goldhand 10.0__tar.gz → 12.7__tar.gz

{goldhand-10.0 → goldhand-12.7}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: goldhand
-Version: 10.0
+Version: 12.7
 Summary: A package working with financial data
 Home-page: https://github.com/misrori/goldhand
 Author: Mihaly

{goldhand-10.0 → goldhand-12.7}/goldhand/__init__.py

@@ -1,5 +1,5 @@
 from .tw import *
 from .stocks import *
 from .helpers import *
-from .video import *
-
+from .backtest import *
+from .strategy_rsi import *

goldhand-12.7/goldhand/backtest.py

@@ -0,0 +1,112 @@
+from IPython.display import display
+import numpy as np
+import pandas as pd
+import plotly.graph_objects as go
+import plotly.express as px
+
+class Backtest:
+    def __init__(self, data, strategy_function, **kwargs):
+        self.data = data
+        self.strategy_function = strategy_function
+        self.additional_params = kwargs
+        self.add_trades()
+        self.summary_of_trades()
+
+
+    def add_trades(self):
+        self.trades = self.strategy_function(self.data, **self.additional_params)
+
+
+    def summary_of_trades(self):
+        self.trades_summary = {
+          'number_of_trades' : self.trades.shape[0],
+
+          'average_res(%)' : round(((self.trades['result'].mean()-1)*100),2),
+          'median_res(%)': round(((self.trades['result'].median()-1)*100),2),
+          'cumulative_result': list(np.cumprod(self.trades['result'], axis=0))[-1],
+          'trade_results': ' # '.join([ str(round(((x-1)*100),2)) for x in self.trades['result']]),
+
+          'profitable_trade_results': ' # '.join([ str(round(((x-1)*100),2)) for x in self.trades['result'] if x>=1]),
+
+          'profitable_trades_mean' : round((( np.mean([x for x in self.trades['result'] if x>=1]) -1)*100),2),
+          'profitable_trades_median' : round((( np.median([x for x in self.trades['result'] if x>=1])-1)*100),2),
+
+          'looser_trade_results': ' # '.join([ str(round(((x-1)*100),2)) for x in self.trades['result'] if x<1]),
+
+          'looser_trades_mean' : round((( np.mean([x for x in self.trades['result'] if x<1])-1)*100),2),
+          'looser_trades_median' : round((( np.median([x for x in self.trades['result'] if x<1])-1)*100),2),
+
+
+          'average_trade_len(days)' :  self.trades['days_in_trade'].mean(),
+          'median_trade_len(days)' :  self.trades['days_in_trade'].median(),
+
+          'win_ratio(%)' : round(((sum(self.trades['result'] >1) / self.trades.shape[0])*100),2),
+          'number_of_win_trades': sum(self.trades['result'] >1),
+          'number_of_lost_trades': (self.trades.shape[0] - sum(self.trades['result'] >1)),
+
+          'max_gain(%)' : round(((self.trades['result'].max()-1)*100),2),
+          'max_lost(%)' : round(((self.trades['result'].min()-1)*100),2),
+
+          'first_trade_buy' : min(self.trades['buy_date'])
+
+        }
+        self.trades_summary.update(self.additional_params)
+
+    def show_trades(self):
+        tdf = self.data
+        fig = go.Figure(data=go.Ohlc(x=tdf['date'], open=tdf['open'], high=tdf['high'], low=tdf['low'],close=tdf['close']))
+        fig.add_trace( go.Scatter(x=tdf['date'], y=tdf['sma_50'], opacity =0.5, line=dict(color='lightblue', width = 2) , name = 'SMA 50') )
+        fig.add_trace( go.Scatter(x=tdf['date'], y=tdf['sma_200'], opacity =0.7, line=dict(color='red', width = 2.5) ,  name = 'SMA 200') )
+        fig.update_layout(showlegend=False, plot_bgcolor='white', height=800, title= f"Closed trades" )
+        fig.update(layout_xaxis_rangeslider_visible=False)
+        fig.update_xaxes( mirror=True,  ticks='outside',  showline=True,  linecolor='black', gridcolor='lightgrey')
+        fig.update_yaxes( mirror=True,  ticks='outside',  showline=True, linecolor='black',  gridcolor='lightgrey')
+
+        for index, row in self.trades.iterrows():
+            buy_date= row['buy_date']
+            sell_date= row['sell_date']
+            buy_price = row['buy_price']
+            sell_price = row['sell_price']
+            trade_id  = row['trade_id']
+            status = row['status']
+            triangle_color = 'green' if row['result'] >1 else 'red'
+
+            rise = (row['result'] -1)*100
+
+            if rise>100:
+                if status =='closed':
+                    result = f'Up:{round(((rise+100)/100), 2)}x'
+                else:
+                    result = f'Up:{round(((rise+100)/100), 2)}x <br> Still open'
+            else:
+                if status =='closed':
+                    result = f"{round(((row['result']-1)*100),2) }%"
+                else:
+                    result = f"{round(((row['result']-1)*100),2) }% <br> Still open"
+
+
+            # add buy
+            buy_point=(buy_date, buy_price)
+            triangle_trace = go.Scatter(x=[buy_point[0]],  y=[buy_point[1]],  mode='markers', marker=dict(symbol='triangle-up', size=16, color=triangle_color))
+            fig.add_trace(triangle_trace)
+            fig.add_annotation( x=buy_date, y=buy_price, text=f"Buy: ${round(buy_price, 2)}<br>#{trade_id}",  hovertext = f"Buy: ${round(buy_price, 2)}<br>#{trade_id}", showarrow=True, align="center", bordercolor="#c7c7c7", font=dict(family="Courier New, monospace", size=12, color= triangle_color ), borderwidth=2, borderpad=4, bgcolor="#f4fdff",  opacity=0.8, arrowhead=2, arrowsize=1, arrowwidth=1, ax=30,ay=30)
+
+            # add sell
+            sell_point=(sell_date, sell_price)
+            triangle_trace = go.Scatter(x=[sell_point[0]],  y=[sell_point[1]],  mode='markers', marker=dict(symbol='triangle-down', size=16, color=triangle_color))
+            fig.add_trace(triangle_trace)
+            fig.add_annotation( x=sell_date, y=sell_price, text=f"Sell: ${round(sell_price, 2)}<br>#{trade_id}, {result}", hovertext = f"Sell: ${round(sell_price, 2)}<br>#{trade_id}, {result}"  ,showarrow=True, align="center", bordercolor="#c7c7c7", font=dict(family="Courier New, monospace", size=12, color= triangle_color ), borderwidth=2, borderpad=4, bgcolor="#f4fdff",  opacity=0.8, arrowhead=2, arrowsize=1, arrowwidth=1, ax=-30,ay=-30)
+
+            # add reactangle
+            fig.add_shape(type="rect", x0=buy_point[0], y0=buy_point[1], x1=sell_point[0], y1=sell_point[1],line=dict(color= triangle_color ,width=2,),fillcolor="LightSkyBlue", opacity=0.3, label=dict( text=f"{result}<br>{row['days_in_trade']} days",   textposition="bottom center", font=dict(size=13, color =triangle_color, family="Times New Roman")))
+
+            # set size
+            fig.update_layout(showlegend=False, plot_bgcolor='white', )
+
+        return(fig)
+
+
+    def summarize_strategy(self):
+        display(pd.DataFrame(self.trades_summary, index=['Strategy summary']).T)
+        self.show_trades().show()
+        display(self.trades)

