jens
7fe381c801
git-svn-id: http://moon:8086/svn/projects/Stock@357 fda53097-d464-4ada-af97-ba876c37ca34
124 lines
3.1 KiB
Python
124 lines
3.1 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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import matplotlib as mpl
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mpl.rc('figure', max_open_warning = 0)
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from stock import Stock
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import argparse
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import json
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params = {
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'analyze_range_days' : 5,
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'plot_range_days' : 0,
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'btfd' : {'thresh_max' : -7, 'thresh_min' : 1, 'cand_window' : 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 = []
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parser = argparse.ArgumentParser()
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parser.add_argument('--symbol', help='Symbol to fetch')
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parser.add_argument('--analyze-range', type=int, help='Analyze window [days]')
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parser.add_argument('--plot-range', type=int, help='Plot range [days]')
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args = parser.parse_args()
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f = open('stocks.json', 'r')
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s = f.read()
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symbols = json.loads(s)
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f.close()
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if args.symbol is not None:
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symbol, fullname, currency = args.symbol.split('|')
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show_symbols = [symbol]
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if symbol not in symbols:
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symbols[symbol] = {'name' : fullname, 'currency' : currency}
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s = json.dumps(symbols, sort_keys=True, indent=4)
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f = open('stocks.json', 'w')
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f.write(s)
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f.close()
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else:
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print ("{} is already in database".format(symbol))
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if args.analyze_range is not None:
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params['analyze_range_days'] = args.analyze_range
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if args.plot_range is not None:
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params['plot_range_days'] = args.plot_range
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do_plot = params['plot_range_days'] > 0
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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(params, symbol, symbols[symbol])
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title.fetch()
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title.statistics()
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try:
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ind = title.analyze(buy_callback, range_days=params['analyze_range_days'])
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if do_plot:
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title.show(ind, figNum=figNum)
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figNum += 1
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except:
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print ("Exception occurred for {}".format(symbol))
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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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try:
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ind = title.analyze(buy_callback, range_days=params['analyze_range_days'])
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if Stock.has_candidate(ind, 'BTFD'):
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print('-----------------------------------------------')
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if do_plot:
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title.show(ind, figNum=figNum)
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figNum += 1
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except:
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print ("Exception occurred for {}".format(symbol))
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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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if do_plot:
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plt.show()
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