pkjmesra/fastquant_talib_debian_gnu_linux
fastquant 0.1.3.25 +ta-lib 0.4.19 on DebianGNU Linux
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pkjmesra/fastquant_talib_debian_gnu_linux repository overview
nseta :nerd_face:
Python Library (and console/CLI application) to
- Get publicly available data from NSE India website
ie. stock live-quotes and historical data[ EQUITY ONLY AT THIS TIME. No support for Futures/Options/Derivatives yet.] - Plot various technical indicators
- Pattern recognition and fitment using candlestick charts
- Backtest trading strategies
- Scan for test trading strategies for all stocks in one go that will tell you how much you'd have made following a strategy
- Forecasting with standard as well as custom strategies
- Get price action, PE-historical data and live-quotes for stocks
- Create scanners and generate signals for various technical indicators or for BUY/SELL
- Scan for live, swing, intraday and volume trading strategies
- Scan for all stocks for which RSI shows oversold/overbought condition or define your own cut-offs in config.txt
- Scan for all stocks that show high volume growth from yesterday or 7-day average volume
- Get notified on-console when a stock has crossed a critical support/resistance level
- Scan based on bbands or any other technical indicator based filter criteria
- Keep the scans running in the background for the entire duration of market hours
- Get custom top-picks recommendations for stocks for intraday trades based on 1-min and 5-min MACD alignment
- Create and build your own trading strategy
- Scan for latest news/headlines related to stocks
Disclaimer
- The recommendations that you receive when you run the scan for intraday or swing trading is only for academic research purposes.
- Though, you are free to take the recommended BUY/SELL positions, any loss you make from those are entirely at your own risk.
- The author of this library/console cannot be held responsible and is deemed free from any legal liability.
Donate
It takes a lot of time/effort to develop, implement, test and maintain the codebase. When possible, please donate and buy me a coffee :-)
Tech Disclaimer
This has been built and tested only on macOS Big Sur (v11+). You may wish to check the .travis.yml or the python-publish.yml file to understand how to build from source. If you test it on a platform other than macOS and find issues, please do report those in the issues tab above.
Libraries Required
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You need to install TA-LIB, fastquant and fbprophet aside from other libraries noted in requirements.txt. TA-LIB will need to be installed not just as a python package but separately as a library as well. See https://github.com/mrjbq7/ta-lib
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(See requirements.txt file for more)
For Windows systems you can install Anaconda, this will cover many dependancies (You'll have to install requests and beautifulsoup additionally though)
Installation
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From code
python3 setup.py clean build install -
Python pip
pip3 install nseta -
Installing specific version
pip3 install nseta==0.6.202You can also directly install specific versions from pypi.org:
pip install --index-url https://pypi.org/simple/ --extra-index-url https://pypi.org/simple nseta==<Specific_Version> -
Python shell
python3 -m pip install --upgrade nseta -
Wheel (.whl) file from PyPi.org
Just go ahead and download the
.whlfile fromhttps://pypi.org/project/nseta/#filesand install from the downloaded directory:pip3 install ./nseta-0.6.202-py3-none-any.whlwhere
0.6.202is the version of the library. -
Specific test versions(under development) can be installed from test.pypi.org
pip install --index-url https://test.pypi.org/simple/ --extra-index-url https://pypi.org/simple nseta==<Specific_Version>
After installation you can check what version you got installed
python3 -c "import nseta; print(nseta.__version__)"
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Docker
docker run -it pkjmesra/nseta:latest shWhen in doubt or when you encounter an error on Windows/macOS or Ubuntu/Linux, please see the github workflows under Github actions. If you follow those steps, you won't have any trouble installing all dependencies without fail.