goldhand-12.7/goldhand/stocks.py

@@ -0,0 +1,231 @@
+from datetime import datetime, timedelta
+import pandas as pd
+import pandas_ta as ta
+import plotly.graph_objects as go
+import plotly.express as px
+from scipy.signal import argrelextrema
+import numpy as np
+import requests
+import json
+import cloudscraper
+
+class GoldHand:
+    def __init__(self, ticker, ad_ticker=True, range='18y', interval='1d'):
+        self.scraper = cloudscraper.create_scraper()
+        self.ad_ticker = ad_ticker
+        self.range = range
+        self.interval = interval
+        self.ticker = ticker
+        self.df = None
+        self.download_historical_data()
+
+
+    def get_olhc(self):
+        #scraper = cloudscraper.create_scraper()
+        response = self.scraper.get(f"https://query1.finance.yahoo.com/v8/finance/chart/{self.ticker}?interval={self.interval}&range={self.range}")
+        t= response.json()
+        df = pd.DataFrame(t['chart']['result'][0]['indicators']['quote'][0])
+        df['date'] = pd.to_datetime(t['chart']['result'][0]['timestamp'], unit='s').date
+        df = df[['date', 'open', 'low', 'high', 'close', 'volume']]
+        if self.ad_ticker:
+            df['ticker'] = self.ticker
+        return(df)
+    
+    def smma(self, data, window, colname):
+        hl2 = data['hl2'].values
+        smma_values = [hl2[0]]
+
+        for i in range(1, len(hl2)):
+            smma_val = (smma_values[-1] * (window - 1) + hl2[i]) / window
+            smma_values.append(smma_val)
+
+        data[colname] = smma_values
+        return data
+
+
+
+    def download_historical_data(self):
+        # Download historical stock data for the last year
+        self.df = self.get_olhc()
+        self.df.columns = self.df.columns.str.lower()
+        self.df['hl2'] = (self.df['high'] + self.df['low'])/2
+        
+        # Rsi
+        self.df['rsi'] = ta.rsi(self.df['close'], 14)
+
+        # SMAS
+        self.df['sma_50']= ta.sma(self.df['close'], 50)
+        self.df['diff_sma50'] = (self.df['close']/self.df['sma_50'] -1)*100
+        self.df['sma_100']= ta.sma(self.df['close'], 100)
+        self.df['diff_sma100'] = (self.df['close']/self.df['sma_100'] -1)*100
+        self.df['sma_200']= ta.sma(self.df['close'], 200)
+        self.df['diff_sma200'] = (self.df['close']/self.df['sma_200'] -1)*100
+
+        #Bolinger bands
+        bb = ta.bbands(self.df['close'])
+        bb.columns = ['bb_lower', 'bb_mid', 'bb_upper', 'bandwidth', 'percent']
+        self.df['bb_lower'] = bb['bb_lower']
+        self.df['bb_upper'] = bb['bb_upper']
+        self.df['diff_upper_bb'] = (self.df['bb_upper']/self.df['close'] -1)*100
+        self.df['diff_lower_bb'] = (self.df['bb_lower']/self.df['close'] -1)*100
+
+        #local min maxs
+        self.df['local'] = ''
+        self.df['local_text'] = ''
+        max_ids = list(argrelextrema(self.df['high'].values, np.greater, order=30)[0])
+        min_ids = list(argrelextrema(self.df['low'].values, np.less, order=30)[0])
+        self.df.loc[min_ids, 'local'] = 'minimum'
+        self.df.loc[max_ids, 'local'] = 'maximum'
+
+
+        states = self.df[self.df['local']!='']['local'].index.to_list()
+        problem = []
+        problem_list = []
+        for i in range(0, (len(states)-1) ):
+
+            if (self.df.loc[states[i], 'local'] != self.df.loc[states[i+1], 'local']):
+                if (len(problem)==0):
+                    continue
+                else:
+                    problem.append(states[i])
+                    text = self.df.loc[states[i], 'local']
+                    if(text=='minimum'):
+                        real_min = self.df.loc[problem, 'low'].idxmin()
+                        problem.remove(real_min)
+                        self.df.loc[problem, 'local']=''
+                    else:
+                        real_max = self.df.loc[problem, 'high'].idxmax()
+                        problem.remove(real_max)
+                        self.df.loc[problem, 'local']=''
+
+                    problem = []
+            else:
+                problem.append(states[i])
+
+        states = self.df[self.df['local']!='']['local'].index.to_list()
+
+        # if first is min ad the price
+        if self.df.loc[states[0], 'local']== 'minimum':
+            self.df.loc[states[0],'local_text'] = f"${round(self.df.loc[states[0], 'low'], 2)}"
+        else:
+            self.df.loc[states[0],'local_text'] = f"${round(self.df.loc[states[0], 'high'], 2)}"
+
+        # add last fall if last local is max
+        if list(self.df[self.df['local']!='']['local'])[-1]=='maximum':
+            last_min_id = self.df.loc[self.df['low']==min(self.df['low'][-3:] )].index.to_list()[0]
+            self.df.loc[last_min_id , 'local'] = 'minimum'
+
+        states = self.df[self.df['local']!='']['local'].index.to_list()
+        
+        
+        for i in range(1,len(states)):
+            prev = self.df.loc[states[i-1], 'local']
+            current= self.df.loc[states[i], 'local']
+            prev_high = self.df.loc[states[i-1], 'high']
+            prev_low = self.df.loc[states[i-1], 'low']
+            current_high = self.df.loc[states[i], 'high']
+            current_low = self.df.loc[states[i], 'low']
+            if current == 'maximum':
+                # rise
+                rise = (current_high/ prev_low -1)*100
+                if rise>100:
