Update pycatchs/levels.py
Browse files- pycatchs/levels.py +245 -0
pycatchs/levels.py
CHANGED
@@ -0,0 +1,245 @@
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1 |
+
import yfinance as yf
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2 |
+
import pandas as pd
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3 |
+
import requests
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4 |
+
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5 |
+
warnings.simplefilter(action='ignore', category=FutureWarning)
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6 |
+
warnings.filterwarnings('ignore')
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7 |
+
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8 |
+
df_logo = pd.read_csv("https://raw.githubusercontent.com/jarvisx17/nifty500/main/Nifty500.csv")
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9 |
+
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10 |
+
async def calculate_profit(ltp, share, entry):
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11 |
+
tgt1 = entry + (0.02 * entry)
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12 |
+
tgt2 = entry + (0.04 * entry)
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13 |
+
if ltp > tgt2:
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14 |
+
profit = round((share / 3 * (tgt1-entry)) + (share / 3 * (tgt2-entry)) + (share / 3 * (ltp-entry)), 2)
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15 |
+
elif ltp > tgt1 and ltp < tgt2:
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16 |
+
profit = round((share / 3 * (tgt1-entry)) + ((share / 3) * 2 * (ltp-entry)), 2)
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17 |
+
elif ltp > tgt1:
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18 |
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profit = round(share * (ltp-entry), 2)
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19 |
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else:
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20 |
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profit = round(share * (ltp-entry), 2)
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21 |
+
return profit
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+
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23 |
+
async def info(ticker):
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24 |
+
data = df_logo[df_logo['Symbol'] == ticker]
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25 |
+
logo = data.logo.values[0]
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26 |
+
Industry = data.Industry.values[0]
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27 |
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return logo, Industry
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29 |
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async def calculate_percentage_loss(buying_price, ltp):
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30 |
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percentage_loss = ((ltp - buying_price) / buying_price) * 100
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31 |
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return f"{percentage_loss:.2f}%"
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32 |
+
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33 |
+
async def latestprice(ticker):
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34 |
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ticker = ticker.split(".")[0]
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35 |
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url = f"https://stock-market-lo24myw5sq-el.a.run.app/currentprice?ticker={ticker}"
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36 |
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response = requests.get(url)
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37 |
+
if response.status_code == 200:
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38 |
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data = response.json()
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39 |
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return data['ltp']
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40 |
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else:
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41 |
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return "N/A"
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+
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43 |
+
async def process_dataframe(df):
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44 |
+
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45 |
+
def get_rsi(close, lookback):
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46 |
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ret = close.diff()
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47 |
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up = []
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48 |
+
down = []
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49 |
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for i in range(len(ret)):
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50 |
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if ret[i] < 0:
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51 |
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up.append(0)
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52 |
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down.append(ret[i])
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53 |
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else:
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54 |
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up.append(ret[i])
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55 |
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down.append(0)
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56 |
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up_series = pd.Series(up)
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57 |
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down_series = pd.Series(down).abs()
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58 |
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up_ewm = up_series.ewm(com=lookback - 1, adjust=False).mean()
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59 |
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down_ewm = down_series.ewm(com=lookback - 1, adjust=False).mean()
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60 |
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rs = up_ewm / down_ewm
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61 |
+
rsi = 100 - (100 / (1 + rs))
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62 |
+
rsi_df = pd.DataFrame(rsi).rename(columns={0: 'RSI'}).set_index(close.index)
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63 |
+
rsi_df = rsi_df.dropna()
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64 |
+
return rsi_df[3:]
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65 |
+
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66 |
+
df['RSI'] = get_rsi(df['Close'], 14)
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67 |
+
df['SMA20'] = df['Close'].rolling(window=20).mean()
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68 |
+
df.drop(['Adj Close'], axis=1, inplace=True)
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69 |
+
df = df.dropna()
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70 |
+
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71 |
+
return df
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72 |
+
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73 |
+
async def fin_data(ticker, startdate):
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74 |
+
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75 |
+
ltp = await latestprice(ticker)
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76 |
