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nicomz / stock-alerts

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stock-alerts

Configure your financial alerts from your favorite stock market and receive notifications by email when their expressions are evaluated as true. "stock-alerts" is your personal technical analyst and adviser using your own rules.

Features

  • Uses Yahoo Finance API (you can use all his ticker symbols)
  • Integrated parser of a "Human Readable" financial expressions
  • Processes alerts periodically (scheduled by a cron expression) or on demand
  • Sends custom email notifications to a recipient when an alert is triggered
  • RESTful API
  • Made in JAVA

Installation

  • Download the project
  • mvn package -DskipTests
  • Change values of application.properties
  • Deploy in your favorite application server (tomcat, etc)

Valid expressions examples

  • PRICE(GOOGL)>318.5
  • SMA(50,GOOGL)>310
  • PRICE(GOOGL)>318.5&&130000<VOLUME(GOOGL)
  • EMA(5,GOOGL)>EMA(20,GOOGL)&&RSI(14,GOOGL)>50
  • MACD(12,26,MIRG.BA)<MACD_SIGNAL_LINE(12,26,9,MIRG.BA)
  • MACD_HISTOGRAM(12,26,9,GOOGL)>0
  • STOCHASTIC_K(14,GOOGL)>STOCHASTIC_D(14,3,GOOGL)
  • PRICE(GOOGL)>AVERAGE(20,GOOGL)
  • BB_LOWER(20,2,GOOGL)<PRICE(GOOGL)&&PRICE(GOOGL)>SMA(20,GOOGL)&&BB_UPPER(20,2,GOOGL)<PRICE(GOOGL)

Formulas

  • SMA: Simple Moving Average. Parameters: period and symbol.
  • EMA: Exponential Moving Average. Parameters: period and symbol.
  • RSI: Relative Strength Index. Parameters: period and symbol.
  • PRICE: Last price of a single stock. Parameter: symbol.
  • VOLUME: Last volume of a single stock. Parameter: symbol.
  • MACD: Moving Average Convergence/Divergence. Parameters: fastPeriod, slowPeriod and symbol.
  • MACD_SIGNAL_LINE: Signal Line value of Moving Average Convergence/Divergence. Parameters: fastPeriod, slowPeriod, signalPeriod and symbol.
  • MACD_HISTOGRAM: Histogram value of Moving Average Convergence/Divergence. Parameters: fastPeriod, slowPeriod, signalPeriod and symbol.
  • STOCHASTIC_K: Stochastic Oscillator %K value. Parameters: length and symbol.
  • STOCHASTIC_D: Stochastic Oscillator %D is a X-period simple moving average of %K. Parameters: length, period and symbol.
  • AVERAGE: Price average in a period. Parameters: period and symbol.
  • VARIANCE: Price variance in a period. Parameters: period and symbol.
  • STANDARD_DEVIATION: Price standard deviation in a period. Parameters: period and symbol.
  • BB_LOWER: Lower Bollinger Band (trademark). Parameters: period, k and symbol.
  • BB_UPPER: Upper Bollinger Band (trademark). Parameters: period, k and symbol.

Operators

  • &&: Logical AND operator
  • >: GREATER THAN operator
  • <: LESS THAN operator

API REST

System test

  • GET /stock-alerts/ping
    • Useful to test server is up
  • GET /stock-alerts/emails/test
    • Sends a test email, useful to test email configuration

Stocks

  • GET /stock-alerts/stocks/GOOGL
    • Returns stock information
  • GET /stock-alerts/stocks?symbols=GOOGL,AAPL
    • Returns stock information from several ticker symbols
  • GET /stock-alerts/stocks/history/GOOGL
    • Returns historical stock information
  • GET /stock-alerts/stocks/symbols
    • Returns all ticker symbols loaded in database
  • POST /stock-alerts/stocks/import/csv?symbol=GOOGL
    • Import a csv file with historical quotes in a parameter called "content_file"