+                    self.df.loc[states[i], 'local_text'] = f'🚀🌌{round(((rise+100)/100), 2)}x<br>${round(current_high, 2)}'
+                else:
+                    self.df.loc[states[i], 'local_text'] = f'🚀{round(rise, 2)}%<br>${round(current_high, 2)}'
+            else:
+                fall = round((1-(current_low / prev_high))*100, 2)
+                if fall < 30:
+                    temj = '💸'
+                elif fall < 50:
+                    temj = '💸'
+                else:
+                    temj = '😭💔' 
+                self.df.loc[states[i], 'local_text'] = f'{temj}{fall}%<br>${round(current_low, 2)}'
+
+
+    def plotly_last_year(self, plot_title, plot_height=900):
+        tdf = self.df.tail(500)
+
+        fig = go.Figure(data=go.Ohlc(x=tdf['date'], open=tdf['open'], high=tdf['high'], low=tdf['low'],close=tdf['close']))
+
+        for index, row in tdf[tdf['local']!=''].iterrows():
+            direction = row['local']
+            tdate = row['date']
+            local_text = row['local_text']
+            min_price = row['low']
+            max_price = row['high']
+            if direction == 'maximum':
+                fig.add_annotation( x=tdate, y=max_price, text=local_text, showarrow=True, align="center", bordercolor="#c7c7c7", font=dict(family="Courier New, monospace", size=16, color="#214e34" ), borderwidth=2, borderpad=4, bgcolor="#f4fdff", opacity=0.8, arrowhead=2, arrowsize=1, arrowwidth=1, ax=-45,ay=-45)
+
+            if direction == 'minimum':
+                fig.add_annotation( x=tdate, y=min_price, text=local_text, showarrow=True, align="center", bordercolor="#c7c7c7", font=dict(family="Courier New, monospace", size=16, color="red" ), borderwidth=2, borderpad=4, bgcolor="#f4fdff", opacity=0.8, arrowhead=2, arrowsize=1, arrowwidth=1, ax=45,ay=45)
+
+        fig.update_layout(showlegend=False, plot_bgcolor='white', height=plot_height, title= plot_title)
+
+        fig.update_xaxes( mirror=True, ticks='outside', showline=True, linecolor='black', gridcolor='lightgrey' )
+        fig.update_yaxes( mirror=True, ticks='outside', showline=True, linecolor='black', gridcolor='lightgrey')
+        fig.update(layout_xaxis_rangeslider_visible=False)
+        fig.add_trace( go.Scatter(x=tdf['date'], y=tdf['sma_50'], opacity =0.5, line=dict(color='lightblue', width = 2) , name = 'SMA 50') )
+        fig.add_trace( go.Scatter(x=tdf['date'], y=tdf['sma_200'], opacity =0.7, line=dict(color='red', width = 2.5) ,  name = 'SMA 200') )
+        return(fig)
+
+    def plot_goldhand_line(self, plot_title, plot_height=900):
+        
+        data = self.df.copy()
+        # Apply SMMA to the dataframe
+        data = self.smma(data, 15, 'v1')
+        data = self.smma(data, 19, 'v2')
+        data = self.smma(data, 25, 'v3')
+        data = self.smma(data, 29, 'v4')
+
+        data['color'] = 'grey'  # Set default color to grey
+
+        # Update color based on conditions
+        data.loc[(data['v4'] < data['v3']) & (data['v3'] < data['v2']) & (data['v2'] < data['v1']), 'color'] = 'gold'
+        data.loc[(data['v1'] < data['v2']) & (data['v2'] < data['v3']) & (data['v3'] < data['v4']), 'color'] = 'blue'
+
+        # Identify rows where color changes compared to the previous row
+        data['color_change'] = data['color'] != data['color'].shift(1)
+
+        # Create a 'group' column and increase the value only when there's a color change
+        data['group'] = (data['color_change']).cumsum()
+
+        tdf = data.tail(800)
+
+        fig = go.Figure(data=go.Ohlc(x=tdf['date'], open=tdf['open'], high=tdf['high'], low=tdf['low'],close=tdf['close']))
+
+        fig.update_xaxes( mirror=True, ticks='outside', showline=True, linecolor='black', gridcolor='lightgrey' )
+        fig.update_yaxes( mirror=True, ticks='outside', showline=True, linecolor='black', gridcolor='lightgrey')
+        fig.update(layout_xaxis_rangeslider_visible=False)
+
+        for group_id in tdf['group'].unique():
+            if group_id ==tdf['group'].unique().max():
+                indices = tdf[tdf['group'] == group_id].index.to_list()
+            else:
+                indices = tdf[tdf['group'] == group_id].index.to_list()
+                indices.append(indices[-1]+1)
+
+
+            group_df = tdf.loc[indices]
+
+            group_color = group_df['color'].iloc[0]
+            color_dict = {'gold' : 'rgba(255, 215, 0, 0.4)' , 'grey' : 'rgba(128, 128 ,128, 0.4)' , 'blue' : 'rgba(0, 0, 255, 0.4)' }
+
+            # Create v1 and v4 traces
+            trace_v1 = go.Scatter(x=group_df['date'], y=group_df['v1'], mode='lines', name='v1', line=dict(color=color_dict[group_color]) )
+            trace_v4 = go.Scatter(x=group_df['date'], y=group_df['v4'], mode='lines', name='v4', line=dict(color=color_dict[group_color]), fill='tonexty', fillcolor =color_dict[group_color])
+
+            # Add candlestick trace and additional lines to the figure
+            fig.add_trace(trace_v1)
+            fig.add_trace(trace_v4)
+
+        fig.update_layout(showlegend=False, plot_bgcolor='white', height=plot_height, title= plot_title)
+        return(fig)
+
+        
+        
+        
+# https://stackoverflow.com/questions/71411995/pandas-plotly-secondary-graph-needs-to-be-to-rsi
+
+#https://wire.insiderfinance.io/plot-candlestick-rsi-bollinger-bands-and-macd-charts-using-yfinance-python-api-1c2cb182d147
+

