Spaces:
Running
Running
camphong24032002
commited on
Commit
·
884dad1
1
Parent(s):
665d6af
Initialize
Browse files- .gitattributes copy +35 -0
- .gitignore +160 -0
- Dockerfile +21 -0
- README copy.md +10 -0
- main.py +22 -0
- models/__init__.py +0 -0
- models/ichimoku.py +13 -0
- models/price.py +13 -0
- models/rsi.py +9 -0
- requirements.txt +8 -0
- routes/__init__.py +0 -0
- routes/data.py +50 -0
- services/__init__.py +0 -0
- services/indicator.py +131 -0
- services/utils.py +14 -0
- utils/__init__.py +0 -0
- utils/backup.py +11 -0
- utils/config.py +12 -0
.gitattributes copy
ADDED
@@ -0,0 +1,35 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1 |
+
*.7z filter=lfs diff=lfs merge=lfs -text
|
2 |
+
*.arrow filter=lfs diff=lfs merge=lfs -text
|
3 |
+
*.bin filter=lfs diff=lfs merge=lfs -text
|
4 |
+
*.bz2 filter=lfs diff=lfs merge=lfs -text
|
5 |
+
*.ckpt filter=lfs diff=lfs merge=lfs -text
|
6 |
+
*.ftz filter=lfs diff=lfs merge=lfs -text
|
7 |
+
*.gz filter=lfs diff=lfs merge=lfs -text
|
8 |
+
*.h5 filter=lfs diff=lfs merge=lfs -text
|
9 |
+
*.joblib filter=lfs diff=lfs merge=lfs -text
|
10 |
+
*.lfs.* filter=lfs diff=lfs merge=lfs -text
|
11 |
+
*.mlmodel filter=lfs diff=lfs merge=lfs -text
|
12 |
+
*.model filter=lfs diff=lfs merge=lfs -text
|
13 |
+
*.msgpack filter=lfs diff=lfs merge=lfs -text
|
14 |
+
*.npy filter=lfs diff=lfs merge=lfs -text
|
15 |
+
*.npz filter=lfs diff=lfs merge=lfs -text
|
16 |
+
*.onnx filter=lfs diff=lfs merge=lfs -text
|
17 |
+
*.ot filter=lfs diff=lfs merge=lfs -text
|
18 |
+
*.parquet filter=lfs diff=lfs merge=lfs -text
|
19 |
+
*.pb filter=lfs diff=lfs merge=lfs -text
|
20 |
+
*.pickle filter=lfs diff=lfs merge=lfs -text
|
21 |
+
*.pkl filter=lfs diff=lfs merge=lfs -text
|
22 |
+
*.pt filter=lfs diff=lfs merge=lfs -text
|
23 |
+
*.pth filter=lfs diff=lfs merge=lfs -text
|
24 |
+
*.rar filter=lfs diff=lfs merge=lfs -text
|
25 |
+
*.safetensors filter=lfs diff=lfs merge=lfs -text
|
26 |
+
saved_model/**/* filter=lfs diff=lfs merge=lfs -text
|
27 |
+
*.tar.* filter=lfs diff=lfs merge=lfs -text
|
28 |
+
*.tar filter=lfs diff=lfs merge=lfs -text
|
29 |
+
*.tflite filter=lfs diff=lfs merge=lfs -text
|
30 |
+
*.tgz filter=lfs diff=lfs merge=lfs -text
|
31 |
+
*.wasm filter=lfs diff=lfs merge=lfs -text
|
32 |
+
*.xz filter=lfs diff=lfs merge=lfs -text
|
33 |
+
*.zip filter=lfs diff=lfs merge=lfs -text
|
34 |
+
*.zst filter=lfs diff=lfs merge=lfs -text
|
35 |
+
*tfevents* filter=lfs diff=lfs merge=lfs -text
|
.gitignore
ADDED
@@ -0,0 +1,160 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1 |
+
# Byte-compiled / optimized / DLL files
|
2 |
+
__pycache__/
|
3 |
+
*.py[cod]
