jens
8889b6c77c
git-svn-id: http://moon:8086/svn/projects/Stock@328 fda53097-d464-4ada-af97-ba876c37ca34
174 lines
6.7 KiB
Python
174 lines
6.7 KiB
Python
# Stock Investors Financial Math
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# https://www.fmlabs.com/reference/default.htm?url=SimpleMA.htm
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# Alpha Vantage
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# https://www.alphavantage.co/documentation/
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# Pandas
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# https://pandas.pydata.org/pandas-docs/stable/index.html
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# Knowledge
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# https://www.investopedia.com/articles/technical/02/050602.asp
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# https://ntguardian.wordpress.com/2016/09/19/introduction-stock-market-data-python-1
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import matplotlib.pyplot as plt
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from stock import Stock
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key = '0UO7Z2MVZ2YSQSVE'
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params = {
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'show_range_days' : 5,
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'k_euro' : 1 / 1.11,
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'ema_alpha' : 0.75,
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'sma_days' : 10,
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'q_days' : 10,
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'fetch_on_outdated' : True
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}
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show_symbols = ['OHB.DE', 'ITMPF', 'PLUG', 'MOR.DE', 'CSCO', 'ERCA.DE', 'AVGO', 'DIS', 'UBSFF', 'DHER.DE', 'AIR']
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show_symbols = ['CSCO']
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#show_symbols = ['OHB.DE']
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#show_symbols = ['UBSFF']
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show_symbols = ['DHER.DE']
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#show_symbols = ['WDI.DE']
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#show_symbols = ['EVT.DE']
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show_symbols = []
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symbols = {
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'RIG' : {'name' : 'Transocean Ltd.', 'currency' : '$'},
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'BBIO' : {'name' : 'BridgeBio Pharma, Inc.', 'currency' : '$'},
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'APA' : {'name' : 'Apache Corporation', 'currency' : '$'},
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'CBB-PB' : {'name' : 'Cincinnati Bell Inc.', 'currency' : '$'},
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'NMHLY' : {'name' : 'NMC Health Plc', 'currency' : '$'},
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'PINS' : {'name' : 'Pinterest', 'currency' : '$'},
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'TSLA' : {'name' : 'Tesla Inc.', 'currency' : '$'},
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'ACB' : {'name' : 'Aurora Cannabis Inc.', 'currency' : '$'},
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'ITCI' : {'name' : 'Intra-Cellular Therapies', 'currency' : '$'},
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'WDI.DE' : {'name' : 'WireCard', 'currency' : '€'},
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'AAPL' : {'name' : 'Apple', 'currency' : '$'},
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'XLNX' : {'name' : 'Xilinx', 'currency' : '$'},
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'QCOM' : {'name' : 'Qualcomm', 'currency' : '$'},
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'DPW.DE' : {'name' : 'Deutsche Post', 'currency' : '€'},
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'CSCO' : {'name' : 'Cisco', 'currency' : '$'},
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'AIR' : {'name' : 'Airbus', 'currency' : '$'},
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'BA' : {'name' : 'Boeing', 'currency' : '$'},
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'NVDA' : {'name' : 'Nvidia', 'currency' : '$'},
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'MSFT' : {'name' : 'Microsoft', 'currency' : '$'},
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'DIS' : {'name' : 'Disney', 'currency' : '$'},
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'NFLX' : {'name' : 'Netflix', 'currency' : '$'},
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'OHB.DE' : {'name' : 'OHB', 'currency' : '€'},
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'ERCA.DE' : {'name' : 'Ericsson', 'currency' : '€'},
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'VAR1.DE' : {'name' : 'Varta', 'currency' : '€'},
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'HD' : {'name' : 'Home Depot', 'currency' : '$'},
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'AMZN' : {'name' : 'Amazon', 'currency' : '$'},
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'GOOGL' : {'name' : 'Google', 'currency' : '$'},
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'FB2A.DE' : {'name': 'Facebook Inc.', 'currency' : '€'},
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'ZIL2.DE' : {'name': 'ElringKlinger', 'currency' : '€'},
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'SIS.DE' : {'name': 'First Sensor', 'currency' : '€'},
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'SIE.DE' : {'name': 'Siemens', 'currency' : '€'},
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'GFT.DE' : {'name': 'GFT Technologies', 'currency' : '€'},
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'AMD.DE' : {'name': 'Advanced Micro Devices', 'currency' : '€'},
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'CAP.DE' : {'name': 'Encavis', 'currency' : '€'},
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'ADBE' : {'name': 'Adobe', 'currency' : '$'},
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'PANW' : {'name': 'Palo Alto Networks', 'currency' : '$'},
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'AMAT' : {'name': 'Applied Materials', 'currency' : '$'},
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'RIB.DE' : {'name': 'RIB Software', 'currency' : '€'},
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'WAF.DE' : {'name': 'Siltronic', 'currency' : '€'},
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'EVT.DE' : {'name': 'Evotec', 'currency' : '€'},
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'VOW.DE' : {'name': 'Volkswagen', 'currency' : '€'},
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'BMW.DE' : {'name': 'BMW', 'currency' : '€'},
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'NSU.DE' : {'name': 'Audi', 'currency' : '€'},
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'DAI.DE' : {'name': 'Daimler', 'currency' : '€'},
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'SHA.DE' : {'name': 'Schaeffler', 'currency' : '€'},
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'CON.DE' : {'name': 'Continental', 'currency' : '€'},
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'DHER.DE' : {'name': 'Delivery Hero', 'currency' : '€'},
