turtle_trading / app.py
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import streamlit as st
import yfinance as yf
import pandas as pd
import plotly.graph_objects as go
def fetch_data(ticker, start_date, end_date):
data = yf.download(ticker, start=start_date, end=end_date)
return data
def calculate_indicators(data, window_short, window_long):
data['High Short'] = data['High'].rolling(window=window_short).max()
data['Low Short'] = data['Low'].rolling(window=window_short).min()
return data
def identify_signals(data):
data['Buy Signal'] = (data['Close'] > data['High Short'].shift(1))
data['Sell Signal'] = (data['Close'] < data['Low Short'].shift(1))
return data
def collect_signals(data):
signals = pd.DataFrame()
signals['Date'] = data.index
signals['Price'] = data['Close']
signals['Signal'] = None # Initialize the column with None
signals.loc[data['Buy Signal'], 'Signal'] = 'Buy'
signals.loc[data['Sell Signal'], 'Signal'] = 'Sell'
signals = signals.dropna(subset=['Signal'])
return signals
def plot_data(data):
fig = go.Figure()
fig.add_trace(go.Scatter(x=data.index, y=data['Close'], name='Close Price', line=dict(color='blue')))
buys = data[data['Buy Signal']]
sells = data[data['Sell Signal']]
fig.add_trace(go.Scatter(x=buys.index, y=buys['Close'], mode='markers', name='Buy Signal', marker_symbol='triangle-up', marker_color='green', marker_size=10))
fig.add_trace(go.Scatter(x=sells.index, y=sells['Close'], mode='markers', name='Sell Signal', marker_symbol='triangle-down', marker_color='red', marker_size=10))
fig.update_layout(title='Stock Price and Trading Signals', xaxis_title='Date', yaxis_title='Price', template='plotly_dark')
return fig
def main():
st.title("Enhanced Turtle Trading Strategy with Backtesting and Signal Table")
ticker = st.sidebar.text_input("Enter the ticker symbol, e.g., 'AAPL'")
start_date = st.sidebar.date_input("Select the start date")
end_date = st.sidebar.date_input("Select the end date")
window_short = st.sidebar.number_input("Short term window", min_value=5, max_value=60, value=20)
window_long = st.sidebar.number_input("Long term window", min_value=5, max_value=120, value=55)
if st.sidebar.button("Analyze"):
data = fetch_data(ticker, start_date, end_date)
if not data.empty:
data = calculate_indicators(data, window_short, window_long)
data = identify_signals(data)
signals = collect_signals(data)
fig = plot_data(data)
st.plotly_chart(fig, use_container_width=True)
st.write("Trading Signals:")
st.dataframe(signals.style.hide_index())
else:
st.error("No data found for the selected ticker and date range.")
if __name__ == "__main__":
main()