|
4 |
+
*$py.class
|
5 |
+
|
6 |
+
# C extensions
|
7 |
+
*.so
|
8 |
+
|
9 |
+
# Distribution / packaging
|
10 |
+
.Python
|
11 |
+
build/
|
12 |
+
develop-eggs/
|
13 |
+
dist/
|
14 |
+
downloads/
|
15 |
+
eggs/
|
16 |
+
.eggs/
|
17 |
+
lib/
|
18 |
+
lib64/
|
19 |
+
parts/
|
20 |
+
sdist/
|
21 |
+
var/
|
22 |
+
wheels/
|
23 |
+
share/python-wheels/
|
24 |
+
*.egg-info/
|
25 |
+
.installed.cfg
|
26 |
+
*.egg
|
27 |
+
MANIFEST
|
28 |
+
|
29 |
+
# PyInstaller
|
30 |
+
# Usually these files are written by a python script from a template
|
31 |
+
# before PyInstaller builds the exe, so as to inject date/other infos into it.
|
32 |
+
*.manifest
|
33 |
+
*.spec
|
34 |
+
|
35 |
+
# Installer logs
|
36 |
+
pip-log.txt
|
37 |
+
pip-delete-this-directory.txt
|
38 |
+
|
39 |
+
# Unit test / coverage reports
|
40 |
+
htmlcov/
|
41 |
+
.tox/
|
42 |
+
.nox/
|
43 |
+
.coverage
|
44 |
+
.coverage.*
|
45 |
+
.cache
|
46 |
+
nosetests.xml
|
47 |
+
coverage.xml
|
48 |
+
*.cover
|
49 |
+
*.py,cover
|
50 |
+
.hypothesis/
|
51 |
+
.pytest_cache/
|
52 |
+
cover/
|
53 |
+
|
54 |
+
# Translations
|
55 |
+
*.mo
|
56 |
+
*.pot
|
57 |
+
|
58 |
+
# Django stuff:
|
59 |
+
*.log
|
60 |
+
local_settings.py
|
61 |
+
db.sqlite3
|
62 |
+
db.sqlite3-journal
|
63 |
+
|
64 |
+
# Flask stuff:
|
65 |
+
instance/
|
66 |
+
.webassets-cache
|
67 |
+
|
68 |
+
# Scrapy stuff:
|
69 |
+
.scrapy
|
70 |
+
|
71 |
+
# Sphinx documentation
|
72 |
+
docs/_build/
|
73 |
+
|
74 |
+
# PyBuilder
|
75 |
+
.pybuilder/
|
76 |
+
target/
|
77 |
+
|
78 |
+
# Jupyter Notebook
|
79 |
+
.ipynb_checkpoints
|
80 |
+
|
81 |
+
# IPython
|
82 |
+
profile_default/
|
83 |
+
ipython_config.py
|
84 |
+
|
85 |
+
# pyenv
|
86 |
+
# For a library or package, you might want to ignore these files since the code is
|
87 |
+
# intended to run in multiple environments; otherwise, check them in:
|
88 |
+
# .python-version
|
89 |
+
|
90 |
+
# pipenv
|
91 |
+
# According to pypa/pipenv#598, it is recommended to include Pipfile.lock in version control.
|
92 |
+
# However, in case of collaboration, if having platform-specific dependencies or dependencies
|
93 |
+
# having no cross-platform support, pipenv may install dependencies that don't work, or not
|
94 |
+
# install all needed dependencies.
|
95 |
+
#Pipfile.lock
|
96 |
+
|
97 |
+
# poetry
|
98 |
+
# Similar to Pipfile.lock, it is generally recommended to include poetry.lock in version control.
|
99 |
+
