-
Notifications
You must be signed in to change notification settings - Fork 0
/
Stock_suggestion.py
524 lines (470 loc) · 16.4 KB
/
Stock_suggestion.py
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
481
482
483
484
485
486
487
488
489
490
491
492
493
494
495
496
497
498
499
500
501
502
503
504
505
506
507
508
509
510
511
512
513
514
515
516
517
518
519
520
521
522
523
524
from Utility import (
numerify,
p_log,
Load_Plist,
BColors,
series2list,
)
from Calculate import (
Cal_percentage,
Cal_MA,
Cal_MA_with_desirelist,
Cal_BR,
Cal_KDJ,
Cal_Vol_Price,
Cal_MACD,
Cal_EMA,
Cal_lowpassfilter,
Cal_BBands,
Cal_ATR,
)
from Stock_analyze import (
br_analysis,
kd_analysis,
macd_analysis,
ema_analysis,
lowpassfilter_analysis,
bbands_analysis,
)
# import prettytable as pt
import os
import time
import matplotlib.pyplot as plt
import datetime
import pandas as pd
# import copy
def fill_up(input_value, desired_len, prefix="", suffix=""):
"""
Ensures that the input_value, when combined with optional prefix and suffix,
reaches a desired length by recursively adding the prefix and suffix until the length is met or exceeded.
Parameters:
- input_value: The initial value to be modified.
- desired_len: The desired length of the final string.
- prefix: A string to be added to the beginning of input_value if needed.
- suffix: A string to be added to the end of input_value if needed.
Returns:
- A string of at least desired_len length, modified by adding prefix and suffix as needed.
"""
input_value = str(input_value) # Ensure the input is treated as a string
# If both prefix and suffix are empty, return the input_value as is
if prefix == "" and suffix == "":
return input_value
# If the current length meets or exceeds the desired length, return the current value
if len(input_value) >= desired_len:
return input_value
# Recursively call fill_up with the modified value until the desired length is reached
return fill_up(prefix + input_value + suffix, desired_len, prefix, suffix)
def plot_something(
stock_code,
title,
X_value,
Y_value_list,
Y_value_lable_list,
Xlabel,
Ylabel,
save_png_path="",
plotrange=-150,
):
print("\t\t\tPlotting Close & " + fill_up(title, 12, "", "."), end=" ")
if len(Y_value_list) == len(Y_value_lable_list):
# plt.figure(figsize=(25, 15), dpi=50, linewidth=1)
# plt.title(stock_code+" Close & "+title, fontsize=15, x=0.5, y=1.03)
fig, ax1 = plt.subplots(figsize=(30, 15), dpi=50, linewidth=1)
ax1.title.set_text(stock_code + " Close & " + title)
ax1.set_xlabel(Xlabel, fontsize=15)
temp = ["MA", "LFT", "BBand", "EMA", "Vegas"]
isTwin = True
for te in temp:
if title == te:
isTwin = False
break
if isTwin:
isAdd = False
for idx in range(len(Y_value_list)):
if idx == 0:
ax1.set_ylabel("Stock price ($)", fontsize=15)
ax1.plot(
X_value[plotrange:],
Y_value_list[idx][plotrange:],
label=Y_value_lable_list[idx],
color="Red",
)
else:
if isAdd:
ax2.plot(
X_value[plotrange:],
Y_value_list[idx][plotrange:],
label=Y_value_lable_list[idx],
)
else:
ax2 = ax1.twinx()
ax2.set_ylabel(Ylabel, fontsize=15)
ax2.plot(
X_value[plotrange:],
Y_value_list[idx][plotrange:],
label=Y_value_lable_list[idx],
)
isAdd = True
ax1.legend(loc="upper left", fontsize=15)
ax2.legend(loc="upper right", fontsize=15)
else:
ax1.set_ylabel(Ylabel, fontsize=15)
for idx in range(len(Y_value_list)):
ax1.plot(
X_value[plotrange:],
