Yonghong Tan yongghongg
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yongghongg
/ mplfinance_6.py
Created
July 24, 2022 13:42
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| macd = MACD(df, 12, 26, 9) | |
| stochastic = Stochastic(df, 14, 3) | |
| plots = [ | |
| mpf.make_addplot((macd['macd']), color='#606060', panel=2, ylabel='MACD (12,26,9)', secondary_y=False), | |
| mpf.make_addplot((macd['signal']), color='#1f77b4', panel=2, secondary_y=False), | |
| mpf.make_addplot((macd['bar_positive']), type='bar', color='#4dc790', panel=2), | |
| mpf.make_addplot((macd['bar_negative']), type='bar', color='#fd6b6c', panel=2), | |
| mpf.make_addplot((stochastic[['%D', '%SD', 'UL', 'DL']]), ylim=[0, 100], panel=3, ylabel='Stoch (14,3)') | |
| ] | |
| mpf.plot(df, type='candle', style='yahoo', mav=(5,20), volume=True, addplot=plots, panel_ratios=(3,1,3,3), figscale=1.5) |
yongghongg
/ mplfinance_5.py
Last active
July 24, 2022 11:07
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| # Stochastic | |
| def Stochastic(df, window, smooth_window): | |
| stochastic = pd.DataFrame() | |
| stochastic['%K'] = ((df['Close'] - df['Low'].rolling(window).min()) \ | |
| / (df['High'].rolling(window).max() - df['Low'].rolling(window).min())) * 100 | |
| stochastic['%D'] = stochastic['%K'].rolling(smooth_window).mean() | |
| stochastic['%SD'] = stochastic['%D'].rolling(smooth_window).mean() | |
| stochastic['UL'] = 80 | |
| stochastic['DL'] = 20 | |
| return stochastic |
yongghongg
/ mplfinance_4.py
Created
July 24, 2022 10:52
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| # Add MACD as subplot | |
| def MACD(df, window_slow, window_fast, window_signal): | |
| macd = pd.DataFrame() | |
| macd['ema_slow'] = df['Close'].ewm(span=window_slow).mean() | |
| macd['ema_fast'] = df['Close'].ewm(span=window_fast).mean() | |
| macd['macd'] = macd['ema_slow'] - macd['ema_fast'] | |
| macd['signal'] = macd['macd'].ewm(span=window_signal).mean() | |
| macd['diff'] = macd['macd'] - macd['signal'] | |
| macd['bar_positive'] = macd['diff'].map(lambda x: x if x > 0 else 0) | |
| macd['bar_negative'] = macd['diff'].map(lambda x: x if x < 0 else 0) |
yongghongg
/ mplfinance_3.py
Created
July 24, 2022 10:44
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| # Add moving averages and volume | |
| mpf.plot(df, type='candle', mav=(5,20), volume=True) |
yongghongg
/ mplfinance_2.py
Created
July 24, 2022 10:38
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| # plot candlestick chart | |
| mpf.plot(df, type='candle') |
yongghongg
/ mplfinance_1.py
Created
July 24, 2022 10:34
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| import pandas as pd | |
| import matplotlib.pyplot as plt | |
| import yfinance as yf | |
| import mplfinance as mpf | |
| # download stock price data | |
| symbol = 'AAPL' | |
| df = yf.download(symbol, period='6mo') |
yongghongg
/ update-database.yml
Last active
April 17, 2022 13:41
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| name: Update S&P500 Symbol List | |
| on: | |
| schedule: | |
| - cron: '0 0 1 * *' | |
| workflow_dispatch: | |
| jobs: | |
| update_symbol_list: | |
| name: Update S&P500 symbol list periodically |
yongghongg
/ automate_web_scraping.py
Created
April 17, 2022 10:12
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| # import packages | |
| import pandas as pd | |
| from pymongo import MongoClient | |
| import os | |
| # scrape the list of S&P 500 | |
| url = 'https://en.wikipedia.org/wiki/List_of_S%26P_500_companies' | |
| payload = pd.read_html(url) | |
| symbol_list = payload[0] |
yongghongg
/ automate_web_scraping-p1.py
Last active
April 17, 2022 14:35
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| # import packages | |
| import pandas as pd | |
| from pymongo import MongoClient | |
| # scrape the list of S&P 500 | |
| url = 'https://en.wikipedia.org/wiki/List_of_S%26P_500_companies' | |
| payload = pd.read_html(url) | |
| symbol_list = payload[0] | |
| # save to local csv file |
yongghongg
/ SAP500_symbol_list.csv
Last active
April 17, 2022 14:32
We can make this file beautiful and searchable if this error is corrected: It looks like row 10 should actually have 9 columns, instead of 5 in line 9.
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| Symbol,Security,SEC filings,GICS Sector,GICS Sub-Industry,Headquarters Location,Date first added,CIK,Founded | |
| MMM,3M,reports,Industrials,Industrial Conglomerates,"Saint Paul, Minnesota",1976-08-09,66740,1902 | |
| AOS,A. O. Smith,reports,Industrials,Building Products,"Milwaukee, Wisconsin",2017-07-26,91142,1916 | |
| ABT,Abbott,reports,Health Care,Health Care Equipment,"North Chicago, Illinois",1964-03-31,1800,1888 | |
| ABBV,AbbVie,reports,Health Care,Pharmaceuticals,"North Chicago, Illinois",2012-12-31,1551152,2013 (1888) | |
| ABMD,Abiomed,reports,Health Care,Health Care Equipment,"Danvers, Massachusetts",2018-05-31,815094,1981 | |
| ACN,Accenture,reports,Information Technology,IT Consulting & Other Services,"Dublin, Ireland",2011-07-06,1467373,1989 | |
| ATVI,Activision Blizzard,reports,Communication Services,Interactive Home Entertainment,"Santa Monica, California",2015-08-31,718877,2008 | |
| ADM,ADM,reports,Consumer Staples,Agricultural Products,"Chicago, Illinois",1981-07-29,7084,1902 | |
| ADBE,Adobe,reports,Information Technology,Application Softw |
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