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'BSL.DE' : {'name': 'Basler', 'currency' : '€'},
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'D6H.DE' : {'name': 'DATAGROUP', 'currency' : '€'},
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'TC1.DE' : {'name': 'Tele Columbus', 'currency' : '€'},
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'VODI.DE' : {'name': 'Vodaphone Group', 'currency' : '€'},
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'ATVI' : {'name': 'Activision Blizzard', 'currency' : '$'},
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'GME' : {'name': 'GameStop', 'currency' : '$'},
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'NTO.F' : {'name': 'Nintendo', 'currency' : '$'},
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'UBSFF' : {'name': 'UBI Soft', 'currency' : '$'},
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'NXPRF' : {'name': 'Nexans', 'currency' : '$'},
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# 'IMPUF' : {'name': 'Impala Platinum Holdings', 'currency' : '$'},
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'NMPNF' : {'name': 'Northam Platinum', 'currency' : '$'},
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'ALSMY' : {'name': 'Alstom', 'currency' : '$'},
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'ARRD.F' : {'name': 'Arcelor Mittal', 'currency' : '$'},
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'PHG' : {'name': 'Philips', 'currency' : '$'},
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'KEYS' : {'name': 'KeySight', 'currency' : '$'},
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'ORCL' : {'name': 'Oracle', 'currency' : '$'},
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'UBER' : {'name': 'Uber', 'currency' : '$'},
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'VMW' : {'name': 'VMWare', 'currency' : '$'},
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'AVGO' : {'name' : 'Avago', 'currency' : '$'},
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'CY' : {'name': 'Cypress Semiconductor', 'currency' : '$'},
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'QABSY' : {'name': 'Qanta Airways', 'currency' : '$'},
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'BLDP' : {'name': 'Ballard Power', 'currency' : '$'},
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'D7G.F' : {'name': 'Nel ASA', 'currency' : '$'},
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'ITMPF' : {'name': 'ITM Power', 'currency' : '$'},
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'PLUG' : {'name': 'PlugPower', 'currency' : '$'},
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'PCELF' : {'name': 'PowerCell', 'currency' : '$'},
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'SU.PA' : {'name': 'Schneider Electric', 'currency' : '$'},
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# 'SON1.DE' : {'name': '', 'currency' : '€'},
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'STM.DE' : {'name': 'STM Micro', 'currency' : '€'},
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'BC8.DE' : {'name': 'Bechtle', 'currency' : '€'},
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'MOR.DE' : {'name' : 'Morphosys', 'currency' : '€'},
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'BAYN.DE' : {'name' : 'Bayer', 'currency' : '€'},
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'BEI.DE' : {'name' : 'Beiersdorf', 'currency' : '€'},
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'EUZ.DE' : {'name': 'Eckert & Ziegler', 'currency' : '€'},
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'SLAB' : {'name': 'Silicon Laboratories', 'currency' : '$'},
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'SPLK' : {'name' : 'Splunk', 'currency' : '$'},
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'IAG' : {'name' : 'IAG', 'currency' : '$'},
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'INTC' : {'name' : 'Intel Corporation', 'currency' : '$'},
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'I' : {'name': 'IntelSat', 'currency' : '$'}}
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buy_list = {}
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def buy_callback(data):
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name = data['name']
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item = data['item']
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if name not in buy_list:
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buy_list[name] = {'items': [item]}
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else:
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buy_list[name]['items'].append(item)
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print(data)
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figNum = 1
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if len(show_symbols) > 0:
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for symbol in show_symbols:
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if symbol in symbols:
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title = Stock(symbol, symbols[symbol])
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title.fetch()
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title.statistics()
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ind = title.analyze(buy_callback, range_days=params['show_range_days'])
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title.show(ind, figNum=figNum)
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figNum += 1
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else:
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for symbol in symbols:
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title = Stock(params, symbol, symbols[symbol])
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title.fetch()
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title.statistics()
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ind = title.analyze(buy_callback, range_days=params['show_range_days'])
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if Stock.has_candidate(ind, 'BTFD'):
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print('-----------------------------------------------')
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title.show(ind, figNum=figNum)
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figNum += 1
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gain_accum = 0
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num_stocks = 0
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for symbol in buy_list:
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items = buy_list[symbol]['items']
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title = Stock(params, symbol, symbols[symbol])
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title.fetch()
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title.statistics()
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gain = title.get_latest('close_n') - items[0]['value']
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gain_accum += gain
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num_stocks += 1
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print ('{}: Gain = {} %'.format(symbol, gain))
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if num_stocks > 0:
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print ('Gain total = {} %'.format(gain_accum/num_stocks))
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plt.show()
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