Y_value_list[idx][plotrange:],
label=Y_value_lable_list[idx],
)
ax1.legend(loc="upper left", fontsize=15)
plt.xlim(0, abs(plotrange) - 1)
plt.yticks(fontsize=15)
# plt.grid(b=True, which='major', color='#666666',
# linestyle='--', axis="x")
ax1.xaxis.grid(color="#666666", linestyle="--")
ax1.yaxis.grid(color="#666666", linestyle="--")
print("Saving PNG...", end=" ")
if not save_png_path == "":
plt.savefig(save_png_path, dpi=300)
plt.close()
print("DONE")
else:
print("Can't not plot")
# ###################### This is the main #######################
today_date = datetime.date.today()
log_path = "./Handle_output/stock_suggestion_" + str(today_date) + ".txt"
if os.path.isfile(log_path):
os.remove(log_path)
p_log(["=============================================="], log_path)
p_log(["=============== Plot Database ================"], log_path)
tStart = time.time()
Stock_own_path = "./Handle_input/STOCK_own.plist"
# Stock_own_path = "./Handle_input/STOCK_track.plist"
Stock_own_content = Load_Plist(Stock_own_path)
Stock_keys = list(Stock_own_content.keys())
n = 1
Total_money = 1000000
invest_total = 0
suggestion_buy = []
suggestion_sell = []
# ############## only for debug ##############
# Stock_keys = [Stock_keys[0]]
# print(Stock_keys)
# ############################################
now_time = int(datetime.datetime.now().strftime("%H"))
global G_plot
G_plot = True
for stock in Stock_keys:
p_log(
[
"\t-> "
+ str(n)
+ ". "
+ stock
+ "\t "
+ Stock_own_content[stock]["Codename"]
],
log_path,
)
n += 1
isplot = False
stock_name = Stock_own_content[stock]["Name"]
stock_code = Stock_own_content[stock]["Codename"]
folder_name = "./Handle_output/" + stock_name
stock = pd.read_csv("./DataBase/" + stock_code + ".csv")
stock_close = numerify(series2list(stock["Close"]), "Float")
stock_volume = numerify(series2list(stock["Volume"]), "Float")
stock_date = series2list(stock["Date"])
stock_H = numerify(series2list(stock["High"]), "Float")
stock_L = numerify(series2list(stock["Low"]), "Float")
if not os.path.isdir(folder_name):
os.mkdir(folder_name)
tmp_file = ".tmp" + stock_date[-1]
tmp_file_path = folder_name + "/" + tmp_file
if not os.path.isfile(tmp_file_path):
if now_time == 13:
now_min = int(datetime.datetime.now().strftime("%M"))
if now_min >= 30 and G_plot:
if not os.path.isfile(tmp_file_path):
isplot = True
file_list = os.listdir(folder_name)
for file in file_list:
os.remove(folder_name + "/" + file)
tmp = open(tmp_file_path, "w")
tmp.close()
else:
isplot = False
elif now_time > 8 and now_time < 14 and G_plot:
isplot = False
else:
if G_plot:
if not os.path.isfile(tmp_file_path):
file_list = os.listdir(folder_name)
for file in file_list:
os.remove(folder_name + "/" + file)
tmp = open(tmp_file_path, "w")
tmp.close()
isplot = True
p_log(["\t\t\tCalculating..."], log_path)
# This should be controlled by input or something input data
desire_MA = [5, 10, 15, 20, 30, 60, 90]
stock_MA_list = Cal_MA_with_desirelist(stock_close, desire_MA)
Center, UL, LL, UL_s, LL_s = Cal_BBands(stock_close, 2, 20)
stock_close_lft = Cal_lowpassfilter(stock_close, 1, 0.01)
stock_close_lft_UL = [1.05 * i for i in stock_close_lft]
stock_close_lft_LL = [0.95 * i for i in stock_close_lft]
K, D, J = Cal_KDJ(stock_close, 20)
BR = Cal_BR(stock_close, 20)
Vol_pri = Cal_Vol_Price(stock_volume, stock_close)