# This is especially recommended for binary packages to ensure reproducibility, and is more
|
100 |
+
# commonly ignored for libraries.
|
101 |
+
# https://python-poetry.org/docs/basic-usage/#commit-your-poetrylock-file-to-version-control
|
102 |
+
#poetry.lock
|
103 |
+
|
104 |
+
# pdm
|
105 |
+
# Similar to Pipfile.lock, it is generally recommended to include pdm.lock in version control.
|
106 |
+
#pdm.lock
|
107 |
+
# pdm stores project-wide configurations in .pdm.toml, but it is recommended to not include it
|
108 |
+
# in version control.
|
109 |
+
# https://pdm.fming.dev/#use-with-ide
|
110 |
+
.pdm.toml
|
111 |
+
|
112 |
+
# PEP 582; used by e.g. github.com/David-OConnor/pyflow and github.com/pdm-project/pdm
|
113 |
+
__pypackages__/
|
114 |
+
|
115 |
+
# Celery stuff
|
116 |
+
celerybeat-schedule
|
117 |
+
celerybeat.pid
|
118 |
+
|
119 |
+
# SageMath parsed files
|
120 |
+
*.sage.py
|
121 |
+
|
122 |
+
# Environments
|
123 |
+
.env
|
124 |
+
.venv
|
125 |
+
env/
|
126 |
+
venv/
|
127 |
+
ENV/
|
128 |
+
env.bak/
|
129 |
+
venv.bak/
|
130 |
+
|
131 |
+
# Spyder project settings
|
132 |
+
.spyderproject
|
133 |
+
.spyproject
|
134 |
+
|
135 |
+
# Rope project settings
|
136 |
+
.ropeproject
|
137 |
+
|
138 |
+
# mkdocs documentation
|
139 |
+
/site
|
140 |
+
|
141 |
+
# mypy
|
142 |
+
.mypy_cache/
|
143 |
+
.dmypy.json
|
144 |
+
dmypy.json
|
145 |
+
|
146 |
+
# Pyre type checker
|
147 |
+
.pyre/
|
148 |
+
|
149 |
+
# pytype static type analyzer
|
150 |
+
.pytype/
|
151 |
+
|
152 |
+
# Cython debug symbols
|
153 |
+
cython_debug/
|
154 |
+
|
155 |
+
# PyCharm
|
156 |
+
# JetBrains specific template is maintained in a separate JetBrains.gitignore that can
|
157 |
+
# be found at https://github.com/github/gitignore/blob/main/Global/JetBrains.gitignore
|
158 |
+
# and can be added to the global gitignore or merged into this file. For a more nuclear
|
159 |
+
# option (not recommended) you can uncomment the following to ignore the entire idea folder.
|
160 |
+
#.idea/
|
Dockerfile
ADDED
@@ -0,0 +1,21 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1 |
+
FROM python:3.9
|
2 |
+
|
3 |
+
RUN apt-get update && apt-get install -y \
|
4 |
+
libgl1-mesa-glx \
|
5 |
+
&& rm -rf /var/lib/apt/lists/*
|
6 |
+
|
7 |
+
WORKDIR /code
|
8 |
+
|
9 |
+
COPY ./requirements.txt /code/requirements.txt
|
10 |
+
|
11 |
+
RUN pip install --upgrade pip
|
12 |
+
|
13 |
+
RUN pip install --no-cache-dir --upgrade -r /code/requirements.txt
|
14 |
+
|
15 |
+
COPY . .
