# Stock Investors Financial Math # https://www.fmlabs.com/reference/default.htm?url=SimpleMA.htm # Alpha Vantage # https://www.alphavantage.co/documentation/ # Pandas # https://pandas.pydata.org/pandas-docs/stable/index.html # Knowledge # https://www.investopedia.com/articles/technical/02/050602.asp # https://ntguardian.wordpress.com/2016/09/19/introduction-stock-market-data-python-1 do_plot = 1 if do_plot: import matplotlib.pyplot as plt import matplotlib as mpl mpl.rc('figure', max_open_warning = 0) from stock import Stock params = { 'show_range_days' : 10, 'btfd' : {'thresh_max' : -7, 'thresh_min' : 1, 'cand_window' : 5}, 'k_euro' : 1 / 1.11, 'ema_alpha' : 0.75, 'sma_days' : 10, 'q_days' : 10, 'fetch_on_outdated' : True } show_symbols = ['OHB.DE', 'ITMPF', 'PLUG', 'MOR.DE', 'CSCO', 'ERCA.DE', 'AVGO', 'DIS', 'UBSFF', 'DHER.DE', 'AIR'] show_symbols = ['CSCO'] #show_symbols = ['PCELF'] #show_symbols = ['OHB.DE'] #show_symbols = ['UBSFF'] #show_symbols = ['DHER.DE'] #show_symbols = ['WDI.DE'] #show_symbols = ['EVT.DE'] show_symbols = [] symbols = { 'KEP' : {'name' : 'Korea Electric Power Corporation', 'currency' : '$'}, 'MRK.DE' : {'name' : 'Merck', 'currency' : '€'}, 'TOM.F' : {'name' : 'Toyota Motor Corporation', 'currency' : '€'}, 'SSHPF' : {'name' : 'Scanship Holding ASA', 'currency' : '$'}, 'RIG' : {'name' : 'Transocean Ltd.', 'currency' : '$'}, 'BBIO' : {'name' : 'BridgeBio Pharma, Inc.', 'currency' : '$'}, 'APA' : {'name' : 'Apache Corporation', 'currency' : '$'}, 'CBB-PB' : {'name' : 'Cincinnati Bell Inc.', 'currency' : '$'}, 'NMHLY' : {'name' : 'NMC Health Plc', 'currency' : '$'}, 'PINS' : {'name' : 'Pinterest', 'currency' : '$'}, 'TSLA' : {'name' : 'Tesla Inc.', 'currency' : '$'}, 'ACB' : {'name' : 'Aurora Cannabis Inc.', 'currency' : '$'}, 'ITCI' : {'name' : 'Intra-Cellular Therapies', 'currency' : '$'}, 'WDI.DE' : {'name' : 'WireCard', 'currency' : '€'}, 'AAPL' : {'name' : 'Apple', 'currency' : '$'}, 'XLNX' : {'name' : 'Xilinx', 'currency' : '$'}, 'QCOM' : {'name' : 'Qualcomm', 'currency' : '$'}, 'DPW.DE' : {'name' : 'Deutsche Post', 'currency' : '€'}, 'CSCO' : {'name' : 'Cisco', 'currency' : '$'}, 'AIR' : {'name' : 'Airbus', 'currency' : '$'}, 'BA' : {'name' : 'Boeing', 'currency' : '$'}, 'NVDA' : {'name' : 'Nvidia', 'currency' : '$'}, 'MSFT' : {'name' : 'Microsoft', 'currency' : '$'}, 'DIS' : {'name' : 'Disney', 'currency' : '$'}, 'NFLX' : {'name' : 'Netflix', 'currency' : '$'}, 'OHB.DE' : {'name' : 'OHB', 'currency' : '€'}, 'ERCA.DE' : {'name' : 'Ericsson', 'currency' : '€'}, 'VAR1.DE' : {'name' : 'Varta', 'currency' : '€'}, 'HD' : {'name' : 'Home Depot', 'currency' : '$'}, 'AMZN' : {'name' : 'Amazon', 'currency' : '$'}, 'GOOGL' : {'name' : 'Google', 'currency' : '$'}, 'FB2A.DE' : {'name': 'Facebook Inc.', 'currency' : '€'}, 'ZIL2.DE' : {'name': 'ElringKlinger', 'currency' : '€'}, 'SIS.DE' : {'name': 'First Sensor', 'currency' : '€'}, 'SIE.DE' : {'name': 'Siemens', 'currency' : '€'}, 'GFT.DE' : {'name': 'GFT Technologies', 'currency' : '€'}, 'AMD.DE' : {'name': 'Advanced Micro Devices', 'currency' : '€'}, 'CAP.DE' : {'name': 'Encavis', 'currency' : '€'}, 'ADBE' : {'name': 'Adobe', 'currency' : '$'}, 'PANW' : {'name': 'Palo Alto Networks', 'currency' : '$'}, 'AMAT' : {'name': 'Applied Materials', 'currency' : '$'}, 'RIB.DE' : {'name': 'RIB Software', 'currency' : '€'}, 'WAF.DE' : {'name': 'Siltronic', 'currency' : '€'}, 'EVT.DE' : {'name': 'Evotec', 'currency' : '€'}, 'VOW.DE' : {'name': 'Volkswagen', 'currency' : '€'}, 'BMW.DE' : {'name': 'BMW', 'currency' : '€'}, 'NSU.DE' : {'name': 'Audi', 'currency' : '€'}, 