goldhand-12.7/goldhand/strategy_rsi.py

@@ -0,0 +1,166 @@
+from IPython.display import display
+import numpy as np
+import pandas as pd
+import plotly.graph_objects as go
+from plotly.subplots import make_subplots
+import plotly.express as px
+from goldhand import *
+
+
+def rsi_strategy(data, buy_threshold = 30, sell_threshold = 70):
+
+    in_trade = False  # Flag to track if already in a trade
+    trade_id = 1
+    all_trades = []
+
+    temp_trade = {}
+
+    for i in range(1, len(data)):
+        # Check if not already in a trade
+        if not in_trade:
+            # Generate buy signal
+            if data['rsi'][i] < buy_threshold:
+
+                temp_trade['buy_price'] = data['close'][i]
+                temp_trade['trade_id'] = trade_id
+                temp_trade['status'] = 'open'
+                temp_trade.update(dict(data.iloc[i].add_prefix('buy_')))
+                in_trade = True  # Set flag to indicate in a trade
+        else:
+            # Generate sell signal
+            if data['rsi'][i] > sell_threshold:
+
+                temp_trade['sell_price'] = data['close'][i]
+                temp_trade['trade_id'] = trade_id
+                temp_trade['status'] = 'closed'
+
+                temp_trade.update(dict(data.iloc[i].add_prefix('sell_')))
+
+                # calculate results
+                temp_trade['result'] = temp_trade['sell_price'] / temp_trade['buy_price']
+                temp_trade['days_in_trade'] = (temp_trade['sell_date'] - temp_trade['buy_date']).days
+
+
+
+                in_trade = False  # Reset flag to indicate not in a trade
+                trade_id +=1
+                all_trades.append(temp_trade)
+                temp_trade = {}
+    if temp_trade:
+        temp_trade['sell_price'] = data['close'][i]
+        temp_trade['trade_id'] = trade_id
+        temp_trade['sell_date'] = data['date'][i]
+
+        temp_trade['result'] = temp_trade['sell_price'] / temp_trade['buy_price']
+        temp_trade['days_in_trade'] = (temp_trade['sell_date'] - temp_trade['buy_date']).days
+        all_trades.append(temp_trade)
+
+    res_df = pd.DataFrame(all_trades)
+    # change orders
+
+    all_col = res_df.columns.tolist()
+    first = ['result', 'buy_price', 'sell_price', 'buy_date', 'sell_date', 'days_in_trade']
+    first.extend([x for x in all_col if x not in first])
+    res_df = res_df[first]
+    return(res_df)
+
+
+
+def show_indicator_rsi_strategy(ticker, buy_threshold = 30, sell_threshold = 70):
+
+    tdf = GoldHand(ticker).df
+    backtest = Backtest( tdf, rsi_strategy, buy_threshold=buy_threshold, sell_threshold=sell_threshold)
+    trades =backtest.trades
+
+    # Create subplots with shared x-axis and custom heights
+    fig = make_subplots(rows=2, cols=1, shared_xaxes=True, vertical_spacing=0.1, subplot_titles=["Price Chart", "RSI"], row_heights=[0.7, 0.3])
+
+    # Add OHLC candlestick chart
+    fig.add_trace(go.Ohlc(x=tdf['date'], open=tdf['open'], high=tdf['high'], low=tdf['low'], close=tdf['close']), row=1, col=1)
+
+    # Add SMA lines
+    fig.add_trace(go.Scatter(x=tdf['date'], y=tdf['sma_50'], opacity=0.5, line=dict(color='lightblue', width=2), name='SMA 50'), row=1, col=1)
+    fig.add_trace(go.Scatter(x=tdf['date'], y=tdf['sma_200'], opacity=0.7, line=dict(color='red', width=2.5), name='SMA 200'), row=1, col=1)
+
+    # Add trade points and annotations
+    for index, row in trades.iterrows():
+        buy_date = row['buy_date']
+        sell_date = row['sell_date']
+        buy_price = row['buy_price']
+        sell_price = row['sell_price']
+        trade_id = row['trade_id']
+        status = row['status']
+        triangle_color = 'green' if row['result'] > 1 else 'red'
+
+        rise = (row['result'] - 1) * 100
+
+        if rise > 100:
+            if status == 'closed':
+                result = f'Up:{round(((rise + 100) / 100), 2)}x'
+            else:
+                result = f'Up:{round(((rise + 100) / 100), 2)}x <br> Still open'
+        else:
+            if status == 'closed':
+                result = f"{round(((row['result'] - 1) * 100), 2)}%"
+            else:
+                result = f"{round(((row['result'] - 1) * 100), 2)}% <br> Still open"
+
+        # add buy
+        buy_point = (buy_date, buy_price)
+        triangle_trace = go.Scatter(x=[buy_point[0]], y=[buy_point[1]], mode='markers',
+                                  marker=dict(symbol='triangle-up', size=16, color=triangle_color))
+        fig.add_trace(triangle_trace)
+        fig.add_annotation(x=buy_date, y=buy_price, text=f"Buy: ${round(buy_price, 2)}<br>#{trade_id}",
+                          showarrow=True, align="center", bordercolor="#c7c7c7",
+                          font=dict(family="Courier New, monospace", size=12, color=triangle_color),
+                          borderwidth=2, borderpad=4, bgcolor="#f4fdff", opacity=0.8,
+                          arrowhead=2, arrowsize=1, arrowwidth=1, ax=30, ay=30,
+                          hovertext= f"Buy: ${round(buy_price, 2)}")
+
+        # add sell
+        sell_point = (sell_date, sell_price)
+        triangle_trace = go.Scatter(x=[sell_point[0]], y=[sell_point[1]], mode='markers',
+                                  marker=dict(symbol='triangle-down', size=16, color=triangle_color))
+        fig.add_trace(triangle_trace)
+        fig.add_annotation(x=sell_date, y=sell_price,
+                          text=f"Sell: ${round(sell_price, 2)}<br>#{trade_id}, {result}",
+                          showarrow=True, align="center", bordercolor="#c7c7c7",
+                          font=dict(family="Courier New, monospace", size=12, color=triangle_color),
+                          borderwidth=2, borderpad=4, bgcolor="#f4fdff", opacity=0.8,
+                          arrowhead=2, arrowsize=1, arrowwidth=1, ax=-30, ay=-30,
+                          hovertext = f"Sell: ${round(sell_price, 2)}<br>#{trade_id}, {result}")
+
+        # add rectangle
+        fig.add_shape(type="rect", x0=buy_point[0], y0=buy_point[1], x1=sell_point[0], y1=sell_point[1],
+                      line=dict(color=triangle_color, width=2,), fillcolor="LightSkyBlue", opacity=0.3,
+                      label=dict(text=f"{result}<br>{row['days_in_trade']} days",
+                                textposition="bottom center",
+                                font=dict(size=13, color=triangle_color, family="Times New Roman")))
+
+    # Update layout
+    fig.update_layout(showlegend=False, plot_bgcolor='white', height=800, title=f"Closed trades")
+    fig.update(layout_xaxis_rangeslider_visible=False)
+
+    # Update x-axes and y-axes for the main chart
+    fig.update_xaxes(mirror=True, ticks='outside', showline=True, linecolor='black', gridcolor='lightgrey', row=1, col=1)
+    fig.update_yaxes(mirror=True, ticks='outside', showline=True, linecolor='black', gridcolor='lightgrey', row=1, col=1)
+
+    # Update x-axes and y-axes for the RSI subplot
+    fig.update_xaxes(mirror=True, ticks='outside', showline=True, linecolor='black', gridcolor='lightgrey', row=2, col=1)
+    fig.update_yaxes(mirror=True, ticks='outside', showline=True, linecolor='black', gridcolor='lightgrey', row=2, col=1)
+
+
+
+
+    # Add RSI line
+    fig.add_trace(go.Scatter(x=tdf['date'], y=tdf['rsi'], line=dict(color='green', width=2), name='RSI'), row=2, col=1)
+    fig.add_shape(type="line", x0=tdf['date'].min(), x1=tdf['date'].max(), y0=buy_threshold, y1=buy_threshold, line=dict(color="black", width=2, dash="dash"), row=2, col=1)
+    fig.add_shape(type="line", x0=tdf['date'].min(), x1=tdf['date'].max(), y0=sell_threshold, y1=sell_threshold, line=dict(color="black", width=2, dash="dash"), row=2, col=1)
+
+
+    # Show the plot
+    fig.show()
+
+
+# Test
+# show_indicator_rsi_strategy('TSLA', 30,80)

