PSE_Stock_ALL_Engulfing.ipynb

{
 "cells": [
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   "cell_type": "code",
   "execution_count": null,
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   "outputs": [],
   "source": [
    "import pandas as pd\n",
    "import plotly.graph_objects as go\n",
    "from datetime import date, timedelta, datetime\n",
    "import requests\n",
    "import matplotlib.pyplot as plt\n",
    "%matplotlib inline\n",
    "import seaborn as sns\n",
    "import numpy as np"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "date_time_str = datetime.today().strftime('%Y-%m-%d')\n",
    "today = datetime.strptime(f'{date_time_str}', '%Y-%m-%d')\n",
    "\n",
    "start = today - timedelta(days = 6)\n",
    "end = today\n",
    "\n",
    "print(f'start:{start:} and end:{end}')"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "# latest = requests.get('https://pselookup.vrymel.com/api/stocks').json()[\"stocks\"]\n",
    "# ticker_codes = [x['ticker_symbol'] for x in latest]\n",
    "# print(ticker_codes)\n",
    "\n",
    "# with open(\"ticker_codes.csv\", \"w\") as f:\n",
    "#     f.write(','.join(ticker_codes))\n",
    "\n",
    "ticker_codes = []\n",
    "with open(\"ticker_codes.csv\", \"r\") as f:\n",
    "    ticker_codes = f.readline().split(',') \n",
    "#     \n",
    "print(ticker_codes)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "#reference https://www.stockswechart.com/pse-chart/blue-chip-stocks-pse/\n",
    "# ticker_codes = [ \"MFC\", \"SMPH\", \"SM\", \"SLF\", \"ALI\", \"FB\", \"AC\", \"BDO\", \"JGS\", \"MER\", \"SMC\", \"BPI\",\n",
    "#                 \"JFC\", \"URC\", \"AEV\", \"MBT\", \"ICT\", \"AP\", \"GLO\", \"TEL\", \"HVN\", \"MEG\", \"GTCAP\", \"LTG\", 'CEB'\n",
    "#                 \"AGI\", \"DMC\", \"MPI\", \"PGOLD\", \"BLOOM\", \"FDC\", \"MAC\", 'LOTO', 'FLI', 'MM', 'DITO', 'PHR', 'ACEN' ]\n",
    "ticker_codes = ['PSB', 'CNPF', 'PBB', 'ALHI', 'IMI', 'KPPI', 'KEP', 'SHNG', 'I', 'ROX', 'IMP', 'BRN', 'LSC', 'T', 'SSP', 'BKR', 'ION', 'LC', 'APC', 'SFI', 'LIHC', 'BSC', 'LAND', 'IS', 'MB', 'FOOD', 'APO', 'PLC', 'TFC', 'CHIB', 'ABG', 'AB', 'ALLHC', 'FJP', 'PA', 'PHA', 'TUGS', 'WIN', 'ABA', 'MED', 'MRC', 'RLT', 'DD', 'LOTO', 'CEI', 'NI', 'REG', 'PRC', 'BEL', 'CEB', 'WPI', 'PGOLD', 'MRSGI', 'OPM', 'PIZZA']\n",
    "print(ticker_codes)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "\n",
    "bullish_eng_codes = []\n",
    "bearish_eng_codes = []\n",
    "bullish_swing_codes = []\n",
    "bearish_swing_codes = []\n",
    "\n",
    "bullish_pinbar = []\n",
    "bearish_pinbar = []\n",
    "outside_bar = []\n",
    "inside_bar = []\n",
    "bull_hammer = []\n",
    "bear_hammer = []\n",
    "doji = []\n",
    "    \n",
    "my_request = f'https://pselookup.vrymel.com/api/stocks/{code}/history/{start}/{end}'\n",
    "print(f'start:{start} and end:{end}, request {my_request}')\n",
    "for code in ticker_codes:\n",
    "    # Get updated value from phisix-api\n",
    "    try:\n",
    "        print(f'looking up for {code}...')\n",
    "        latest = requests.get(f'http://phisix-api.appspot.com/stocks/{code}.json', timeout=5).json()\n",
    "        last_price = latest['stock'][0]['price']['amount']\n",
    "        date = latest['as_of']\n",
    "\n",
    "        #get previos data from pselookup\n",
    "        data = requests.get(f'https://pselookup.vrymel.com/api/stocks/{code}/history/{start}/{end}', timeout=5).json()['history']\n",
    "        data[-1]['close']=last_price\n",
    "\n",
    "        df = pd.json_normalize(data)\n",
    "        oo_indexed = df.set_index('trading_date')\n",
    "\n",
    "\n",
    "        if oo_indexed.shape[0] < 3:\n",
    "            print('cannot analyze data, adjust start date')\n",
    "            continue\n",
    "        \n",
    "        for i in range(2,oo_indexed.shape[0]):\n",
    "            current = oo_indexed.iloc[i,:]\n",
    "            prev = oo_indexed.iloc[i-1,:]\n",
    "            prev_2 = oo_indexed.iloc[i-2,:]\n",
    "\n",
    "            if current['open'] < current['close']:\n",
    "                candle_type='Bull'\n",
    "                head_wick = current['high'] - current['close']\n",
    "                tail_wick = current['open'] - current['low']\n",
    "            elif current['open'] == current['close']: \n",
    "                doji.append(f'{code}:{current.name}')\n",
    "            else: \n",
    "                candle_type='Bear'\n",
    "                head_wick = current['high'] - current['open']\n",
    "                tail_wick = current['close'] - current['low']\n",
    "\n",
