testing / levels.py
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Update levels.py
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import yfinance as yf
import pandas as pd
import requests
import warnings
warnings.simplefilter(action='ignore', category=FutureWarning)
warnings.filterwarnings('ignore')
df_logo = pd.read_csv("https://raw.githubusercontent.com/jarvisx17/nifty500/main/Stocks.csv")
def calculate_profit(ltp, share, entry):
tgt1 = entry + (0.02 * entry)
tgt2 = entry + (0.04 * entry)
if ltp > tgt2:
profit = round((share / 3 * (tgt1-entry)) + (share / 3 * (tgt2-entry)) + (share / 3 * (ltp-entry)), 2)
elif ltp > tgt1 and ltp < tgt2:
profit = round((share / 3 * (tgt1-entry)) + ((share / 3) * 2 * (ltp-entry)), 2)
elif ltp > tgt1:
profit = round(share * (ltp-entry), 2)
else:
profit = round(share * (ltp-entry), 2)
return profit
def info(ticker):
data = df_logo[df_logo['Symbol'] == ticker]
logo = data.logo.values[0]
Industry = data.Industry.values[0]
return logo, Industry
def calculate_percentage_loss(buying_price, ltp):
percentage_loss = ((ltp - buying_price) / buying_price) * 100
return f"{percentage_loss:.2f}%"
def latestprice(ticker):
ticker = ticker.split(".")[0]
url = f'https://groww.in/v1/api/stocks_data/v1/accord_points/exchange/NSE/segment/CASH/latest_prices_ohlc/{ticker}'
headers = {
'User-Agent': 'Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/119.0.0.0 Safari/537.36 Edg/119.0.0.0'
}
response = requests.get(url, headers=headers)
if response.status_code == 200:
data = response.json()
return float(data['ltp'])
else:
return 0.0
def process_dataframe(df):
def get_rsi(close, lookback):
ret = close.diff()
up = []
down = []
for i in range(len(ret)):
if ret[i] < 0:
up.append(0)
down.append(ret[i])
else:
up.append(ret[i])
down.append(0)
up_series = pd.Series(up)
down_series = pd.Series(down).abs()
up_ewm = up_series.ewm(com=lookback - 1, adjust=False).mean()
down_ewm = down_series.ewm(com=lookback - 1, adjust=False).mean()
rs = up_ewm / down_ewm
rsi = 100 - (100 / (1 + rs))
rsi_df = pd.DataFrame(rsi).rename(columns={0: 'RSI'}).set_index(close.index)
rsi_df = rsi_df.dropna()
return rsi_df[3:]
df['RSI'] = get_rsi(df['Close'], 14)
df['SMA20'] = df['Close'].rolling(window=20).mean()
df.drop(['Adj Close'], axis=1, inplace=True)
df = df.dropna()
return df
def fin_data(ticker, startdate):
ltp = latestprice(ticker)
df=yf.download(ticker, period="36mo", progress=False)
df = process_dataframe(df)
df.reset_index(inplace=True)
df['Prev_RSI'] = df['RSI'].shift(1).round(2)
df = df.dropna()
df.reset_index(drop=True, inplace=True)
df[['Open', 'High', 'Low', 'Close',"RSI","SMA20"]] = df[['Open', 'High', 'Low', 'Close',"RSI", "SMA20"]].round(2)
df = df[200:]
df['Target1'] = df['High'] + (df['High'] * 0.02)
df['Target1'] = df['Target1'].round(2)
df['Target2'] = df['High'] + (df['High'] * 0.04)
df['Target2'] = df['Target2'].round(2)
df['Target3'] = "will announced"
df['SL'] = df['Low']
df['LTP'] = ltp
date_index = df.loc[df['Date'] == startdate].index[0]
df = df.loc[date_index-1:]
df['Date'] = pd.to_datetime(df['Date'])
df.reset_index(drop=True,inplace=True)
return df
def eqt(ticker, startdate, share_qty = 90):
df = fin_data(ticker, startdate)
logo, Industry = info(ticker)
