pkscreener 0.46.20250810.756__cp312-cp312-win_amd64.whl → 0.46.20250908.766__cp312-cp312-win_amd64.whl

{pkscreener-0.46.20250810.756.data → pkscreener-0.46.20250908.766.data}/purelib/pkscreener/LICENSE-Others.txt

@@ -4409,7 +4409,7 @@ PERFORMANCE OF THIS SOFTWARE.
 ============================================================================
 The MIT License (MIT)
 
-Copyright (c) 2021+ pandas-ta
+Copyright (c) 2021+ pandas-ta-classic
 
 Permission is hereby granted, free of charge, to any person obtaining a copy
 of this software and associated documentation files (the "Software"), to deal

{pkscreener-0.46.20250810.756.data → pkscreener-0.46.20250908.766.data}/purelib/pkscreener/README.txt

@@ -178,7 +178,7 @@ The story is similar for other low severity vulnerabilities that docker might sh
 # Installing the latest version from PyPi.
 * Go ahead and install using `pip install pkscreener`. The releases page also has the latest wheels for multiple platforms.
 * This should install all of the major dependencies, except maybe, TA-Lib.
-* This app can still run without TA-Lib, but if you need to install TA-Lib for technical indicators (which otherwise is used from `pandas_ta` in the absence of TA-Lib), you can do this: Head to `.github/dependencies/` under this repo. Download the respective TA-Lib file/whl file and install either from the .whl file or from source. Check out any of the workflow files for steps to install TA-Lib.
+* This app can still run without TA-Lib, but if you need to install TA-Lib for technical indicators (which otherwise is used from `pandas_ta_classic` in the absence of TA-Lib), you can do this: Head to `.github/dependencies/` under this repo. Download the respective TA-Lib file/whl file and install either from the .whl file or from source. Check out any of the workflow files for steps to install TA-Lib.
 
 For example:
 
@@ -331,15 +331,15 @@ If you are a 3rd year or final year engineering graduate or pursuing masters in
 [MADE-IN-INDIA-badge]: https://img.shields.io/badge/MADE%20WITH%20%E2%9D%A4%20IN-INDIA-orange
 [MADE-IN-INDIA]: https://en.wikipedia.org/wiki/India
 [Windows-badge]: https://img.shields.io/badge/Windows-0078D6?logo=windows&logoColor=white
-[Windows]: https://github.com/pkjmesra/PKScreener/releases/download/0.46.20250730.755/pkscreenercli.exe
+[Windows]: https://github.com/pkjmesra/PKScreener/releases/download/0.46.20250908.764/pkscreenercli.exe
 [Linux-badge_x64]: https://img.shields.io/badge/Linux(x64)-FCC624?logo=linux&logoColor=black
-[Linux_x64]: https://github.com/pkjmesra/PKScreener/releases/download/0.46.20250730.755/pkscreenercli_x64.bin
+[Linux_x64]: https://github.com/pkjmesra/PKScreener/releases/download/0.46.20250908.764/pkscreenercli_x64.bin
 [Linux-badge_arm64]: https://img.shields.io/badge/Linux(arm64)-FCC624?logo=linux&logoColor=black
-[Linux_arm64]: https://github.com/pkjmesra/PKScreener/releases/download/0.46.20250730.755/pkscreenercli_arm64.bin
+[Linux_arm64]: https://github.com/pkjmesra/PKScreener/releases/download/0.46.20250908.764/pkscreenercli_arm64.bin
 [Mac OS-badge_x64]: https://img.shields.io/badge/mac%20os(x64)-D3D3D3?logo=apple&logoColor=000000
-[Mac OS_x64]: https://github.com/pkjmesra/PKScreener/releases/download/0.46.20250730.755/pkscreenercli_x64.run
+[Mac OS_x64]: https://github.com/pkjmesra/PKScreener/releases/download/0.46.20250908.764/pkscreenercli_x64.run
 [Mac OS-badge_arm64]: https://img.shields.io/badge/mac%20os(arm64)-D3D3D3?logo=apple&logoColor=000000
-[Mac OS_arm64]: https://github.com/pkjmesra/PKScreener/releases/download/0.46.20250730.755/pkscreenercli_arm64.run
+[Mac OS_arm64]: https://github.com/pkjmesra/PKScreener/releases/download/0.46.20250908.764/pkscreenercli_arm64.run
 [GitHub release (latest by date)-badge]: https://img.shields.io/github/v/release/pkjmesra/PKScreener
 [GitHub release (latest by date)]: https://github.com/pkjmesra/PKScreener/releases/latest
 [pypi-badge]: https://img.shields.io/pypi/v/pkscreener.svg?style=flat-square

{pkscreener-0.46.20250810.756.data → pkscreener-0.46.20250908.766.data}/purelib/pkscreener/__init__.py