    "            realbody = abs(current['open'] - current['close'])\n",
    "            candle_range = current['high'] - current['low']\n",
    "\n",
    "            # Bullish Engulfing\n",
    "            if current['high'] > prev['high'] and current['low'] < prev['low'] and realbody >= 0.8 * candle_range and current['close'] > current['open']:\n",
    "                bullish_eng_codes.append(f'{code}:{current.name}')\n",
    "\n",
    "            # Bearish Engulfing\n",
    "            if current['high'] > prev['high'] and current['low'] < prev['low'] and realbody >= 0.8 * candle_range and current['close'] < current['open']:\n",
    "                bearish_eng_codes.append(f'{code}:{current.name}')\n",
    "\n",
    "            # Bullish Swing\n",
    "            if current['low'] > prev['low'] and prev['low'] < prev_2['low']:\n",
    "                bullish_swing_codes.append(f'{code}:{current.name}')\n",
    "\n",
    "            # Bearish Swing\n",
    "            if current['high'] < prev['high'] and prev['high'] > prev_2['high']:\n",
    "                bearish_swing_codes.append(f'{code}:{current.name}')\n",
    "\n",
    "            # Bullish Pinbar\n",
    "            if realbody <= candle_range/3 and  min(current['open'], current['close']) > (current['high'] + current['low'])/2 and current['low'] < prev['low']:\n",
    "                bullish_pinbar.append(f'{code}:{current.name}')\n",
    "\n",
    "            # Bearish Pinbar\n",
    "            if realbody <= candle_range/3 and max(current['open'] , current['close']) < (current['high'] + current['low'])/2 and current['high'] > prev['high']:\n",
    "                bearish_pinbar.append(f'{code}:{current.name}')\n",
    "\n",
    "            # Inside bar\n",
    "            if current['high'] < prev['high'] and current['low'] > prev['low']:\n",
    "                inside_bar.append(f'{code}:{current.name}')\n",
    "\n",
    "            # Outside bar\n",
    "            if current['high'] > prev['high'] and current['low'] < prev['low']:\n",
    "                outside_bar.append(f'{code}:{current.name}')\n",
    "\n",
    "            # Hammer\n",
    "            if realbody > head_wick*2 and tail_wick > head_wick*2 and realbody*2 < tail_wick:\n",
    "                if candle_type == 'Bull':\n",
    "                    bull_hammer.append(f'{code}:{current.name}')\n",
    "                else:\n",
    "                    bear_hammer.append(f'{code}:{current.name}')\n",
    "    except Exception as e:\n",
    "        print(f'Failed for Code{code}, {data}, {e}')\n",
    "        continue\n",
    "            \n",
    "                \n",
    "print('=========== BULLS =============')\n",
    "print('Bullish Swing')\n",
    "print(bullish_swing_codes)\n",
    "\n",
    "print('Bullish Pinbar')\n",
    "print(bullish_pinbar)\n",
    "\n",
    "print('Bullish Engulfing')\n",
    "print(bullish_eng_codes)\n",
    "\n",
    "print('Bullish Hammer')\n",
    "print(bull_hammer)\n",
    "\n",
    "print('========== BEARS ==============')\n",
    "\n",
    "print('Bearish Swing')\n",
    "print(bearish_swing_codes)\n",
    "\n",
    "print('Bearish Pinbar')\n",
    "print(bearish_pinbar)\n",
    "\n",
    "print('Bearish Engulfing')\n",
    "print(bearish_eng_codes)\n",
    "\n",
    "print('Bearish Hammer')\n",
    "print(bear_hammer)\n",
    "\n",
    "print('==============================')\n",
    "\n",
    "print('Outside bar')\n",
    "print(outside_bar)\n",
    "\n",
    "print('Inside bar')\n",
    "print(inside_bar)"
   ]
  },
  {
   "cell_type": "code",
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  },
  {
   "cell_type": "code",
   "execution_count": null,
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   "source": []
  },
  {
   "cell_type": "code",
   "execution_count": null,
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   "outputs": [],
   "source": [
    "                \n",
    "print('=========== BULLS =============')\n",
    "print('Bullish Swing')\n",
    "print(bullish_swing_codes)\n",
    "\n",
    "print('Bullish Pinbar')\n",
    "print(bullish_pinbar)\n",
    "\n",
    "print('Bullish Engulfing')\n",
    "print(bullish_eng_codes)\n",
    "\n",
    "print('Bullish Hammer')\n",
    "print(bull_hammer)\n",
    "\n",
    "print('========== BEARS ==============')\n",
    "\n",
    "print('Bearish Swing')\n",
    "print(bearish_swing_codes)\n",
    "\n",
    "print('Bearish Pinbar')\n",
    "print(bearish_pinbar)\n",
    "\n",
    "print('Bearish Engulfing')\n",
    "print(bearish_eng_codes)\n",
    "\n",
    "print('Bearish Hammer')\n",