{goldhand-10.0 → goldhand-12.7}/goldhand/tw.py

@@ -16,7 +16,7 @@ class Tw:
         self.get_all_crypto()
 
     def get_all_stock(self):
-        data_query = '{"filter":[{"left":"type","operation":"in_range","right":["stock","dr","fund"]},{"left":"subtype","operation":"in_range","right":["common","foreign-issuer","","etf","etf,odd","etf,otc","etf,cfd"]},{"left":"exchange","operation":"in_range","right":["AMEX","NASDAQ","NYSE"]},{"left":"is_primary","operation":"equal","right":true},{"left":"active_symbol","operation":"equal","right":true}],"options":{"lang":"en"},"markets":["america"],"symbols":{"query":{"types":[]},"tickers":[]},"columns":["logoid","name","close","change","change_abs","Recommend.All","volume","Value.Traded","market_cap_basic","price_earnings_ttm","earnings_per_share_basic_ttm","number_of_employees","sector","industry","RSI","SMA50","SMA100","SMA200","BB.lower","BB.upper","Perf.W","Perf.Y","Perf.YTD","Perf.3M","Perf.6M","Perf.1M","High.1M","High.3M","High.6M","price_52_week_high","High.All","description","type","subtype","update_mode","pricescale","minmov","fractional","minmove2","RSI[1]","currency","fundamental_currency_code"],"sort":{"sortBy":"market_cap_basic","sortOrder":"desc"},"range":[0,9000]}'
+        data_query = '{"filter":[{"left":"type","operation":"in_range","right":["stock","dr","fund"]},{"left":"subtype","operation":"in_range","right":["common","foreign-issuer","","etf","etf,odd","etf,otc","etf,cfd"]},{"left":"exchange","operation":"in_range","right":["AMEX","NASDAQ","NYSE"]},{"left":"is_primary","operation":"equal","right":true},{"left":"active_symbol","operation":"equal","right":true}],"options":{"lang":"en"},"markets":["america"],"symbols":{"query":{"types":[]},"tickers":[]},"columns":["logoid","name","close","change","change_abs","Recommend.All","volume","Value.Traded","market_cap_basic","price_earnings_ttm","earnings_per_share_basic_ttm","number_of_employees","sector","High.3M","Low.3M","Perf.3M","Perf.5Y","High.1M","Low.1M","High.6M","Low.6M","Perf.6M","beta_1_year","price_52_week_high","price_52_week_low","High.All","Low.All","BB.lower","BB.upper","change|1M","change_abs|1M","change|1W","change_abs|1W","change|240","country","EMA50","EMA100","EMA200","MACD.macd","MACD.signal","Mom","Perf.1M","RSI7","SMA50","SMA100","SMA200","Stoch.RSI.K","Stoch.RSI.D","Perf.W","Perf.Y","Perf.YTD","industry","Perf.All","description","type","subtype","update_mode","pricescale","minmov","fractional","minmove2","Mom[1]","RSI7[1]","Rec.Stoch.RSI","currency","fundamental_currency_code"],"sort":{"sortBy":"market_cap_basic","sortOrder":"desc"},"range":[0,8000]}'
         response = requests.post('https://scanner.tradingview.com/america/scan', data=data_query)
         data = response.json()
         list_elements = list(map(lambda x:x['d'], data['data'] ))
@@ -94,16 +94,7 @@ class Tw:
 
         fig = px.bar(secdf, x='name', y='market_cap_basic', title = f"{row_df['Company'].iloc[0]} ({row_df['name'].iloc[0]})<br>{row_df['sector'].iloc[0]} | {row_df['industry'].iloc[0]}", labels={'market_cap_basic':'Market kapitalization'}, text='Company')
 
-        fig.add_annotation( x=row_df['name'].iloc[0], y=row_df['market_cap_basic'].iloc[0], text= f"{market_cap}",  showarrow=True,
-                        align="center", bordercolor="#c7c7c7",
-                        font=dict(family="Courier New, monospace", size=16, color="#214e34" ), borderwidth=2,
-                        borderpad=4,
-                        bgcolor="#f4fdff",
-                        opacity=0.8,
-                        arrowhead=2,
-                        arrowsize=1,
-                        arrowwidth=1,
-                        ax=65,ay=-45)
+        fig.add_annotation( x=row_df['name'].iloc[0], y=row_df['market_cap_basic'].iloc[0], text= f"{market_cap}",  showarrow=True, align="center", bordercolor="#c7c7c7", font=dict(family="Courier New, monospace", size=16, color="#214e34" ), borderwidth=2, borderpad=4, bgcolor="#f4fdff", opacity=0.8, arrowhead=2, arrowsize=1, arrowwidth=1, ax=65,ay=-45)
         fig.update_layout(showlegend=False, plot_bgcolor='white', height=600)
         fig.show()
 
@@ -122,19 +113,12 @@ class Tw:
         fig = px.bar(inddf, x='name', y='market_cap_basic', title = f"{row_df['Company'].iloc[0]} ({row_df['name'].iloc[0]})<br>{row_df['sector'].iloc[0]} | {row_df['industry'].iloc[0]}", labels={'market_cap_basic':'Market kapitalization'}, text='Company')
 
 
-        fig.add_annotation( x=row_df['name'].iloc[0], y=row_df['market_cap_basic'].iloc[0], text= f"{market_cap}",  showarrow=True,
-                        align="center", bordercolor="#c7c7c7",
-                        font=dict(family="Courier New, monospace", size=16, color="#214e34" ), borderwidth=2,
-                        borderpad=4,
-                        bgcolor="#f4fdff",
-                        opacity=0.8,
-                        arrowhead=2,
-                        arrowsize=1,
-                        arrowwidth=1,
-                        ax=65,ay=-45)
+        fig.add_annotation( x=row_df['name'].iloc[0], y=row_df['market_cap_basic'].iloc[0], text= f"{market_cap}",  showarrow=True, align="center", bordercolor="#c7c7c7", font=dict(family="Courier New, monospace", size=16, color="#214e34" ), borderwidth=2, borderpad=4, bgcolor="#f4fdff", opacity=0.8, arrowhead=2, arrowsize=1, arrowwidth=1, ax=65,ay=-45)
         fig.update_layout(showlegend=False, plot_bgcolor='white', height=600)
         fig.show()
         