@@ -28,9 +28,9 @@ Imports = {
     "scipy": find_spec("scipy") is not None,
     "sklearn": find_spec("sklearn") is not None,
     "talib": find_spec("talib") is not None or find_spec("ta-lib") is not None,
-    "pandas_ta": find_spec("pandas_ta") is not None,
+    "pandas_ta_classic": find_spec("pandas_ta_classic") is not None,
     "tensorflow": find_spec("tensorflow") is not None,
     "keras": find_spec("keras") is not None,
-    "yfinance": find_spec("yfinance") is not None,
+    # "yfinance": find_spec("yfinance") is not None,
     "vectorbt": find_spec("vectorbt") is not None,
 }

{pkscreener-0.46.20250810.756.data → pkscreener-0.46.20250908.766.data}/purelib/pkscreener/classes/AssetsManager.py

@@ -32,7 +32,7 @@ import pandas as pd
 import numpy as np
 from halo import Halo
 from alive_progress import alive_bar
-from yfinance import shared
+# from yfinance import shared
 
 from PKDevTools.classes.log import default_logger
 from PKDevTools.classes import Archiver
@@ -187,29 +187,9 @@ class PKAssetsManager:
         return None
 
     def afterMarketStockDataExists(intraday=False, forceLoad=False):
-        curr = PKDateUtilities.currentDateTime()
-        openTime = curr.replace(hour=MarketHours().openHour, minute=MarketHours().openMinute)
-        cache_date = PKDateUtilities.previousTradingDate(PKDateUtilities.nextTradingDate(curr)) #curr  # for monday to friday
-        weekday = curr.weekday()
-        isTrading = PKDateUtilities.isTradingTime()
-        if (forceLoad and isTrading) or isTrading:
-            #curr = PKDateUtilities.tradingDate()
-            cache_date = PKDateUtilities.previousTradingDate(curr) #curr - datetime.timedelta(1)
-        # for monday to friday before market open or between market open to market close, we're backtesting
-        if curr < openTime:
-            cache_date = PKDateUtilities.previousTradingDate(curr) # curr - datetime.timedelta(1)
-        if weekday == 0 and curr < openTime:  # for monday before market open
-            cache_date = PKDateUtilities.previousTradingDate(curr) #curr - datetime.timedelta(3)
-        if weekday == 5 or weekday == 6:  # for saturday and sunday
-            cache_date = PKDateUtilities.previousTradingDate(curr) # curr - datetime.timedelta(days=weekday - 4)
-        cache_date = cache_date.strftime("%d%m%y")
-        pattern = f"{'intraday_' if intraday else ''}stock_data_"
-        cache_file = pattern + str(cache_date) + ".pkl"
-        exists = False
-        for f in glob.glob(f"{pattern}*.pkl", root_dir=Archiver.get_user_data_dir()):
-            if f.endswith(cache_file):
-                exists = True
-                break
+        exists, cache_file = Archiver.afterMarketStockDataExists(intraday=intraday,
+                                                                 forceLoad=forceLoad,
+                                                                 date_suffix=True)
         return exists, cache_file
 
     @Halo(text='', spinner='dots')
@@ -268,8 +248,9 @@ class PKAssetsManager:
         return cache_file
 
     def had_rate_limit_errors():
+        return False
         """Checks if any stored errors are YFRateLimitError."""
-        err = ",".join(list(shared._ERRORS.values()))
+        err = "" #",".join(list(shared._ERRORS.values()))
         hitRateLimit = "YFRateLimitError" in err or "Too Many Requests" in err or "429" in err
         if hitRateLimit:
             OutputControls().printOutput(
@@ -281,6 +262,7 @@ class PKAssetsManager:
     
     @Halo(text='  [+] Downloading fresh data from Data Providers...', spinner='dots')
     def downloadLatestData(stockDict,configManager,stockCodes=[],exchangeSuffix=".NS",downloadOnly=False,numStocksPerIteration=0):
+        """
         shared._ERRORS.clear()  # Clear previous errors
         # if numStocksPerIteration == 0:
         # maxParallelProcesses = 17
@@ -300,8 +282,9 @@ class PKAssetsManager:
             if len(stocks) > 0:
                 tasksList.append(task)
             queueCounter += 1
-        
+        """
         processedStocks = []
+        """
         if len(tasksList) > 0:
             # Suppress any multiprocessing errors/warnings
             with SuppressOutput(suppress_stderr=True, suppress_stdout=True):
@@ -317,6 +300,7 @@ class PKAssetsManager:
                         if taskResult is not None and isinstance(taskResult,pd.DataFrame) and not taskResult.empty:
                             stockDict[stock] = taskResult.to_dict("split")
                             processedStocks.append(stock)
+        """
         leftOutStocks = list(set(stockCodes)-set(processedStocks))
         default_logger().debug(f"Attempted fresh download of {len(stockCodes)} stocks and downloaded {len(processedStocks)} stocks. {len(leftOutStocks)} stocks remaining.")
         return stockDict, leftOutStocks
@@ -359,7 +343,7 @@ class PKAssetsManager:
             # return stockDict
         if downloadOnly or isTrading:
             # We don't want to download from local stale pkl file or stale file at server
-            start_backup()
+            # start_backup()
             return stockDict
         
         default_logger().debug(
@@ -396,7 +380,7 @@ class PKAssetsManager:
             stockDict, _ = PKAssetsManager.downloadLatestData(stockDict,configManager,leftOutStocks,exchangeSuffix=exchangeSuffix,downloadOnly=downloadOnly,numStocksPerIteration=len(leftOutStocks) if leftOutStocks is not None else 0)
         if stockDataLoaded and downloadOnly:
             PKAssetsManager.saveStockData(stockDict,configManager,initialLoadCount,isIntraday,downloadOnly, forceSave=stockDataLoaded)
-        start_backup()
+        # start_backup()
         return stockDict
 
