pkjmesra/nseta
nseta 0.8 ta-lib: 0.4.19 https://github.com/pkjmesra/nseta
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pkjmesra/nseta repository overview
nseta :nerd_face:
Python Library (and console/CLI application) to
- Get publicly available data on 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
- Forecasting with standard as well as custom strategies
- Create scanners and generate signals for various technical indicators or for BUY/SELL
- Create and build your own trading strategy
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 as per your wishes.
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
-
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
-
(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
- From code
python3 setup.py clean build install
- Python pip
pip3 install nseta
- Installing specific version
pip3 install nseta==0.6.202
You 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 .whl file from https://pypi.org/project/nseta/#files and install from the downloaded directory:
pip3 install ./nseta-0.6.202-py3-none-any.whl
where 0.6.202 is 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__)"
- Docker
docker run -it pkjmesra/nseta:latest sh
Usage
- 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
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 strategies
test-trading-strategy Measure the performance of your trading strategy
- Sample commands
Example:
nseta clear -d
nseta create-cdl-model -S bandhanbnk -s 2019-07-30 -e 2020-11-20 --steps
nseta forecast-strategy -S bandhanbnk -s 2019-07-30 -e 2020-11-20 --strategy rsi
nseta history -S bandhanbnk -s 2019-07-30 -e 2020-11-20
nseta live-quote -S 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
nseta scan -i
nseta scan -l
nseta scan -s
nseta scan -v
nseta scan-trading-strategy -S bandhanbnk -s 2019-07-30 -e 2020-11-20 --strategy rsi
nseta scan-trading-strategy -s 2019-07-30 -e 2020-11-20 --strategy rsi
nseta scan-trading-strategy -s 2019-07-30 -e 2020-11-20
nseta test-trading-strategy -S bandhanbnk -s 2019-07-30 -e 2020-11-20 --strategy rsi
- 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
- 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
- Create various plots for analysis with technical indicators
$ nseta plot-ta -S bandhanbnk -s 2019-01-01 -e 2020-09-30
- 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
- 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
- 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 41.36 -85387.0 66,89,747
13-JAN-2021 15:30:02 IGL 567.20 565.95 41.27 -41122.0 17,86,278
13-JAN-2021 15:30:02 DCBBANK 121.80 120.55 40.73 -222881.0 12,38,863
13-JAN-2021 15:30:02 HINDALCO 264.35 261.65 40.61 -222962.0 1,32,99,767
13-JAN-2021 15:30:02 PIDILITIND 1,800.10 1,794.90 39.60 6666.0 5,29,910
13-JAN-2021 15:30:02 RELIANCE 1,957.05 1,936.00 39.40 -807328.0 1,22,79,508
13-JAN-2021 15:30:02 ICICIBANK 548.00 556.00 39.34 -966897.0 2,19,19,320
13-JAN-2021 15:30:02 SBILIFE 925.00 928.40 39.22 -114140.0 19,96,264
13-JAN-2021 15:30:02 BRITANNIA 3,631.65 3,622.00 39.20 -58004.0 7,98,011
13-JAN-2021 15:30:02 CUMMINSIND 623.20 612.95 39.00 -32783.0 15,18,652
13-JAN-2021 15:30:02 INDUSTOWER 261.35 259.00 38.89 -172048.0 4,287,757
13-JAN-2021 15:30:02 IRCTC 1,480.45 1,461.00 38.61 -171114.0 11,80,044
13-JAN-2021 15:30:02 CENTURYTEX 430.10 425.00 38.33 -101445.0 6,53,028
13-JAN-2021 15:30:02 ASHOKA 95.75 94.25 37.28 -316686.0 13,75,611
13-JAN-2021 15:30:02 MUTHOOTFIN 1,276.65 1,237.95 36.27 -68347.0 39,80,304
13-JAN-2021 15:30:02 INDIACEM 168.50 170.20 35.09 -404328.0 37,81,430
13-JAN-2021 15:30:02 VOLTAS 903.20 894.90 34.96 6551.0 12,45,754
13-JAN-2021 15:30:02 DABUR 541.00 536.60 34.91 -188787.0 29,32,616
13-JAN-2021 15:30:02 ITC 206.45 211.20 34.43 -1712366.0 6,39,04,353
13-JAN-2021 15:30:02 HAVELLS 1,018.80 1,011.70 34.32 -25099.0 22,10,914
13-JAN-2021 15:30:02 AXISBANK 675.70 686.05 33.52 -27742.0 1,56,45,019
13-JAN-2021 15:30:02 GODREJPROP 1,474.00 1,430.00 33.44 -31071.0 8,52,039
13-JAN-2021 15:30:02 AMBUJACEM 268.10 264.50 32.88 -145332.0 52,65,065
13-JAN-2021 15:30:02 SAIL 75.90 74.10 32.70 -3393571.0 3,30,35,958
13-JAN-2021 15:30:02 NMDC 127.45 125.40 32.04 -488350.0 84,38,234
13-JAN-2021 15:30:02 ULTRACEMCO 5,639.00 5,645.50 31.95 4382.0 4,23,130
13-JAN-2021 15:30:02 BHARTIARTL 565.75 576.30 31.54 -1329795.0 8,36,53,265
13-JAN-2021 15:30:02 DRREDDY 5,353.85 5,280.00 31.30 -12741.0 6,58,940
13-JAN-2021 15:30:02 MINDTREE 1,750.85 1,742.80 31.04 -11366.0 4,98,998
13-JAN-2021 15:30:02 UPL 501.50 491.00 30.97 -266679.0 46,93,036
13-JAN-2021 15:30:02 HAL 901.60 919.95 30.87 -118629.0 8,05,801
13-JAN-2021 15:30:02 ASHOKLEY 121.60 121.50 30.49 -1659575.0 5,13,19,295
13-JAN-2021 15:30:02 AUROPHARMA 958.25 940.55 30.42 -98793.0 29,98,155
13-JAN-2021 15:30:02 BEML 966.25 963.95 30.27 -102130.0 4,07,744
13-JAN-2021 15:30:02 HINDPETRO 224.90 226.80 30.07 -766753.0 1,15,49,624
13-JAN-2021 15:30:02 CADILAHC 490.35 487.0
Tag summary
Content type
Image
Digest
sha256:7b6480b00…
Size
602.5 MB
Last updated
over 2 years ago
docker pull pkjmesra/nseta