Upload 2 files

100_tick.csv

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+,Company Name,Industry,Symbol,Series,ISIN Code
+0,ACC Ltd..NS,Construction Materials.NS,ACC.NS,EQ.NS,INE012A01025.NS
+1,Adani Enterprises Ltd..NS,Metals & Mining.NS,ADANIENT.NS,EQ.NS,INE423A01024.NS
+2,Adani Green Energy Ltd..NS,Power.NS,ADANIGREEN.NS,EQ.NS,INE364U01010.NS
+3,Adani Ports and Special Economic Zone Ltd..NS,Services.NS,ADANIPORTS.NS,EQ.NS,INE742F01042.NS
+4,Adani Total Gas Ltd..NS,Oil Gas & Consumable Fuels.NS,ATGL.NS,EQ.NS,INE399L01023.NS
+5,Adani Transmission Ltd..NS,Power.NS,ADANITRANS.NS,EQ.NS,INE931S01010.NS
+6,Ambuja Cements Ltd..NS,Construction Materials.NS,AMBUJACEM.NS,EQ.NS,INE079A01024.NS
+7,Apollo Hospitals Enterprise Ltd..NS,Healthcare.NS,APOLLOHOSP.NS,EQ.NS,INE437A01024.NS
+8,Asian Paints Ltd..NS,Consumer Durables.NS,ASIANPAINT.NS,EQ.NS,INE021A01026.NS
+9,Avenue Supermarts Ltd..NS,Consumer Services.NS,DMART.NS,EQ.NS,INE192R01011.NS
+10,Axis Bank Ltd..NS,Financial Services.NS,AXISBANK.NS,EQ.NS,INE238A01034.NS
+11,Bajaj Auto Ltd..NS,Automobile and Auto Components.NS,BAJAJ-AUTO.NS,EQ.NS,INE917I01010.NS
+12,Bajaj Finance Ltd..NS,Financial Services.NS,BAJFINANCE.NS,EQ.NS,INE296A01024.NS
+13,Bajaj Finserv Ltd..NS,Financial Services.NS,BAJAJFINSV.NS,EQ.NS,INE918I01026.NS
+14,Bajaj Holdings & Investment Ltd..NS,Financial Services.NS,BAJAJHLDNG.NS,EQ.NS,INE118A01012.NS
+15,Bandhan Bank Ltd..NS,Financial Services.NS,BANDHANBNK.NS,EQ.NS,INE545U01014.NS
+16,Bank of Baroda.NS,Financial Services.NS,BANKBARODA.NS,EQ.NS,INE028A01039.NS
+17,Berger Paints India Ltd..NS,Consumer Durables.NS,BERGEPAINT.NS,EQ.NS,INE463A01038.NS
+18,Bharat Electronics Ltd..NS,Capital Goods.NS,BEL.NS,EQ.NS,INE263A01024.NS
+19,Bharat Petroleum Corporation Ltd..NS,Oil Gas & Consumable Fuels.NS,BPCL.NS,EQ.NS,INE029A01011.NS
+20,Bharti Airtel Ltd..NS,Telecommunication.NS,BHARTIARTL.NS,EQ.NS,INE397D01024.NS
+21,Biocon Ltd..NS,Healthcare.NS,BIOCON.NS,EQ.NS,INE376G01013.NS
+22,Bosch Ltd..NS,Automobile and Auto Components.NS,BOSCHLTD.NS,EQ.NS,INE323A01026.NS
+23,Britannia Industries Ltd..NS,Fast Moving Consumer Goods.NS,BRITANNIA.NS,EQ.NS,INE216A01030.NS
+24,Cholamandalam Investment and Finance Company Ltd..NS,Financial Services.NS,CHOLAFIN.NS,EQ.NS,INE121A01024.NS
+25,Cipla Ltd..NS,Healthcare.NS,CIPLA.NS,EQ.NS,INE059A01026.NS
+26,Coal India Ltd..NS,Oil Gas & Consumable Fuels.NS,COALINDIA.NS,EQ.NS,INE522F01014.NS
+27,Colgate Palmolive (India) Ltd..NS,Fast Moving Consumer Goods.NS,COLPAL.NS,EQ.NS,INE259A01022.NS
+28,DLF Ltd..NS,Realty.NS,DLF.NS,EQ.NS,INE271C01023.NS
+29,Dabur India Ltd..NS,Fast Moving Consumer Goods.NS,DABUR.NS,EQ.NS,INE016A01026.NS
+30,Divi's Laboratories Ltd..NS,Healthcare.NS,DIVISLAB.NS,EQ.NS,INE361B01024.NS
+31,Dr. Reddy's Laboratories Ltd..NS,Healthcare.NS,DRREDDY.NS,EQ.NS,INE089A01023.NS
+32,Eicher Motors Ltd..NS,Automobile and Auto Components.NS,EICHERMOT.NS,EQ.NS,INE066A01021.NS
+33,FSN E-Commerce Ventures Ltd..NS,Consumer Services.NS,NYKAA.NS,EQ.NS,INE388Y01029.NS