 
 
-tw = Tw()
+#tw = Tw()
+#print(tw.stock.head(1).T)
+#print(tw.crypto.head(1).T)

{goldhand-10.0 → goldhand-12.7}/goldhand.egg-info/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: goldhand
-Version: 10.0
+Version: 12.7
 Summary: A package working with financial data
 Home-page: https://github.com/misrori/goldhand
 Author: Mihaly

{goldhand-10.0 → goldhand-12.7}/goldhand.egg-info/SOURCES.txt

@@ -1,11 +1,11 @@
 README.md
 setup.py
 goldhand/__init__.py
+goldhand/backtest.py
 goldhand/helpers.py
 goldhand/stocks.py
-goldhand/test.py
+goldhand/strategy_rsi.py
 goldhand/tw.py
-goldhand/video.py
 goldhand.egg-info/PKG-INFO
 goldhand.egg-info/SOURCES.txt
 goldhand.egg-info/dependency_links.txt

{goldhand-10.0 → goldhand-12.7}/setup.py

@@ -8,7 +8,7 @@ long_description = (this_directory / "README.md").read_text()
 
 setup(
     name="goldhand",
-    version="10.0",
+    version="12.7",
     author="Mihaly",
     author_email="ormraat.pte@gmail.com",
     description="A package working with financial data",

