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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() | |