|
16 |
+
|
17 |
+
RUN chown -R 1000:1000 /code
|
18 |
+
|
19 |
+
USER 1000
|
20 |
+
|
21 |
+
CMD ["uvicorn", "main:app", "--host", "0.0.0.0", "--port", "7860"]
|
README copy.md
ADDED
@@ -0,0 +1,10 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1 |
+
---
|
2 |
+
title: Data Api
|
3 |
+
emoji: ⚡
|
4 |
+
colorFrom: red
|
5 |
+
colorTo: blue
|
6 |
+
sdk: docker
|
7 |
+
pinned: false
|
8 |
+
---
|
9 |
+
|
10 |
+
Check out the configuration reference at https://huggingface.co/docs/hub/spaces-config-reference
|
main.py
ADDED
@@ -0,0 +1,22 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1 |
+
from fastapi import FastAPI
|
2 |
+
from starlette.middleware.cors import CORSMiddleware
|
3 |
+
from routes.data import router as DataRouter
|
4 |
+
|
5 |
+
app = FastAPI(title="Stock data API", docs_url="/docs", version="0.1.0")
|
6 |
+
|
7 |
+
|
8 |
+
app.include_router(DataRouter, tags=["Data"], prefix="/data")
|
9 |
+
|
10 |
+
|
11 |
+
@app.get("/", tags=["Root"])
|
12 |
+
async def read_root():
|
13 |
+
return {"message": "Stock Data API v1"}
|
14 |
+
|
15 |
+
|
16 |
+
app.add_middleware(
|
17 |
+
CORSMiddleware,
|
18 |
+
allow_origins=["*"],
|
19 |
+
allow_credentials=True,
|
20 |
+
allow_methods=["POST", "PUT", "DELETE", "OPTION", "GET"],
|
21 |
+
allow_headers=["*"],
|
22 |
+
)
|
models/__init__.py
ADDED
File without changes
|
models/ichimoku.py
ADDED
@@ -0,0 +1,13 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1 |
+
from pydantic import BaseModel, root_validator
|
2 |
+
|
3 |
+
|
4 |
+
class IchimokuPayload(BaseModel):
|
5 |
+
symbol: str
|
6 |
+
count_back: int = 365
|
7 |
+
type: str = "stock"
|
8 |
+
|
9 |
+
@root_validator
|
10 |
+
def validate_dates(cls, values):
|
11 |
+
if values['type'] not in ["index", "stock"]:
|
12 |
+
raise ValueError('type should be index or stock')
|
13 |
+
return values
|
models/price.py
ADDED
@@ -0,0 +1,13 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1 |
+
from pydantic import BaseModel, root_validator
|
2 |
+
|
3 |
+
|
4 |
+
class PricePayload(BaseModel):
|
5 |
+
symbol: str
|
6 |
+
count_back: int = 365
|
7 |
+
type: str = "stock"
|
8 |
+
|
9 |
+
@root_validator
|
10 |
+
def validate_dates(cls, values):
|
11 |
+
if values['type'] not in ["index", "stock"]:
|
12 |
+
raise ValueError('type should be index or stock')
|
13 |
+
return values
|
models/rsi.py
ADDED
@@ -0,0 +1,9 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1 |
+
from pydantic import BaseModel
|
2 |
+
|
3 |
+
|
4 |
+
class RSIPayload(BaseModel):
|
5 |
+
symbol: str
|
6 |
+
range_selector: str = "1y"
|
7 |
+
periods: int = 14
|
8 |
+
smooth_k: int = 3
|
9 |
+
smooth_d: int = 3
|
requirements.txt
ADDED
@@ -0,0 +1,8 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1 |
+
fastapi
|
2 |
+
uvicorn
|
3 |
+
pydantic
|
4 |
+
requests
|
5 |
+
pandas
|
6 |
+
numpy
|
7 |
+
pymongo
|
8 |
+
vnstock
|
routes/__init__.py
ADDED
File without changes
|
routes/data.py