+34,GAIL (India) Ltd..NS,Oil Gas & Consumable Fuels.NS,GAIL.NS,EQ.NS,INE129A01019.NS
+35,Gland Pharma Ltd..NS,Healthcare.NS,GLAND.NS,EQ.NS,INE068V01023.NS
+36,Godrej Consumer Products Ltd..NS,Fast Moving Consumer Goods.NS,GODREJCP.NS,EQ.NS,INE102D01028.NS
+37,Grasim Industries Ltd..NS,Construction Materials.NS,GRASIM.NS,EQ.NS,INE047A01021.NS
+38,HCL Technologies Ltd..NS,Information Technology.NS,HCLTECH.NS,EQ.NS,INE860A01027.NS
+39,HDFC Asset Management Company Ltd..NS,Financial Services.NS,HDFCAMC.NS,EQ.NS,INE127D01025.NS
+40,HDFC Bank Ltd..NS,Financial Services.NS,HDFCBANK.NS,EQ.NS,INE040A01034.NS
+41,HDFC Life Insurance Company Ltd..NS,Financial Services.NS,HDFCLIFE.NS,EQ.NS,INE795G01014.NS
+42,Havells India Ltd..NS,Consumer Durables.NS,HAVELLS.NS,EQ.NS,INE176B01034.NS
+43,Hero MotoCorp Ltd..NS,Automobile and Auto Components.NS,HEROMOTOCO.NS,EQ.NS,INE158A01026.NS
+44,Hindalco Industries Ltd..NS,Metals & Mining.NS,HINDALCO.NS,EQ.NS,INE038A01020.NS
+45,Hindustan Aeronautics Ltd..NS,Capital Goods.NS,HAL.NS,EQ.NS,INE066F01012.NS
+46,Hindustan Unilever Ltd..NS,Fast Moving Consumer Goods.NS,HINDUNILVR.NS,EQ.NS,INE030A01027.NS
+47,Housing Development Finance Corporation Ltd..NS,Financial Services.NS,HDFC.NS,EQ.NS,INE001A01036.NS
+48,ICICI Bank Ltd..NS,Financial Services.NS,ICICIBANK.NS,EQ.NS,INE090A01021.NS
+49,ICICI Lombard General Insurance Company Ltd..NS,Financial Services.NS,ICICIGI.NS,EQ.NS,INE765G01017.NS
+50,ICICI Prudential Life Insurance Company Ltd..NS,Financial Services.NS,ICICIPRULI.NS,EQ.NS,INE726G01019.NS
+51,ITC Ltd..NS,Fast Moving Consumer Goods.NS,ITC.NS,EQ.NS,INE154A01025.NS
+52,Indian Oil Corporation Ltd..NS,Oil Gas & Consumable Fuels.NS,IOC.NS,EQ.NS,INE242A01010.NS
+53,Indian Railway Catering And Tourism Corporation Ltd..NS,Consumer Services.NS,IRCTC.NS,EQ.NS,INE335Y01020.NS
+54,Indus Towers Ltd..NS,Telecommunication.NS,INDUSTOWER.NS,EQ.NS,INE121J01017.NS
+55,IndusInd Bank Ltd..NS,Financial Services.NS,INDUSINDBK.NS,EQ.NS,INE095A01012.NS
+56,Info Edge (India) Ltd..NS,Consumer Services.NS,NAUKRI.NS,EQ.NS,INE663F01024.NS
+57,Infosys Ltd..NS,Information Technology.NS,INFY.NS,EQ.NS,INE009A01021.NS
+58,InterGlobe Aviation Ltd..NS,Services.NS,INDIGO.NS,EQ.NS,INE646L01027.NS
+59,JSW Steel Ltd..NS,Metals & Mining.NS,JSWSTEEL.NS,EQ.NS,INE019A01038.NS
+60,Kotak Mahindra Bank Ltd..NS,Financial Services.NS,KOTAKBANK.NS,EQ.NS,INE237A01028.NS
+61,LTIMindtree Ltd..NS,Information Technology.NS,LTIM.NS,EQ.NS,INE214T01019.NS
+62,Larsen & Toubro Ltd..NS,Construction.NS,LT.NS,EQ.NS,INE018A01030.NS
+63,Life Insurance Corporation of India.NS,Financial Services.NS,LICI.NS,EQ.NS,INE0J1Y01017.NS
+64,Mahindra & Mahindra Ltd..NS,Automobile and Auto Components.NS,M&M.NS,EQ.NS,INE101A01026.NS
+65,Marico Ltd..NS,Fast Moving Consumer Goods.NS,MARICO.NS,EQ.NS,INE196A01026.NS
+66,Maruti Suzuki India Ltd..NS,Automobile and Auto Components.NS,MARUTI.NS,EQ.NS,INE585B01010.NS
+67,MphasiS Ltd..NS,Information Technology.NS,MPHASIS.NS,EQ.NS,INE356A01018.NS
+68,Muthoot Finance Ltd..NS,Financial Services.NS,MUTHOOTFIN.NS,EQ.NS,INE414G01012.NS