Usage
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Top level command options that provide you with various features
#Usage Commands (You can use nsetacli or nseta - either is good.) $ $ nseta Usage: nseta [OPTIONS] COMMAND [ARGS]... Options: --debug / --no-debug --debug to turn debugging on. Default is off --version Shows the version of this library --trace / --no-trace --trace to turn tracing on (works only with --debug). Default is off. -f, --filter TEXT --filter <TEXT> to show only logs that match the filter text. Works only with --debug --help Show this message and exit. Commands: clear Force clears log files, downloaded contents etc. create-cdl-model Create candlestick model.Plot uncovered patterns forecast-strategy Forecast & measure performance of a trading model history Get price history of a security for given dates live-quote Get live price quote of a security news Scans for news for the given tickers or all tickers from stocks.txt pe-history Get PE history of a security for given dates plot-ta Plot various technical analysis indicators scan Scan live and intraday for prices and signals. scan-trading-strategy Test/Measure the performance of your trading... test-trading-strategy Measure the performance of your trading strategy top-picks Scans for price action and signals for intraday or swing trading recommendations. -
Sample commands
Example: nseta clear -d nseta create-cdl-model -S bandhanbnk -s 2019-07-30 -e 2020-11-20 nseta forecast-strategy -S bandhanbnk -s 2019-07-30 -e 2020-11-20 --strategy rsi -c nseta history -S bandhanbnk -s 2019-07-30 -e 2020-11-20 nseta live-quote -S bandhanbnk -gowvb nseta news nseta news -S HDFCBANK,BANDHANBNK nseta pe-history -S bandhanbnk -s 2019-07-30 -e 2020-11-20 nseta plot-ta -S bandhanbnk -s 2019-07-30 -e 2020-11-20 nseta scan -S HDFC,ABB -s -c -a nseta scan -i -c nseta scan -l -c nseta scan -s -c -a nseta scan -v -c -a nseta scan-trading-strategy -S bandhanbnk -s 2019-07-30 -e 2020-11-20 --strategy rsi -c nseta scan-trading-strategy -s 2019-07-30 -e 2020-11-20 --strategy rsi -c nseta scan-trading-strategy -s 2019-07-30 -e 2020-11-20 -c nseta scan-trading-strategy -i -c nseta test-trading-strategy -S bandhanbnk -s 2019-07-30 -e 2020-11-20 --strategy rsi -c nseta top-picks -i -c nseta top-picks -s -c nseta top-picks -S HDFCBANK,BANDHANBNK -i -c -
Test your trading strategies
nseta test-trading-strategy Please provide start and end date in format yyyy-mm-dd Usage: [OPTIONS] Measure the performance of your trading strategy Options: -S, --symbol TEXT Security code -s, --start TEXT Start date in yyyy-mm-dd format -e, --end TEXT End date in yyyy-mm-dd format --strategy [rsi|smac|macd|emac|bbands|multi|custom] rsi, smac, macd, emac, bbands, multi, custom. Choose one. -u, --upper TEXT Used as upper limit, for example, for RSI. Only when strategy is "custom", we buy the security when the predicted next day return is > +{upper} % -l, --lower TEXT Used as lower limit, for example, for RSI. Only when strategy is "custom", we sell the security when the predicted next day return is < -{lower} % --autosearch / --no-autosearch --auto for allowing to automatically measure the performance of your trading strategy on multiple combinations of parameters. -i, --intraday Test trading strategy for the current intraday price history (Optional) --help Show this message and exit. -
Test your trading strategies (for example, using RSI as technical indicator)
$ nseta test-trading-strategy -S bandhanbnk -s 2020-01-01 -e 2020-10-03 --strategy rsi Time used (seconds): 0.13728976249694824 Optimal parameters: {'init_cash': 100000, 'buy_prop': 1, 'sell_prop': 1, 'commission': 0.0075, 'execution_type': 'close', 'channel': None, 'symbol': None, 'rsi_period': 14, 'rsi_upper': 70, 'rsi_lower': 15} Optimal metrics: {'rtot': 0.4850052910757702, 'ravg': 0.00255265942671458, 'rnorm': 0.9026928562651005, 'rnorm100': 90.26928562651005, 'sharperatio': None, 'pnl': 62418.36, 'final_value': 162418.36025} rsi_period rsi_upper rsi_lower init_cash final_value pnl 0 14 70 15 100000 162418.360250 62418.36 1 11 70 15 100000 154007.773625 54007.77 2 7 70 15 100000 96213.602375 -3786.40 3 14 70 30 100000 83074.073000 -16925.93 4 11 70 30 100000 78397.304875 -21602.70