ADDED
@@ -0,0 +1,50 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1 |
+
from services.indicator import Indicator
|
2 |
+
from models.ichimoku import IchimokuPayload
|
3 |
+
from models.rsi import RSIPayload
|
4 |
+
from models.price import PricePayload
|
5 |
+
from fastapi import status, APIRouter
|
6 |
+
from typing import Sequence
|
7 |
+
import json
|
8 |
+
|
9 |
+
router = APIRouter()
|
10 |
+
|
11 |
+
|
12 |
+
@router.post(
|
13 |
+
"/get_price",
|
14 |
+
name="Get price",
|
15 |
+
status_code=status.HTTP_200_OK
|
16 |
+
)
|
17 |
+
async def get_price_data(payload: PricePayload) -> Sequence[dict]:
|
18 |
+
price_df = Indicator.get_price(payload.symbol,
|
19 |
+
payload.count_back,
|
20 |
+
payload.type)
|
21 |
+
return json.loads(price_df.to_json(orient="records"))
|
22 |
+
|
23 |
+
|
24 |
+
@router.post(
|
25 |
+
"/get_rsi",
|
26 |
+
name="Get data of RSI",
|
27 |
+
status_code=status.HTTP_200_OK
|
28 |
+
)
|
29 |
+
async def get_rsi_data(payload: RSIPayload) -> Sequence[dict]:
|
30 |
+
rsi_df = Indicator.get_rsi(
|
31 |
+
payload.symbol,
|
32 |
+
payload.range_selector,
|
33 |
+
payload.periods,
|
34 |
+
payload.smooth_k,
|
35 |
+
payload.smooth_d
|
36 |
+
)
|
37 |
+
return json.loads(rsi_df.to_json(orient="records"))
|
38 |
+
|
39 |
+
|
40 |
+
@router.post(
|
41 |
+
"/get_ichimoku",
|
42 |
+
name="Get data of Ichimoku cloud",
|
43 |
+
status_code=status.HTTP_200_OK
|
44 |
+
)
|
45 |
+
async def get_ichimoku_data(payload: IchimokuPayload) -> Sequence[dict]:
|
46 |
+
price_df = Indicator.get_price(payload.symbol,
|
47 |
+
payload.count_back,
|
48 |
+
payload.type)
|
49 |
+
ichimoku_df = Indicator.get_ichimoku_cloud(price_df)
|
50 |
+
return json.loads(ichimoku_df.to_json(orient="records"))
|
services/__init__.py
ADDED
File without changes
|
services/indicator.py
ADDED
@@ -0,0 +1,131 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1 |
+
import requests
|
2 |
+
import json
|
3 |
+
from datetime import datetime, timedelta
|
4 |
+
import pandas as pd
|
5 |
+
import numpy as np
|
6 |
+
from vnstock import longterm_ohlc_data
|
7 |
+
from .utils import Utility
|
8 |
+
|
9 |
+
PREFIX = "https://www.hsx.vn/Modules/Chart/StaticChart/"
|
10 |
+
TIME = {"1m": 2, "3m": 3, "6m": 4, "1y": 5, "2y": 6, "5y": 7}
|
11 |
+
INDICATORS = {
|
12 |
+
"EMA": "GetEmaChart",
|
13 |
+
"MACD": "GetMacdChart",
|
14 |
+
"RSI": "GetRsiChart",
|
15 |
+
"Momentum": "GetMomentumChart",
|
16 |
+
"Williams %R": "GetWilliamChart",
|
17 |
+
"BollingerBand": "GetBollingerBandChart",
|
18 |
+
}
|
19 |
+
|
20 |
+
|
21 |
+
class Indicator:
|
22 |
+
def __init__(self) -> None:
|
23 |
+
pass
|
24 |
+
|
25 |
+
@staticmethod
|
26 |
+
def get_price(symbol: str,
|
27 |
+
count_back: int = 365,
|
28 |
+
type: str = "stock",) -> pd.DataFrame:
|
29 |
+
resolution = "D"
|
30 |
+
end_date = datetime.now()
|
31 |
+
delta = timedelta(days=count_back)
|
32 |
+
start_date = end_date - delta