     @Halo(text='  [+] Loading data from local cache...', spinner='dots')
@@ -486,7 +470,7 @@ class PKAssetsManager:
             MB = KB * 1024
             chunksize = MB if serverBytes >= MB else (KB if serverBytes >= KB else 1)
             filesize = int( serverBytes / chunksize)
-            if filesize > 40 and chunksize == MB: # Saved data can't be in KBs. Something definitely went wrong. It should be upward of 40MB
+            if filesize > 20 and chunksize == MB: # Saved data can't be in KBs. Something definitely went wrong. It should be upward of 40MB
                 bar, spinner = Utility.tools.getProgressbarStyle()
                 try:
                     f = open(

{pkscreener-0.46.20250810.756.data → pkscreener-0.46.20250908.766.data}/purelib/pkscreener/classes/Backtest.py

@@ -75,7 +75,7 @@ def backtest(
         return backTestedData
     data = data.head(max(calcPeriods) + 1)
     # Let's check the returns for the given strategy over a period ranging from 1 period to 30 periods.
-    # columns=['Stock', 'Date', 'Volume', 'Trend', 'MA-Signal', 'LTP', '52Wk-H',
+    # columns=['Stock', 'Date', "volume", 'Trend', 'MA-Signal', 'LTP', '52Wk-H',
     #          '52Wk-L', '1-Pd', '2-Pd', '3-Pd', '4-Pd', '5-Pd', '10-Pd', '15-Pd',
     #          '22-Pd', '30-Pd', 'Consol.', 'Breakout', 'RSI', 'Pattern', 'CCI',
     #          'LTP1', 'Growth1', 'LTP2', 'Growth2', 'LTP3', 'Growth3', 'LTP4',
@@ -96,7 +96,7 @@ def backtest(
     columns=[
                 "Stock",
                 "Date",
-                "Volume",
+                "volume",
                 "Trend",
                 "MA-Signal",
                 "LTP",
@@ -106,7 +106,7 @@ def backtest(
     backTestedStock = {
         "Stock": "",
         "Date": "",
-        "Volume": "",
+        "volume": "",
         "Trend": "",
         "MA-Signal": "",
         "LTP": "",
@@ -123,7 +123,7 @@ def backtest(
     backTestedStock["Consol."] = screenedDict["Consol."]
     backTestedStock["Breakout"] = screenedDict["Breakout"]
     backTestedStock["MA-Signal"] = screenedDict["MA-Signal"]
-    backTestedStock["Volume"] = screenedDict["Volume"]
+    backTestedStock["volume"] = screenedDict["volume"]
     backTestedStock["LTP"] = screenedDict["LTP"]
     backTestedStock["52Wk-H"] = screenedDict["52Wk-H"]
     backTestedStock["52Wk-L"] = screenedDict["52Wk-L"]
@@ -136,7 +136,7 @@ def backtest(
             backTestedStock[f"{abs(prd)}-Pd"] = ""
             backTestedStock[f"LTP{prd}"] = ""
             backTestedStock[f"Growth{prd}"] = ""
-            rolling_pct = data["Close"].pct_change(periods=prd) * 100
+            rolling_pct = data["close"].pct_change(periods=prd) * 100
             pct_change = rolling_pct.iloc[prd]
             if not sellSignal:
                 colored_pct = colorText.GREEN if pct_change >= 0 else colorText.FAIL

{pkscreener-0.46.20250810.756.data → pkscreener-0.46.20250908.766.data}/purelib/pkscreener/classes/CandlePatterns.py

@@ -73,17 +73,17 @@ class CandlePatterns:
         if "Pattern" not in saveDict.keys():
             saveDict["Pattern"] = ""
             dict["Pattern"] = ""
-        # Only 'doji' and 'inside' is internally implemented by pandas_ta.
+        # Only 'doji' and 'inside' is internally implemented by pandas_ta_classic.
         # Otherwise, for the rest of the candle patterns, they also need
         # TA-Lib.
-        check = pktalib.CDLDOJI(data["Open"], data["High"], data["Low"], data["Close"])
+        check = pktalib.CDLDOJI(data["open"], data["high"], data["low"], data["close"])
         if check is not None and check.tail(1).item() != 0:
             dict["Pattern"] = self.findCurrentSavedValue(dict,saveDict,"Pattern")[0] + colorText.GREEN + f"Doji" + colorText.END 
             saveDict["Pattern"] = self.findCurrentSavedValue(dict,saveDict,"Pattern")[1] +  f"Doji"
             hasCandleStickPattern = True
 