DIF, MACD, DIF_MACD = Cal_MACD(stock_close, stock_H, stock_L, 12, 26, 9)
EMA12 = Cal_EMA(stock_close, stock_H, stock_L, 12)
EMA26 = Cal_EMA(stock_close, stock_H, stock_L, 26)
EMA_20MA = Cal_MA(stock_close, 20)
EMA30 = Cal_EMA(stock_close, stock_H, stock_L, 30)
EMA60 = Cal_EMA(stock_close, stock_H, stock_L, 60)
EMA120 = Cal_EMA(stock_close, stock_H, stock_L, 120)
EMA240 = Cal_EMA(stock_close, stock_H, stock_L, 240)
plot_range_num = -100
Stock_now = stock_close[-1]
Stock_yesd = stock_close[-2]
stock_per = round(Cal_percentage(Stock_yesd, Stock_now), 2)
if stock_per > 0:
stock_per = (
f"{BColors.RED}" + str(stock_per) + "% \u2191" + f"{BColors.ENDC}"
)
elif stock_per < 0:
stock_per = (
f"{BColors.GREEN}"
+ str(stock_per)
+ "% \u2193"
+ f"{BColors.ENDC}"
)
else:
stock_per = str(stock_per) + "%"
p_log(
["\t\t\t\tStock_now:", str(round(Stock_now, 2)) + " \t" + stock_per],
log_path,
)
ATR = Cal_ATR(stock_close, stock_H, stock_L, 21)
U = Total_money * 0.01 / ATR[-1]
Four_U = round(U * 4, 2)
sugg_pos = round(U * 4 / round(Stock_now, 2), 0)
ATR_per = round(Cal_percentage(ATR[-2], ATR[-1]), 2)
if ATR_per > 0:
ATR_per = (
f"{BColors.RED}" + str(ATR_per) + "% \u2191" + f"{BColors.ENDC}"
)
elif ATR_per < 0:
ATR_per = (
f"{BColors.GREEN}" + str(ATR_per) + "% \u2193" + f"{BColors.ENDC}"
)
else:
ATR_per = str(ATR_per) + "%"
p_log(
["\t\t\t\tATR:", "{:.2f}".format(ATR[-1]) + " \t" + ATR_per, "\n"],
log_path,
)
p_log(["\t\t\t\t4U($):", "{:.2f}".format(Four_U)], log_path)
p_log(
["\t\t\t\tSuggest position(units):", "{:.2f}".format(sugg_pos), "\n"],
log_path,
)
p_log(["\t\t\t\tBR:", "{:.2f}".format(BR[-1]) + "%"], log_path, " ")
BR_result = br_analysis(BR)
p_log(["\n\t\t\t\t\tAction:", BR_result, "\n"], log_path)
p_log(
[
"\t\t\t\tKDJ:",
"{:.2f}".format(K[-1]) + "%",
"{:.2f}".format(D[-1]) + "%",
"{:.2f}".format(J[-1] - 50) + "%",
],
log_path,
" ",
)
KD_result = kd_analysis(K, D)
p_log(["\n\t\t\t\t\tAction:", KD_result, "\n"], log_path)
p_log(
[
"\t\t\t\tMACD [DIF, MACD, DIF_MACD]:",
"{:.2f}".format(DIF[-1]),
"{:.2f}".format(MACD[-1]),
"{:.2f}".format(DIF_MACD[-1]),
],
log_path,
" ",
)
MACD_result = macd_analysis(DIF_MACD)
p_log(["\n\t\t\t\t\tAction:", MACD_result, "\n"], log_path)
p_log(
[
"\t\t\t\tEMA [EMA12, EMA26]:",
"{:.2f}".format(EMA12[-1]),
"{:.2f}".format(EMA26[-1]),
],
log_path,
" ",
)
EMA_result = ema_analysis(EMA12, EMA26, stock_close)
p_log(["\n\t\t\t\t\tAction:", EMA_result, "\n"], log_path)
p_log(
[
"\t\t\t\tLFT [LL, UL]:",
"[" + "{:.2f}".format(stock_close_lft_LL[-1]) + ",",
"{:.2f}".format(stock_close_lft_UL[-1]) + "]",
],
log_path,
" ",
)
LFT_result = lowpassfilter_analysis(
Stock_now, stock_close_lft, stock_close_lft_UL, stock_close_lft_LL
)
p_log(["\n\t\t\t\t\tAction:", LFT_result, "\n"], log_path)
p_log(
[
"\t\t\t\tBBand [LL, UL]:",
"[" + "{:.2f}".format(LL[-1]) + ",",
"{:.2f}".format(UL[-1]) + "]",
],
log_path,
" ",
)
BB_result = bbands_analysis(Stock_now, LL, UL, Center)
p_log(["\n\t\t\t\t\tAction:", BB_result, "\n"], log_path)
result_list = [
BR_result,
KD_result,
LFT_result,
BB_result,
MACD_result,
EMA_result,
]
result_buy_num = 0
result_sell_num = 0
total_result = "Nothing"
for result in result_list:
if "Sell" in result or "SELL" in result:
result_sell_num += 1
elif "Buy" in result or "BUY" in result:
result_buy_num += 1
if result_sell_num >= 2 and result_buy_num < 2:
total_result = "SELL!"