Formulas

  • GET /stock-alerts/formulas/price?symbol=GOOGL
  • GET /stock-alerts/formulas/volume?symbol=GOOGL
  • GET /stock-alerts/formulas/average?period=20&symbol=GOOGL
    • period parameter is optional, default value is 20
  • GET /stock-alerts/formulas/sd?period=20&symbol=GOOGL
    • period parameter is optional, default value is 20
  • GET /stock-alerts/formulas/variance?period=20&symbol=GOOGL
    • period parameter is optional, default value is 20
  • GET /stock-alerts/formulas/sma?period=50&symbol=GOOGL
  • GET /stock-alerts/formulas/ema?period=14&symbol=GOOGL
  • GET /stock-alerts/formulas/rsi?period=14&symbol=GOOGL
    • period parameter is optional, default value is 14
  • GET /stock-alerts/formulas/macd?fastPeriod=12&slowPeriod=26&symbol=GOOGL
    • fastPeriod parameter is optional, default value is 12
    • slowPeriod parameter is optional, default value is 26
  • GET /stock-alerts/formulas/macdsignalline?fastPeriod=12&slowPeriod=26&signalPeriod=9&symbol=GOOGL
    • fastPeriod parameter is optional, default value is 12
    • slowPeriod parameter is optional, default value is 26
    • signalPeriod parameter is optional, default value is 9
  • GET /stock-alerts/formulas/macdhistogram?fastPeriod=12&slowPeriod=26&signalPeriod=9&symbol=GOOGL
    • fastPeriod parameter is optional, default value is 12
    • slowPeriod parameter is optional, default value is 26
    • signalPeriod parameter is optional, default value is 9
  • GET /stock-alerts/formulas/stochastick?length=14&symbol=GOOGL
    • length parameter is optional, default value is 14
  • GET /stock-alerts/formulas/stochasticd?length=14&period=3&symbol=GOOGL
    • length parameter is optional, default value is 14
    • period parameter is optional, default value is 3
  • GET /stock-alerts/formulas/bblower?period=20&k=2&symbol=GOOGL
    • period parameter is optional, default value is 20
    • k parameter is optional, default value is 2
  • GET /stock-alerts/formulas/bbupper?period=20&k=2&symbol=GOOGL
    • period parameter is optional, default value is 20
    • k parameter is optional, default value is 2

Alerts

  • GET /stock-alerts/alerts
    • Retrieves all active and inactive alerts loaded
  • GET /stock-alerts/alerts?symbol=GOOGL
    • Retrieves alerts loaded by symbol
  • GET /stock-alerts/alerts/{alertId}
  • Retrieves a particular alert
  • GET /stock-alerts/alerts/{alertId}/activate
    • Activates an alert
  • GET /stock-alerts/alerts/{alertId}/deactivate
    • Deactivates an alert
  • POST /stock-alerts/alerts
    • Creates a new Alert
    • Passing a JSON representation of an alert as body
  • PUT /stock-alerts/alerts
    • Updates an existing Alert
    • Passing a JSON representation of an alert as body
  • DELETE /stock-alerts/alerts/{alertId}
    • Deletes an existing Alert
    • Passing an alert id by URL parameter
  • GET /stock-alerts/alerts/{alertId}/process
    • Processes a particular alert immediately
  • GET /stock-alerts/alerts/process
    • Processes all active alerts immediately

Simulator

  • POST /stock-alerts/simulator
    • Run a new Simulation
    • Passing a JSON representation of a "Simulator Parameters" object as body

Alert object structure

  • id = An alert identifier. For example: GOOGLE1
  • active = true or false. Represents whether this alert is currently vigent or not.
  • description = Long description for this alert. This field will be the content of the email notification. For example: "The price of GOOGLE is optimum to buy right now!"
  • expression = Financial expression to be evaluated when this alert will processed
  • name = Short description of the alert. This field will be the subject of the email notification. For example: "GOOGLE buy signal"
  • sendEmail = true or false. If you want or not to receive notification by email about this alert.
  • symbol = A ticker symbol that the alert is related to.
  • opposedAlertId = Id of an opposed alert. For example: An opposed alert of a buy signal is a sell signal.

JSON Example

{
   "id": "franBuy",
   "active": true,
   "description": "BBVA Frances buy signal",
   "expression": "EMA(14,FRAN.BA)>95",
   "name": "Buy Banco Francés as soon as possible",
   "sendEmail": true,
   "symbol": "FRAN.BA",
   "opposedAlertId": "franSell"
}

Strategy Simulator

Simulation Constants valid in formulas

  • [SYMBOL]: It will be replaced by the current Symbol in simulation
  • [OPERATION_PERFORMANCE]: It will be replaced by the operation value of leaving position from current Symbol in simulation
  • [OPERATION_PERFORMANCE_PERCENTAGE]: It will be replaced by the operation percentage of leaving position from current Symbol in simulation

Simulator Parameters JSON object

{
   "initialCapital": 100000,
   "commissionPercentage": 0.6,
   "positionMinimumValue": 20000,
   "positionPercentage": 20,
   "positionMaximumValue": 150000,
   "buyExpression": "MACD(12,26,[SYMBOL])>MACD_SIGNAL_LINE(12,26,9,[SYMBOL])",
   "sellExpression": "MACD(12,26,[SYMBOL])<MACD_SIGNAL_LINE(12,26,9,[SYMBOL])",
   "stopLossPercentage" :  2,
   "symbols": ["GOOGL","AAPL","TSLA"],
   "yearFrom": 2016,
   "yearTo": 2017,
   "previousDaysOfAnalysis": 365
}

Special Thanks

  • Alejandro Curci
  • Nicolás Zdanovicz
  • Hernán Soulages

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