goldhand 14.2__py3-none-any.whl → 15.1__py3-none-any.whl

goldhand/backtest.py

@@ -16,13 +16,24 @@ class Backtest:
 
     def add_trades(self):
         self.trades = self.strategy_function(self.data, **self.additional_params)
+        self.trades['ticker'] = self.data['ticker'].iloc[0]
+        
+        # order columns
+        all_col = self.trades.columns.tolist()
+        first = ['ticker']
+        first.extend([x for x in all_col if x not in first])
+        self.trades = self.trades[first]
 
 
     def summary_of_trades(self):
         self.trades_summary = {
+          'ticker' : self.data['ticker'].iloc[0],
           'number_of_trades' : self.trades.shape[0],
-
+          'win_ratio(%)' : round(((sum(self.trades['result'] >1) / self.trades.shape[0])*100),2),
           'average_res(%)' : round(((self.trades['result'].mean()-1)*100),2),
+          'average_trade_len(days)' :  round(self.trades['days_in_trade'].mean(), 0),
+          
+          
           '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']]),
@@ -37,11 +48,9 @@ class Backtest:
           '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)),
 
@@ -107,6 +116,6 @@ class Backtest:
 
 
     def summarize_strategy(self):
-        display(pd.DataFrame(self.trades_summary, index=['Strategy summary']).T)
+        display(pd.DataFrame(self.trades_summary, index=['Strategy summary']).T )
         self.show_trades().show()
         display(self.trades)

goldhand/strategy_goldhand_line.py

@@ -9,6 +9,13 @@ from goldhand import *
 
 
 def goldhand_line_strategy(data):
+    """
+    This function implements the goldhand line strategy.
+    Parameters:
+    data (pandas.DataFrame): The dataframe containing the data.
+    Returns:
+    res_df (pandas.DataFrame): The dataframe containing the results.
+    """
 
     data['hl2'] = (data['high'] + data['low'])/2
 
@@ -91,7 +98,18 @@ def goldhand_line_strategy(data):
     return(res_df)
 
 
-def show_indicator_goldhand_line_strategy(ticker, plot_title = '', ndays=0, plot_height=800):
+def show_indicator_goldhand_line_strategy(ticker, plot_title = '', ndays=0, plot_height=1000, add_strategy_summary = True):
+    """
+    This function shows the goldhand line strategy on a plotly candlestick chart.   
+    Parameters:
+    ticker (str): The ticker of the stock or ETF.
+    plot_title (str): The title of the plot.
+    ndays (int): The number of days to show. If 0, all data will be shown.
+    plot_height (int): The height of the plot.
+    add_strategy_summary (bool): If True, the strategy summary will be added to the plot.
+    Returns:
+    fig (plotly.graph_objects.Figure): The plotly figure.
+    """
 
     data = GoldHand(ticker).df
 
@@ -237,21 +255,21 @@ def show_indicator_goldhand_line_strategy(ticker, plot_title = '', ndays=0, plot
     fig.update_layout(showlegend=False, plot_bgcolor='white', height=plot_height, title=plot_title)
     fig.update(layout_xaxis_rangeslider_visible=False)
 
-
-    t= backtest.trades_summary
-    trade_text = f"Trades: {t['number_of_trades']}<br>"\
-    f"Win ratio: {t['win_ratio(%)']}%<br>"\
-    f"Average result: {t['average_res(%)']}%<br>"\
-    f"Median result: {t['median_res(%)']}%<br>"\
-    f"Average trade lenght: {round(t['average_trade_len(days)'], 0)} days<br>"\
-    f"Cumulative result: {round(t['cumulative_result'], 2)}x<br>"\
-    f"Profitable trades mean: {t['profitable_trades_mean']}%<br>"\
-    f"Profitable trades median: {t['profitable_trades_median']}%<br>"\
-    f"Looser trades mean: {t['looser_trades_mean']}%<br>"\
-    f"Looser trades median: {t['looser_trades_median']}%<br>"
-
-    # Add a larger textbox using annotations
-    fig.add_annotation( go.layout.Annotation( x=tex_loc[0], y=tex_loc[1], xref='paper', yref='paper', text=trade_text, showarrow=True, arrowhead=4, ax=0, ay=0, bordercolor='black', borderwidth=2, bgcolor='white', align='left', font=dict(size=14, color='black')))
+    if add_strategy_summary:
+        t= backtest.trades_summary
+        trade_text = f"Trades: {t['number_of_trades']}<br>"\
+        f"Win ratio: {t['win_ratio(%)']}%<br>"\
+        f"Average result: {t['average_res(%)']}%<br>"\
+        f"Median result: {t['median_res(%)']}%<br>"\
+        f"Average trade lenght: {round(t['average_trade_len(days)'], 0)} days<br>"\
+        f"Cumulative result: {round(t['cumulative_result'], 2)}x<br>"\
+        f"Profitable trades mean: {t['profitable_trades_mean']}%<br>"\
+        f"Profitable trades median: {t['profitable_trades_median']}%<br>"\
+        f"Looser trades mean: {t['looser_trades_mean']}%<br>"\
+        f"Looser trades median: {t['looser_trades_median']}%<br>"
+
+        # Add a larger textbox using annotations
+        fig.add_annotation( go.layout.Annotation( x=tex_loc[0], y=tex_loc[1], xref='paper', yref='paper', text=trade_text, showarrow=True, arrowhead=4, ax=0, ay=0, bordercolor='black', borderwidth=2, bgcolor='white', align='left', font=dict(size=14, color='black')))
 
