5_screener.py

# SCREENER
def screen_stock(stock):
  data = {}
  try:
    df = yf.download(stock, period = SCREENER_PERIOD, interval = SCREENER_INTERVAL)
    if (len(df) > 0):
      df['rsi'] = ta.rsi(df['Close'], timeperiod=14)
      bbands2 = ta.bbands(df['Close'], length = 20, std=2.2)
      bbands3 = ta.bbands(df['Close'], length = 20, std=2.3)
      df['L2'] = bbands2['BBL_20_2.2']
      df['M2'] = bbands2['BBM_20_2.2']
      df['U2'] = bbands2['BBU_20_2.2']
      df['L3'] = bbands3['BBL_20_2.3']
      df['M3'] = bbands3['BBM_20_2.3']
      df['U3'] = bbands3['BBU_20_2.3']
      
      previous_bar = df[-2:].head(1)
      current_bar = df[-1:]

      if current_bar['U2'].values[0] < current_bar['Close'].values[0] and \
          current_bar['U3'].values[0] > current_bar['Close'].values[0] and \
            current_bar['rsi'].values[0] > 70:
              data = { 'direction': 'DOWN', 'stock' : stock, 'stop_loss': round(max(previous_bar['Close'].values[0], current_bar['U3'].values[0]) * (1 + STOP_LOSS_DELTA), 2), \
                       'take_profit': round(max(current_bar['Close'].values[0] * (1 - TAKE_PROFIT_DELTA), current_bar['M2'].values[0]) , 2) }
      elif current_bar['L2'].values[0] > current_bar['Close'].values[0] and \
            current_bar['L3'].values[0] < current_bar['Close'].values[0] and \
              current_bar['rsi'].values[0] < 30:
                data = { 'direction': 'UP', 'stock' : stock, 'stop_loss': round(min(previous_bar['L3'].values[0], current_bar['L3'].values[0]) * (1 - STOP_LOSS_DELTA), 2), \
                         'take_profit': round(min(current_bar['Close'].values[0] * (1 + TAKE_PROFIT_DELTA), current_bar['M2'].values[0]) , 2) }
  except:
    pass

  return data