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Check historical data and export to csv file
$ nseta history -S bandhanbnk -s 2019-01-01 -e 2020-09-30 Symbol Series Date Prev Close Open High Low Last Close VWAP Volume Turnover Trades Deliverable Volume %Deliverable 0 BANDHANBNK EQ 2019-01-01 550.15 552.50 560.0 544.10 558.00 556.70 552.21 589317 3.254256e+13 16658 175430 0.2977 1 BANDHANBNK EQ 2019-01-02 556.70 553.00 563.7 549.60 551.40 552.15 556.91 834846 4.649319e+13 32119 250782 0.3004 2 BANDHANBNK EQ 2019-01-03 552.15 551.00 554.0 530.00 532.05 533.80 540.61 620161 3.352631e+13 18616 282037 0.4548 3 BANDHANBNK EQ 2019-01-04 533.80 534.25 541.7 527.05 528.05 528.90 533.42 579027 3.088645e+13 22405 186702 0.3224 4 BANDHANBNK EQ 2019-01-07 528.90 540.00 542.0 495.55 495.55 498.05 509.49 2684675 1.367813e+14 76816 1160901 0.4324 Saved to: bandhanbnk.csv -
Create candlestick model
nseta create-cdl-model Usage: [OPTIONS] Create candlestick model.Plot uncovered patterns Options: -S, --symbol TEXT Security code -s, --start TEXT Start date in yyyy-mm-dd format -e, --end TEXT End date in yyyy-mm-dd format -o, --file TEXT Output file name. Default is {symbol}.csv --steps / --no-steps --steps for saving intermediate steps in output file -f, --format [csv|pkl] Output format, pkl - to save as Pickel and csv - to save as csv --help Show this message and exit. -
Create candlestick models with pattern recognition
$ nseta create-cdl-model -S bandhanbnk -s 2019-01-01 -e 2020-09-30 --steps Symbol Series Prev Close Open High ... CDLUNIQUE3RIVER CDLUPSIDEGAP2CROWS CDLXSIDEGAP3METHODS candlestick_pattern candlestick_match_count Date ... 2019-01-01 BANDHANBNK EQ 550.15 552.50 560.0 ... 0 0 0 CDLHARAMI_Bull 0.0 2019-01-02 BANDHANBNK EQ 556.70 553.00 563.7 ... 0 0 0 CDLHARAMI_Bull 0.0 2019-01-03 BANDHANBNK EQ 552.15 551.00 554.0 ... 0 0 0 CDLMATCHINGLOW_Bull 0.0 2019-01-04 BANDHANBNK EQ 533.80 534.25 541.7 ... 0 0 0 CDLBELTHOLD_Bull 0.0 2019-01-07 BANDHANBNK EQ 528.90 540.00 542.0 ... 0 0 0 CDLTHRUSTING_Bear 0.0 [5 rows x 72 columns] Model saved to: bandhanbnk.csv Candlestick pattern model plot saved to: bandhanbnk_candles.html
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Create various plots for analysis with technical indicators
$ nseta plot-ta -S bandhanbnk -s 2019-01-01 -e 2020-09-30
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Forecast strategies
nseta forecast-strategy Usage: [OPTIONS] Forecast & measure performance of a trading model Options: -S, --symbol TEXT Security code -s, --start TEXT Start date in yyyy-mm-dd format -e, --end TEXT End date in yyyy-mm-dd format --strategy [rsi|smac|macd|emac|bbands|multi|custom] rsi, smac, macd, emac, bbands, multi, custom. Choose one. -u, --upper FLOAT Only when strategy is "custom". We buy the security when the predicted next day return is > +{upper} % -l, --lower FLOAT Only when strategy is "custom". We sell the security when the predicted next day return is < -{lower} % --help Show this message and exit. -
Create forecast strategies and verify them
$ nseta forecast-strategy -S bandhanbnk -s 2019-01-01 -e 2020-09-30 --upper 1.5 --lower 1.5 init_cash final_value pnl 0 100000 137220.87825 37220.88
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Get live quotes for a security
nseta live-quote
Please provide security/index code
Usage: [OPTIONS]
Get live price quote of a security along with other (Optional) parameters
Options:
-S, --symbol TEXT Security code
--series TEXT Default series - EQ (Equity) (Optional)
-g, --general Get the general (Name, ISIN) details also (Optional)
-o, --ohlc Get the OHLC values also (Optional)
-w, --wk52 Get the 52 week high/low values also (Optional)
-v, --volume Get the traded volume details also (Optional)
-b, --orderbook Get the current bid/offer details also (Optional)
-p, --plot Plot the "Close" values (Optional)
-r, --background Keep running the process in the background (Optional)
--help Show this message and exit.
