File size: 19,611 Bytes
9bf26a6 |
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 |
'''
* Project : Screenipy
* Author : Pranjal Joshi
* Created : 28/04/2021
* Description : Class for managing misc and utility methods
'''
import os
import sys
import platform
import datetime
import pytz
import pickle
import requests
import time
import joblib
import keras
import pandas as pd
from alive_progress import alive_bar
from tabulate import tabulate
from time import sleep
from classes.ColorText import colorText
from classes.Changelog import VERSION, changelog
import classes.ConfigManager as ConfigManager
art = colorText.GREEN + '''
.d8888b. d8b
d88P Y88b Y8P
Y88b.
"Y888b. .d8888b 888d888 .d88b. .d88b. 88888b. 888 88888b. 888 888
"Y88b. d88P" 888P" d8P Y8b d8P Y8b 888 "88b 888 888 "88b 888 888
"888 888 888 88888888 88888888 888 888 888 888 888 888 888
Y88b d88P Y88b. 888 Y8b. Y8b. 888 888 888 888 d88P Y88b 888
"Y8888P" "Y8888P 888 "Y8888 "Y8888 888 888 888 88888P" "Y88888
888 888
888 Y8b d88P
888 "Y88P"
''' + colorText.END
lastScreened = 'last_screened_results.pkl'
lastScreenedUnformatted = 'last_screened_unformatted_results.pkl'
# Class for managing misc and utility methods
class tools:
def clearScreen():
if platform.system() == 'Windows':
os.system('cls')
else:
os.system('clear')
print(art)
# Print about developers and repository
def showDevInfo():
print('\n'+changelog)
print(colorText.BOLD + colorText.WARN +
"\n[+] Developer: Pranjal Joshi." + colorText.END)
print(colorText.BOLD + colorText.WARN +
("[+] Version: %s" % VERSION) + colorText.END)
print(colorText.BOLD +
"[+] Home Page: https://github.com/pranjal-joshi/Screeni-py" + colorText.END)
print(colorText.BOLD + colorText.FAIL +
"[+] Read/Post Issues here: https://github.com/pranjal-joshi/Screeni-py/issues" + colorText.END)
print(colorText.BOLD + colorText.GREEN +
"[+] Join Community Discussions: https://github.com/pranjal-joshi/Screeni-py/discussions" + colorText.END)
print(colorText.BOLD + colorText.BLUE +
"[+] Download latest software from https://github.com/pranjal-joshi/Screeni-py/releases/latest" + colorText.END)
input('')
# Save last screened result to pickle file
def setLastScreenedResults(df, unformatted=False):
try:
if not unformatted:
df.sort_values(by=['Stock'], ascending=True, inplace=True)
df.to_pickle(lastScreened)
else:
df.sort_values(by=['Stock'], ascending=True, inplace=True)
df.to_pickle(lastScreenedUnformatted)
except IOError:
print(colorText.BOLD + colorText.FAIL +
'[+] Failed to save recently screened result table on disk! Skipping..' + colorText.END)
# Load last screened result to pickle file
def getLastScreenedResults():
try:
df = pd.read_pickle(lastScreened)
print(colorText.BOLD + colorText.GREEN +
'\n[+] Showing recently screened results..\n' + colorText.END)
print(tabulate(df, headers='keys', tablefmt='psql'))
print(colorText.BOLD + colorText.WARN +
"[+] Note: Trend calculation is based on number of recent days to screen as per your configuration." + colorText.END)
input(colorText.BOLD + colorText.GREEN +
'[+] Press any key to continue..' + colorText.END)
except FileNotFoundError:
print(colorText.BOLD + colorText.FAIL +
'[+] Failed to load recently screened result table from disk! Skipping..' + colorText.END)
def isTradingTime():
curr = datetime.datetime.now(pytz.timezone('Asia/Kolkata'))
openTime = curr.replace(hour=9, minute=15)
closeTime = curr.replace(hour=15, minute=30)
return ((openTime <= curr <= closeTime) and (0 <= curr.weekday() <= 4))
def isClosingHour():
curr = datetime.datetime.now(pytz.timezone('Asia/Kolkata'))
