parabolic_ema / app.py
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Create app.py
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import streamlit as st
import pandas as pd
import plotly.graph_objects as go
from plotly.subplots import make_subplots
import yfinance as yf
# Function to calculate Moving Averages and Parabolic SAR
def calculate_indicators(data, ema_periods=[5, 25, 50]):
for period in ema_periods:
data[f'EMA_{period}'] = data['Close'].ewm(span=period, adjust=False).mean()
data['high'] = data['High'].rolling(window=2).max()
data['low'] = data['Low'].rolling(window=2).min()
data['af'] = 0.02
data['psar'] = data['Close'][0]
for i in range(1, len(data)):
if data['Close'][i] > data['psar'][i-1]:
data['psar'][i] = data['psar'][i-1] + data['af'][i-1] * (data['high'][i-1] - data['psar'][i-1])
else:
data['psar'][i] = data['psar'][i-1] - data['af'][i-1] * (data['psar'][i-1] - data['low'][i-1])
if data['psar'][i] > data['Close'][i]:
data['psar'][i] = data['low'][i-1]
else:
data['psar'][i] = data['high'][i-1]
if (data['Close'][i] > data['Close'][i-1] and data['af'][i-1] < 0.2):
data['af'][i] = data['af'][i-1] + 0.02
elif (data['Close'][i] < data['Close'][i-1]):
data['af'][i] = 0.02
return data
# Function to plot the data
def plot_data(data):
fig = make_subplots(rows=2, cols=1, shared_xaxes=True, vertical_spacing=0.02)
fig.add_trace(go.Candlestick(x=data.index,
open=data['Open'], high=data['High'],
low=data['Low'], close=data['Close'],
name='Candlestick'), row=1, col=1)
for ema in [5, 25, 50]:
fig.add_trace(go.Scatter(x=data.index, y=data[f'EMA_{ema}'], mode='lines', name=f'EMA {ema}'), row=1, col=1)
fig.add_trace(go.Scatter(x=data.index, y=data['psar'], mode='markers', marker_symbol='circle', name='Parabolic SAR'), row=1, col=1)
return fig
# Streamlit app layout
st.title('Profit Parabolic Trading Strategy Visualization')
st.sidebar.header('User Input Parameters')
ticker = st.sidebar.text_input('Ticker Symbol', 'AAPL')
start_date = st.sidebar.date_input('Start Date', pd.to_datetime('2020-01-01'))
end_date = st.sidebar.date_input('End Date', pd.to_datetime('today'))
button = st.sidebar.button('Analyze')
if button:
data = yf.download(ticker, start=start_date, end=end_date)
data = calculate_indicators(data)
fig = plot_data(data)
st.plotly_chart(fig, use_container_width=True)