- Get live quotes with multiple options along with intraday history
nseta live-quote -S bandhanbnk -gowvb
------------------------------------------
Name | Bandhan Bank Limited
ISIN | INE545U01014
Last Updated | 29-DEC-2020 16:00:00
Prev Close | 406.15
Last Trade Price | 413.50
Change | 7.35
% Change | 1.81
Avg. Price | 414.43
Upper Band | 437.95
Lower Band | 358.35
Open | 408.00
High | 419.25
Low | 407.45
Close | 413.20
52 Wk High | 526.00
52 Wk Low | 152.20
Quantity Traded | 82,37,480
Total Traded Volume | 82,37,480
Total Traded Value | 34,138.59
Delivery Volume | 17,43,202
% Delivery | 21.16
Bid Price Offer Quantity Offer Price
Bid Quantity
2,981 302.80 472 302.90
200 302.70 1,739 302.95
391 302.65 13,936 303.00
4,368 302.60 3,471 303.05
5,469 302.55 767 303.10
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Scan live quotes of securities
nseta scan -S HDFC,ABB Updated Symbol Close LTP 30-DEC-2020 16:00:00 HDFC 2,518.95 2,521.70 30-DEC-2020 16:00:00 ABB 1,203.05 1,205.30 -
Scan live quotes of a bunch of securities listed in a resource file(stocks.txt under scanner folder)
nseta scan -l All Stocks LTP and Signals: Updated Symbol Close LTP % Delivery Buy - Sell TotalTradedVolume 13-JAN-2021 15:30:02 ATUL 6,597.90 6,640.95 86.12 -7069.0 1,27,120 13-JAN-2021 15:30:02 TEAMLEASE 2,774.05 2,822.00 74.94 -3491.0 39,713 13-JAN-2021 15:30:02 MPHASIS 1,657.35 1,655.00 72.53 -8819.0 5,04,007 13-JAN-2021 15:30:02 KOTAKBANK 1,903.45 1,880.00 71.40 -14945.0 55,82,559 13-JAN-2021 15:30:02 FCL 64.50 62.10 71.16 -168378.0 5,86,217 13-JAN-2021 15:30:02 FSL 99.05 97.65 67.68 -391015.0 23,45,958 13-JAN-2021 15:30:02 MCX 1,686.50 1,696.00 66.67 -20385.0 1,90,965 13-JAN-2021 15:30:02 GLAND 2,248.35 2,204.00 60.96 -8184.0 3,41,991 13-JAN-2021 15:30:02 ABB 1,269.30 1,276.00 60.61 -3306.0 1,59,568 13-JAN-2021 15:30:02 INDOCO 318.00 310.00 59.76 -6597.0 1,68,736 13-JAN-2021 15:30:02 EVEREADY 207.10 204.45 59.62 -152053.0 2,70,159 13-JAN-2021 15:30:02 HDFC 2,747.55 2,672.00 58.71 -19654.0 55,80,886 13-JAN-2021 15:30:02 SYMPHONY 1,065.15 1,051.00 55.44 -8900.0 49,398 13-JAN-2021 15:30:02 CASTROLIND 128.05 129.50 55.26 -388442.0 18,29,577 13-JAN-2021 15:30:02 TCS 3,174.85 3,158.00 55.03 -8764.0 35,72,287 13-JAN-2021 15:30:02 