openTime = curr.replace(hour=15, minute=00)
closeTime = curr.replace(hour=15, minute=30)
return ((openTime <= curr <= closeTime) and (0 <= curr.weekday() <= 4))
def saveStockData(stockDict, configManager, loadCount):
curr = datetime.datetime.now(pytz.timezone('Asia/Kolkata'))
openTime = curr.replace(hour=9, minute=15)
cache_date = datetime.date.today() # for monday to friday
weekday = datetime.date.today().weekday()
if curr < openTime: # for monday to friday before 9:15
cache_date = datetime.datetime.today() - datetime.timedelta(1)
if weekday == 0 and curr < openTime: # for monday before 9:15
cache_date = datetime.datetime.today() - datetime.timedelta(3)
if weekday == 5 or weekday == 6: # for saturday and sunday
cache_date = datetime.datetime.today() - datetime.timedelta(days=weekday - 4)
cache_date = cache_date.strftime("%d%m%y")
cache_file = "stock_data_" + str(cache_date) + ".pkl"
configManager.deleteStockData(excludeFile=cache_file)
if not os.path.exists(cache_file) or len(stockDict) > (loadCount+1):
with open(cache_file, 'wb') as f:
try:
pickle.dump(stockDict.copy(), f)
print(colorText.BOLD + colorText.GREEN +
"=> Done." + colorText.END)
except pickle.PicklingError:
print(colorText.BOLD + colorText.FAIL +
"=> Error while Caching Stock Data." + colorText.END)
else:
print(colorText.BOLD + colorText.GREEN +
"=> Already Cached." + colorText.END)
def loadStockData(stockDict, configManager, proxyServer=None):
curr = datetime.datetime.now(pytz.timezone('Asia/Kolkata'))
openTime = curr.replace(hour=9, minute=15)
last_cached_date = datetime.date.today() # for monday to friday after 3:30
weekday = datetime.date.today().weekday()
if curr < openTime: # for monday to friday before 9:15
last_cached_date = datetime.datetime.today() - datetime.timedelta(1)
if weekday == 5 or weekday == 6: # for saturday and sunday
last_cached_date = datetime.datetime.today() - datetime.timedelta(days=weekday - 4)
if weekday == 0 and curr < openTime: # for monday before 9:15
last_cached_date = datetime.datetime.today() - datetime.timedelta(3)
last_cached_date = last_cached_date.strftime("%d%m%y")
cache_file = "stock_data_" + str(last_cached_date) + ".pkl"
if os.path.exists(cache_file):
with open(cache_file, 'rb') as f:
try:
stockData = pickle.load(f)
print(colorText.BOLD + colorText.GREEN +
"[+] Automatically Using Cached Stock Data due to After-Market hours!" + colorText.END)
for stock in stockData:
stockDict[stock] = stockData.get(stock)
except pickle.UnpicklingError:
print(colorText.BOLD + colorText.FAIL +
"[+] Error while Reading Stock Cache." + colorText.END)
except EOFError:
print(colorText.BOLD + colorText.FAIL +
"[+] Stock Cache Corrupted." + colorText.END)
elif ConfigManager.default_period == configManager.period and ConfigManager.default_duration == configManager.duration:
cache_url = "https://raw.github.com/pranjal-joshi/Screeni-py/actions-data-download/actions-data-download/" + cache_file
if proxyServer is not None:
resp = requests.get(cache_url, stream=True, proxies={'https':proxyServer})
else:
resp = requests.get(cache_url, stream=True)
if resp.status_code == 200:
print(colorText.BOLD + colorText.FAIL +
"[+] After-Market Stock Data is not cached.." + colorText.END)
print(colorText.BOLD + colorText.GREEN +
"[+] Downloading cache from Screenipy server for faster processing, Please Wait.." + colorText.END)
try:
chunksize = 1024*1024*1
filesize = int(int(resp.headers.get('content-length'))/chunksize)
bar, spinner = tools.getProgressbarStyle()
f = open(cache_file, 'wb')
dl = 0
with alive_bar(filesize, bar=bar, spinner=spinner, manual=True) as progressbar:
for data in resp.iter_content(chunk_size=chunksize):
dl += 1
f.write(data)
progressbar(dl/filesize)
if dl >= filesize:
progressbar(1.0)
f.close()
except Exception as e:
print("[!] Download Error - " + str(e))
print("")
tools.loadStockData(stockDict, configManager, proxyServer)
else:
print(colorText.BOLD + colorText.FAIL +
"[+] Cache unavailable on Screenipy server, Continuing.." + colorText.END)
# Save screened results to excel
def promptSaveResults(df):
if isDocker() or isGui(): # Skip export to excel inside docker
return
try:
response = str(input(colorText.BOLD + colorText.WARN +
'[>] Do you want to save the results in excel file? [Y/N]: ')).upper()
except ValueError:
response = 'Y'
if response != 'N':
filename = 'screenipy-result_' + \
datetime.datetime.now().strftime("%d-%m-%y_%H.%M.%S")+".xlsx"
df.to_excel(filename)
print(colorText.BOLD + colorText.GREEN +
("[+] Results saved to %s" % filename) + colorText.END)
# Prompt for asking RSI
def promptRSIValues():
try:
minRSI, maxRSI = int(input(colorText.BOLD + colorText.WARN + "\n[+] Enter Min RSI value: " + colorText.END)), int(
input(colorText.BOLD + colorText.WARN + "[+] Enter Max RSI value: " + colorText.END))
if (minRSI >= 0 and minRSI <= 100) and (maxRSI >= 0 and maxRSI <= 100) and (minRSI <= maxRSI):
return (minRSI, maxRSI)
raise ValueError
except ValueError:
return (0, 0)
# Prompt for Reversal screening
def promptReversalScreening():
try:
resp = int(input(colorText.BOLD + colorText.WARN + """\n[+] Select Option:
1 > Screen for Buy Signal (Bullish Reversal)
2 > Screen for Sell Signal (Bearish Reversal)
3 > Screen for Momentum Gainers (Rising Bullish Momentum)
4 > Screen for Reversal at Moving Average (Bullish Reversal)
5 > Screen for Volume Spread Analysis (Bullish VSA Reversal)
6 > Screen for Narrow Range (NRx) Reversal
7 > Screen for Reversal using Lorentzian Classifier (Machine Learning based indicator)
8 > Screen for Reversal using RSI MA Crossing
0 > Cancel
[+] Select option: """ + colorText.END))
if resp >= 0 and resp <= 8:
if resp == 4:
try:
maLength = int(input(colorText.BOLD + colorText.WARN +
'\n[+] Enter MA Length (E.g. 50 or 200): ' + colorText.END))
return resp, maLength
except ValueError:
print(colorText.BOLD + colorText.FAIL +
'\n[!] Invalid Input! MA Lenght should be single integer value!\n' + colorText.END)
raise ValueError
elif resp == 6:
try:
maLength = int(input(colorText.BOLD + colorText.WARN +
'\n[+] Enter NR timeframe [Integer Number] (E.g. 4, 7, etc.): ' + colorText.END))
return resp, maLength
except ValueError:
print(colorText.BOLD + colorText.FAIL + '\n[!] Invalid Input! NR timeframe should be single integer value!\n' + colorText.END)
raise ValueError
elif resp == 7:
try:
return resp, 1
except ValueError:
print(colorText.BOLD + colorText.FAIL + '\n[!] Invalid Input! Select valid Signal Type!\n' + colorText.END)
raise ValueError
elif resp == 8:
maLength = 9
return resp, maLength
return resp, None
raise ValueError
except ValueError:
return None, None
# Prompt for Reversal screening
def promptChartPatterns():
try:
resp = int(input(colorText.BOLD + colorText.WARN + """\n[+] Select Option:
1 > Screen for Bullish Inside Bar (Flag) Pattern
2 > Screen for Bearish Inside Bar (Flag) Pattern
3 > Screen for the Confluence (50 & 200 MA/EMA)
4 > Screen for VCP (Experimental)
5 > Screen for Buying at Trendline (Ideal for Swing/Mid/Long term)
0 > Cancel
[+] Select option: """ + colorText.END))
if resp == 1 or resp == 2:
candles = int(input(colorText.BOLD + colorText.WARN +
"\n[+] How many candles (TimeFrame) to look back Inside Bar formation? : " + colorText.END))