         check = pktalib.CDLMORNINGSTAR(
-            data["Open"], data["High"], data["Low"], data["Close"]
+            data["open"], data["high"], data["low"], data["close"]
         )
         if check is not None and check.tail(1).item() != 0:
             dict["Pattern"] = (self.findCurrentSavedValue(dict,saveDict,"Pattern")[0] + 
@@ -93,7 +93,7 @@ class CandlePatterns:
             hasCandleStickPattern = True
         
         check = pktalib.CDLCUPANDHANDLE(
-            processedData["Open"], processedData["High"], processedData["Low"], processedData["Close"]
+            processedData["open"], processedData["high"], processedData["low"], processedData["close"]
         )
         if check:
             dict["Pattern"] = (self.findCurrentSavedValue(dict,saveDict,"Pattern")[0] + 
@@ -103,7 +103,7 @@ class CandlePatterns:
             hasCandleStickPattern = True
 
         check = pktalib.CDLMORNINGDOJISTAR(
-            data["Open"], data["High"], data["Low"], data["Close"]
+            data["open"], data["high"], data["low"], data["close"]
         )
         if check is not None and check.tail(1).item() != 0:
             dict["Pattern"] = (self.findCurrentSavedValue(dict,saveDict,"Pattern")[0] + 
@@ -113,7 +113,7 @@ class CandlePatterns:
             hasCandleStickPattern = True
 
         check = pktalib.CDLEVENINGSTAR(
-            data["Open"], data["High"], data["Low"], data["Close"]
+            data["open"], data["high"], data["low"], data["close"]
         )
         if check is not None and check.tail(1).item() != 0:
             dict["Pattern"] = (self.findCurrentSavedValue(dict,saveDict,"Pattern")[0] + 
@@ -123,7 +123,7 @@ class CandlePatterns:
             hasCandleStickPattern = True
 
         check = pktalib.CDLEVENINGDOJISTAR(
-            data["Open"], data["High"], data["Low"], data["Close"]
+            data["open"], data["high"], data["low"], data["close"]
         )
         if check is not None and check.tail(1).item() != 0:
             dict["Pattern"] = (self.findCurrentSavedValue(dict,saveDict,"Pattern")[0] + 
@@ -133,7 +133,7 @@ class CandlePatterns:
             hasCandleStickPattern = True
 
         check = pktalib.CDLLADDERBOTTOM(
-            data["Open"], data["High"], data["Low"], data["Close"]
+            data["open"], data["high"], data["low"], data["close"]
         )
         if check is not None and check.tail(1).item() != 0:
             if check.tail(1).item() > 0:
@@ -149,7 +149,7 @@ class CandlePatterns:
             hasCandleStickPattern = True
 
         check = pktalib.CDL3LINESTRIKE(
-            data["Open"], data["High"], data["Low"], data["Close"]
+            data["open"], data["high"], data["low"], data["close"]
         )
         if check is not None and check.tail(1).item() != 0:
             if check.tail(1).item() > 0:
@@ -164,7 +164,7 @@ class CandlePatterns:
             hasCandleStickPattern = True
 
         check = pktalib.CDL3BLACKCROWS(
-            data["Open"], data["High"], data["Low"], data["Close"]
+            data["open"], data["high"], data["low"], data["close"]
         )
         if check is not None and check.tail(1).item() != 0:
             dict["Pattern"] = (self.findCurrentSavedValue(dict,saveDict,"Pattern")[0] + 
@@ -174,7 +174,7 @@ class CandlePatterns:
             hasCandleStickPattern = True
 
         check = pktalib.CDL3INSIDE(
-            data["Open"], data["High"], data["Low"], data["Close"]
+            data["open"], data["high"], data["low"], data["close"]
         )
         if check is not None and check.tail(1).item() != 0:
             if check.tail(1).item() > 0:
@@ -190,7 +190,7 @@ class CandlePatterns:
             hasCandleStickPattern = True
 
         check = pktalib.CDL3OUTSIDE(
-            data["Open"], data["High"], data["Low"], data["Close"]
+            data["open"], data["high"], data["low"], data["close"]
         )
         if check is not None and check.tail(1).item() != 0:
             if check.tail(1).item() > 0:
@@ -206,7 +206,7 @@ class CandlePatterns:
             hasCandleStickPattern = True
 
         check = pktalib.CDL3WHITESOLDIERS(
-            data["Open"], data["High"], data["Low"], data["Close"]
+            data["open"], data["high"], data["low"], data["close"]
         )
         if check is not None and check.tail(1).item() != 0:
             dict["Pattern"] = (self.findCurrentSavedValue(dict,saveDict,"Pattern")[0] + 
@@ -216,7 +216,7 @@ class CandlePatterns:
             hasCandleStickPattern = True
 
         check = pktalib.CDLHARAMI(
-            data["Open"], data["High"], data["Low"], data["Close"]
+            data["open"], data["high"], data["low"], data["close"]
         )
         if check is not None and check.tail(1).item() != 0:
             if check.tail(1).item() > 0:
@@ -232,7 +232,7 @@ class CandlePatterns:
             hasCandleStickPattern = True
 
