' : '$'},
'PLUG', 'ITMPF' : {'currency' : '$'},
'PCELF', 'PLUG' : {'currency' : '$'},
'SU.PA', 'PCELF' : {'currency' : '$'},
# 'SON1.DE', 'SU.PA' : {'currency' : '$'},
'STM.DE', # 'SON1.DE' : {'currency' : '€'},
'BC8.DE', 'STM.DE' : {'currency' : '€'},
'MOR.DE', 'BC8.DE' : {'currency' : '€'},
'BAYN.DE', 'MOR.DE' : {'currency' : '€'},
'BEI.DE', 'BAYN.DE' : {'currency' : '€'},
'EUZ.DE', 'BEI.DE' : {'currency' : '€'},
'SLAB', 'EUZ.DE' : {'currency' : '€'},
'SPLK', 'SLAB' : {'currency' : '$'},
'IAG', 'SPLK' : {'currency' : '$'},
'INTC', 'IAG' : {'currency' : '$'},
'I'] 'INTC' : {'currency' : '$'},
'I' : {'currency' : '$'}}
def ema(data, key, alpha=0.5, ic=None): def ema(data, key, alpha=0.5, ic=None):
result = [] result = []
@@ -182,10 +183,16 @@ def bollinger(data, window_days, f=2):
return result return result
class Symbol(object): class Symbol(object):
def __init__(self, name): def __init__(self, title, params):
self.name = name self.name = title
self.params = params
self.ax = None self.ax = None
self.fig = None self.fig = None
self.currency = params['currency']
self.currency_corr = 1
if '$' in self.currency :
self.currency_corr = 1/1.11
def fetch(self): def fetch(self):
filename = self.name.replace('.','_') + '.h5' filename = self.name.replace('.','_') + '.h5'
@@ -215,7 +222,7 @@ class Symbol(object):
else: else:
hdf = pd.HDFStore(filename, 'r') hdf = pd.HDFStore(filename, 'r')
self.data_full = hdf[self.name]*k_euro self.data_full = hdf[self.name]*self.currency_corr
hdf.close() hdf.close()
def __plot(self, d, keys): def __plot(self, d, keys):
@@ -229,7 +236,7 @@ class Symbol(object):
if event.inaxes == self.ax: if event.inaxes == self.ax:
x_idx = int(event.xdata) x_idx = int(event.xdata)
self.ax.format_xdata = lambda x: dates[x_idx] self.ax.format_xdata = lambda x: dates[x_idx]
self.ax.format_ydata = lambda y: '€{:.2f}'.format(data[x_idx]) self.ax.format_ydata = lambda y: '{}{:.2f}'.format(self.currency, data[x_idx])
self.fig.canvas.mpl_connect("motion_notify_event", hover) self.fig.canvas.mpl_connect("motion_notify_event", hover)
@@ -283,23 +290,27 @@ class Symbol(object):
plt.legend() plt.legend()
plt.grid() plt.grid()
figNum = 1 figNum = 1
if len(show_title) > 0: if len(show_title) > 0:
for title in show_title: for title in show_title:
sym = Symbol(title) if title in titles:
sym.fetch() sym = Symbol(title, titles[title])
print(sym.analyze()) sym.fetch()
sym.show(figNum) print(sym.analyze())
figNum += 1
else:
for title in titles:
sym = Symbol(title)
sym.fetch()
result = sym.analyze()
if result['macd_f'] > thresh_macd and result['macd_fd'] > 0:
sym.show(figNum) sym.show(figNum)
figNum += 1 figNum += 1
else:
for title in show_title:
if title in titles:
sym = Symbol(title, titles[title])
sym.fetch()
result = sym.analyze()
if result['macd_f'] > thresh_macd and result['macd_fd'] > 0:
sym.show(figNum)
figNum += 1
plt.show() plt.show()