'DAI.DE' : {'name': 'Daimler', 'currency' : '€'}, 'SHA.DE' : {'name': 'Schaeffler', 'currency' : '€'}, 'CON.DE' : {'name': 'Continental', 'currency' : '€'}, 'DHER.DE' : {'name': 'Delivery Hero', 'currency' : '€'}, 'BSL.DE' : {'name': 'Basler', 'currency' : '€'}, 'D6H.DE' : {'name': 'DATAGROUP', 'currency' : '€'}, 'TC1.DE' : {'name': 'Tele Columbus', 'currency' : '€'}, 'VODI.DE' : {'name': 'Vodaphone Group', 'currency' : '€'}, 'ATVI' : {'name': 'Activision Blizzard', 'currency' : '$'}, 'GME' : {'name': 'GameStop', 'currency' : '$'}, 'NTO.F' : {'name': 'Nintendo', 'currency' : '$'}, 'UBSFF' : {'name': 'UBI Soft', 'currency' : '$'}, 'NXPRF' : {'name': 'Nexans', 'currency' : '$'}, # 'IMPUF' : {'name': 'Impala Platinum Holdings', 'currency' : '$'}, 'NMPNF' : {'name': 'Northam Platinum', 'currency' : '$'}, 'ALSMY' : {'name': 'Alstom', 'currency' : '$'}, 'ARRD.F' : {'name': 'Arcelor Mittal', 'currency' : '$'}, 'PHG' : {'name': 'Philips', 'currency' : '$'}, 'KEYS' : {'name': 'KeySight', 'currency' : '$'}, 'ORCL' : {'name': 'Oracle', 'currency' : '$'}, 'UBER' : {'name': 'Uber', 'currency' : '$'}, 'VMW' : {'name': 'VMWare', 'currency' : '$'}, 'AVGO' : {'name' : 'Avago', 'currency' : '$'}, 'CY' : {'name': 'Cypress Semiconductor', 'currency' : '$'}, 'QABSY' : {'name': 'Qanta Airways', 'currency' : '$'}, 'BLDP' : {'name': 'Ballard Power', 'currency' : '$'}, 'D7G.F' : {'name': 'Nel ASA', 'currency' : '$'}, 'ITMPF' : {'name': 'ITM Power', 'currency' : '$'}, 'PLUG' : {'name': 'PlugPower', 'currency' : '$'}, 'PCELF' : {'name': 'PowerCell', 'currency' : '$'}, 'SU.PA' : {'name': 'Schneider Electric', 'currency' : '$'}, # 'SON1.DE' : {'name': '', 'currency' : '€'}, 'STM.DE' : {'name': 'STM Micro', 'currency' : '€'}, 'BC8.DE' : {'name': 'Bechtle', 'currency' : '€'}, 'MOR.DE' : {'name' : 'Morphosys', 'currency' : '€'}, 'BAYN.DE' : {'name' : 'Bayer', 'currency' : '€'}, 'BEI.DE' : {'name' : 'Beiersdorf', 'currency' : '€'}, 'EUZ.DE' : {'name': 'Eckert & Ziegler', 'currency' : '€'}, 'SLAB' : {'name': 'Silicon Laboratories', 'currency' : '$'}, 'SPLK' : {'name' : 'Splunk', 'currency' : '$'}, 'IAG' : {'name' : 'IAG', 'currency' : '$'}, 'INTC' : {'name' : 'Intel Corporation', 'currency' : '$'}, 'I' : {'name': 'IntelSat', 'currency' : '$'}} buy_list = {} def buy_callback(data): name = data['name'] item = data['item'] if name not in buy_list: buy_list[name] = {'items': [item]} else: buy_list[name]['items'].append(item) print(data) figNum = 1 if len(show_symbols) > 0: for symbol in show_symbols: if symbol in symbols: title = Stock(params, symbol, symbols[symbol]) title.fetch() title.statistics() try: ind = title.analyze(buy_callback, range_days=params['show_range_days']) if do_plot: title.show(ind, figNum=figNum) figNum += 1 except: print ("Exception occurred for {}".format(symbol)) else: for symbol in symbols: title = Stock(params, symbol, symbols[symbol]) title.fetch() title.statistics() try: ind = title.analyze(buy_callback, range_days=params['show_range_days']) if Stock.has_candidate(ind, 'BTFD'): print('-----------------------------------------------') if do_plot: title.show(ind, figNum=figNum) figNum += 1 except: print ("Exception occurred for {}".format(symbol)) gain_accum = 0 num_stocks = 0 for symbol in buy_list: items = buy_list[symbol]['items'] title = Stock(params, symbol, symbols[symbol]) title.fetch() title.statistics() gain = title.get_latest('close_n') - items[0]['value'] gain_accum += gain num_stocks += 1 print ('{}: Gain = {} %'.format(symbol, gain)) if num_stocks > 0: print ('Gain total = {} %'.format(gain_accum/num_stocks)) if do_plot: plt.show()