         check = pktalib.CDLHARAMICROSS(
-            data["Open"], data["High"], data["Low"], data["Close"]
+            data["open"], data["high"], data["low"], data["close"]
         )
         if check is not None and check.tail(1).item() != 0:
             if check.tail(1).item() > 0:
@@ -252,7 +252,7 @@ class CandlePatterns:
             hasCandleStickPattern = True
 
         check = pktalib.CDLMARUBOZU(
-            data["Open"], data["High"], data["Low"], data["Close"]
+            data["open"], data["high"], data["low"], data["close"]
         )
         if check is not None and check.tail(1).item() != 0:
             if check.tail(1).item() > 0:
@@ -270,7 +270,7 @@ class CandlePatterns:
             hasCandleStickPattern = True
 
         check = pktalib.CDLHANGINGMAN(
-            data["Open"], data["High"], data["Low"], data["Close"]
+            data["open"], data["high"], data["low"], data["close"]
         )
         if check is not None and check.tail(1).item() != 0:
             dict["Pattern"] = (self.findCurrentSavedValue(dict,saveDict,"Pattern")[0] + 
@@ -280,7 +280,7 @@ class CandlePatterns:
             hasCandleStickPattern = True
 
         check = pktalib.CDLHAMMER(
-            data["Open"], data["High"], data["Low"], data["Close"]
+            data["open"], data["high"], data["low"], data["close"]
         )
         if check is not None and check.tail(1).item() != 0:
             dict["Pattern"] = (self.findCurrentSavedValue(dict,saveDict,"Pattern")[0] + 
@@ -290,7 +290,7 @@ class CandlePatterns:
             hasCandleStickPattern = True
 
         check = pktalib.CDLINVERTEDHAMMER(
-            data["Open"], data["High"], data["Low"], data["Close"]
+            data["open"], data["high"], data["low"], data["close"]
         )
         if check is not None and check.tail(1).item() != 0:
             dict["Pattern"] = (self.findCurrentSavedValue(dict,saveDict,"Pattern")[0] + 
@@ -300,7 +300,7 @@ class CandlePatterns:
             hasCandleStickPattern = True
 
         check = pktalib.CDLSHOOTINGSTAR(
-            data["Open"], data["High"], data["Low"], data["Close"]
+            data["open"], data["high"], data["low"], data["close"]
         )
         if check is not None and check.tail(1).item() != 0:
             dict["Pattern"] = (self.findCurrentSavedValue(dict,saveDict,"Pattern")[0] + 
@@ -310,7 +310,7 @@ class CandlePatterns:
             hasCandleStickPattern = True
 
         check = pktalib.CDLDRAGONFLYDOJI(
-            data["Open"], data["High"], data["Low"], data["Close"]
+            data["open"], data["high"], data["low"], data["close"]
         )
         if check is not None and check.tail(1).item() != 0:
             dict["Pattern"] = (self.findCurrentSavedValue(dict,saveDict,"Pattern")[0] + 
@@ -320,7 +320,7 @@ class CandlePatterns:
             hasCandleStickPattern = True
 
         check = pktalib.CDLGRAVESTONEDOJI(
-            data["Open"], data["High"], data["Low"], data["Close"]
+            data["open"], data["high"], data["low"], data["close"]
         )
         if check is not None and check.tail(1).item() != 0:
             dict["Pattern"] = (self.findCurrentSavedValue(dict,saveDict,"Pattern")[0] + 
@@ -330,7 +330,7 @@ class CandlePatterns:
             hasCandleStickPattern = True
 
         check = pktalib.CDLENGULFING(
-            data["Open"], data["High"], data["Low"], data["Close"]
+            data["open"], data["high"], data["low"], data["close"]
         )
         if check is not None and check.tail(1).item() != 0:
             if check.tail(1).item() > 0:

{pkscreener-0.46.20250810.756.data → pkscreener-0.46.20250908.766.data}/purelib/pkscreener/classes/ConfigManager.py