entry = False
trading = False
shares_held = 0
buy_price = 0
target1 = False
target2 = False
target3 = False
tgt1 = 0
tgt2 = 0
tgt3 = 0
total_profit = 0
profits = []
stop_loss = 0
capital_list = []
data = {}
totalshares = share_qty
ltp = latestprice(ticker)
for i in range(1, len(df)-1):
try:
if df.at[i, 'RSI'] > 60 and df.at[i - 1, 'RSI'] < 60 and df.at[i, 'High'] < df.at[i + 1, 'High'] and not entry and not trading:
buy_price = df.at[i, 'High']
stop_loss = df.at[i, 'Low']
capital = buy_price * share_qty
capital_list.append(capital)
shares_held = share_qty
entdate = df.at[i+1, 'Date']
entry_info = {"Date": pd.to_datetime(df.at[i+1, 'Date']).strftime('%d-%m-%Y'), "Note": "Entry Successful", "SL": stop_loss}
entryStock_info = df.iloc[i: i+1].reset_index(drop=True).to_dict(orient='records')[0] # Entry info
entryStock_info['Date'] = str(pd.to_datetime(df.at[i, 'Date']).strftime('%d-%m-%Y'))
data['StockInfo'] = {}
data['StockInfo']['Stock'] = {}
data['StockInfo']['Stock']['Name'] = ticker
data['StockInfo']['Stock']['Industry'] = Industry
data['StockInfo']['Stock']['Logo'] = logo
data['StockInfo']['Stock']['Status'] = "Active"
data['StockInfo']['Stock']['Levels'] = "Entry"
data['StockInfo']['Stock']['Values'] = entryStock_info
buying_price = entryStock_info['High']
ltp = entryStock_info['LTP']
data['StockInfo']['Stock']['Values']['Share QTY'] = share_qty
data['StockInfo']['Stock']['Values']['Invested Amount'] = (share_qty * buy_price).round(2)
data['StockInfo']['Stock']['Values']['Percentage'] = calculate_percentage_loss(buying_price, ltp)
data['StockInfo']['Stock']['Values']['Total P/L'] = calculate_profit(ltp, totalshares, buy_price)
data['StockInfo']['Entry'] = entry_info
entry = True
trading = True
if trading and not target1:
if (df.at[i + 1, 'High'] - buy_price) >= 0.02 * buy_price:
stop_loss = buy_price
target1 = True
tgt1 = 0.02 * buy_price * (share_qty / 3)
shares_held -= (share_qty / 3)
total_profit = round(tgt1,2)
target1_info = {"Date" : pd.to_datetime(df.at[i+1, 'Date']).strftime('%d-%m-%Y'), "Profit" : round(tgt1,2), "Remaining Shares": shares_held,"Note" : "TGT1 Achieved Successfully", "SL" : stop_loss}
data['StockInfo']['TGT1'] = target1_info
data['StockInfo']['Stock']['Values']['SL'] = stop_loss
data['StockInfo']['Stock']['Levels'] = data['StockInfo']['Stock']['Levels'] + " TGT1"
data['StockInfo']['Stock']['Values']['Total P/L'] = calculate_profit(ltp, totalshares, buy_price)
data['StockInfo']['Entry']['Trade Status'] = "Trading is ongoing...."
if trading and target1 and not target2:
if (df.at[i + 1, 'High'] - buy_price) >= 0.04 * buy_price:
target2 = True
tgt2 = 0.04 * buy_price * (share_qty / 3)
total_profit += round(tgt2,2)
shares_held -= (share_qty / 3)
data['StockInfo']['Stock']['Levels'] = data['StockInfo']['Stock']['Levels'] + " TGT2"
data['StockInfo']['Stock']['Values']['Total P/L'] = calculate_profit(ltp, totalshares, buy_price)
target2_info = {"Date" : pd.to_datetime(df.at[i+1, 'Date']).strftime('%d-%m-%Y'), "Profit" : round(tgt2,2), "Remaining Shares": shares_held,"Note" : "TGT2 Achieved Successfully", "SL" : stop_loss}
data['StockInfo']['TGT2'] = target2_info
data['StockInfo']['Entry']['Trade Status'] = "Trading is ongoing...."
