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camphong24032002
commited on
Commit
·
e96d69f
1
Parent(s):
cc8a14b
Convert date to estimated date
Browse files- services/indicator.py +59 -55
- services/utils.py +16 -3
services/indicator.py
CHANGED
@@ -5,6 +5,7 @@ import numpy as np
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from vnstock import longterm_ohlc_data, stock_historical_data, price_board
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from pymongo import MongoClient, ASCENDING, DESCENDING
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from utils.config import DATE_FORMAT
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import os
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# from dotenv import load_dotenv
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# load_dotenv()
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@@ -27,7 +28,7 @@ class Indicator:
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@staticmethod
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def get_price(symbol: str,
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count_back: int =
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symbol_type: str = "stock",) -> pd.DataFrame:
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resolution = "D"
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end_date = datetime.now()
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@@ -51,58 +52,61 @@ class Indicator:
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smooth_k: int = 3,
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smooth_d: int = 3,
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) -> pd.DataFrame:
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symbol = symbol.upper()
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uri = os.environ.get("MONGODB_URI")
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client = MongoClient(uri)
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database = client.get_database("data")
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collection = database.get_collection("rsi")
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datetime_now = datetime.utcnow()
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hour = datetime_now.hour
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weekday = datetime_now.weekday()
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error = False
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if weekday < 5 and hour >= 12: # Check if data is updated
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newest_record = collection.find_one(sort=[("_id", DESCENDING)])
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delta = timedelta(days=20)
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start_date = datetime_now - delta
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start_date = start_date.strftime(DATE_FORMAT)
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end_date = datetime_now.strftime(DATE_FORMAT)
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tmp_df = stock_historical_data("MBB", start_date, end_date)
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last_date = str(tmp_df["time"].iloc[-1])
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if newest_record["time"] != last_date:
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try:
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lst_symbols = list(newest_record.keys())[2:]
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record = {}
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record["time"] = last_date
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for s in lst_symbols:
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url = PREFIX + INDICATORS["RSI"] + f"?stockSymbol={s}&rangeSelector=2&periods={periods}"
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data = requests.get(url).json()
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lst_rsi = data["SeriesColection"][0]["Points"]
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record[s] = lst_rsi[-1]["Value"][0]
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collection.find_one_and_delete({}, sort=[("_id", ASCENDING)])
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collection.insert_one(record)
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print("Updated data")
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except Exception:
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error = True
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try:
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@staticmethod
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def stoch_rsi(rsi: pd.Series, periods: int = 14) -> pd.Series:
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@@ -144,9 +148,9 @@ class Indicator:
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) / 2
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chikou_span = df["close"].shift(-displacement)
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time = np.concatenate((df["time"],
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tenkan_sen = np.concatenate((tenkan_sen, space_displacement))
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kijun_sen = np.concatenate((kijun_sen, space_displacement))
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senkou_span_a = np.concatenate((space_displacement, senkou_span_a))
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from vnstock import longterm_ohlc_data, stock_historical_data, price_board
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from pymongo import MongoClient, ASCENDING, DESCENDING
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from utils.config import DATE_FORMAT
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from .utils import Utility
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import os
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# from dotenv import load_dotenv
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# load_dotenv()
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@staticmethod
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def get_price(symbol: str,
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count_back: int = 200,
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symbol_type: str = "stock",) -> pd.DataFrame:
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resolution = "D"
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end_date = datetime.now()
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smooth_k: int = 3,
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smooth_d: int = 3,
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) -> pd.DataFrame:
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try:
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symbol = symbol.upper()
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uri = os.environ.get("MONGODB_URI")
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client = MongoClient(uri)
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database = client.get_database("data")
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collection = database.get_collection("rsi")
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datetime_now = datetime.utcnow()
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hour = datetime_now.hour
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weekday = datetime_now.weekday()
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error = False
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if weekday < 5 and hour >= 12: # Check if data is updated
