import datetime as dt import logging import matplotlib.pyplot as plt import matplotlib.dates as mdates from matplotlib.axes import Axes import os import pandas as pd from ta.volume import volume_weighted_average_price from ta.momentum import RSIIndicator, StochasticOscillator from ta.trend import MACD import yfinance as yf class TechnicalAnalysis(): def __init__( self, ticker:str, fetchperiodinweeks:int=12, plot_ta:bool=True, savefig:bool=False, debug=False): # input arguments """ Initialize TechnicalAnalysis object. Args: ticker : str stock ticker to analyze fetchperiodinweeks : int, optional, default: 8 number of weeks to fetch historical data from YahooFinance plot_ta : bool, optional, default: True whether to generate plots of technical analysis metrics. Plot will be created under plots/{ticker}.png debug : bool, optional, default: False whether run in debug mode, so that logging should be produced at debug level """ # set up logging if debug: self.logger_level = logging.DEBUG else: self.logger_level = logging.INFO self.logger = logging.getLogger(__name__) logging.basicConfig(level=self.logger_level) # filename='TechnicalAnalysis.log', # input arguments self.ticker = ticker self.fetchperiodinweeks = fetchperiodinweeks self.plot_ta = plot_ta self.savefig = savefig # done initializing self.logger.info(f'Initialized TechnicalAnalysis object for ticker: {ticker}') def run( self ) -> None: """ Main entry point for the TechnicalAnalysis object. This method: - fetches historical data from YahooFinance, - computes the technical analysis metrics - plots the price and TA metrics. """ # fetch data from yf self.df = self.fetch_data() # add the features based on technical analysis if self.df.shape[0] > 0: self.df = self.tech_analysis() # plot the results if self.plot_ta: os.makedirs('plots', exist_ok=True) fig = self.plot_stock_metrics( self.df, datasets={ 'Volume': ['Volume'], 'Prices': ['Close', 'VWAP'], # 'High','Low', 'Indices': ['RSI', 'StochOsc'], 'Trend': ['MACD', 'MACDsig', 'MACDdif']}, savefig=self.savefig ) else: fig = None else: if self.plot_ta: fig = self.get_fetcherror_fig(message='failed fetching data') else: fig = None return self.df, fig def fetch_data( self ) -> pd.DataFrame: """ Fetches historical stock price data from Yahoo Finance. This method downloads historical stock price data for the specified ticker over a given period of weeks. The data is fetched on a daily interval and stored in a pandas DataFrame. If the download is successful, redundant ticker columns are removed, and logging information is recorded. In case of failure, an empty DataFrame is returned and an exception is raised. Returns: pd.DataFrame A DataFrame containing the historical stock price data with columns for open, high, low, close, volume, and adjusted close prices. Raises: Exception If the data fetching fails, an exception is raised with an error message. """ period_start = dt.datetime.now() - dt.timedelta(weeks=self.fetchperiodinweeks) self.logger.info(f'Fetching price data for {self.ticker}') try: df = yf.download( self.ticker, start=period_start, end=dt.datetime.now(), interval='1d' ) except Exception as e: self.logger.error(f'{e}') # create empty df df = pd.DataFrame() if df.shape[0] > 0: # get rid of the redundant ticker column df.columns = df.columns.droplevel('Ticker') self.logger.debug(df.head(10)) self.logger.info(f'Fetched {df.shape[0]} rows for {self.ticker}') return df def tech_analysis( self ) -> pd.DataFrame: """ Calculates technical analysis indicators for the fetched stock price data. This method takes the fetched stock price data and calculates several technical analysis indicators. The following indicators are calculated: - Additional Price Indicators: - Volume-Weighted Average Price (VWAP) - Momentum Indicators: - Relative Strength Index (RSI) - Stochastic Oscillator - Trend Indicators: - Moving Average Convergence Divergence (MACD) The calculated indicators are added to the DataFrame as new columns. Returns: pd.DataFrame The DataFrame with the calculated technical analysis indicators. """ df = self.df # Price Indicators # Volume-Weighted Average Price (VWAP) # https://chartschool.stockcharts.com/table-of-contents/technical-indicators-and-overlays/technical-overlays/volume-weighted-average-price-vwap df['VWAP'] = volume_weighted_average_price( high=df['High'], low=df['Low'], close=df['Close'], volume=df['Volume'], ) # Indices # RSI: # https://www.investopedia.com/terms/r/rsi.asp df['RSI'] = RSIIndicator( df['Close'], window=14).rsi() # Stochastic Oscillator: # https://chartschool.stockcharts.com/table-of-contents/technical-indicators-and-overlays/technical-indicators/stochastic-oscillator-fast-slow-and-full