goldhand 11.3__tar.gz → 12.7__tar.gz

{goldhand-11.3 → goldhand-12.7}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: goldhand
-Version: 11.3
+Version: 12.7
 Summary: A package working with financial data
 Home-page: https://github.com/misrori/goldhand
 Author: Mihaly

{goldhand-11.3 → goldhand-12.7}/goldhand/__init__.py

@@ -1,4 +1,5 @@
 from .tw import *
 from .stocks import *
 from .helpers 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-11.3 → goldhand-12.7}/goldhand/stocks.py

@@ -30,6 +30,17 @@ class GoldHand:
         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
 
 
 
@@ -37,7 +48,8 @@ class GoldHand:
         # 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)
 
@@ -148,7 +160,7 @@ class GoldHand:
             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_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')
@@ -157,7 +169,62 @@ class GoldHand:
         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-11.3 → goldhand-12.7}/goldhand.egg-info/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: goldhand
-Version: 11.3
+Version: 12.7
 Summary: A package working with financial data
 Home-page: https://github.com/misrori/goldhand
 Author: Mihaly

{goldhand-11.3 → goldhand-12.7}/goldhand.egg-info/SOURCES.txt

@@ -1,8 +1,10 @@
 README.md
 setup.py
 goldhand/__init__.py
+goldhand/backtest.py
 goldhand/helpers.py
 goldhand/stocks.py
+goldhand/strategy_rsi.py
 goldhand/tw.py
 goldhand.egg-info/PKG-INFO
 goldhand.egg-info/SOURCES.txt

{goldhand-11.3 → goldhand-12.7}/setup.py

@@ -8,7 +8,7 @@ long_description = (this_directory / "README.md").read_text()
 
 setup(
     name="goldhand",
-    version="11.3",
+    version="12.7",
     author="Mihaly",
     author_email="ormraat.pte@gmail.com",
     description="A package working with financial data",