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newest_record = collection.find_one(sort=[("_id", DESCENDING)])
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delta = timedelta(days=20)
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start_date = datetime_now - delta
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start_date = start_date.strftime(DATE_FORMAT)
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end_date = datetime_now.strftime(DATE_FORMAT)
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tmp_df = stock_historical_data(symbol, start_date, end_date)
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last_date = str(tmp_df["time"].iloc[-1])
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if newest_record["time"] != last_date:
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try:
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lst_symbols = list(newest_record.keys())[2:]
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record = {}
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record["time"] = last_date
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for s in lst_symbols:
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url = PREFIX + INDICATORS["RSI"] + f"?stockSymbol={s}&rangeSelector=2&periods={periods}"
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data = requests.get(url).json()
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lst_rsi = data["SeriesColection"][0]["Points"]
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record[s] = lst_rsi[-1]["Value"][0]
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collection.find_one_and_delete({}, sort=[("_id", ASCENDING)])
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collection.insert_one(record)
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print("Updated data")
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except Exception:
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error = True
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try:
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records = list(collection.find())
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except Exception as e:
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print(f"Error: {e}")
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print("load successfully")
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record_df = pd.DataFrame(records).drop(columns=["_id"])
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record_df = \
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record_df[["time", symbol]].rename(columns={symbol: "rsi"})
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if error:
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new_df = price_board(symbol)
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value = [last_date, new_df["RSI"][0]]
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record_df.loc[len(record_df)] = value
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record_df["stoch_rsi"] = \
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Indicator.stoch_rsi(record_df["rsi"], periods)
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record_df["stoch_rsi_smooth_k"] = \
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Indicator.stoch_rsi_smooth_k(record_df["stoch_rsi"], smooth_k)
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record_df["stoch_rsi_smooth_d"] = Indicator.stoch_rsi_smooth_d(
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record_df["stoch_rsi_smooth_k"], smooth_d
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)
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return record_df
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except Exception:
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return None
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@staticmethod
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def stoch_rsi(rsi: pd.Series, periods: int = 14) -> pd.Series:
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) / 2
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chikou_span = df["close"].shift(-displacement)
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last_date = datetime.strptime(df["time"].iloc[-1], DATE_FORMAT)
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lst_date = Utility.generate_dates(last_date, displacement)
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time = np.concatenate((df["time"], lst_date))
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tenkan_sen = np.concatenate((tenkan_sen, space_displacement))
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kijun_sen = np.concatenate((kijun_sen, space_displacement))
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senkou_span_a = np.concatenate((space_displacement, senkou_span_a))
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services/utils.py
CHANGED
@@ -1,4 +1,4 @@
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from datetime import datetime
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from utils.config import DATE_FORMAT
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@@ -6,9 +6,22 @@ class Utility:
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def __init__(self) -> None: pass
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@staticmethod
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def ts_to_date(ts, format=DATE_FORMAT) -> str:
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return datetime.fromtimestamp(ts).strftime(format)
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@staticmethod
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def date_to_ts(date, format=DATE_FORMAT) -> int:
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return int(datetime.timestamp(datetime.strptime(date, format)))
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from datetime import datetime, timedelta
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from utils.config import DATE_FORMAT
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def __init__(self) -> None: pass
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@staticmethod
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def ts_to_date(ts: int, format=DATE_FORMAT) -> str:
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return datetime.fromtimestamp(ts).strftime(format)
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@staticmethod
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def date_to_ts(date: str, format=DATE_FORMAT) -> int:
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return int(datetime.timestamp(datetime.strptime(date, format)))
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@staticmethod
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def generate_dates(start_date: datetime.date,
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num_days: int,
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format=DATE_FORMAT):
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lst_date = []
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current_date = start_date
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for i in range(num_days):
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current_date += timedelta(days=1)
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while current_date.weekday() >= 5:
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current_date += timedelta(days=1)
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lst_date.append(current_date.strftime(format))
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return lst_date
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