feat: Scan entire date range for signals in ATR EMA strategy
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@ -7,48 +7,53 @@ from utils.data_utils import get_stock_data, validate_signal_date, print_signal,
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from screener.user_input import get_interval_choice, get_date_range
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from indicators.three_atr_ema import ThreeATREMAIndicator
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def check_entry_signal(df: pd.DataFrame) -> tuple:
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def check_entry_signal(df: pd.DataFrame) -> list:
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"""
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Check for entry signal based on Three ATR EMA strategy
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Check for entry signals based on Three ATR EMA strategy throughout the date range
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Args:
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df (pd.DataFrame): DataFrame with price data
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Returns:
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tuple: (bool, datetime, dict) Entry signal, signal date, and signal data
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list: List of tuples (signal, date, signal_data) for each signal found
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"""
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if len(df) < 2: # Need at least 2 bars for comparison
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return False, None, None
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return []
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indicator = ThreeATREMAIndicator()
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results = indicator.calculate(df)
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if len(results) < 2:
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return False, None, None
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return []
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# Get latest values
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current = df.iloc[-1]
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previous = df.iloc[-2]
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signals = []
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# Get indicator values
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ema = results['ema'].iloc[-1]
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lower_band = results['lower_band'].iloc[-1]
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prev_lower_band = results['lower_band'].iloc[-2]
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# Start from index 1 to compare with previous
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for i in range(1, len(df)):
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current = df.iloc[i]
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previous = df.iloc[i-1]
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# Entry conditions from Pine script:
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entry_signal = (
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current['close'] < ema and
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previous['close'] <= prev_lower_band and
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current['close'] > previous['close']
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)
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# Get indicator values
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ema = results['ema'].iloc[i]
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lower_band = results['lower_band'].iloc[i]
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prev_lower_band = results['lower_band'].iloc[i-1]
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signal_data = {
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'price': current['close'],
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'ema': ema,
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'lower_band': lower_band
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} if entry_signal else None
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# Entry conditions from Pine script:
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entry_signal = (
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current['close'] < ema and
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previous['close'] <= prev_lower_band and
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current['close'] > previous['close']
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)
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return entry_signal, current['date'] if entry_signal else None, signal_data
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if entry_signal:
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signal_data = {
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'price': current['close'],
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'ema': ema,
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'lower_band': lower_band
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}
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signals.append((True, current['date'], signal_data))
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return signals
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def run_atr_ema_scanner_v2(min_price: float, max_price: float, min_volume: int, portfolio_size: float = None) -> None:
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"""
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@ -122,8 +127,8 @@ def run_atr_ema_scanner_v2(min_price: float, max_price: float, min_volume: int,
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if df.empty or len(df) < 21: # Need at least 21 bars for EMA
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continue
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signal, signal_date, signal_data = check_entry_signal(df)
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if signal:
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signals = check_entry_signal(df)
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for signal, signal_date, signal_data in signals:
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entry_data = {
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'ticker': ticker,
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'entry_price': signal_data['price'],
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@ -146,8 +151,6 @@ def run_atr_ema_scanner_v2(min_price: float, max_price: float, min_volume: int,
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})
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entry_signals.append(entry_data)
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# Print signal information with date
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print_signal(entry_data)
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except Exception as e:
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