stock_system/src/screener/t_candlestick.py

184 lines
6.4 KiB
Python

import pandas as pd
from datetime import datetime, timedelta
import talib
from db.db_connection import create_client
from utils.data_utils import (
get_stock_data, validate_signal_date, print_signal,
save_signals_to_csv, get_qualified_stocks
)
from utils.scanner_utils import initialize_scanner, process_signal_data
from trading.position_calculator import PositionCalculator
# Dictionary mapping pattern names to their functions and descriptions
CANDLESTICK_PATTERNS = {
'BULLISH_ENGULFING': {
'function': talib.CDLENGULFING,
'description': 'Bullish Engulfing Pattern'
},
'HAMMER': {
'function': talib.CDLHAMMER,
'description': 'Hammer Pattern'
},
'MORNING_STAR': {
'function': talib.CDLMORNINGSTAR,
'description': 'Morning Star Pattern'
},
'PIERCING_LINE': {
'function': talib.CDLPIERCING,
'description': 'Piercing Line Pattern'
},
'THREE_WHITE_SOLDIERS': {
'function': talib.CDL3WHITESOLDIERS,
'description': 'Three White Soldiers Pattern'
},
'MORNING_DOJI_STAR': {
'function': talib.CDLMORNINGDOJISTAR,
'description': 'Morning Doji Star Pattern'
},
'DRAGONFLY_DOJI': {
'function': talib.CDLDRAGONFLYDOJI,
'description': 'Dragonfly Doji Pattern'
},
'HARAMI': {
'function': talib.CDLHARAMI,
'description': 'Bullish Harami Pattern'
},
'INVERTED_HAMMER': {
'function': talib.CDLINVERTEDHAMMER,
'description': 'Inverted Hammer Pattern'
},
'THREE_INSIDE_UP': {
'function': talib.CDL3INSIDE,
'description': 'Three Inside Up Pattern'
},
'THREE_OUTSIDE_UP': {
'function': talib.CDL3OUTSIDE,
'description': 'Three Outside Up Pattern'
},
'BELT_HOLD': {
'function': talib.CDLBELTHOLD,
'description': 'Bullish Belt Hold Pattern'
},
'LADDER_BOTTOM': {
'function': talib.CDLLADDERBOTTOM,
'description': 'Ladder Bottom Pattern'
},
'MATCHING_LOW': {
'function': talib.CDLMATCHINGLOW,
'description': 'Matching Low Pattern'
},
'UNIQUE_THREE_RIVER': {
'function': talib.CDLUNIQUE3RIVER,
'description': 'Unique Three River Bottom Pattern'
}
}
def check_entry_signal(df: pd.DataFrame, selected_patterns: list = None) -> list:
"""
Check for bullish candlestick patterns across the entire date range
Args:
df (pd.DataFrame): DataFrame with OHLCV data
selected_patterns (list): List of patterns to scan for
Returns:
list: List of tuples (signal, date, signal_data) for each signal found
"""
if len(df) < 14: # Need minimum bars for pattern recognition
return []
signals = []
# Use selected patterns or all patterns if none selected
patterns_to_scan = {k: v for k, v in CANDLESTICK_PATTERNS.items()
if selected_patterns is None or k in selected_patterns}
# Calculate patterns
pattern_signals = {}
for pattern_name, pattern_info in patterns_to_scan.items():
pattern_signals[pattern_name] = pattern_info['function'](
df['open'].values,
df['high'].values,
df['low'].values,
df['close'].values
)
# Look for signals across all candles
for i in range(14, len(df)): # Start after lookback period
found_patterns = []
for pattern_name, pattern_values in pattern_signals.items():
# Check if we have a bullish signal (value > 0)
if pattern_values[i] > 0:
found_patterns.append(CANDLESTICK_PATTERNS[pattern_name]['description'])
if found_patterns:
signal_data = {
'price': df.iloc[i]['close'],
'patterns': ', '.join(found_patterns),
'pattern_count': len(found_patterns)
}
signals.append((True, df.iloc[i]['date'], signal_data))
return signals
def run_candlestick_scanner(min_price: float, max_price: float, min_volume: int,
portfolio_size: float = None, interval: str = "1d",
start_date: datetime = None, end_date: datetime = None,
selected_patterns: list = None) -> None:
"""
Run candlestick pattern scanner to find bullish patterns
"""
try:
# Initialize scanner components
interval, start_date, end_date, qualified_stocks, calculator = initialize_scanner(
min_price=min_price,
max_price=max_price,
min_volume=min_volume,
portfolio_size=portfolio_size,
interval=interval,
start_date=start_date,
end_date=end_date
)
if not qualified_stocks:
return
bullish_signals = []
for ticker, current_price, current_volume, last_update, stock_type in qualified_stocks:
try:
df = get_stock_data(ticker, start_date, end_date, interval)
if df.empty or len(df) < 14: # Need minimum bars
continue
signals = check_entry_signal(df, selected_patterns)
for signal, signal_date, signal_data in signals:
entry_data = {
'ticker': ticker,
'signal_date': signal_date,
'entry_price': signal_data['price'],
'patterns': signal_data['patterns'],
'pattern_count': signal_data['pattern_count'],
'volume': current_volume,
'last_update': last_update,
'stock_type': stock_type
}
bullish_signals.append(entry_data)
# Custom print for candlestick signals
print(f"🕯️ {ticker}: {entry_data['patterns']} on {signal_date.strftime('%Y-%m-%d')} "
f"at ${signal_data['price']:.2f}")
except Exception as e:
print(f"Error processing {ticker}: {str(e)}")
continue
save_signals_to_csv(bullish_signals, 'candlestick')
return bullish_signals
except Exception as e:
print(f"Error during scan: {str(e)}")
return []