df['StochOsc'] = StochasticOscillator( df['High'], df['Low'], df['Close'], window=14).stoch() # Trend signals # Moving Average Convergence Divergence (MACD): # https://chartschool.stockcharts.com/table-of-contents/technical-indicators-and-overlays/technical-indicators/macd-moving-average-convergence-divergence-oscillator macd = MACD( df['Close'], window_slow=26, window_fast=12, window_sign=9) df['MACD'] = macd.macd() df['MACDsig'] = macd.macd_signal() df['MACDdif'] = macd.macd_diff() return df def plot_stock_metrics( self, df, datasets={ 'Volume': ['Volume'], 'Price': ['Close'] # 'High','Low' }, savefig=False ) -> None: """ Plots the given stock metrics datasets as subplots. This method takes in a DataFrame and a dictionary of datasets, where each key is a dataset name and the value is a list of column names. The method creates a figure with subplots for each dataset and plots the corresponding columns of the DataFrame. The figure is then saved to a file in the 'plots' directory in png format with the ticker symbol as the filename. Args: df (pd.DataFrame) The DataFrame to plot datasets (dict) A dictionary of datasets, where each key is a dataset name and the value is a list of column names to be plotted savefig (bool) Whether to save the figure to a file """ numax = len(datasets) fig, axes = plt.subplots( nrows=numax, ncols=1, figsize=(10, 5*numax)) for i, ax in enumerate(axes.flat): dataset = list(datasets.keys())[i] colstoplot = datasets[dataset] self.plot_stock_metrics_ax( ax, dataset, df, colstoplot) plt.tight_layout() if savefig: rootdir = os.path.dirname(os.path.dirname(__file__)) fname = os.path.join(rootdir, 'plots', f'{self.ticker}.png') plt.savefig(fname) self.logger.info(f'Saved figure into: {fname}') plt.close() fig = None return fig def plot_stock_metrics_ax( self, ax:Axes, dataset:str, df:pd.DataFrame, colstoplot:list) -> None: """ Plots specified stock metrics on the provided Axes object. This function takes in an Axes object and plots the specified columns from the DataFrame `df` on it. It formats the x-axis with major ticks set to every Monday and minor ticks set to every day. The plot includes a title, x and y labels, and optionally a legend if more than one column is plotted. Additional shaded regions are added for certain datasets. Args: ax (matplotlib.axes.Axes): The flattened axes to plot on. dataset (str): The name of the dataset, used for the title and y-label. df (pd.DataFrame): The DataFrame containing the data to plot. colstoplot (list): A list of column names to plot from the DataFrame. Note: - If `dataset` is 'Index' or 'Indices', the y-axis is limited to [0, 100] and a shaded region between y=30 and y=70 is added. - If `dataset` is 'Price' or 'Prices', a shaded region between 'Low' and 'High' columns is added. """ print(f'plotting {colstoplot} in {dataset}') colorcycle = ['black', 'blue', 'red', 'green', 'orange'] for i, col in enumerate(colstoplot): ax.plot( df.index, df[col], color=colorcycle[i], label=col, linewidth=2) # Format major ticks with year # Set major ticks (every Monday with labels) ax.xaxis.set_major_locator(mdates.WeekdayLocator(byweekday=mdates.MO)) ax.xaxis.set_major_formatter(mdates.DateFormatter('%b %d')) # Set minor ticks (every day, but without labels) ax.xaxis.set_minor_locator(mdates.DayLocator()) ax.set_title(dataset) # ax.set_xlabel('Date') ax.set_ylabel(dataset) if len(colstoplot) > 1: ax.legend() if dataset in ['Index', 'Indices']: ax.set_ylim([0, 100]) # Add a transparent shaded region between y=30 and y=70 ax.fill_between(df.index, 30, 70, color='gray', alpha=0.3) if dataset in ['Price', 'Prices']: # Add a transparent shaded region between y=30 and y=70 ax.fill_between(df.index, df['Low'], df['High'], color='gray', alpha=0.3) ax.grid(True, linestyle='--', alpha=0.7) def get_fetcherror_fig( self, message ) -> plt.Figure: """ Fetches images/plot_error.png, annotates it and returns it as a matplotlib.pyplot.Figure object Args: message (str): message to be annotated on the displayed image Returns: plt.Figure: figure object containing the annotated image """ fig, ax = plt.subplots( figsize=(5, 5) ) # Load and display the image parentdir = os.path.dirname(os.path.dirname(__file__)) fname = os.path.join(parentdir, 'images', 'plot_error.png') img = plt.imread(fname) ax.imshow(img) # Remove axes ticks and labels # ax.set_xticks([]) # ax.set_yticks([]) ax.axis('off') # removes both ticks and axes lines completely ax.text(0.5, 0.05, message, fontsize=20, ha='center', va='center', transform=ax.transAxes) return fig if __name__ == '__main__': ticker = 'GOOG' df, fig = TechnicalAnalysis(ticker, plot_ta=True, savefig=True, debug=False).run() print(f'columns: {df.columns}')