+69,NTPC Ltd..NS,Power.NS,NTPC.NS,EQ.NS,INE733E01010.NS
+70,Nestle India Ltd..NS,Fast Moving Consumer Goods.NS,NESTLEIND.NS,EQ.NS,INE239A01016.NS
+71,Oil & Natural Gas Corporation Ltd..NS,Oil Gas & Consumable Fuels.NS,ONGC.NS,EQ.NS,INE213A01029.NS
+72,One 97 Communications Ltd..NS,Financial Services.NS,PAYTM.NS,EQ.NS,INE982J01020.NS
+73,PI Industries Ltd..NS,Chemicals.NS,PIIND.NS,EQ.NS,INE603J01030.NS
+74,Pidilite Industries Ltd..NS,Chemicals.NS,PIDILITIND.NS,EQ.NS,INE318A01026.NS
+75,Power Grid Corporation of India Ltd..NS,Power.NS,POWERGRID.NS,EQ.NS,INE752E01010.NS
+76,Procter & Gamble Hygiene & Health Care Ltd..NS,Fast Moving Consumer Goods.NS,PGHH.NS,EQ.NS,INE179A01014.NS
+77,Reliance Industries Ltd..NS,Oil Gas & Consumable Fuels.NS,RELIANCE.NS,EQ.NS,INE002A01018.NS
+78,SBI Cards and Payment Services Ltd..NS,Financial Services.NS,SBICARD.NS,EQ.NS,INE018E01016.NS
+79,SBI Life Insurance Company Ltd..NS,Financial Services.NS,SBILIFE.NS,EQ.NS,INE123W01016.NS
+80,SRF Ltd..NS,Chemicals.NS,SRF.NS,EQ.NS,INE647A01010.NS
+81,Samvardhana Motherson International Ltd..NS,Automobile and Auto Components.NS,MOTHERSON.NS,EQ.NS,INE775A01035.NS
+82,Shree Cement Ltd..NS,Construction Materials.NS,SHREECEM.NS,EQ.NS,INE070A01015.NS
+83,Siemens Ltd..NS,Capital Goods.NS,SIEMENS.NS,EQ.NS,INE003A01024.NS
+84,State Bank of India.NS,Financial Services.NS,SBIN.NS,EQ.NS,INE062A01020.NS
+85,Sun Pharmaceutical Industries Ltd..NS,Healthcare.NS,SUNPHARMA.NS,EQ.NS,INE044A01036.NS
+86,Tata Consultancy Services Ltd..NS,Information Technology.NS,TCS.NS,EQ.NS,INE467B01029.NS
+87,Tata Consumer Products Ltd..NS,Fast Moving Consumer Goods.NS,TATACONSUM.NS,EQ.NS,INE192A01025.NS
+88,Tata Motors Ltd..NS,Automobile and Auto Components.NS,TATAMOTORS.NS,EQ.NS,INE155A01022.NS
+89,Tata Power Co. Ltd..NS,Power.NS,TATAPOWER.NS,EQ.NS,INE245A01021.NS
+90,Tata Steel Ltd..NS,Metals & Mining.NS,TATASTEEL.NS,EQ.NS,INE081A01020.NS
+91,Tech Mahindra Ltd..NS,Information Technology.NS,TECHM.NS,EQ.NS,INE669C01036.NS
+92,Titan Company Ltd..NS,Consumer Durables.NS,TITAN.NS,EQ.NS,INE280A01028.NS
+93,Torrent Pharmaceuticals Ltd..NS,Healthcare.NS,TORNTPHARM.NS,EQ.NS,INE685A01028.NS
+94,UPL Ltd..NS,Chemicals.NS,UPL.NS,EQ.NS,INE628A01036.NS
+95,UltraTech Cement Ltd..NS,Construction Materials.NS,ULTRACEMCO.NS,EQ.NS,INE481G01011.NS
+96,United Spirits Ltd..NS,Fast Moving Consumer Goods.NS,MCDOWELL-N.NS,EQ.NS,INE854D01024.NS
+97,Vedanta Ltd..NS,Metals & Mining.NS,VEDL.NS,EQ.NS,INE205A01025.NS
+98,Wipro Ltd..NS,Information Technology.NS,WIPRO.NS,EQ.NS,INE075A01022.NS
+99,Zomato Ltd..NS,Consumer Services.NS,ZOMATO.NS,EQ.NS,INE758T01015.NS

random_plot.py

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+import numpy as np
+from sklearn.kernel_ridge import KernelRidge
+import pandas as pd
+import matplotlib.pyplot as plt
+import yfinance as yf
+import streamlit as st
+
+
+
+        
+class Backtest:
+    def __init__(self, symbol='ACC.NS', tim='1y', sd=9):
+        self.tim = tim
+        self.symbol = symbol