@@ -105,6 +105,7 @@ class tools(SingletonMixin, metaclass=SingletonType):
         self.vcpLegsToCheckForConsolidation = 3
         self.enableAdditionalVCPFilters = True
         self.enableAdditionalVCPEMAFilters = False
+        self.enableAdditionalTrendFilters = False
         self.enableUsageAnalytics = True
         # This determines how many days apart the backtest calculations are run.
         # For example, for weekly backtest calculations, set this to 5 (5 days = 1 week)
@@ -246,6 +247,7 @@ class tools(SingletonMixin, metaclass=SingletonType):
             parser.set("config", "defaultMonitorOptions", str(self.defaultMonitorOptions))
             parser.set("config", "duration", self.duration)
             parser.set("config", "enableAdditionalVCPEMAFilters", "y" if (self.enableAdditionalVCPEMAFilters) else "n")
+            parser.set("config", "enableAdditionalTrendFilters", "y" if (self.enableAdditionalTrendFilters) else "n")
             parser.set("config", "enableAdditionalVCPFilters", "y" if (self.enableAdditionalVCPFilters) else "n")
             parser.set("config", "enablePortfolioCalculations", "y" if self.enablePortfolioCalculations else "n")
             parser.set("config", "enableUsageAnalytics", "y" if self.enableUsageAnalytics else "n")
@@ -478,7 +480,11 @@ class tools(SingletonMixin, metaclass=SingletonType):
                         f"  [+] Enable additional 20/50-EMA filters? [Y/N, Current: {colorText.FAIL}{'y' if self.enableAdditionalVCPEMAFilters else 'n'}{colorText.END}]: "
                     ) or ('y' if self.enableAdditionalVCPEMAFilters else 'n')
                 ).lower()
-                
+                self.enableAdditionalTrendFilters = str(
+                    input(
+                        f"  [+] Enable additional Trend filters? [Y/N, Current: {colorText.FAIL}{'y' if self.enableAdditionalTrendFilters else 'n'}{colorText.END}]: "
+                    ) or ('y' if self.enableAdditionalTrendFilters else 'n')
+                ).lower()
                 self.enableUsageAnalytics = str(
                     input(
                         f"  [+] Enable usage analytics to be captured? [Y/N, Current: {colorText.FAIL}{'y' if self.enableUsageAnalytics else 'n'}{colorText.END}]: "
@@ -527,6 +533,7 @@ class tools(SingletonMixin, metaclass=SingletonType):
                     endDuration = "d" if endDuration not in ["m","h","d","k","o"] else ""
                 parser.set("config", "duration", str(self.duration + endDuration))
                 parser.set("config", "enableAdditionalVCPEMAFilters", str(self.enableAdditionalVCPEMAFilters))
+                parser.set("config", "enableAdditionalTrendFilters", str(self.enableAdditionalTrendFilters))
                 parser.set("config", "enableAdditionalVCPFilters", str(self.enableAdditionalVCPFilters))
                 parser.set("config", "enablePortfolioCalculations", str(self.enablePortfolioCalculations))
                 parser.set("config", "enableUsageAnalytics", str(self.enableUsageAnalytics))
@@ -706,6 +713,11 @@ class tools(SingletonMixin, metaclass=SingletonType):
                     if "y" not in str(parser.get("config", "enableAdditionalVCPEMAFilters")).lower()
                     else True
                 )
+                self.enableAdditionalTrendFilters = (
+                    False
+                    if "y" not in str(parser.get("config", "enableAdditionalTrendFilters")).lower()
+                    else True
+                )
                 self.enableAdditionalVCPFilters = (
                     False
                     if "y" not in str(parser.get("config", "enableAdditionalVCPFilters")).lower()

{pkscreener-0.46.20250810.756.data → pkscreener-0.46.20250908.766.data}/purelib/pkscreener/classes/ConsoleUtility.py

@@ -177,7 +177,7 @@ class PKConsoleTools:
                     + "\n  [+] Showing recently screened results..\n"
                     + colorText.END
                 )
-                df.sort_values(by=["Volume" if "Volume" in df.keys() else df.keys()[0]], ascending=False, inplace=True)
+                df.sort_values(by=["volume" if "volume" in df.keys() else df.keys()[0]], ascending=False, inplace=True)
                 OutputControls().printOutput(
                     colorText.miniTabulator().tabulate(
                         df, headers="keys", tablefmt=colorText.No_Pad_GridFormat,

{pkscreener-0.46.20250810.756.data → pkscreener-0.46.20250908.766.data}/purelib/pkscreener/classes/Fetcher.py

@@ -31,23 +31,23 @@ from time import sleep
 warnings.simplefilter("ignore", DeprecationWarning)
 warnings.simplefilter("ignore", FutureWarning)
 import pandas as pd
-import yfinance as yf
-from yfinance import shared
+# import yfinance as yf
+# from yfinance import shared
 # from yfinance.const import USER_AGENTS
 from PKDevTools.classes.Utils import USER_AGENTS
 import random
-from yfinance.version import version as yfVersion
-if yfVersion == "0.2.28":
-    from yfinance.data import TickerData as YfData
-    class YFPricesMissingError(Exception):
-        pass
-    class YFInvalidPeriodError(Exception):
-        pass
-    class YFRateLimitError(Exception):
-        pass
-else:
-    from yfinance.data import YfData
-    from yfinance.exceptions import YFPricesMissingError, YFInvalidPeriodError, YFRateLimitError
+# from yfinance.version import version as yfVersion
+# if yfVersion == "0.2.28":
+#     from yfinance.data import TickerData as YfData
+#     class YFPricesMissingError(Exception):
+#         pass
+#     class YFInvalidPeriodError(Exception):
+#         pass
+#     class YFRateLimitError(Exception):
+#         pass
+# else:
+#     from yfinance.data import YfData
+#     from yfinance.exceptions import YFPricesMissingError, YFInvalidPeriodError, YFRateLimitError
 from concurrent.futures import ThreadPoolExecutor
 from PKDevTools.classes.PKDateUtilities import PKDateUtilities
 from PKDevTools.classes.ColorText import colorText
@@ -75,11 +75,11 @@ yf_limiter = Limiter(
     RequestRate(360*TRY_FACTOR, Duration.HOUR),       # Max 360 requests per hour
     RequestRate(8000*TRY_FACTOR, Duration.DAY)        # Max 8000 requests per day
 )
-yf_session = CachedLimiterSession(
-   limiter=yf_limiter,
-   bucket_class=MemoryQueueBucket,
-   backend=SQLiteCache(db_path=os.path.join(Archiver.get_user_data_dir(),"yfinance.cache")),
-)
+# yf_session = CachedLimiterSession(
+#    limiter=yf_limiter,
+#    bucket_class=MemoryQueueBucket,
+#    backend=SQLiteCache(db_path=os.path.join(Archiver.get_user_data_dir(),"yfinance.cache")),
+# )
 class screenerStockDataFetcher(nseStockDataFetcher):
     _tickersInfoDict={}
     def fetchStockDataWithArgs(self, *args):
@@ -99,7 +99,7 @@ class screenerStockDataFetcher(nseStockDataFetcher):
         return result
 