    "print(bear_hammer)\n",
    "\n",
    "print('==============================')\n",
    "\n",
    "print('Outside bar')\n",
    "print(outside_bar)\n",
    "\n",
    "print('Inside bar')\n",
    "print(inside_bar)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "# df = pd.json_normalize(data)\n",
    "# layout = dict(\n",
    "#             title=f\"{STOCK_CODE} Stock Data\",\n",
    "#             xaxis = dict(\n",
    "#             type=\"category\", \n",
    "#             categoryorder='category ascending'))\n",
    "# fig = go.Figure(data=[go.Candlestick(x=df['trading_date'],\n",
    "#                 open=df['open'],\n",
    "#                 high=df['high'],\n",
    "#                 low=df['low'],\n",
    "#                 close=df['close'])], layout=layout)\n",
    "# fig.show()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "df.head()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "oo_indexed = df.set_index('trading_date')\n",
    "# oo_indexed.volume.plot(kind='bar',figsize=(20,10))"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "oo_indexed.head(3)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "for i in range(2,oo_indexed.shape[0]):\n",
    "    current = oo_indexed.iloc[i,:]\n",
    "    prev = oo_indexed.iloc[i-1,:]\n",
    "    prev_2 = oo_indexed.iloc[i-2,:]\n",
    "\n",
    "    realbody = abs(current['open'] - current['close'])\n",
    "    candle_range = current['high'] - current['low']\n",
    "\n",
    "\n",
    "    if current['open'] < current['close']:\n",
    "        candle_type='Bull'\n",
    "        head_wick = current['high'] - current['close']\n",
    "        tail_wick = current['open'] - current['low']\n",
    "    elif current['open'] == current['close']: \n",
    "        oo_indexed.loc[idx, 'Doji'] = True\n",
    "    else: \n",
    "        candle_type='Bear'\n",
    "        head_wick = current['high'] - current['open']\n",
    "        tail_wick = current['close'] - current['low']\n",
    "\n",
    "    idx = oo_indexed.index[i]\n",
    "\n",
    "    # Bullish swing\n",
    "#         oo_indexed.loc[idx,'Bullish swing'] = current['low'] > prev['low'] and prev['low'] < prev_2['low']\n",
    "\n",
    "#         # Bearish swing\n",
    "#         oo_indexed.loc[idx,'Bearish swing'] = current['high'] < prev['high'] and prev['high'] > prev_2['high']\n",
    "\n",
    "#         # Bullish pinbar\n",
    "#         oo_indexed.loc[idx,'Bullish pinbar'] = realbody <= candle_range/3 and  min(current['open'], current['close']) > (current['high'] + current['low'])/2 and current['low'] < prev['low']\n",
    "\n",
    "#         # Bearish pinbar\n",
    "#         oo_indexed.loc[idx,'Bearish pinbar'] = realbody <= candle_range/3 and max(current['open'] , current['close']) < (current['high'] + current['low'])/2 and current['high'] > prev['high']\n",
    "\n",
    "#         # Inside bar\n",
    "#         oo_indexed.loc[idx,'Inside bar'] = current['high'] < prev['high'] and current['low'] > prev['low']\n",
    "\n",
    "#         # Outside bar\n",
    "#         oo_indexed.loc[idx,'Outside bar'] = current['high'] > prev['high'] and current['low'] < prev['low']\n",
    "\n",
    "    # Bullish engulfing\n",
    "    oo_indexed.loc[idx,'Bullish engulfing'] = current['high'] > prev['high'] and current['low'] < prev['low'] and realbody >= 0.8 * candle_range and current['close'] > current['open']\n",
    "\n",
    "    # Bearish engulfing\n",
    "    oo_indexed.loc[idx,'Bearish engulfing'] = current['high'] > prev['high'] and current['low'] < prev['low'] and realbody >= 0.8 * candle_range and current['close'] < current['open']\n",
    "\n",
    "\n",
    "    # Bearish Hammer\n",
    "    if realbody > head_wick*2 and tail_wick > head_wick*2:\n",
    "        oo_indexed.loc[idx,f'{candle_type}ish hammer'] = realbody*2 < tail_wick\n",
    "\n",
    "\n",
    "#         oo_indexed.fillna(False, inplace=True)\n"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "bull_engulfing = oo_indexed[oo_indexed['Bullish engulfing'] == True]\n",
    "bull_engulfing"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "bear_engulfing = oo_indexed[oo_indexed['Bearish engulfing'] == True]\n",
    "bear_engulfing"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "bull_hammer = oo_indexed[oo_indexed['Bullish hammer'] == True]\n",
    "bull_hammer"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "bear_hammer = oo_indexed[oo_indexed['Bearish hammer'] == True]\n",
    "bear_hammer"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": []
  },
  {
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