goldhand 14.6__tar.gz → 15.3__tar.gz

{goldhand-14.6 → goldhand-15.3}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: goldhand
-Version: 14.6
+Version: 15.3
 Summary: A package working with financial data
 Home-page: https://github.com/misrori/goldhand
 Author: Mihaly

{goldhand-14.6 → goldhand-15.3}/goldhand/backtest.py

@@ -30,8 +30,10 @@ class Backtest:
           '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']]),
@@ -46,8 +48,6 @@ 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(),
 
 

{goldhand-14.6 → goldhand-15.3}/goldhand/stocks.py

@@ -21,6 +21,9 @@ class GoldHand:
 
 
     def get_olhc(self):
+        """
+        Download historical stock data for the last year
+        """
         #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()
@@ -32,6 +35,9 @@ class GoldHand:
         return(df)
     
     def smma(self, data, window, colname):
+        """
+        Calculate Smoothed Moving Average (SMMA)
+        """
         hl2 = data['hl2'].values
         smma_values = [hl2[0]]
 
@@ -141,7 +147,7 @@ class GoldHand:
                 else:
                     temj = '😭💔' 
                 self.df.loc[states[i], 'local_text'] = f'{temj}{fall}%<br>${round(current_low, 2)}'
-
+        self.df.reset_index(inplace=True, drop=True)
 
     def plotly_last_year(self, plot_title, plot_height=900, ndays=500, ad_local_min_max=True):
         tdf = self.df.tail(ndays)

{goldhand-14.6 → goldhand-15.3}/goldhand/strategy_goldhand_line.py

@@ -8,7 +8,16 @@ from goldhand import *
 
 
 
-def goldhand_line_strategy(data):
+def goldhand_line_strategy(data, buy_at='gold', sell_at='grey'):
+    """
+    This function implements the goldhand line strategy.
+    Parameters:
+    data (pandas.DataFrame): The dataframe containing the data.
+    buy_at (str): The color of the line to buy at. Default is 'gold'.
+    sell_at (str): The color of the line to sell at. Default is 'grey'.
+    Returns:
+    res_df (pandas.DataFrame): The dataframe containing the results.
+    """
 
     data['hl2'] = (data['high'] + data['low'])/2
 
@@ -45,23 +54,33 @@ def goldhand_line_strategy(data):
         # Check if not already in a trade
         if not in_trade:
             # Generate buy signal
-            if (data['color'][i] =='gold') :
-
-                temp_trade['buy_price'] = data['close'][i]
+            if (data['color'][i] ==buy_at) :
+
+                if i == (len(data) -1): 
+                    temp_trade['buy_price'] = data['close'][i]
+                    temp_trade.update(dict(data.iloc[i].add_prefix('buy_')))
+                else:
+                    temp_trade['buy_price'] = data['open'][i+1]
+                    temp_trade.update(dict(data.iloc[i+1].add_prefix('buy_')))
+                
+                
                 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['color'][i] =='grey') :
-
-                temp_trade['sell_price'] = data['close'][i]
+            if (data['color'][i] ==sell_at) :
+
+                if i == (len(data) -1): 
+                    temp_trade['sell_price'] = data['close'][i]
+                    temp_trade.update(dict(data.iloc[i].add_prefix('sell_')))
+                else:
+                    temp_trade['sell_price'] = data['open'][i+1]
+                    temp_trade.update(dict(data.iloc[i+1].add_prefix('sell_')))
+                
                 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
@@ -91,7 +110,18 @@ 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 = '', buy_at='gold', sell_at='grey', 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
 
@@ -129,11 +159,10 @@ def show_indicator_goldhand_line_strategy(ticker, plot_title = '', ndays=0, plot
     # Create a 'group' column and increase the value only when there's a color change
     data['group'] = (data['color_change']).cumsum()
 
-
     ##### data prepar end
 
     ##### backtest
-    backtest = Backtest( data, goldhand_line_strategy, plot_title =plot_title)
+    backtest = Backtest( data, goldhand_line_strategy, plot_title =plot_title, buy_at='gold', sell_at='grey')
     trades =backtest.trades
 
     if ndays!=0:
@@ -237,21 +266,21 @@ 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-14.6 → goldhand-15.3}/goldhand/strategy_rsi.py

@@ -20,33 +20,43 @@ def rsi_strategy(data, buy_threshold = 30, sell_threshold = 70):
         # Check if not already in a trade
         if not in_trade:
             # Generate buy signal
+            #You have to change olne the buy and sell signal
             if data['rsi'][i] < buy_threshold:
 
-                temp_trade['buy_price'] = data['close'][i]
+                if i == (len(data) -1): 
+                    temp_trade['buy_price'] = data['close'][i]
+                    temp_trade.update(dict(data.iloc[i].add_prefix('buy_')))
+                else:
+                    temp_trade['buy_price'] = data['open'][i+1]
+                    temp_trade.update(dict(data.iloc[i+1].add_prefix('buy_')))
+
                 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
+            #You have to change olne the buy and sell signal
             if data['rsi'][i] > sell_threshold:
-
-                temp_trade['sell_price'] = data['close'][i]
+                if i == (len(data) -1): 
+                    temp_trade['sell_price'] = data['close'][i]
+                    temp_trade.update(dict(data.iloc[i].add_prefix('sell_')))
+                else:
+                    temp_trade['sell_price'] = data['open'][i+1]
+                    temp_trade.update(dict(data.iloc[i+1].add_prefix('sell_')))
+                                       
                 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
@@ -59,7 +69,6 @@ def rsi_strategy(data, buy_threshold = 30, sell_threshold = 70):
     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])
@@ -68,14 +77,14 @@ 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]):
@@ -86,7 +95,7 @@ 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)
@@ -151,7 +160,7 @@ 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
@@ -162,22 +171,21 @@ 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-14.6 → goldhand-15.3}/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-14.6 → goldhand-15.3}/goldhand.egg-info/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: goldhand
-Version: 14.6
+Version: 15.3
 Summary: A package working with financial data
 Home-page: https://github.com/misrori/goldhand
 Author: Mihaly

{goldhand-14.6 → goldhand-15.3}/setup.py

@@ -8,7 +8,7 @@ long_description = (this_directory / "README.md").read_text()
 
 setup(
     name="goldhand",
-    version="14.6",
+    version="15.3",
     author="Mihaly",
     author_email="ormraat.pte@gmail.com",
     description="A package working with financial data",