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A python package to calculate trends in stocks, derivates(Futures & Options) using Renko, PnF, LineBreak etc

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ChillarAnand/stocktrends

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stocktrends

A python package to calculate trends in stock markets.

Latest PyPI version

Installation

To install stable version from pypi, run

pip install stocktrends

To install latest code from github, run

pip install git+https://github.com/chillaranand/stocktrends

Usage

The following code from demo.py file shows how to construct dataframe from a csv file and then plot Renko, Line Break and PnF charts.
"""
Sample data from tests/HDFCLIFE.csv file.

Date,Symbol,Series,Prev Close,Open,High,Low,Last,Close,VWAP,Volume,Turnover,Trades,Deliverable Volume,%Deliverble
2017-11-17,HDFCLIFE,EQ,290.0,310.0,369.0,307.0,343.9,344.6,327.26,168836552,5525288229115000.0,1177530,82044782,0.48590000000000005
2017-11-20,HDFCLIFE,EQ,344.6,344.7,358.9,344.0,355.0,355.35,353.18,14650240,517410581605000.0,166263,6761287,0.4615
2017-11-21,HDFCLIFE,EQ,355.35,356.4,418.9,352.5,386.9,385.3,389.24,43078194,1676786001315000.0,450090,11584111,0.26890000000000003
2017-11-22,HDFCLIFE,EQ,385.3,388.0,408.0,386.9,394.0,395.2,397.38,15227642,605123098895000.0,166870,3475999,0.22829999999999998
"""

import pandas as pd

from stocktrends import indicators


df = pd.read_csv('tests/HDFCLIFE.csv')
df.columns = [i.lower() for i in df.columns]
rows = 5

pnf = indicators.PnF(df)
pnf.box_size = 10
pnf.reversal_size = 3


print('\n\nPnF BAR data - based on "close" column')
data = pnf.get_bar_ohlc_data(source='close')
print(data.head(rows))


print('\n\nPnF BOX data - based on "close" column')
pnf_data = pnf.get_ohlc_data(source='close')
print(pnf_data.head(rows))


print('\n\nPnF BOX data - based on "high"/"low" columns')
data = pnf.get_bar_ohlc_data(source='hl')
print(data.head(rows))


renko = indicators.Renko(df)


print('\n\nRenko box calcuation based on periodic close')
renko.brick_size = 2
renko.chart_type = indicators.Renko.PERIOD_CLOSE
data = renko.get_ohlc_data()
print(data.tail(rows))


# print('\n\nRenko box calcuation based on price movement')
# renko.chart_type = indicators.Renko.PRICE_MOVEMENT
# data = renko.get_ohlc_data()
# print(data.tail(rows))


lb = indicators.LineBreak(df)

print('\n\nLine break chart')
lb.line_number = 3
data = lb.get_ohlc_data()
print(data.tail(rows))

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A python package to calculate trends in stocks, derivates(Futures & Options) using Renko, PnF, LineBreak etc

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