|
33 |
+
start_date = datetime.strftime(start_date, '%Y-%m-%d')
|
34 |
+
end_date = datetime.strftime(end_date, '%Y-%m-%d')
|
35 |
+
return longterm_ohlc_data(symbol, start_date, end_date,
|
36 |
+
resolution, type).reset_index()
|
37 |
+
|
38 |
+
@staticmethod
|
39 |
+
def get_rsi(
|
40 |
+
symbol: str,
|
41 |
+
range_selector: str = "1y",
|
42 |
+
periods: int = 14,
|
43 |
+
smooth_k: int = 3,
|
44 |
+
smooth_d: int = 3,
|
45 |
+
) -> pd.DataFrame:
|
46 |
+
range_selector = TIME[range_selector]
|
47 |
+
params = {
|
48 |
+
"stockSymbol": symbol,
|
49 |
+
"rangeSelector": range_selector,
|
50 |
+
"period": periods,
|
51 |
+
}
|
52 |
+
lst_param = []
|
53 |
+
for key, value in params.items():
|
54 |
+
lst_param.append(f"{key}={value}")
|
55 |
+
url = PREFIX + INDICATORS["RSI"] + "?" + "&".join(lst_param)
|
56 |
+
response = requests.get(url)
|
57 |
+
data = json.loads(response.text)
|
58 |
+
rsi_df = pd.DataFrame(data["SeriesColection"][0]["Points"])
|
59 |
+
rsi_df["time"] = \
|
60 |
+
rsi_df["Time"].apply(lambda x: Utility.ts_to_date(x/1000))
|
61 |
+
rsi_df["rsi"] = rsi_df["Value"].apply(lambda x: x[0])
|
62 |
+
rsi_df = rsi_df[["date", "rsi"]]
|
63 |
+
rsi_df["stoch_rsi"] = Indicator.stoch_rsi(rsi_df["rsi"], periods)
|
64 |
+
rsi_df["stoch_rsi_smooth_k"] = \
|
65 |
+
Indicator.stoch_rsi_smooth_k(rsi_df["stoch_rsi"], smooth_k)
|
66 |
+
rsi_df["stoch_rsi_smooth_d"] = Indicator.stoch_rsi_smooth_d(
|
67 |
+
rsi_df["stoch_rsi_smooth_k"], smooth_d
|
68 |
+
)
|
69 |
+
return rsi_df
|
70 |
+
|
71 |
+
@staticmethod
|
72 |
+
def stoch_rsi(rsi: pd.Series, periods: int = 14) -> pd.Series:
|
73 |
+
ma, mi = (
|
74 |
+
rsi.rolling(window=periods).max(),
|
75 |
+
rsi.rolling(window=periods).min(),
|
76 |
+
)
|
77 |
+
return (rsi - mi) * 100 / (ma - mi)
|
78 |
+
|
79 |
+
@staticmethod
|
80 |
+
def stoch_rsi_smooth_k(stoch_rsi: pd.Series, k: int) -> pd.Series:
|
81 |
+
return stoch_rsi.rolling(window=k).mean()
|
82 |
+
|
83 |
+
@staticmethod
|
84 |
+
def stoch_rsi_smooth_d(stoch_rsi_k: pd.Series, d: int) -> pd.Series:
|
85 |
+
return stoch_rsi_k.rolling(window=d).mean()
|
86 |
+
|
87 |
+
@staticmethod
|
88 |
+
def get_ichimoku_cloud(
|
89 |
+
df: pd.DataFrame,
|
90 |
+
conversion_period=9,
|
91 |
+
base_period=26,
|
92 |
+
span_b_period=52,
|
93 |
+
displacement=26,
|
94 |
+
) -> pd.DataFrame:
|
95 |
+
space_displacement = np.full(displacement, np.nan)
|
96 |
+
tenkan_sen = (
|
97 |
+
df["high"].rolling(window=conversion_period).max()
|
98 |
+
+ df["low"].rolling(window=conversion_period).min()
|
99 |
+
) / 2
|
100 |
+
kijun_sen = (
|
101 |
+
df["high"].rolling(window=base_period).max()
|
102 |
+
+ df["low"].rolling(window=base_period).min()
|
103 |
+
) / 2
|
104 |
+
senkou_span_a = (tenkan_sen + kijun_sen) / 2
|
105 |
+
senkou_span_b = (
|
106 |
+
df["high"].rolling(window=span_b_period).max()
|
107 |
+
+ df["low"].rolling(window=span_b_period).min()
|
108 |
+
) / 2
|
109 |
