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'''
* Project : Screenipy
* Author : Pranjal Joshi, Swar Patel
* Created : 18/05/2021
* Description : Class for managing multiprocessing
'''
import multiprocessing
import pandas as pd
import numpy as np
import sys
import os
import pytz
import traceback
from queue import Empty
from datetime import datetime
import classes.Fetcher as Fetcher
import classes.Screener as Screener
import classes.Utility as Utility
from copy import deepcopy
from classes.CandlePatterns import CandlePatterns
from classes.ColorText import colorText
from classes.SuppressOutput import SuppressOutput
if sys.platform.startswith('win'):
import multiprocessing.popen_spawn_win32 as forking
else:
import multiprocessing.popen_fork as forking
class StockConsumer(multiprocessing.Process):
def __init__(self, task_queue, result_queue, screenCounter, screenResultsCounter, stockDict, proxyServer, keyboardInterruptEvent):
multiprocessing.Process.__init__(self)
self.multiprocessingForWindows()
self.task_queue = task_queue
self.result_queue = result_queue
self.screenCounter = screenCounter
self.screenResultsCounter = screenResultsCounter
self.stockDict = stockDict
self.proxyServer = proxyServer
self.keyboardInterruptEvent = keyboardInterruptEvent
self.isTradingTime = Utility.tools.isTradingTime()
def run(self):
# while True:
try:
while not self.keyboardInterruptEvent.is_set():
try:
next_task = self.task_queue.get()
except Empty:
continue
if next_task is None:
self.task_queue.task_done()
break
answer = self.screenStocks(*(next_task))
self.task_queue.task_done()
self.result_queue.put(answer)
except Exception as e:
sys.exit(0)
def screenStocks(self, tickerOption, executeOption, reversalOption, maLength, daysForLowestVolume, minRSI, maxRSI, respChartPattern, insideBarToLookback, totalSymbols,
configManager, fetcher, screener:Screener.tools, candlePatterns, stock, newlyListedOnly, downloadOnly, vectorSearch, isDevVersion, backtestDate, printCounter=False):
screenResults = pd.DataFrame(columns=[
'Stock', 'Consolidating', 'Breaking-Out', 'MA-Signal', 'Volume', 'LTP', 'RSI', 'Trend', 'Pattern'])
screeningDictionary = {'Stock': "", 'Consolidating': "", 'Breaking-Out': "",
'MA-Signal': "", 'Volume': "", 'LTP': 0, 'RSI': 0, 'Trend': "", 'Pattern': ""}
saveDictionary = {'Stock': "", 'Consolidating': "", 'Breaking-Out': "",
'MA-Signal': "", 'Volume': "", 'LTP': 0, 'RSI': 0, 'Trend': "", 'Pattern': ""}
try:
period = configManager.period
# Data download adjustment for Newly Listed only feature
if newlyListedOnly:
if int(configManager.period[:-1]) > 250:
period = '250d'
else:
period = configManager.period
if (self.stockDict.get(stock) is None) or (configManager.cacheEnabled is False) or self.isTradingTime or downloadOnly:
try:
data, backtestReport = fetcher.fetchStockData(stock,
period,
configManager.duration,
self.proxyServer,
self.screenResultsCounter,
self.screenCounter,
totalSymbols,
backtestDate=backtestDate,
tickerOption=tickerOption)
except Exception as e:
return screeningDictionary, saveDictionary
if configManager.cacheEnabled is True and not self.isTradingTime and (self.stockDict.get(stock) is None) or downloadOnly:
self.stockDict[stock] = data.to_dict('split')
if downloadOnly:
raise Screener.DownloadDataOnly
else:
if printCounter:
try:
print(colorText.BOLD + colorText.GREEN + ("[%d%%] Screened %d, Found %d. Fetching data & Analyzing %s..." % (
int((self.screenCounter.value / totalSymbols) * 100), self.screenCounter.value, self.screenResultsCounter.value, stock)) + colorText.END, end='')
print(colorText.BOLD + colorText.GREEN + "=> Done!" +
colorText.END, end='\r', flush=True)
except ZeroDivisionError:
pass
sys.stdout.write("\r\033[K")
data = self.stockDict.get(stock)
data = pd.DataFrame(
data['data'], columns=data['columns'], index=data['index'])
fullData, processedData = screener.preprocessData(
data, daysToLookback=configManager.daysToLookback)
if type(vectorSearch) != bool and type(vectorSearch) and vectorSearch[2] == True:
executeOption = 0
with self.screenCounter.get_lock():
