goldhand 16.0__py3-none-any.whl → 17.2__py3-none-any.whl

goldhand/backtest.py

@@ -50,7 +50,7 @@ class Backtest:
           
           
           'median_res(%)': round(((self.trades['result'].median()-1)*100),2),
-          'cumulative_result': list(np.cumprod(self.trades['result'], axis=0))[-1],
+          'cumulative_result': f"{round(list(np.cumprod(self.trades['result'], axis=0))[-1], 2)} x",
           '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]),
@@ -75,17 +75,31 @@ class Backtest:
           'first_trade_buy' : min(self.trades['buy_date']),
           
           
-          'first_data_date' : self.data['date'].iloc[0],
-          'first_open_price' : self.data['open'].iloc[0],
+          'first_data_date' : self.data['date'].iloc[0].strftime('%Y-%m-%d'),
+          'first_open_price' : round(self.data['open'].iloc[0], 2),
           
-          'last_data_date' : self.data['date'].iloc[-1],
-          'last_close_price' : self.data['close'].iloc[-1],
+          'last_data_date' : self.data['date'].iloc[-1].strftime('%Y-%m-%d'),
+          'last_close_price' :round(self.data['close'].iloc[-1], 2),
           
           'hold_result' : f"{round(self.data['close'].iloc[-1] / self.data['open'].iloc[0],2)} x",
-          
-
         }
         self.trades_summary.update(self.additional_params)
+        self.trade_summary_plot_text = f"Trades: { self.trades_summary['number_of_trades']}<br>"\
+        f"Win ratio: { self.trades_summary['win_ratio(%)']}%<br>"\
+        f"Average result: { self.trades_summary['average_res(%)']}%<br>"\
+        f"Median result: { self.trades_summary['median_res(%)']}%<br>"\
+        f"Average trade length: { self.trades_summary['average_trade_len(days)']} days<br>"\
+        f"Cumulative result: { self.trades_summary['cumulative_result']}<br>"\
+        f"Profitable trades mean: { self.trades_summary['profitable_trades_mean']}%<br>"\
+        f"Profitable trades median: { self.trades_summary['profitable_trades_median']}%<br>"\
+        f"Looser trades mean: { self.trades_summary['looser_trades_mean']}%<br>"\
+        f"Looser trades median: { self.trades_summary['looser_trades_median']}%<br>"\
+        f"Hold result: {self.trades_summary['hold_result'] }<br>"\
+        f"First data date: { self.trades_summary['first_data_date']}<br>"\
+        f"First open price: ${self.trades_summary['first_open_price']}<br>"
+            
+
+        
 
     def show_trades(self):
         """

goldhand/stocks.py

@@ -135,14 +135,22 @@ class GoldHand:
             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'
+            
+            # add one local min max after the last one
+            if self.df.loc[states[-1], 'local']== 'maximum':
+                lowest_index_after_last_max = self.df['low'][states[-1]+1:].idxmin()
+                self.df.loc[lowest_index_after_last_max, 'local'] = 'minimum'
+            else:
+                high_index_after_last_min = self.df['high'][states[-1]+1:].idxmax()
+                self.df.loc[high_index_after_last_min, 'local'] = 'maximum'
 
             states = self.df[self.df['local']!='']['local'].index.to_list()
-            
-            
+
+        except:
+            pass
+        
+        try:
+                
             for i in range(1,len(states)):
                 prev = self.df.loc[states[i-1], 'local']
                 current= self.df.loc[states[i], 'local']

goldhand/strategy_goldhand_line.py

@@ -271,20 +271,10 @@ def show_indicator_goldhand_line_strategy(ticker, plot_title = '', buy_at='gold'
     fig.update(layout_xaxis_rangeslider_visible=False)
 
     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')))
+        fig.add_annotation( go.layout.Annotation( x=tex_loc[0], y=tex_loc[1], xref='paper', yref='paper', text=backtest.trade_summary_plot_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

@@ -191,20 +191,9 @@ def show_indicator_rsi_strategy(ticker, buy_threshold = 30, sell_threshold = 70,
     fig.update_yaxes(mirror=True, ticks='outside', showline=True, linecolor='black', gridcolor='lightgrey', row=2, col=1)
 
     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')))
+        fig.add_annotation( go.layout.Annotation( x=tex_loc[0], y=tex_loc[1], xref='paper', yref='paper', text=backtest.trade_summary_plot_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