+
df=yf.download(ticker, period="36mo", progress=False)
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77 |
+
df = await process_dataframe(df)
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78 |
+
df.reset_index(inplace=True)
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79 |
+
df['Prev_RSI'] = df['RSI'].shift(1).round(2)
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80 |
+
df = df.dropna()
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81 |
+
df.reset_index(drop=True, inplace=True)
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82 |
+
df[['Open', 'High', 'Low', 'Close',"RSI","SMA20"]] = df[['Open', 'High', 'Low', 'Close',"RSI", "SMA20"]].round(2)
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83 |
+
df = df[200:]
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84 |
+
df['Target1'] = df['High'] + (df['High'] * 0.02)
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85 |
+
df['Target1'] = df['Target1'].round(2)
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86 |
+
df['Target2'] = df['High'] + (df['High'] * 0.04)
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87 |
+
df['Target2'] = df['Target2'].round(2)
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88 |
+
df['Target3'] = "will announced"
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89 |
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df['SL'] = df['Low']
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90 |
+
df['LTP'] = ltp
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91 |
+
date_index = df.loc[df['Date'] == startdate].index[0]
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92 |
+
df = df.loc[date_index-1:]
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93 |
+
df['Date'] = pd.to_datetime(df['Date'])
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94 |
+
df.reset_index(drop=True,inplace=True)
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95 |
+
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96 |
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return df
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97 |
+
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98 |
+
async def eqt(ticker, startdate, share_qty = 90):
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99 |
+
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100 |
+
df = await fin_data(ticker, startdate)
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101 |
+
logo, Industry = await info(ticker)
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102 |
+
entry = False
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103 |
+
trading = False
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104 |
+
shares_held = 0
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105 |
+
buy_price = 0
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106 |
+
target1 = False
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107 |
+
target2 = False
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108 |
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target3 = False
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109 |
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tgt1 = 0
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110 |
+
tgt2 = 0
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111 |
+
tgt3 = 0
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112 |
+
total_profit = 0
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113 |
+
profits = []
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114 |
+
stop_loss = 0
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115 |
+
capital_list = []
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116 |
+
data = {}
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117 |
+
totalshares = share_qty
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118 |
+
ltp = await latestprice(ticker)
|
119 |
+
|
120 |
+
for i in range(1, len(df)-1):
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121 |
+
try:
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122 |
+
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:
|
123 |
+
buy_price = df.at[i, 'High']
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124 |
+
stop_loss = df.at[i, 'Low']
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125 |
+
capital = buy_price * share_qty
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126 |
+
capital_list.append(capital)
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127 |
+
shares_held = share_qty
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128 |
+
entdate = df.at[i+1, 'Date']
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129 |
+
entry_info = {"Date": pd.to_datetime(df.at[i+1, 'Date']).strftime('%d-%m-%Y'), "Note": "Entry Successful", "SL": stop_loss}
|
130 |
+
entryStock_info = df.iloc[i: i+1].reset_index(drop=True).to_dict(orient='records')[0] # Entry info
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131 |
+
entryStock_info['Date'] = str(pd.to_datetime(df.at[i, 'Date']).strftime('%d-%m-%Y'))
|
132 |
+
data['StockInfo'] = {}
|
133 |
+
data['StockInfo']['Stock'] = {}
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134 |
+
data['StockInfo']['Stock']['Name'] = ticker
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135 |
+
data['StockInfo']['Stock']['Industry'] = Industry
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136 |
+
data['StockInfo']['Stock']['Logo'] = logo
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137 |
+
data['StockInfo']['Stock']['Status'] = "Active"
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138 |
+
data['StockInfo']['Stock']['Levels'] = "Entry"
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139 |
+
data['StockInfo']['Stock']['Values'] = entryStock_info
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140 |
+
buying_price = entryStock_info['High']
|
141 |
+
ltp = entryStock_info['LTP']
|
142 |
+
data['StockInfo']['Stock']['Values']['Share QTY'] = share_qty
|
143 |
+
data['StockInfo']['Stock']['Values']['Invested Amount'] = (share_qty * buy_price).round(2)
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144 |
+
data['StockInfo']['Stock']['Values']['Percentage'] = await calculate_percentage_loss(buying_price, ltp)
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145 |
+
data['StockInfo']['Stock']['Values']['Total P/L'] = await calculate_profit(ltp, totalshares, buy_price)
|
146 |
+
data['StockInfo']['Entry'] = entry_info
|
147 |
+
entry = True
|
148 |
+
trading = True
|
149 |
+
|
150 |
+
if trading and not target1:
|
151 |
+
if (df.at[i + 1, 'High'] - buy_price) >= 0.02 * buy_price:
|
152 |
+
stop_loss = buy_price
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153 |
+
target1 = True
|
154 |
+
tgt1 = 0.02 * buy_price * (share_qty / 3)
|
155 |
+
shares_held -= (share_qty / 3)
|
156 |
+
total_profit = round(tgt1,2)
|
157 |
+
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}
|
158 |
+
data['StockInfo']['TGT1'] = target1_info
|
159 |
+
data['StockInfo']['Stock']['Values']['SL'] = stop_loss
|
160 |
+
data['StockInfo']['Stock']['Levels'] = data['StockInfo']['Stock']['Levels'] + " TGT1"
|
161 |
+
data['StockInfo']['Stock']['Values']['Total P/L'] = await calculate_profit(ltp, totalshares, buy_price)
|
162 |
+
data['StockInfo']['Entry']['Trade Status'] = "Trading is ongoing...."
|
163 |
+
|
164 |
+
if trading and target1 and not target2:
|
165 |
+
if (df.at[i + 1, 'High'] - buy_price) >= 0.04 * buy_price:
|
166 |
+
target2 = True
|
167 |
+
tgt2 = 0.04 * buy_price * (share_qty / 3)
|
168 |
+
total_profit += round(tgt2,2)
|
169 |
+
shares_held -= (share_qty / 3)
|
170 |
+
data['StockInfo']['Stock']['Levels'] = data['StockInfo']['Stock']['Levels'] + " TGT2"
|
171 |
+
data['StockInfo']['Stock']['Values']['Total P/L'] = await calculate_profit(ltp, totalshares, buy_price)
|
172 |
+
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}
|
173 |
+
data['StockInfo']['TGT2'] = target2_info
|
174 |
+
data['StockInfo']['Entry']['Trade Status'] = "Trading is ongoing...."