return (resp, candles)
if resp == 3:
percent = float(input(colorText.BOLD + colorText.WARN +
"\n[+] Enter Percentage within which all MA/EMAs should be (Ideal: 1-2%)? : " + colorText.END))
return (resp, percent/100.0)
if resp >= 0 and resp <= 5:
return resp, 0
raise ValueError
except ValueError:
input(colorText.BOLD + colorText.FAIL +
"\n[+] Invalid Option Selected. Press Any Key to Continue..." + colorText.END)
return (None, None)
# Prompt for Similar stock search
def promptSimilarStockSearch():
try:
stockCode = str(input(colorText.BOLD + colorText.WARN +
"\n[+] Enter the Name of the stock to search similar stocks for: " + colorText.END)).upper()
candles = int(input(colorText.BOLD + colorText.WARN +
"\n[+] How many candles (TimeFrame) to look back for similarity? : " + colorText.END))
return stockCode, candles
except ValueError:
input(colorText.BOLD + colorText.FAIL +
"\n[+] Invalid Option Selected. Press Any Key to Continue..." + colorText.END)
return None, None
def getProgressbarStyle():
bar = 'smooth'
spinner = 'waves'
if 'Windows' in platform.platform():
bar = 'classic2'
spinner = 'dots_recur'
return bar, spinner
def getNiftyModel(proxyServer=None):
files = ['nifty_model_v3.h5', 'nifty_model_v3.pkl']
urls = [
f"https://raw.github.com/pranjal-joshi/Screeni-py/new-features/src/ml/{files[0]}",
f"https://raw.github.com/pranjal-joshi/Screeni-py/new-features/src/ml/{files[1]}"
]
if os.path.isfile(files[0]) and os.path.isfile(files[1]):
file_age = (time.time() - os.path.getmtime(files[0]))/604800
if file_age > 1:
download = True
os.remove(files[0])
os.remove(files[1])
else:
download = False
else:
download = True
if download:
for file_url in urls:
if proxyServer is not None:
resp = requests.get(file_url, stream=True, proxies={'https':proxyServer})
else:
resp = requests.get(file_url, stream=True)
if resp.status_code == 200:
print(colorText.BOLD + colorText.GREEN +
"[+] Downloading AI model (v3) for Nifty predictions, Please Wait.." + colorText.END)
try:
chunksize = 1024*1024*1
filesize = int(int(resp.headers.get('content-length'))/chunksize)
filesize = 1 if not filesize else filesize
bar, spinner = tools.getProgressbarStyle()
f = open(file_url.split('/')[-1], 'wb')
dl = 0
with alive_bar(filesize, bar=bar, spinner=spinner, manual=True) as progressbar:
for data in resp.iter_content(chunk_size=chunksize):
dl += 1
f.write(data)
progressbar(dl/filesize)
if dl >= filesize:
progressbar(1.0)
f.close()
except Exception as e:
print("[!] Download Error - " + str(e))
time.sleep(3)
model = keras.models.load_model(files[0])
pkl = joblib.load(files[1])
return model, pkl
def getSigmoidConfidence(x):
out_min, out_max = 0, 100
if x > 0.5:
in_min = 0.50001
in_max = 1
else:
in_min = 0
in_max = 0.5
return round(((x - in_min) * (out_max - out_min) / (in_max - in_min) + out_min),3)
def alertSound(beeps=3, delay=0.2):
for i in range(beeps):
print('\a')
sleep(delay)
def isBacktesting(backtestDate):
try:
if datetime.date.today() != backtestDate:
return True
return False
except:
return False
def calculateBacktestReport(data, backtestDict:dict):
try:
recent = data.head(1)['Close'].iloc[0]
for key, val in backtestDict.copy().items():
if val is not None:
try:
backtestDict[key] = str(round((backtestDict[key]-recent)/recent*100,1)) + "%"
except TypeError:
del backtestDict[key]
# backtestDict[key] = None
continue
else:
del backtestDict[key]
except:
pass
return backtestDict
def isDocker():
if 'SCREENIPY_DOCKER' in os.environ:
return True
return False
def isGui():
if 'SCREENIPY_GUI' in os.environ:
return True
return False |