goldhand-10.0/goldhand/stocks.py

@@ -1,210 +0,0 @@
-from datetime import datetime, timedelta
-import pandas as pd
-import pandas_ta as ta
-import plotly.graph_objects as go
-import plotly.express as px
-from scipy.signal import argrelextrema
-import numpy as np
-import requests
-import json
-import cloudscraper
-
-class GoldHand:
-    def __init__(self, ticker, static_plot =False):
-        self.scraper = cloudscraper.create_scraper()
-        self.ticker = ticker
-        self.df = None
-        self.static_plot = static_plot
-        self.download_historical_data()
-
-
-    def get_olhc(self, ticker, scraper = cloudscraper.create_scraper(),  ad_ticker=False, range='18y', interval='1d'):
-        response = scraper.get(f"https://query1.finance.yahoo.com/v8/finance/chart/{ticker}?interval={interval}&range={range}")
-        t= response.json()
-        df = pd.DataFrame(t['chart']['result'][0]['indicators']['quote'][0])
-        df['date'] = pd.to_datetime(t['chart']['result'][0]['timestamp'], unit='s').date
-        df = df[['date', 'open', 'low', 'high', 'close', 'volume']]
-        if ad_ticker:
-            df['ticker'] = ticker
-        return(df)
-
-
-
-    def download_historical_data(self):
-        # Download historical stock data for the last year
-        self.df = self.get_olhc(self.ticker, self.scraper)
-        self.df.columns = self.df.columns.str.lower()
-
-        # Rsi
-        self.df['rsi'] = ta.rsi(self.df['close'], 14)
-
-        # SMAS
-        self.df['sma_50']= ta.sma(self.df['close'], 50)
-        self.df['diff_sma50'] = (self.df['close']/self.df['sma_50'] -1)*100
-        self.df['sma_100']= ta.sma(self.df['close'], 100)
-        self.df['diff_sma100'] = (self.df['close']/self.df['sma_100'] -1)*100
-        self.df['sma_200']= ta.sma(self.df['close'], 200)
-        self.df['diff_sma200'] = (self.df['close']/self.df['sma_200'] -1)*100
-
-        #Bolinger bands
-        bb = ta.bbands(self.df['close'])
-        bb.columns = ['bb_lower', 'bb_mid', 'bb_upper', 'bandwidth', 'percent']
-        self.df['bb_lower'] = bb['bb_lower']
-        self.df['bb_upper'] = bb['bb_upper']
-        self.df['diff_upper_bb'] = (self.df['bb_upper']/self.df['close'] -1)*100
-        self.df['diff_lower_bb'] = (self.df['bb_lower']/self.df['close'] -1)*100
-
-        #local min maxs
-        self.df['local'] = ''
-        self.df['local_text'] = ''
-        max_ids = list(argrelextrema(self.df['high'].values, np.greater, order=30)[0])
-        min_ids = list(argrelextrema(self.df['low'].values, np.less, order=30)[0])
-        self.df.loc[min_ids, 'local'] = 'minimum'
-        self.df.loc[max_ids, 'local'] = 'maximum'
-
-
-        states = self.df[self.df['local']!='']['local'].index.to_list()
-        problem = []
-        problem_list = []
-        for i in range(0, (len(states)-1) ):
-
-            if (self.df.loc[states[i], 'local'] != self.df.loc[states[i+1], 'local']):
-                if (len(problem)==0):
-                    continue
-                else:
-                    problem.append(states[i])
-                    text = self.df.loc[states[i], 'local']
-                    if(text=='minimum'):
-                        real_min = self.df.loc[problem, 'low'].idxmin()
-                        problem.remove(real_min)
-                        self.df.loc[problem, 'local']=''
-                    else:
-                        real_max = self.df.loc[problem, 'high'].idxmax()
-                        problem.remove(real_max)
-                        self.df.loc[problem, 'local']=''
-
-                    problem = []
-            else:
-                problem.append(states[i])
-
-        states = self.df[self.df['local']!='']['local'].index.to_list()
-
-        # if first is min ad the price
-        if self.df.loc[states[0], 'local']== 'minimum':
-            self.df.loc[states[0],'local_text'] = f"${round(self.df.loc[states[0], 'low'], 2)}"
-        else:
-            self.df.loc[states[0],'local_text'] = f"${round(self.df.loc[states[0], 'high'], 2)}"
-
-        # add last fall if last local is max
-        if list(self.df[self.df['local']!='']['local'])[-1]=='maximum':
-            last_min_id = self.df.loc[self.df['low']==min(self.df['low'][-3:] )].index.to_list()[0]
-            self.df.loc[last_min_id , 'local'] = 'minimum'
-
-        states = self.df[self.df['local']!='']['local'].index.to_list()
-        
-        if self.static_plot:
-
-            for i in range(1,len(states)):
-                prev = self.df.loc[states[i-1], 'local']
-                current= self.df.loc[states[i], 'local']
-                prev_high = self.df.loc[states[i-1], 'high']
-                prev_low = self.df.loc[states[i-1], 'low']
-                current_high = self.df.loc[states[i], 'high']
-                current_low = self.df.loc[states[i], 'low']