|
175 |
+
|
176 |
+
if trading and target2 and not target3:
|
177 |
+
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']):
|
178 |
+
stop_loss = df.at[i + 1, 'Low']
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179 |
+
data['StockInfo']['Stock']['Values']['SL'] = stop_loss
|
180 |
+
if df.at[i + 2, 'Low'] < stop_loss:
|
181 |
+
target3 = True
|
182 |
+
tgt3 = stop_loss * (share_qty / 3)
|
183 |
+
shares_held -= (share_qty / 3)
|
184 |
+
total_profit += round(tgt3,2)
|
185 |
+
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}
|
186 |
+
data['StockInfo']['Stock']['Values']['Target3'] = tgt3
|
187 |
+
data['StockInfo']['TGT3'] = target3_info
|
188 |
+
data['StockInfo']['Stock']['Levels'] = data['StockInfo']['Stock']['Levels'] +" TGT3"
|
189 |
+
data['StockInfo']['Stock']['Values']['Total P/L'] = await calculate_profit(ltp, totalshares, buy_price)
|
190 |
+
data['StockInfo']['TotalProfit'] = {}
|
191 |
+
data['StockInfo']['TotalProfit']['Profit'] = total_profit
|
192 |
+
data['StockInfo']['Entry']['Trade Status'] = "Trade closed successfully...."
|
193 |
+
data['StockInfo']['TotalProfit']['Trade Status'] = "Trade closed successfully...."
|
194 |
+
break
|
195 |
+
|
196 |
+
if (df.at[i + 1, 'Low'] < stop_loss and trading and entdate != df.at[i + 1, 'Date']) or stop_loss > ltp:
|
197 |
+
profit_loss = (shares_held * stop_loss) - (shares_held * buy_price)
|
198 |
+
total_profit += profit_loss
|
199 |
+
profits.append(total_profit)
|
200 |
+
shares_held = 0
|
201 |
+
if data['StockInfo']['Stock']['Values']['Target3'] == "will announced" :
|
202 |
+
data['StockInfo']['Stock']['Values']['Target3'] = "-"
|
203 |
+
data['StockInfo']['Stock']['Status'] = "Closed"
|
204 |
+
data['StockInfo']['Stock']['Levels'] = data['StockInfo']['Stock']['Levels'] +" SL"
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205 |
+
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"}
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206 |
+
data['StockInfo']['SL'] = stoploss_info
|
207 |
+
data['StockInfo']['TotalProfit'] = {}
|
208 |
+
data['StockInfo']['TotalProfit']['Profit'] = round(total_profit, 2)
|
209 |
+
data['StockInfo']['Stock']['Values']['Total P/L'] = round(total_profit, 2)
|
210 |
+
data['StockInfo']['Entry']['Trade Status'] = "Trade closed successfully...."
|
211 |
+
data['StockInfo']['TotalProfit']['Trade Status'] = "Trade closed successfully...."
|
212 |
+
buy_price = 0
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213 |
+
entry = False
|
214 |
+
trading = False
|
215 |
+
target1 = target2 = target3 = False
|
216 |
+
tgt1 = tgt2 = tgt3 = 0
|
217 |
+
total_profit = 0
|
218 |
+
break
|
219 |
+
|
220 |
+
except IndexError:
|
221 |
+
continue
|
222 |
+
|
223 |
+
if capital_list and profits:
|
224 |
+
|
225 |
+
return data
|
226 |
+
|
227 |
+
else:
|
228 |
+
if data:
|
229 |
+
|
230 |
+
return data
|
231 |
+
|
232 |
+
else:
|
233 |
+
data['StockInfo'] = {}
|
234 |
+
data['StockInfo']['Stock'] = {}
|
235 |
+
data['StockInfo']['Stock']['Name'] = ticker
|
236 |
+
data['StockInfo']['Stock']['Industry'] = Industry
|
237 |
+
data['StockInfo']['Stock']['Logo'] = logo
|
238 |
+
data['StockInfo']['Stock']['Status'] = "Waiting for entry"
|
239 |
+
entryStock_info = df.iloc[1: 2].reset_index(drop=True).to_dict(orient='records')[0] # Entry info
|
240 |
+
entryStock_info['Date'] = str(pd.to_datetime(df.at[1, 'Date']).strftime('%d-%m-%Y'))
|
241 |
+
data['StockInfo']['Stock']['Values'] = entryStock_info
|
242 |
+
data['StockInfo']['Stock']['Values']['Target3'] = "-"
|
243 |
+
data['StockInfo']['Info'] = "Don't buy stock right now...."
|
244 |
+
|
245 |
+
return data
|