     # Show the plot
     return (fig)

goldhand/strategy_rsi.py

@@ -57,6 +57,7 @@ def rsi_strategy(data, buy_threshold = 30, sell_threshold = 70):
         all_trades.append(temp_trade)
 
     res_df = pd.DataFrame(all_trades)
+    
     # change orders
 
     all_col = res_df.columns.tolist()
@@ -67,14 +68,14 @@ def rsi_strategy(data, buy_threshold = 30, sell_threshold = 70):
 
 
 
-def show_indicator_rsi_strategy(ticker, buy_threshold = 30, sell_threshold = 70, plot_title = '', ndays=0, plot_height=800):
+def show_indicator_rsi_strategy(ticker, buy_threshold = 30, sell_threshold = 70, plot_title = '', ndays=0, plot_height=1000, add_strategy_summary = True):
 
     tdf = GoldHand(ticker).df
     backtest = Backtest( tdf, rsi_strategy, buy_threshold=buy_threshold, sell_threshold=sell_threshold)
     trades =backtest.trades
     
-    if ndays!=0:
-        tdf = data.tail(tdf)
+    if ndays > 0:
+        tdf = tdf.tail(ndays)
         trades = trades.loc[trades['buy_date']>tdf.date.min()]
         
     if tdf['high'].max() == max(tdf['high'][0:50]):
@@ -85,7 +86,7 @@ def show_indicator_rsi_strategy(ticker, buy_threshold = 30, sell_threshold = 70,
     
 
     # 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=[plot_title, "RSI"], row_heights=[0.7, 0.3])
+    fig = make_subplots(rows=2, cols=1, shared_xaxes=True, vertical_spacing=0.1, subplot_titles=['', "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)
@@ -150,7 +151,7 @@ def show_indicator_rsi_strategy(ticker, buy_threshold = 30, sell_threshold = 70,
                                 font=dict(size=13, color=triangle_color, family="Times New Roman")))
 
     # Update layout
-    fig.update_layout(showlegend=False, plot_bgcolor='white', height=800, title=plot_title)
+    fig.update_layout(showlegend=False, plot_bgcolor='white', height=plot_height, title=plot_title)
     fig.update(layout_xaxis_rangeslider_visible=False)
 
     # Update x-axes and y-axes for the main chart
@@ -161,22 +162,21 @@ def show_indicator_rsi_strategy(ticker, buy_threshold = 30, sell_threshold = 70,
     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)
 
-
-    t= backtest.trades_summary
-    trade_text = f"Trades: {t['number_of_trades']}<br>"\
-    f"Win ratio: {t['win_ratio(%)']}%<br>"\
-    f"Average result: {t['average_res(%)']}%<br>"\
-    f"Median result: {t['median_res(%)']}%<br>"\
-    f"Average trade length: {round(t['average_trade_len(days)'], 0)} days<br>"\
-    f"Cumulative result: {round(t['cumulative_result'], 2)}x<br>"\
-    f"Profitable trades mean: {t['profitable_trades_mean']}%<br>"\
-    f"Profitable trades median: {t['profitable_trades_median']}%<br>"\
-    f"Looser trades mean: {t['looser_trades_mean']}%<br>"\
-    f"Looser trades median: {t['looser_trades_median']}%<br>"
-
-    # Add a larger textbox using annotations
-    fig.add_annotation( go.layout.Annotation( x=tex_loc[0], y=tex_loc[1], xref='paper', yref='paper', text=trade_text, showarrow=True, arrowhead=4, ax=0, ay=0, bordercolor='black', borderwidth=2, bgcolor='white', align='left', font=dict(size=14, color='black')))
-
+    if add_strategy_summary:
+        t= backtest.trades_summary
+        trade_text = f"Trades: {t['number_of_trades']}<br>"\
+        f"Win ratio: {t['win_ratio(%)']}%<br>"\
+        f"Average result: {t['average_res(%)']}%<br>"\
+        f"Median result: {t['median_res(%)']}%<br>"\
+        f"Average trade length: {round(t['average_trade_len(days)'], 0)} days<br>"\
+        f"Cumulative result: {round(t['cumulative_result'], 2)}x<br>"\
+        f"Profitable trades mean: {t['profitable_trades_mean']}%<br>"\
+        f"Profitable trades median: {t['profitable_trades_median']}%<br>"\
+        f"Looser trades mean: {t['looser_trades_mean']}%<br>"\
+        f"Looser trades median: {t['looser_trades_median']}%<br>"
+
+        # Add a larger textbox using annotations
+        fig.add_annotation( go.layout.Annotation( x=tex_loc[0], y=tex_loc[1], xref='paper', yref='paper', text=trade_text, showarrow=True, arrowhead=4, ax=0, ay=0, bordercolor='black', borderwidth=2, bgcolor='white', align='left', font=dict(size=14, color='black')))
 