if trading and target2 and not target3:
if (df.at[i + 1, 'Open'] < df.at[i + 1, 'SMA20'] < df.at[i + 1, 'Close']) or (df.at[i + 1, 'Open'] > df.at[i + 1, 'SMA20'] > df.at[i + 1, 'Close']):
stop_loss = df.at[i + 1, 'Low']
data['StockInfo']['Stock']['Values']['SL'] = stop_loss
if df.at[i + 2, 'Low'] < stop_loss:
target3 = True
tgt3 = stop_loss * (share_qty / 3)
shares_held -= (share_qty / 3)
total_profit += round(tgt3,2)
target3_info = {"Date" : pd.to_datetime(df.at[i+1, 'Date']).strftime('%d-%m-%Y'), "Profit" : round(tgt3,2), "Remaining Shares": shares_held,"Note" : "TGT3 Achieved Successfully", "SL" : stop_loss}
data['StockInfo']['Stock']['Values']['Target3'] = tgt3
data['StockInfo']['TGT3'] = target3_info
data['StockInfo']['Stock']['Levels'] = data['StockInfo']['Stock']['Levels'] +" TGT3"
data['StockInfo']['Stock']['Values']['Total P/L'] = calculate_profit(ltp, totalshares, buy_price)
data['StockInfo']['TotalProfit'] = {}
data['StockInfo']['TotalProfit']['Profit'] = total_profit
data['StockInfo']['Entry']['Trade Status'] = "Trade closed successfully...."
data['StockInfo']['TotalProfit']['Trade Status'] = "Trade closed successfully...."
break
if (df.at[i + 1, 'Low'] < stop_loss and trading and entdate != df.at[i + 1, 'Date']) or stop_loss > ltp:
profit_loss = (shares_held * stop_loss) - (shares_held * buy_price)
total_profit += profit_loss
profits.append(total_profit)
shares_held = 0
if data['StockInfo']['Stock']['Values']['Target3'] == "will announced" :
data['StockInfo']['Stock']['Values']['Target3'] = "-"
data['StockInfo']['Stock']['Status'] = "Closed"
data['StockInfo']['Stock']['Levels'] = data['StockInfo']['Stock']['Levels'] +" SL"
stoploss_info = {"Date" : pd.to_datetime(df.at[i+1, 'Date']).strftime('%d-%m-%Y'), "Profit" : total_profit, "SL" : stop_loss, "Remaining Shares": shares_held,"Note" : "SL Hit Successfully"}
data['StockInfo']['SL'] = stoploss_info
data['StockInfo']['TotalProfit'] = {}
data['StockInfo']['TotalProfit']['Profit'] = round(total_profit, 2)
data['StockInfo']['Stock']['Values']['Total P/L'] = round(total_profit, 2)
data['StockInfo']['Entry']['Trade Status'] = "Trade closed successfully...."
data['StockInfo']['TotalProfit']['Trade Status'] = "Trade closed successfully...."
buy_price = 0
entry = False
trading = False
target1 = target2 = target3 = False
tgt1 = tgt2 = tgt3 = 0
total_profit = 0
break
except IndexError:
continue
if capital_list and profits:
return data
else:
if data:
return data
else:
data['StockInfo'] = {}
data['StockInfo']['Stock'] = {}
data['StockInfo']['Stock']['Name'] = ticker
data['StockInfo']['Stock']['Industry'] = Industry
data['StockInfo']['Stock']['Logo'] = logo
data['StockInfo']['Stock']['Status'] = "Waiting for entry"
entryStock_info = df.iloc[1: 2].reset_index(drop=True).to_dict(orient='records')[0] # Entry info
entryStock_info['Date'] = str(pd.to_datetime(df.at[1, 'Date']).strftime('%d-%m-%Y'))
data['StockInfo']['Stock']['Values'] = entryStock_info
data['StockInfo']['Stock']['Values']['Target3'] = "-"
data['StockInfo']['Info'] = "Don't buy stock right now...."
return data