A simple script to perform technical analysis on stocks using the EMA, MACD, OBV, RSI, and Bollinger Band indicators. This script can plot these indicators and find buy/sell signals.
The following modules need to be installed using the following commands:
pip install matplotlib
pip install TA-Lib
pip install numpy
pip install yahooquery
pip install yahoo-fin
See demo.py for the code needed to perform technical analysis and documentation for full documentation on the functions available.
First an object is created for the stock, this example uses Amazon (ticker - amzn) as an example.
import stock_functions as sf
stock = sf.Equity("amzn")Actions can be performed for the stock using the stock object. First we need to get historical data for the stock.
stock_history = stock.get_history()Now we can perform simple technical analyis on the stock.
stock_ma_signal = stock.get_ma_signal(show_plot=1)
stock_macd_signal = stock.get_macd_signal(show_plot=1)
stock_obv_signal = stock.get_obv_signal(show_plot=1)
stock_rsi_signal = stock.get_rsi_signal(show_plot=1)
stock_bb_signal = stock.get_bollinger_band_signal(show_plot=1)The output is shown below:
Parameters:
start_date : str in the form yyyy-mm-dd, default: 365 days ago
First date to get stock data for
end_date : str in the form yyyy-mm-dd, default: today's date
Last date to get stock data for
period : str, default: 1d
Period to get the data. 1d, 1m, etc
show_plot : int 0 or 1, default: 0
Decides whether to plot a graph of the stock's price. Will output a graph if 1 and will not output a graph if 0
Returns:
ticker_df:
A dataframe containing the low, open, close, high, adjclose price of the stock and volume for each day
Parameters:
ema_short_period: int, default:10
The period (in days) for which to calculate the short EMA.
ema_long_period: int, default: 50
The period (in days) for which to calculate the long EMA.
show_plot: int 0 or 1, default: 0
Decides whether to plot a graph of the stock's price and EMA. Will output a graph if 1 and will not output a graph if 0. By default 50-day EMA, 10-day EM
Returns:
return_dict: dict of results. The keys are listed below
-
ma_signal: str, current EMA signal which can be bullish or bearish
-
ma_crossover: datetime, datetime of last EMA crossover event
-
ma_trend: str, relationship between long and short EMA which can be converging or diverging
-
ma_seperation: float, difference in price between long and short EMA
Parameters:
show_plot: int 0 or 1, default: 0
Decides whether to plot a graph of the stock's signal and MACD. Will output a graph if 1 and will not output a graph if 0.
Returns:
return_dict: dict of results. The keys are listed below
-
last_crossover: str, current MACD signal which can be bullish or bearish
-
last_crossover_date: datetime, datetime of last MACD crossover event
-
latest_diff_percentage: float, percentage difference between MACD and signal
Parameters:
show_plot: int 0 or 1, default: 0
Decides whether to plot a graph of the stock's OBV. Will output a graph if 1 and will not output a graph if 0.
Returns:
return_dict: dict of results. The keys are listed below
-
obv_type: str, current OBV signal which can be bullish, bearish or neutral depending on if the OBV has broken above a range, below a range or is still in the range
-
diff_percentage: float, percentage OBV is above the upper line if OBV is bullish or the percentage OBV is below the lower line if OBV is bearish
-
obv_gradient_type: str, increasing, decreasing or flat depending on if the latest OBV has increased, decreased or remained the same since the previous OBV
-
date_diff: int, days since OBV broke out of range
Parameters:
show_plot: int 0 or 1, default: 0
Decides whether to plot a graph of the stock's RSI. Will output a graph if 1 and will not output a graph if 0.
Returns:
return_dict: dict of results. The keys are listed below
-
rsi_data: array of rsi values
-
rsi_signal: str, overbought, oversold or neutral depending on if RSI is above 70, below 30 or between 70 and 30
-
rsi_value: float, current rsi value
-
rsi_crossover: datetime, datetime of last rsi crossover (if RSI is overbought or oversold)
-
rsi_trend: str, decreasing, increasing or flat depending on if the latest RSI has decreased, increased or remained the same since the previous RSI
Parameters:
show_plot: int 0 or 1, default: 0
Decides whether to plot a graph of the stock's Bollinger Bands and price. Will output a graph if 1 and will not output a graph if 0.
Returns:
return_dict: dict of results. The keys are listed below
-
bb_signal: str, bulish, bearish or neutral depending on if the price has gone below the lower bollinger band, above the upper bollinger band or is between the bands.
-
bb_crossover: datetime, datetime of last Bollinger crossover (if bb_signal is bullish or bearish)
-
bb_trend: str, increasing, decreasing or flat depending on if the latest price has increased, decreased or remained the same since the previous closing price
-
bb_width_min: float, lowest historic seperation between the lower and upper bollinger bands
-
bb_width_average float, mean historic seperation between the lower and upper bollinger bands
-
bb_width: float, current seperation between lower and upper bollinger bands