 
     # Add RSI line

goldhand/tw.py

@@ -92,7 +92,9 @@ class Tw:
 
         secdf.rename(columns = {'description': 'Company'}, inplace=True)
 
-        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 = 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 = px.bar(secdf, x='name', y='market_cap_basic', title = self.get_plotly_title(ticker), 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.update_layout(showlegend=False, plot_bgcolor='white', height=600)
@@ -110,7 +112,7 @@ class Tw:
 
         inddf.rename(columns = {'description': 'Company'}, inplace=True)
 
-        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 = px.bar(inddf, x='name', y='market_cap_basic', title = self.get_plotly_title(ticker), 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)

{goldhand-14.2.dist-info → goldhand-15.1.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: goldhand
-Version: 14.2
+Version: 15.1
 Summary: A package working with financial data
 Home-page: https://github.com/misrori/goldhand
 Author: Mihaly

goldhand-15.1.dist-info/RECORD

@@ -0,0 +1,11 @@
+goldhand/__init__.py,sha256=2D68nqSZuv6sqyLJbOXnWIeeFpNgpYc90rHa2Fo70lk,152
+goldhand/backtest.py,sha256=haK0c7wbUv02DUU5LcrvDSC1i0h1nDX7HHYzD9abhb8,6456
+goldhand/helpers.py,sha256=l9yn0kVTiwfUR8sI5nH1QFx6dYikaUQgRA227Ox7hs0,6130
+goldhand/stocks.py,sha256=wizTmZ8ybH76CSHuWbNu0hkbwH95Mw4LWSblb5jl9ro,11680
+goldhand/strategy_goldhand_line.py,sha256=dsOzCsVtvhNJ42-r2rsPVV4YFuNto31ylqQ3Il4XYOw,11341
+goldhand/strategy_rsi.py,sha256=eswHKmswX408Cf9xjny7DqxSkJ_FemtxHHQ2V69vbP0,8918
+goldhand/tw.py,sha256=zyB-Pb0KVns7bMrr6NFwDQlu6-PpFn-xWt9BRmmMMTs,8456
+goldhand-15.1.dist-info/METADATA,sha256=oaImadJh7nYeTavHKtXrwty7OQUXLuMJnnk-Nbapwyg,1952
+goldhand-15.1.dist-info/WHEEL,sha256=oiQVh_5PnQM0E3gPdiz09WCNmwiHDMaGer_elqB3coM,92
+goldhand-15.1.dist-info/top_level.txt,sha256=siEJ2_a_Fx_7hqRI4Ms6SzCelbXrK_1H_eOF8KAaMdA,9
+goldhand-15.1.dist-info/RECORD,,

goldhand-14.2.dist-info/RECORD

@@ -1,11 +0,0 @@
-goldhand/__init__.py,sha256=2D68nqSZuv6sqyLJbOXnWIeeFpNgpYc90rHa2Fo70lk,152
-goldhand/backtest.py,sha256=KrZXXaQw3ZPxE3tY0MOCa2qPJX374pVMLwM_VIOKy5Y,6105
-goldhand/helpers.py,sha256=l9yn0kVTiwfUR8sI5nH1QFx6dYikaUQgRA227Ox7hs0,6130
-goldhand/stocks.py,sha256=wizTmZ8ybH76CSHuWbNu0hkbwH95Mw4LWSblb5jl9ro,11680
-goldhand/strategy_goldhand_line.py,sha256=Ulq_wcUOzzQBjtwq45R3_9QbFXHSbkZTtkwOczQC43I,10501
-goldhand/strategy_rsi.py,sha256=Ja2jomY4lw6K_VMLTNcUomn80T2iY3XwL40H2JUdAFY,8802
-goldhand/tw.py,sha256=K8MwMDkW5JtBFBG0qcPzj8OVx2OhDjrOH2UGo6nwtSs,8375
-goldhand-14.2.dist-info/METADATA,sha256=KlD3Z6LQt-MCaGGXPATHgNYP1h3n0oI0QbL_Ewu2NfA,1952
-goldhand-14.2.dist-info/WHEEL,sha256=oiQVh_5PnQM0E3gPdiz09WCNmwiHDMaGer_elqB3coM,92
-goldhand-14.2.dist-info/top_level.txt,sha256=siEJ2_a_Fx_7hqRI4Ms6SzCelbXrK_1H_eOF8KAaMdA,9
-goldhand-14.2.dist-info/RECORD,,