WOCKPHARMA 509.45 495.30 54.25 -47592.0 6,20,728 13-JAN-2021 15:30:02 POWERGRID 203.70 205.00 54.17 -190444.0 1,33,82,757 13-JAN-2021 15:30:02 LT 1,349.80 1,350.00 53.85 -282955.0 43,89,199 13-JAN-2021 15:30:02 IDBI 32.15 31.40 53.66 -2591283.0 1,39,30,466 13-JAN-2021 15:30:02 KAJARIACER 741.40 747.00 53.62 -14266.0 2,64,187 13-JAN-2021 15:30:02 CROMPTON 403.30 397.25 53.12 -10720.0 11,89,119 13-JAN-2021 15:30:02 RADICO 507.05 507.00 52.91 -86642.0 4,33,139 13-JAN-2021 15:30:02 CHAMBLFERT 232.60 231.35 52.80 -105721.0 6,29,960 13-JAN-2021 15:30:02 GODREJIND 434.55 434.00 52.45 -101223.0 17,55,353 13-JAN-2021 15:30:02 GOODYEAR 959.15 955.95 51.76 2937.0 23,649 13-JAN-2021 15:30:02 BIOCON 471.75 462.65 49.93 -219459.0 34,30,009 13-JAN-2021 15:30:02 CONCOR 445.60 439.00 49.91 -185639.0 27,45,347 13-JAN-2021 15:30:02 TORNTPHARM 2,833.50 2,767.95 48.54 -6328.0 3,70,961 13-JAN-2021 15:30:02 REPCOHOME 270.70 265.00 48.17 -104416.0 6,37,267 13-JAN-2021 15:30:02 HDFCBANK 1,481.00 1,473.65 48.13 -325155.0 84,65,607 13-JAN-2021 15:30:02 ASIANPAINT 2,720.55 2,700.00 47.40 -7592.0 28,61,619 13-JAN-2021 15:30:02 ARVIND 55.85 55.35 47.32 -335123.0 26,59,457 13-JAN-2021 15:30:02 PRAJIND 130.10 125.55 47.28 -331887.0 16,32,592 13-JAN-2021 15:30:02 SPARC 195.65 193.25 46.85 -256047.0 5,79,851 13-JAN-2021 15:30:02 GODREJCP 762.20 770.50 45.95 -58223.0 1,756,953 13-JAN-2021 15:30:02 BOMDYEING 82.25 80.10 45.72 -674830.0 25,32,984 13-JAN-2021 15:30:02 INFY 1,371.75 1,388.65 45.01 -145870.0 1,44,41,047 13-JAN-2021 15:30:02 TATACONSUM 624.30 619.95 44.29 -201096.0 36,59,235 13-JAN-2021 15:30:02 BANDHANBNK 391.45 375.65 43.43 -664910.0 2,17,29,060 13-JAN-2021 15:30:02 TORNTPOWER 337.45 330.50 43.35 -77974.0 13,58,268 13-JAN-2021 15:30:02 FORTIS 171.80 166.90 43.32 -336844.0 50,97,715 13-JAN-2021 15:30:02 TECHM 1,064.20 1,065.40 43.01 -54750.0 46,70,556 13-JAN-2021 15:30:02 HINDUNILVR 2,375.90 2,371.00 42.95 -65291.0 17,02,421 13-JAN-2021 15:30:02 TITAN 1,527.10 1,508.00 42.56 4940.0 35,26,352 13-JAN-2021 15:30:02 MFSL 719.90 715.00 41.65 2322.0 9,73,158 13-JAN-2021 15:30:02 HCLTECH 1,062.10 1,057.00
Tag summary
Content type
Image
Digest
Size
581.5 MB
Last updated
about 5 years ago
docker pull pkjmesra/fastquant_talib_debian_gnu_linux