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https://github.com/namuan/trading-utils

Collection of scripts and utilities for stock market analysis, strategies etc
https://github.com/namuan/trading-utils

dtale earnings-calendar market-analysis options-trading stock-market-analysis telegram-bot trading-strategies

Last synced: 2 days ago
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Collection of scripts and utilities for stock market analysis, strategies etc

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# Market Trading Analysis Utilities/Scripts



Collection of scripts and utilities for stock market analysis, strategies etc



## Online Tools



[VIX Implied Move Calculator](https://namuan.github.io/bin-utils/vix-implied-move.html)



[Loss Calculator](https://namuan.github.io/bin-utils/bet-loss-calculator.html)



## Setup virtual environment



```shell

$ make setup

```



## Update dependencies



```shell

$ make deps

```



## Running scripts



All available scripts should provide a basic description and options to run appropriately



For eg.



```shell

$ ./venv/bin/python3 download_stocklist.py --help

```



I suggest setting up a quick alias to run the python version in the virtual environment. This will save you remembering

to activate the virtual environment. There are other options where you can override the `cd` command, but I find this

simple and transparent.



```

alias py=./venv/bin/python3

```



Now you can run the same script as



```shell

$ py download_stocklist.py --help

```



## Running your own scanner



As I usually run it over weekend, I've added a make command `weekend` to download the latest stocks and data and run

analysis on it. You can run it as



```shell

$ make weekend

```



Once the analysis is complete, it'll open up [DTale](https://pypi.org/project/dtale/) in your default browser.



![DTale](docs/images/dtale.gif)



## Reporting



Although it is possible to run queries in DTale, there is a way to generate report for a selected query. The generated

report contains the chart along with useful links to third party websites for more information.



You do need to setup [Pandoc](https://pandoc.org/installing.html) to generate HTML reports. If you are unable to install

Pandoc, then run `report_by_query.py` without `-v` argument to generate report in `Markdown` format.



Sample report for finding mean-reversion setups



```shell

$ py report_by_query.py -o monthly_gains_3 -c 20 -t "Short Term Mean Reversion" -q "(last_close < 100) and (last_close > ma_50) and (monthly_gains_3 > 0) and (rsi_2 < 10)"

```



![Scanner Reporting](docs/images/stocks-scanner-reporting.gif)



## Sectors Analysis



Make sure you run `make weekend` to download all pre-requisite data.



#### Sector Trends



Generate Multiple Moving Average charts for different sectors



```shell

$ py report_sectors_mma.py

```



![Sectors MMA](docs/images/sectors-mma.gif)



#### Relative Strength (not RSI) using Price Momentum Oscillator



```shell

# Find Leaders/Laggards in the whole market against SPY

$ py report_relative_strength.py -b SPY



# Find Leaders/Laggards in the whole market against QQQ

$ py report_relative_strength.py -b QQQ



# Find Leaders/Laggards but only in large-cap (S&P 500)

# Requires downloading the list from BarChart https://www.barchart.com/stocks/indices/sp/sp500

# Save the csv file as 'large-cap.csv' in 'data' folder

$ py report_relative_strength.py -m large-cap -b SPY

```



## Telegram assistants



Make sure you have the following variables set in environment.



```shell

export CHAT_ID = ""

export BOT_TOKEN = ""

```



#### Send Reminder links over Telegram



Read links from `webpages.txt` and send over Telegram on a defined schedule.

See `run()` in [tele_links](tele_links.py) for changing schedule.

I use it to send me links like `https://swingtradebot.com/equities/general-market-analysis` before market open.



```shell

py tele_links

```



#### Spy analysis



Send quick analysis on SPY during market hours.

See `outside_trading_hours()` in [trading_hours](common/trading_hours.py) for changing schedule.



![SPY Bot](docs/images/telegram-spy-bot.png)



```shell

py tele_spy_trade_bot.py

```



#### Twitter to Telegram



Requires setting up following environment variables.



```shell

export TWITTER_CONSUMER_KEY=

export TWITTER_CONSUMER_SECRET=

export TWITTER_ACCESS_TOKEN_KEY=

export TWITTER_ACCESS_TOKEN_SECRET=

```



Forward tweets from your followers to a telegram channel.



```shell

py tele_twitter.py

```



#### Twitter Furus -> Telegram



Get tweets from your favourite twitter furus in your own telegram channel 🚀.

The notification includes the original tweet along with a chart 📈 and links to several websites 🌎.

It also keeps the tweets in a database to hold them accountable 👺.



![](docs/images/twitter-pumps-sample.png)



It requires setting up a file `twitter_furus_accounts.txt` with a list of individual twitter handles on each line (See `twitter_furus_accounts.txt.example`).



```shell

py twitter_furus.py

```



## Crypto Bots



Make sure you define a few variables before starting up these bots



```shell

export EXCHANGE_API_KEY =

export EXCHANGE_API_SECRET =

export EXCHANGE = ""

```



See [crypto_ma_trade_bot.py](crypto_ma_trade_bot.py) for an example.



## Options



Uses [Tradier](https://developer.tradier.com/) for fetching data.

Make sure you signup and have the following variables set in environment.

See `.env.example` for more details.



```shell

export TRADIER_TOKEN=

```



#### Options price tracker



Track prices for given underlyings every hour in the market session.

See `inside_trading_hours()` in [trading_hours](common/trading_hours.py) for when it runs.

The data is stored in a sqlite database file `sqlite:///{home_dir}/options_tracker.db`.



```shell

py options_price_tracker.py -t SPX,XHB,XLC,XLY,XLP,XLE,XLF,XLV,XLI,XLB,XLR,XLK,XME,XOP,GDX,IYR,XLU

```



Two tables are created for each symbol.



![](docs/images/options_price_tracker_tables.png)



`{ticker-name}_options` table contains options data.



![](docs/images/options_price_tracker_options_table.png)



`{ticker-name}_stocks` table contains corresponding data for underlying along with the technical analysis.



![](docs/images/options_price_tracker_stock_table.png)



I usually run this on a server so there is a task in the [Makefile](Makefile) to copy the data from remote server to local home folder.



```shell

make syncoptionspricedata

```



## LICENSE



[MIT License](LICENSE)