-                if current == 'maximum':
-                    # rise
-                    rise = (current_high/ prev_low -1)*100
-                    if rise>100:
-                        self.df.loc[states[i], 'local_text'] = f'Up:{round(((rise+100)/100), 2)}x<br>${round(current_high, 2)}'
-                    else:
-                        self.df.loc[states[i], 'local_text'] = f'Up:{round(rise, 2)}%<br>${round(current_high, 2)}'
-                else:
-                    fall = round((1-(current_low / prev_high))*100, 2)
-                    self.df.loc[states[i], 'local_text'] = f'Down:{fall}%<br>${round(current_low, 2)}'
-        else: 
-
-            for i in range(1,len(states)):
-                prev = self.df.loc[states[i-1], 'local']
-                current= self.df.loc[states[i], 'local']
-                prev_high = self.df.loc[states[i-1], 'high']
-                prev_low = self.df.loc[states[i-1], 'low']
-                current_high = self.df.loc[states[i], 'high']
-                current_low = self.df.loc[states[i], 'low']
-                if current == 'maximum':
-                    # rise
-                    rise = (current_high/ prev_low -1)*100
-                    if rise>100:
-                        self.df.loc[states[i], 'local_text'] = f'🚀🌌{round(((rise+100)/100), 2)}x<br>${round(current_high, 2)}'
-                    else:
-                        self.df.loc[states[i], 'local_text'] = f'🚀{round(rise, 2)}%<br>${round(current_high, 2)}'
-                else:
-                    fall = round((1-(current_low / prev_high))*100, 2)
-                    if fall < 30:
-                        temj = '💸'
-                    elif fall < 50:
-                        temj = '💸'
-                    else:
-                        temj = '😭💔' 
-                    self.df.loc[states[i], 'local_text'] = f'{temj}{fall}%<br>${round(current_low, 2)}'
-
-
-    def plotly_last_year(self, plot_title, plot_height=900):
-        tdf = self.df.tail(500)
-
-        fig = go.Figure(data=go.Ohlc(x=tdf['date'], open=tdf['open'], high=tdf['high'], low=tdf['low'],close=tdf['close']))
-
-        for index, row in tdf[tdf['local']!=''].iterrows():
-            direction = row['local']
-            tdate = row['date']
-            local_text = row['local_text']
-            min_price = row['low']
-            max_price = row['high']
-            if direction == 'maximum':
-                fig.add_annotation( x=tdate, y=max_price, text=local_text, showarrow=True,
-                align="center", bordercolor="#c7c7c7",
-                font=dict(family="Courier New, monospace", size=16, color="#214e34" ), borderwidth=2,
-                borderpad=4,
-                bgcolor="#f4fdff",
-                opacity=0.8,
-                arrowhead=2,
-                arrowsize=1,
-                arrowwidth=1,
-                ax=-45,ay=-45)
-
-            if direction == 'minimum':
-                fig.add_annotation( x=tdate, y=min_price, text=local_text, showarrow=True,
-                align="center", bordercolor="#c7c7c7",
-                font=dict(family="Courier New, monospace", size=16, color="red" ), borderwidth=2,
-                borderpad=4,
-                bgcolor="#f4fdff",
-                opacity=0.8,
-                arrowhead=2,
-                arrowsize=1,
-                arrowwidth=1,
-                ax=45,ay=45)
-
-            fig.update_layout(showlegend=False, plot_bgcolor='white', height=plot_height, title= plot_title)
-
-        fig.update_xaxes(
-            mirror=True,
-            ticks='outside',
-            showline=True,
-            linecolor='black',
-            gridcolor='lightgrey'
-        )
-        fig.update_yaxes(
-            mirror=True,
-            ticks='outside',
-            showline=True,
-            linecolor='black',
-            gridcolor='lightgrey'
-        )
-        fig.update(layout_xaxis_rangeslider_visible=False)
-        fig.add_trace( go.Scatter(x=tdf['date'], y=tdf['sma_50'], opacity =0.5, line=dict(color='lightblue', width = 2) , name = 'SMA 50') )
-        fig.add_trace( go.Scatter(x=tdf['date'], y=tdf['sma_200'], opacity =0.7, line=dict(color='red', width = 2.5) ,  name = 'SMA 200') )
-        return(fig)
-
-
-# https://stackoverflow.com/questions/71411995/pandas-plotly-secondary-graph-needs-to-be-to-rsi
-
-#https://wire.insiderfinance.io/plot-candlestick-rsi-bollinger-bands-and-macd-charts-using-yfinance-python-api-1c2cb182d147

goldhand-10.0/goldhand/test.py

@@ -1,10 +0,0 @@
-from tw import *
-from stocks import *
-from video import *
-
-tw =Tw()
-# stock_ticker = "AMD"
-# t = GoldHand(stock_ticker)
-# p = t.plotly_last_year(tw.get_plotly_title(stock_ticker))
-# p.update_layout(height=1080, width=1920)
-# p.write_image("fig2.png", )