+        self.df = yf.download(tickers=symbol, period = self.tim)
+        self.src = self.df["Close"].values
+        self.h = sd
+        y2, y1 = self.nadaraya_watson_envelope()
+        self.gen_signals(y1,y2)
+
+
+    def nadaraya_watson_envelope(self):
+        n = len(self.src)
+        y2 = np.empty(n)
+        y1 = np.empty(n)
+        h= self.h
+        for i in range(n):
+            sum = 0
+            sumw = 0
+            for j in range(n):
+                w = np.exp(-(np.power(i-j,2)/(h*h*2)))
+                sum += self.src[j]*w
+                sumw += w
+            y2[i] = sum/sumw
+            if i > 0:
+                y1[i] = (y2[i] + y2[i-1]) / 2
+        self.df['y2'] = y2
+        self.df['y1'] = y1
+        return y2, y1
+    
+    def gen_signals(self,y1,y2):
+        buy_signals = []
+        sell_signals = []
+        thld = 0.01
+
+        for i in range(1, len(y2)):
+            d = y2[i] - y2[i-1]
+            if d > thld and y2[i-1] < y1[i-1]:
+                buy_signals.append(i)
+            elif d < -thld and y2[i-1] > y1[i-1]:
+                sell_signals.append(i)
+        money = 100
+        profit = []
+        for i in range(len(buy_signals)):
+            buy_index = buy_signals[i]
+            if i < len(sell_signals):
+                sell_index = sell_signals[i]
+                money *= self.src[sell_index] / self.src[buy_index]
+                profit.append(money - 100)
+        self.profit  = pd.DataFrame(profit)
+        self.rets = "Returns "+ self.tim +" = " + str(round(((money/100-1)*100),2)) + "%"
+        plt.figure(figsize=(30,15))
+        plt.plot(y2)
+        plt.plot(self.src,color='black', label='close')
+        for signal in buy_signals:
+            plt.axvline(x=signal, color='green',linewidth=2)
+
+        for signal in sell_signals:
+            plt.axvline(x=signal, color='red',linewidth=2)
+        plt.legend()
+        plt.show()
+
+st.title("Backtesting Nadaraya Regerssor")
+ticks = pd.read_csv("100_tick.csv")
+
+companies = ticks['Symbol'].values
+selected_company = st.sidebar.selectbox("Select a company", companies)
+tim = st.sidebar.text_input("time frame ex: 1y,2y,100d,10d..")
+std = st.sidebar.text_input("Standard devation, like 5,6,7,8,9....")
+backtest = Backtest(selected_company, tim, int(std))
+st.pyplot(plt)
+st.text(backtest.rets)
+st.title("What is Nadaraya-Watson envelope?")
+st.write("The Nadaraya-Watson envelope is a type of moving average calculated by taking a weighted average of data points over a period of time. The envelope is created by drawing two lines (one above and one below) parallel to the moving average at a user-defined percentage distance. Top and bottom lines form a “band” around the moving average that can be used to identify potential trend changes and generate trading signals. The Nadaraya-Watson cover is named after its creators, Vasily Nadaraya and his Geoffrey Watson.")
+st.write(" [How we made this](https://share.streamlit.io/mesmith027/streamlit_webapps/main/MC_pi/streamlit_app.py)")