@@ -32,6 +32,7 @@ class Tw:
         self.stock = pd.DataFrame(list_elements)
         self.stock.columns = json.loads(data_query)['columns']
         self.stock = self.stock[self.stock['name'].str.contains('\\.')!=True]
+        self.stock.reset_index(inplace=True, drop=True)
 
 
     def get_all_crypto(self):
@@ -48,6 +49,7 @@ class Tw:
         filter = list(map(lambda x: 'stablecoins' not in x, self.crypto['crypto_common_categories'].fillna('-') ))
         self.crypto = self.crypto.loc[filter, ]
         self.crypto['ticker'] = self.crypto['base_currency'] + '-USD'
+        self.crypto.reset_index(inplace=True, drop=True)
 
     def get_all_etf(self):
         """
@@ -60,6 +62,7 @@ class Tw:
         self.etf = pd.DataFrame(list_elements)
         self.etf.columns = json.loads(data_query)['columns']
         self.etf = self.etf[self.etf['name'].str.contains('\\.')!=True]
+        self.etf.reset_index(inplace=True, drop=True)
     
     
     def moneystring( self, money):
@@ -128,21 +131,23 @@ class Tw:
         - ticker: ticker of the stock
         Return: Summary of the stock or crypto to be used as plotly title
         """
-
-        if '-USD' in ticker:
-            # crypto
-            coin = self.crypto.loc[self.crypto['ticker']==ticker].iloc[0]
-            plotly_title = f"{coin['base_currency_desc']} ({coin['base_currency']})<br>💲{self.moneystring(coin['market_cap_calc'])} | {', '.join(coin['crypto_common_categories'])}"
-        
-        elif ticker in self.etf['name'].tolist() :
-            # ETF
-            t = self.etf.loc[self.etf['name']==ticker].iloc[0]
-            plotly_title = f"{t['description']} ({t['name']}) | 💲{round(t['close'], 2)} <br>AUM:💲{self.moneystring(t['aum'])} | {t['focus.tr']}  | Expense ratio {t['expense_ratio']}"
-        else:
-            # stock
-            t = self.get_one_stock_info(ticker)
-            plotly_title = f"{t['name']} ({t['ticker']}) | 💲{round(t['price'], 2)} | {t['sector']} | {t['industry']} <br>💲{t['market_cap_text']} | 👨‍💼 {round(t['n_emp']):,} <br>Sector location: {t['sec_loc']} | Industry location: {t['ind_loc']}"
-        return(plotly_title)
+        try:
+            if '-USD' in ticker:
+                # crypto
+                coin = self.crypto.loc[self.crypto['ticker']==ticker].iloc[0]
+                plotly_title = f"{coin['base_currency_desc']} ({coin['base_currency']})<br>💲{self.moneystring(coin['market_cap_calc'])} | {', '.join(coin['crypto_common_categories'])}"
+            
+            elif ticker in self.etf['name'].tolist() :
+                # ETF
+                t = self.etf.loc[self.etf['name']==ticker].iloc[0]
+                plotly_title = f"{t['description']} ({t['name']}) | 💲{round(t['close'], 2)} <br>AUM:💲{self.moneystring(t['aum'])} | {t['focus.tr']}  | Expense ratio {t['expense_ratio']}"
+            else:
+                # stock
+                t = self.get_one_stock_info(ticker)
+                plotly_title = f"{t['name']} ({t['ticker']}) | 💲{round(t['price'], 2)} | {t['sector']} | {t['industry']} <br>💲{t['market_cap_text']} | 👨‍💼 {round(t['n_emp']):,} <br>Sector location: {t['sec_loc']} | Industry location: {t['ind_loc']}"
+            return(plotly_title)
+        except:
+            return(f"{ticker}")
 
 
     def get_sec_plot(self, ticker):

{goldhand-16.0.dist-info → goldhand-17.2.dist-info}/METADATA

@@ -1,24 +1,33 @@
-Metadata-Version: 2.1
+Metadata-Version: 2.2
 Name: goldhand
-Version: 16.0
+Version: 17.2
 Summary: A package working with financial data
 Home-page: https://github.com/misrori/goldhand
 Author: Mihaly
 Author-email: ormraat.pte@gmail.com
 License: MIT
 Description-Content-Type: text/markdown
-Requires-Dist: pandas-datareader
+Requires-Dist: pandas_datareader
 Requires-Dist: pandas
-Requires-Dist: pandas-ta
+Requires-Dist: pandas_ta
 Requires-Dist: plotly
 Requires-Dist: scipy
+Requires-Dist: numpy==1.26.4
 Requires-Dist: numpy
 Requires-Dist: requests
 Requires-Dist: cloudscraper
 Requires-Dist: tqdm
+Dynamic: author
+Dynamic: author-email
+Dynamic: description
+Dynamic: description-content-type
+Dynamic: home-page
+Dynamic: license
+Dynamic: requires-dist
+Dynamic: summary
 