     def get_stats(self,ticker):
-        info = yf.Tickers(ticker).tickers[ticker].fast_info
+        info = None #yf.Tickers(ticker).tickers[ticker].fast_info
         screenerStockDataFetcher._tickersInfoDict[ticker] = {"marketCap":info.market_cap if info is not None else 0}
 
     def fetchAdditionalTickerInfo(self,ticker_list,exchangeSuffix=".NS"):
@@ -128,6 +128,7 @@ class screenerStockDataFetcher(nseStockDataFetcher):
         exchangeSuffix=".NS",
         attempt = 0
     ):
+        """
         if isinstance(stockCode,list):
             if len(exchangeSuffix) > 0:
                 stockCode = [(f"{x}{exchangeSuffix}" if (not x.endswith(exchangeSuffix) and not x.startswith("^")) else x) for x in stockCode]
@@ -146,7 +147,9 @@ class screenerStockDataFetcher(nseStockDataFetcher):
             end = None
             # if duration == "1m" and period == "1d":
             #     period = "5d" # Download 1m data for the last 5 days
+        """
         data = None
+        """
         with SuppressOutput(suppress_stdout=(not printCounter), suppress_stderr=(not printCounter)):
             try:
                 if yfVersion == "0.2.28":
@@ -262,10 +265,12 @@ class screenerStockDataFetcher(nseStockDataFetcher):
                 end="\r",
                 flush=True,
             )
+        """
         return data
 
     # Get Daily Nifty 50 Index:
     def fetchLatestNiftyDaily(self, proxyServer=None):
+        return None
         data = yf.download(
             tickers="^NSEI",
             period="5d",
@@ -278,6 +283,7 @@ class screenerStockDataFetcher(nseStockDataFetcher):
 
     # Get Data for Five EMA strategy
     def fetchFiveEmaData(self, proxyServer=None):
+        return None
         nifty_sell = yf.download(
             tickers="^NSEI",
             period="5d",

{pkscreener-0.46.20250810.756.data → pkscreener-0.46.20250908.766.data}/purelib/pkscreener/classes/ImageUtility.py

@@ -545,7 +545,7 @@ class PKImageTools:
         legendText = "\n***1.Stock***: This is the NSE symbol/ticker for a company. Stocks that are NOT stage two, are coloured red.***2.Consol.***: It shows the price range in which stock is trading for the last 22 trading sessions(22 trading sessions per month)***3.Breakout(22Prds)***: The BO is Breakout level based on last 22 sessions. R is the resistance level (if available)."
         legendText = f"{legendText} An investor should consider both BO & R level to analyse entry / exits in their trading lessons. If the BO value is green, it means the stock has already broken out (is above BO level). If BO is in red, it means the stock is yet to break out.***4.LTP***: This is the last/latest trading/closing price of the given stock on a given date at NSE. The LTP in green/red means the"
         legendText = f"{legendText} stock price has increased / decreased since last trading session. (1.5%, 1.3%,1.8%) with LTP shows the stock price rose by 1.5%, 1.3% and 1.8% in the last 1, 2 and 3 trading sessions respectively.***5.%Chng***: This is the change(rise/fall in percentage) in closing/trading price from the previous trading session's closing price. Green means that price rose from the previous"
-        legendText = f"{legendText} trading session. Red means it fell.***6.Volume***: This shows the relative volume in the most recent trading day /today with respect to last 20 trading periods moving average of Volume. For example, 8.5x would mean today's volume so far is 8.5 times the average volume traded in the last 20 trading sessions. Volume in green means that volume for the date so far has been at"
+        legendText = f"{legendText} trading session. Red means it fell.***6.volume***: This shows the relative volume in the most recent trading day /today with respect to last 20 trading periods moving average of Volume. For example, 8.5x would mean today's volume so far is 8.5 times the average volume traded in the last 20 trading sessions. Volume in green means that volume for the date so far has been at"
         legendText = f"{legendText} least 2.5 times more than the average volume of last 20 sessions. If the volume is in red, it means the given date's volume is less than 2.5 times the avg volume of the last 20 sessions.***7.MA-Signal***: It shows the price trend of the given stock by analyzing various 50-200 moving/exponential averages crossover strategies. Perform a Google search for the shown MA-Signals"
         legendText = f"{legendText} to learn about them more. If it is in green, the signal is bullish. Red means bearish.***8.RSI-or-RSI/i***: Relative Strength Index is a momentum index which describes 14-period relative strength at the given price. Generally, below 30 is considered oversold and above 80 is considered overbought. When RSI/i has value, say, 80/41, it means that the daily RSI value is 80 while"
         legendText = f"{legendText} the 1-minute intraday RSI is 41.***9.Trend(22Prds)***:  This describes the average trendline computed based on the last 22 trading sessions. Their strength is displayed depending on the steepness of the trendlines. (Strong / Weak) Up / Down shows how high/low the demand is respectively. A Sideways trend is the horizontal price movement that occurs when the forces of supply"