screener.addVector(fullData, stock, vectorSearch[1])
if newlyListedOnly:
if not screener.validateNewlyListed(fullData, period):
raise Screener.NotNewlyListed
with self.screenCounter.get_lock():
self.screenCounter.value += 1
if not processedData.empty:
urlStock = None
if tickerOption == 16:
urlStock = deepcopy(stock).replace('^','').replace('.NS','')
stock = fetcher.getAllNiftyIndices()[stock]
stock = stock.replace('^','').replace('.NS','')
urlStock = stock.replace('&','_') if urlStock is None else urlStock.replace('&','_')
screeningDictionary['Stock'] = colorText.BOLD + \
colorText.BLUE + f'\x1B]8;;https://in.tradingview.com/chart?symbol=NSE%3A{urlStock}\x1B\\{stock}\x1B]8;;\x1B\\' + colorText.END if tickerOption < 15 \
else colorText.BOLD + \
colorText.BLUE + f'\x1B]8;;https://in.tradingview.com/chart?symbol={urlStock}\x1B\\{stock}\x1B]8;;\x1B\\' + colorText.END
saveDictionary['Stock'] = stock
consolidationValue = screener.validateConsolidation(
processedData, screeningDictionary, saveDictionary, percentage=configManager.consolidationPercentage)
isMaReversal = screener.validateMovingAverages(
processedData, screeningDictionary, saveDictionary, maRange=1.25)
isVolumeHigh = screener.validateVolume(
processedData, screeningDictionary, saveDictionary, volumeRatio=configManager.volumeRatio)
isBreaking = screener.findBreakout(
processedData, screeningDictionary, saveDictionary, daysToLookback=configManager.daysToLookback)
isLtpValid = screener.validateLTP(
fullData, screeningDictionary, saveDictionary, minLTP=configManager.minLTP, maxLTP=configManager.maxLTP)
if executeOption == 4:
isLowestVolume = screener.validateLowestVolume(processedData, daysForLowestVolume)
else:
isLowestVolume = False
isValidRsi = screener.validateRSI(
processedData, screeningDictionary, saveDictionary, minRSI, maxRSI)
try:
with SuppressOutput(suppress_stderr=True, suppress_stdout=True):
currentTrend = screener.findTrend(
processedData,
screeningDictionary,
saveDictionary,
daysToLookback=configManager.daysToLookback,
stockName=stock)
except np.RankWarning:
screeningDictionary['Trend'] = 'Unknown'
saveDictionary['Trend'] = 'Unknown'
with SuppressOutput(suppress_stderr=True, suppress_stdout=True):
isCandlePattern = candlePatterns.findPattern(
processedData, screeningDictionary, saveDictionary)
isConfluence = False
isInsideBar = False
isIpoBase = False
if newlyListedOnly:
isIpoBase = screener.validateIpoBase(stock, fullData, screeningDictionary, saveDictionary)
if respChartPattern == 3 and executeOption == 7:
isConfluence = screener.validateConfluence(stock, processedData, screeningDictionary, saveDictionary, percentage=insideBarToLookback)
else:
isInsideBar = screener.validateInsideBar(processedData, screeningDictionary, saveDictionary, chartPattern=respChartPattern, daysToLookback=insideBarToLookback)
with SuppressOutput(suppress_stderr=True, suppress_stdout=True):
if maLength is not None and executeOption == 6 and reversalOption == 6:
isNR = screener.validateNarrowRange(processedData, screeningDictionary, saveDictionary, nr=maLength)
else:
isNR = screener.validateNarrowRange(processedData, screeningDictionary, saveDictionary)
isMomentum = screener.validateMomentum(processedData, screeningDictionary, saveDictionary)
isVSA = False
if not (executeOption == 7 and respChartPattern < 3):
isVSA = screener.validateVolumeSpreadAnalysis(processedData, screeningDictionary, saveDictionary)
if maLength is not None and executeOption == 6 and reversalOption == 4:
isMaSupport = screener.findReversalMA(fullData, screeningDictionary, saveDictionary, maLength)
if executeOption == 6 and reversalOption == 8:
isRsiReversal = screener.findRSICrossingMA(fullData, screeningDictionary, saveDictionary)
isVCP = False
if respChartPattern == 4:
with SuppressOutput(suppress_stderr=True, suppress_stdout=True):
isVCP = screener.validateVCP(fullData, screeningDictionary, saveDictionary)
isBuyingTrendline = False
if executeOption == 7 and respChartPattern == 5:
with SuppressOutput(suppress_stderr=True, suppress_stdout=True):