 
-# Goldhand
+# [Goldhand](https://github.com/misrori/goldhand)
 The ultimate python package to work with stock and crypto data
 
 ```bash
@@ -63,7 +72,7 @@ tw.get_sec_plot('AMD').show()
 
 
 
-# [Goldhand class]((https://github.com/misrori/goldhand/stock.py))
+# [Goldhand class](https://github.com/misrori/goldhand/stock.py)
 
 The `GoldHand` class is a part of the `goldhand` Python package, which provides functionality for working with stock and crypto data. This class allows users to retrieve detailed information and charts for a specific stock.
 

goldhand-17.2.dist-info/RECORD

@@ -0,0 +1,11 @@
+goldhand/__init__.py,sha256=2D68nqSZuv6sqyLJbOXnWIeeFpNgpYc90rHa2Fo70lk,152
+goldhand/backtest.py,sha256=hxSyFEDNvGg8P2eQKHG6fEzr0pOuG3Mgk2-lGnyz2RU,8825
+goldhand/helpers.py,sha256=l9yn0kVTiwfUR8sI5nH1QFx6dYikaUQgRA227Ox7hs0,6130
+goldhand/stocks.py,sha256=3RWj1LI276o4VLIzwQUooXfZ2BcsZCfWJnQEcPMzzqU,14017
+goldhand/strategy_goldhand_line.py,sha256=VopjGsufi1Dg367ys_8xWgYSSF1cw96lHgxJx2bPUNA,11656
+goldhand/strategy_rsi.py,sha256=TWZyT2uzQ1zCfevM2sMZAD6p_vSY_rTZ0qnJiMDN02Y,9831
+goldhand/tw.py,sha256=jT6DL2PyJxoPojNHL39pkk0PsuZajTQBbRStipnbq9w,12840
+goldhand-17.2.dist-info/METADATA,sha256=3QdwhInlyPZhL4xbzOHr6sUrbB4PedLF_MdzqyLqvu8,5608
+goldhand-17.2.dist-info/WHEEL,sha256=In9FTNxeP60KnTkGw7wk6mJPYd_dQSjEZmXdBdMCI-8,91
+goldhand-17.2.dist-info/top_level.txt,sha256=siEJ2_a_Fx_7hqRI4Ms6SzCelbXrK_1H_eOF8KAaMdA,9
+goldhand-17.2.dist-info/RECORD,,

{goldhand-16.0.dist-info → goldhand-17.2.dist-info}/WHEEL

@@ -1,5 +1,5 @@
 Wheel-Version: 1.0
-Generator: bdist_wheel (0.42.0)
+Generator: setuptools (75.8.0)
 Root-Is-Purelib: true
 Tag: py3-none-any
 

goldhand-16.0.dist-info/RECORD

@@ -1,11 +0,0 @@
-goldhand/__init__.py,sha256=2D68nqSZuv6sqyLJbOXnWIeeFpNgpYc90rHa2Fo70lk,152
-goldhand/backtest.py,sha256=0AiN29QVco9sibOb_qffnCpg1Jp9OifCKtaGI0xSmTY,7683
-goldhand/helpers.py,sha256=l9yn0kVTiwfUR8sI5nH1QFx6dYikaUQgRA227Ox7hs0,6130
-goldhand/stocks.py,sha256=knYaAD0pkQepPfDMqHSXZvx4oWhVdts57WRaJQYqF18,13792
-goldhand/strategy_goldhand_line.py,sha256=h2yAA4XGTxQ1qaN1EPVwCpKDEDiWVy2DMZ0ssFVXN88,12315
-goldhand/strategy_rsi.py,sha256=yS6YZ1zeKURvy9wELWXX6clcr0AM-ptPgILgM8hXgPA,10485
-goldhand/tw.py,sha256=4W8xmCbDkI4UGRVxgA7aNtyddXOLTprNgUihwSh0-lI,12557
-goldhand-16.0.dist-info/METADATA,sha256=qzCP_PyE9qfKjVpuTB86C9XFbNEJCm9b_KrqDDMLSp0,5373
-goldhand-16.0.dist-info/WHEEL,sha256=oiQVh_5PnQM0E3gPdiz09WCNmwiHDMaGer_elqB3coM,92
-goldhand-16.0.dist-info/top_level.txt,sha256=siEJ2_a_Fx_7hqRI4Ms6SzCelbXrK_1H_eOF8KAaMdA,9
-goldhand-16.0.dist-info/RECORD,,