+
chikou_span = df["close"].shift(-displacement)
|
110 |
+
|
111 |
+
date_displacement = np.array(
|
112 |
+
list(map(str, np.arange(1, displacement+1))))
|
113 |
+
time = np.concatenate((df["time"], date_displacement))
|
114 |
+
tenkan_sen = np.concatenate((tenkan_sen, space_displacement))
|
115 |
+
kijun_sen = np.concatenate((kijun_sen, space_displacement))
|
116 |
+
senkou_span_a = np.concatenate((space_displacement, senkou_span_a))
|
117 |
+
senkou_span_b = np.concatenate((space_displacement, senkou_span_b))
|
118 |
+
chikou_span = np.concatenate((chikou_span, space_displacement))
|
119 |
+
|
120 |
+
data_dict = {
|
121 |
+
"time": time,
|
122 |
+
"tenkan_sen": tenkan_sen,
|
123 |
+
"kijun_sen": kijun_sen,
|
124 |
+
"senkou_span_a": senkou_span_a,
|
125 |
+
"senkou_span_b": senkou_span_b,
|
126 |
+
"chikou_span": chikou_span,
|
127 |
+
"tenkan_kijun": tenkan_sen - kijun_sen,
|
128 |
+
"kumo_cloud": senkou_span_a - senkou_span_b,
|
129 |
+
"signal": senkou_span_a > senkou_span_b,
|
130 |
+
}
|
131 |
+
return pd.DataFrame(data_dict)
|
services/utils.py
ADDED
@@ -0,0 +1,14 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1 |
+
from datetime import datetime
|
2 |
+
from utils.config import DATE_FORMAT
|
3 |
+
|
4 |
+
|
5 |
+
class Utility:
|
6 |
+
def __init__(self) -> None: pass
|
7 |
+
|
8 |
+
@staticmethod
|
9 |
+
def ts_to_date(ts, format=DATE_FORMAT) -> str:
|
10 |
+
return datetime.fromtimestamp(ts).strftime(format)
|
11 |
+
|
12 |
+
@staticmethod
|
13 |
+
def date_to_ts(date, format=DATE_FORMAT) -> int:
|
14 |
+
return int(datetime.timestamp(datetime.strptime(date, format)))
|
utils/__init__.py
ADDED
File without changes
|
utils/backup.py
ADDED
@@ -0,0 +1,11 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1 |
+
from pymongo.mongo_client import MongoClient
|
2 |
+
from pymongo.server_api import ServerApi
|
3 |
+
uri = "mongodb+srv://dacap3h:vMRoeFxX7Jjn2O5m@backup-data.m6pxu2j.mongodb.net/"
|
4 |
+
# Create a new client and connect to the server
|
5 |
+
client = MongoClient(uri, server_api=ServerApi('1'))
|
6 |
+
# Send a ping to confirm a successful connection
|
7 |
+
try:
|
8 |
+
client.admin.command('ping')
|
9 |
+
print("Pinged your deployment. You successfully connected to MongoDB!")
|
10 |
+
except Exception as e:
|
11 |
+
print(e)
|
utils/config.py
ADDED
@@ -0,0 +1,12 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1 |
+
DATE_FORMAT = "%Y-%m-%d"
|
2 |
+
tcbs_headers = {
|
3 |
+
'sec-ch-ua': '"Google Chrome";v="119", "Chromium";v="119", "Not?A_Brand";v="24"',
|
4 |
+
'DNT': '1',
|
5 |
+
'Accept-language': 'vi',
|
6 |
+
'sec-ch-ua-mobile': '?0',
|
7 |
+
'User-Agent': 'Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/119.0.0.0 Safari/537.36',
|
8 |
+
'Content-Type': 'application/json',
|
9 |
+
'Accept': 'application/json',
|
10 |
+
'Referer': 'https://tcinvest.tcbs.com.vn/',
|
11 |
+
'sec-ch-ua-platform': '"Windows"'
|
12 |
+
}
|