isBuyingTrendline = screener.findTrendlines(fullData, screeningDictionary, saveDictionary)
with SuppressOutput(suppress_stderr=True, suppress_stdout=True):
isLorentzian = screener.validateLorentzian(fullData, screeningDictionary, saveDictionary, lookFor = maLength)
try:
backtestReport = Utility.tools.calculateBacktestReport(data=processedData, backtestDict=backtestReport)
screeningDictionary.update(backtestReport)
saveDictionary.update(backtestReport)
except:
pass
with self.screenResultsCounter.get_lock():
if executeOption == 0:
self.screenResultsCounter.value += 1
return screeningDictionary, saveDictionary
if (executeOption == 1 or executeOption == 2) and isBreaking and isVolumeHigh and isLtpValid:
self.screenResultsCounter.value += 1
return screeningDictionary, saveDictionary
if (executeOption == 1 or executeOption == 3) and (consolidationValue <= configManager.consolidationPercentage and consolidationValue != 0) and isLtpValid:
self.screenResultsCounter.value += 1
return screeningDictionary, saveDictionary
if executeOption == 4 and isLtpValid and isLowestVolume:
self.screenResultsCounter.value += 1
return screeningDictionary, saveDictionary
if executeOption == 5 and isLtpValid and isValidRsi:
self.screenResultsCounter.value += 1
return screeningDictionary, saveDictionary
if executeOption == 6 and isLtpValid:
if reversalOption == 1:
if saveDictionary['Pattern'] in CandlePatterns.reversalPatternsBullish or isMaReversal > 0 or 'buy' in saveDictionary['Pattern'].lower():
self.screenResultsCounter.value += 1
return screeningDictionary, saveDictionary
elif reversalOption == 2:
if saveDictionary['Pattern'] in CandlePatterns.reversalPatternsBearish or isMaReversal < 0 or 'sell' in saveDictionary['Pattern'].lower():
self.screenResultsCounter.value += 1
return screeningDictionary, saveDictionary
elif reversalOption == 3 and isMomentum:
self.screenResultsCounter.value += 1
return screeningDictionary, saveDictionary
elif reversalOption == 4 and isMaSupport:
self.screenResultsCounter.value += 1
return screeningDictionary, saveDictionary
elif reversalOption == 5 and isVSA and saveDictionary['Pattern'] in CandlePatterns.reversalPatternsBullish:
self.screenResultsCounter.value += 1
return screeningDictionary, saveDictionary
elif reversalOption == 6 and isNR:
self.screenResultsCounter.value += 1
return screeningDictionary, saveDictionary
elif reversalOption == 7 and isLorentzian:
self.screenResultsCounter.value += 1
return screeningDictionary, saveDictionary
elif reversalOption == 8 and isRsiReversal:
self.screenResultsCounter.value += 1
return screeningDictionary, saveDictionary
if executeOption == 7 and isLtpValid:
if respChartPattern < 3 and isInsideBar:
self.screenResultsCounter.value += 1
return screeningDictionary, saveDictionary
if isConfluence:
self.screenResultsCounter.value += 1
return screeningDictionary, saveDictionary
if isIpoBase and newlyListedOnly and not respChartPattern < 3:
self.screenResultsCounter.value += 1
return screeningDictionary, saveDictionary
if isVCP:
self.screenResultsCounter.value += 1
return screeningDictionary, saveDictionary
if isBuyingTrendline:
self.screenResultsCounter.value += 1
return screeningDictionary, saveDictionary
except KeyboardInterrupt:
# Capturing Ctr+C Here isn't a great idea
pass
except Fetcher.StockDataEmptyException:
pass
except Screener.NotNewlyListed:
pass
except Screener.DownloadDataOnly:
pass
except KeyError:
pass
except Exception as e:
if isDevVersion:
print("[!] Dev Traceback:")
traceback.print_exc()
if printCounter:
print(colorText.FAIL +
("\n[+] Exception Occured while Screening %s! Skipping this stock.." % stock) + colorText.END)
return
def multiprocessingForWindows(self):
if sys.platform.startswith('win'):
class _Popen(forking.Popen):
def __init__(self, *args, **kw):
if hasattr(sys, 'frozen'):
os.putenv('_MEIPASS2', sys._MEIPASS)
try:
super(_Popen, self).__init__(*args, **kw)
finally:
if hasattr(sys, 'frozen'):
if hasattr(os, 'unsetenv'):
os.unsetenv('_MEIPASS2')
else:
os.putenv('_MEIPASS2', '')
forking.Popen = _Popen
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