suggestion_sell.append(stock_name)
elif result_buy_num >= 2 and result_sell_num < 2:
total_result = "BUY!"
suggestion_buy.append(stock_name)
invest_total += sugg_pos * round(Stock_now, 2)
p_log(["\t--\tSUGGESTION:", total_result, "--"], log_path)
p_log(["\n\n"], log_path)
if isplot and G_plot:
print("\n")
ma_name_list = []
for m in range(len(desire_MA)):
ma_name_list.append("MA_" + str(desire_MA[m]))
###########################
plot_dict = {
# "Vol-price": {
# "value_list": [Vol_pri],
# "value_name": ["Vol-price"],
# "Ylabel": "Total price ($)",
# },
# "BR": {
# "value_list": [BR],
# "value_name": ["BR"],
# "Ylabel": "Ratio (%)",
# },
# "KD": {
# "value_list": [K, D, J],
# "value_name": ["K", "D", "J"],
# "Ylabel": "Ratio (%)",
# },
# "LFT": {
# "value_list": [
# stock_close_lft,
# stock_close_lft_UL,
# stock_close_lft_LL,
# ],
# "value_name": ["LFT", "LFT_UL", "LFT_LL"],
# "Ylabel": "Price ($)",
# },
# "MA": {
# "value_list": stock_MA_list,
# "value_name": ma_name_list,
# "Ylabel": "Price ($)",
# },
# "BBand": {
# "value_list": [Center, UL, LL, UL_s, LL_s],
# "value_name": ["MA_20", "UL", "LL", "UL_s", "LL_s"],
# "Ylabel": "Price ($)",
# },
"MACD": {
"value_list": [DIF, MACD, DIF_MACD],
"value_name": ["DIF", "MACD", "DIF_MACD"],
"Ylabel": "Ratio",
},
"EMA": {
"value_list": [EMA12, EMA26, EMA_20MA],
"value_name": ["EMA12", "EMA26", "MA20"],
"Ylabel": "Price ($)",
},
"Vegas": {
"value_list": [EMA12, EMA30, EMA60, EMA120, EMA240],
"value_name": ["EMA12", "EMA30", "EMA60", "EMA120", "EMA240"],
"Ylabel": "Price ($)",
},
# "ATR": {
# "value_list": [ATR],
# "value_name": ["ATR"],
# "Ylabel": ""
# },
}
for plot_key in plot_dict:
title = plot_key
temp_date = []
for d in stock_date:
temp_date.append(d.split("-", 1)[1].replace("-", "/"))
X_value = temp_date
Y_value_list = [stock_close] + plot_dict[plot_key]["value_list"]
Y_value_lable_list = ["Close"] + plot_dict[plot_key]["value_name"]
Xlabel = "Date"
Ylabel = plot_dict[plot_key]["Ylabel"]
save_png_path = (
folder_name
+ "/"
+ stock_code
+ "_"
+ plot_key
+ "_"
+ stock_date[-1]
+ ".png"
)
plot_something(
stock_code,
title,
X_value,
Y_value_list,
Y_value_lable_list,
Xlabel,
Ylabel,
save_png_path,
plot_range_num,
)
tEnd = time.time()
p_log(["It cost ", (tEnd - tStart), "sec"], log_path)
p_log(["============ Plot Database Finish ============"], log_path)
p_log(["==============================================\n\n"], log_path)
p_log(["=============================================="], log_path)
p_log(["========== Summary of Stock Action ==========="], log_path)
p_log(["Suggest to Buy:"], log_path, " ")
for i in suggestion_buy:
p_log([i], log_path, " ")
p_log(["\n"], log_path)
p_log(["Suggest to Sell:"], log_path, " ")
for i in suggestion_sell:
p_log([i], log_path, " ")
p_log(["\n"], log_path)
p_log(["=============== Summary Finish ==============="], log_path)
p_log(["==============================================\n\n"], log_path)
p_log(
["If suggest all sotcks, total invest money:", str(invest_total)], log_path
)
# plt.grid( b=True, which='major', color='#666666', linestyle='--' )