{pkscreener-0.46.20250810.756.data → pkscreener-0.46.20250908.766.data}/purelib/pkscreener/classes/MarketMonitor.py

@@ -145,7 +145,7 @@ class MarketMonitor(SingletonMixin, metaclass=SingletonType):
             if "RUNNER" in os.environ.keys():
                 self.monitor_df.reset_index(inplace=True)
                 with pd.option_context('mode.chained_assignment', None):
-                    self.monitor_df = self.monitor_df[["Stock", "LTP", "%Chng","52Wk-H","RSI/i" if "RSI/i" in self.monitor_df.columns else "RSI","Volume"]]
+                    self.monitor_df = self.monitor_df[["Stock", "LTP", "%Chng","52Wk-H","RSI/i" if "RSI/i" in self.monitor_df.columns else "RSI","volume"]]
                     # Import Utility here since Utility has dependency on PKScheduler which in turn has dependency on 
                     # multiprocessing, which behaves erratically if imported at the top.
                     self.monitor_df.loc[:, "%Chng"] = self.monitor_df.loc[:, "%Chng"].astype(str).apply(
@@ -154,17 +154,17 @@ class MarketMonitor(SingletonMixin, metaclass=SingletonType):
                     self.monitor_df.loc[:, "52Wk-H"] = self.monitor_df.loc[:, "52Wk-H"].astype(str).apply(
                         lambda x: ImageUtility.PKImageTools.roundOff(x,0)
                     )
-                    self.monitor_df.loc[:, "Volume"] = self.monitor_df.loc[:, "Volume"].astype(str).apply(
+                    self.monitor_df.loc[:, "volume"] = self.monitor_df.loc[:, "volume"].astype(str).apply(
                         lambda x: ImageUtility.PKImageTools.roundOff(x,0)
                     )
-                    self.monitor_df.rename(columns={"%Chng": "Ch%","Volume":"Vol","52Wk-H":"52WkH", "RSI":"RSI/i"}, inplace=True)
+                    self.monitor_df.rename(columns={"%Chng": "Ch%","volume":"Vol","52Wk-H":"52WkH", "RSI":"RSI/i"}, inplace=True)
                     telegram_df = self.updateDataFrameForTelegramMode(telegram or "RUNNER" in os.environ.keys(), self.monitor_df)
                     self.monitor_df.set_index("Stock",inplace=True)
             
         if not self.isPinnedSingleMonitorMode:
             screen_monitor_df.reset_index(inplace=True)
             with pd.option_context('mode.chained_assignment', None):
-                screen_monitor_df = screen_monitor_df[["Stock", "LTP", "%Chng","52Wk-H","RSI/i" if "RSI/i" in screen_monitor_df.columns else "RSI","Volume"]].head(self.maxNumRowsInEachResult-1)
+                screen_monitor_df = screen_monitor_df[["Stock", "LTP", "%Chng","52Wk-H","RSI/i" if "RSI/i" in screen_monitor_df.columns else "RSI","volume"]].head(self.maxNumRowsInEachResult-1)
                 # Import Utility here since Utility has dependency on PKScheduler which in turn has dependency on 
                 # multiprocessing, which behaves erratically if imported at the top.
                 screen_monitor_df.loc[:, "%Chng"] = screen_monitor_df.loc[:, "%Chng"].astype(str).apply(
@@ -173,10 +173,10 @@ class MarketMonitor(SingletonMixin, metaclass=SingletonType):
                 screen_monitor_df.loc[:, "52Wk-H"] = screen_monitor_df.loc[:, "52Wk-H"].astype(str).apply(
                     lambda x: ImageUtility.PKImageTools.roundOff(x,0)
                 )
-                screen_monitor_df.loc[:, "Volume"] = screen_monitor_df.loc[:, "Volume"].astype(str).apply(
+                screen_monitor_df.loc[:, "volume"] = screen_monitor_df.loc[:, "volume"].astype(str).apply(
                     lambda x: ImageUtility.PKImageTools.roundOff(x,0)
                 )
-                screen_monitor_df.rename(columns={"%Chng": "Ch%","Volume":"Vol","52Wk-H":"52WkH", "RSI":"RSI/i"}, inplace=True)
+                screen_monitor_df.rename(columns={"%Chng": "Ch%","volume":"Vol","52Wk-H":"52WkH", "RSI":"RSI/i"}, inplace=True)
             telegram_df = self.updateDataFrameForTelegramMode(telegram or "RUNNER" in os.environ.keys(), screen_monitor_df)
         
         if monitorPosition is not None: