nseta 0.5.56

nseta：书呆子脸：

Python库到

• 获取关于NSE India website即股票实时报价、历史数据、实时指数的公开可用数据。在
• 绘制各种技术指标
• 基于烛台图的模式识别与拟合
• 回溯测试交易策略
• 使用定制策略进行预测

所需的库

• 美丽之旅4
• 请求
• numpy公司
• 熊猫
• 点击
• 六
• lxml公司
• 斯芬克斯
• 皮斯坦
• 预言家
• 快速定量

对于Windows系统，您可以安装Anaconda，这将涵盖许多依赖项（但是您还需要安装requests和beautifulsoup）

安装

python setup.py clean build install 或 pip install nseta

使用

直接在熊猫数据框中获取股票和NSE指数的价格历史-

#Usage Commands$nsetacliUsage:nsetacli[OPTIONS]COMMAND[ARGS]...Options:--debug/--no-debug--debugtoturndebuggingon.Defaultisoff--helpShowthismessageandexit.Commands:create-cdl-modelCreatecandlestickmodel.Plotuncoveredpatternsforecast-strategyForecast&measureperformanceofatradingmodelhistoryGetpricehistoryofasecurityforgivendateslive-quoteGetlivepricequoteofasecuritype-historyGetPEhistoryofasecurityforgivendatesplot-taPlotvarioustechnicalanalysisindicatorstest-trading-strategyMeasuretheperformanceofyourtradingstrategyExample:nseta--debugcreate-cdl-model-S-s2020-07-30-e2020-11-20--stepsnseta--debugforecast-strategy-Sbandhanbnk-s2020-07-30-e2020-11-20--strategyrsinseta--debughistory-Sbandhanbnk-s2020-07-30-e2020-11-20nseta--debuglive-quote-Sbandhanbnknseta--debugpe-history-Sbandhanbnk-s2019-07-30-e2020-11-20nseta--debugplot-ta-Sbandhanbnk-s2020-07-30-e2020-11-20nseta--debugtest-trading-strategy-Sbandhanbnk-s2020-07-30-e2020-11-20--strategyrsi

示例命令

• 测试你的交易策略（例如，使用RSI作为技术指标）

^{pr2}$

• 检查历史数据并导出到csv文件

$ nsetacli history -S bandhanbnk -s 2019-01-01 -e 2020-09-30
       Symbol Series        Date  Prev Close    Open   High     Low    Last   Close    VWAP   Volume      Turnover  Trades  Deliverable Volume  %Deliverable
0  BANDHANBNK     EQ  2019-01-01      550.15  552.50  560.0  544.10  558.00  556.70  552.21   589317  3.254256e+13   16658              175430        0.2977
1  BANDHANBNK     EQ  2019-01-02      556.70  553.00  563.7  549.60  551.40  552.15  556.91   834846  4.649319e+13   32119              250782        0.3004
2  BANDHANBNK     EQ  2019-01-03      552.15  551.00  554.0  530.00  532.05  533.80  540.61   620161  3.352631e+13   18616              282037        0.4548
3  BANDHANBNK     EQ  2019-01-04      533.80  534.25  541.7  527.05  528.05  528.90  533.42   579027  3.088645e+13   22405              186702        0.3224
4  BANDHANBNK     EQ  2019-01-07      528.90  540.00  542.0  495.55  495.55  498.05  509.49  2684675  1.367813e+14   76816             1160901        0.4324
Saved to: bandhanbnk.csv

• 使用模式识别创建烛台模型

$ nsetacli create-cdl-model -S bandhanbnk -s 2019-01-01 -e 2020-09-30 --steps
                Symbol Series  Prev Close    Open   High  ...  CDLUNIQUE3RIVER  CDLUPSIDEGAP2CROWS  CDLXSIDEGAP3METHODS  candlestick_pattern  candlestick_match_count
Date                                                      ...                                                                                                        
2019-01-01  BANDHANBNK     EQ      550.15  552.50  560.0  ...                0                   0                    0           CDLHARAMI_Bull                      0.0
2019-01-02  BANDHANBNK     EQ      556.70  553.00  563.7  ...                0                   0                    0           CDLHARAMI_Bull                      0.0
2019-01-03  BANDHANBNK     EQ      552.15  551.00  554.0  ...                0                   0                    0           CDLMATCHINGLOW_Bull                      0.0
2019-01-04  BANDHANBNK     EQ      533.80  534.25  541.7  ...                0                   0                    0           CDLBELTHOLD_Bull                      0.0
2019-01-07  BANDHANBNK     EQ      528.90  540.00  542.0  ...                0                   0                    0           CDLTHRUSTING_Bear                      0.0

[5 rows x 72 columns]
Model saved to: bandhanbnk.csv
Candlestick pattern model plot saved to: bandhanbnk_candles.html

• 用技术指标创建各种分析图

$ nsetacli plot-ta -S bandhanbnk -s 2019-01-01 -e 2020-09-30

• 创建预测策略并进行验证

$ nsetacli forecast-strategy -S bandhanbnk -s 2019-01-01 -e 2020-09-30 --upper 1.5 --lower 1.5
Initial log joint probability = -6.20343
    Iter      log prob        ||dx||      ||grad||       alpha      alpha0  # evals  Notes 
      99       930.108     0.0162936       321.927           1           1      117   
    Iter      log prob        ||dx||      ||grad||       alpha      alpha0  # evals  Notes 
     199       959.793     0.0202279       367.334          10           1      235   
    Iter      log prob        ||dx||      ||grad||       alpha      alpha0  # evals  Notes 
     201       959.932   0.000323678       119.582    8.93e-07       0.001      274  LS failed, Hessian reset 
     299       966.946    0.00436297       112.347      0.8895      0.8895      391   
    Iter      log prob        ||dx||      ||grad||       alpha      alpha0  # evals  Notes 
     313       969.159   0.000423916       207.361   9.919e-07       0.001      450  LS failed, Hessian reset 
     399       974.294   0.000208377        85.133      0.5089      0.5089      552   
    Iter      log prob        ||dx||      ||grad||       alpha      alpha0  # evals  Notes 
     487       980.981   0.000350673         190.2   2.604e-06       0.001      700  LS failed, Hessian reset 
     499       981.522   0.000224398       86.8409      0.8047      0.8047      713   
    Iter      log prob        ||dx||      ||grad||       alpha      alpha0  # evals  Notes 
     595       982.077    0.00011557       96.0631   1.437e-06       0.001      871  LS failed, Hessian reset 
     599       982.082   4.96415e-05       69.7541      0.5502           1      876   
    Iter      log prob        ||dx||      ||grad||       alpha      alpha0  # evals  Notes 
     643       982.086   5.63279e-06       71.6814   6.367e-08       0.001      975  LS failed, Hessian reset 
     663       982.086   7.38231e-09       89.4916     0.07783     0.07783     1004   
Optimization terminated normally: 
  Convergence detected: absolute parameter change was below tolerance
Starting Portfolio Value: 100000.00
===Global level arguments===
init_cash : 100000
buy_prop : 1
sell_prop : 1
commission : 0.0075
===Strategy level arguments===
Upper limit:  1.5
Lower limit:  -1.5
2019-01-02, BUY CREATE, 552.15
2019-01-02, Cash: 100000.0
2019-01-02, Price: 552.15
2019-01-02, Buy prop size: 179
2019-01-02, Afforded size: 179
2019-01-02, Final size: 179
2019-01-03, BUY EXECUTED, Price: 552.15, Cost: 98834.85, Comm: 741.26, Size: 179.00
2019-01-11, SELL CREATE, 443.20
2019-01-14, SELL EXECUTED, Price: 443.20, Cost: 98834.85, Comm: 595.00, Size: -179.00
2019-01-14, OPERATION PROFIT, GROSS: -19502.05, NET: -20838.31
2019-02-06, BUY CREATE, 440.40
2019-02-06, Cash: 79161.692625
2019-02-06, Price: 440.4
2019-02-06, Buy prop size: 178
2019-02-06, Afforded size: 178
2019-02-06, Final size: 178
2019-02-07, BUY EXECUTED, Price: 440.40, Cost: 78391.20, Comm: 587.93, Size: 178.00
2019-03-01, SELL CREATE, 486.50
2019-03-05, SELL EXECUTED, Price: 486.50, Cost: 78391.20, Comm: 649.48, Size: -178.00
2019-03-05, OPERATION PROFIT, GROSS: 8205.80, NET: 6968.39
2019-04-05, BUY CREATE, 548.15
2019-04-05, Cash: 86130.08112500001
2019-04-05, Price: 548.15
2019-04-05, Buy prop size: 155
2019-04-05, Afforded size: 155
2019-04-05, Final size: 155
2019-04-08, BUY EXECUTED, Price: 548.15, Cost: 84963.25, Comm: 637.22, Size: 155.00
2019-07-12, SELL CREATE, 549.40
2019-07-15, SELL EXECUTED, Price: 549.40, Cost: 84963.25, Comm: 638.68, Size: -155.00
2019-07-15, OPERATION PROFIT, GROSS: 193.75, NET: -1082.15
2019-10-01, BUY CREATE, 470.35
2019-10-01, Cash: 85047.92925
2019-10-01, Price: 470.35
2019-10-01, Buy prop size: 179
2019-10-01, Afforded size: 179
2019-10-01, Final size: 179
2019-10-03, BUY EXECUTED, Price: 470.35, Cost: 84192.65, Comm: 631.44, Size: 179.00
2019-10-25, SELL CREATE, 592.15
2019-10-27, SELL EXECUTED, Price: 592.15, Cost: 84192.65, Comm: 794.96, Size: -179.00
2019-10-27, OPERATION PROFIT, GROSS: 21802.20, NET: 20375.79
2020-01-31, BUY CREATE, 450.35
2020-01-31, Cash: 105423.723
2020-01-31, Price: 450.35
2020-01-31, Buy prop size: 232
2020-01-31, Afforded size: 232
2020-01-31, Final size: 232
2020-02-01, BUY EXECUTED, Price: 450.35, Cost: 104481.20, Comm: 783.61, Size: 232.00
2020-02-01, SELL CREATE, 438.00
2020-02-03, SELL EXECUTED, Price: 438.00, Cost: 104481.20, Comm: 762.12, Size: -232.00
2020-02-03, OPERATION PROFIT, GROSS: -2865.20, NET: -4410.93
2020-04-01, BUY CREATE, 194.90
2020-04-01, Cash: 101012.794
2020-04-01, Price: 194.9
2020-04-01, Buy prop size: 513
2020-04-01, Afforded size: 513
2020-04-01, Final size: 513
2020-04-03, BUY EXECUTED, Price: 194.90, Cost: 99983.70, Comm: 749.88, Size: 513.00
2020-04-03, SELL CREATE, 167.25
2020-04-07, SELL EXECUTED, Price: 167.25, Cost: 99983.70, Comm: 643.49, Size: -513.00
2020-04-07, OPERATION PROFIT, GROSS: -14184.45, NET: -15577.82
2020-04-08, BUY CREATE, 193.75
2020-04-08, Cash: 85434.971875
2020-04-08, Price: 193.75
2020-04-08, Buy prop size: 437
2020-04-08, Afforded size: 437
2020-04-08, Final size: 437
2020-04-09, BUY EXECUTED, Price: 193.75, Cost: 84668.75, Comm: 635.02, Size: 437.00
2020-05-08, SELL CREATE, 239.85
2020-05-11, SELL EXECUTED, Price: 239.85, Cost: 84668.75, Comm: 786.11, Size: -437.00
2020-05-11, OPERATION PROFIT, GROSS: 20145.70, NET: 18724.58
2020-05-13, BUY CREATE, 252.20
2020-05-13, Cash: 104159.547875
2020-05-13, Price: 252.2
2020-05-13, Buy prop size: 409
2020-05-13, Afforded size: 409
2020-05-13, Final size: 409
2020-05-14, BUY EXECUTED, Price: 252.20, Cost: 103149.80, Comm: 773.62, Size: 409.00
2020-05-20, BUY CREATE, 222.10
2020-05-20, Cash: 236.12437500001556
2020-05-20, Price: 222.1
2020-05-20, Buy prop size: 1
2020-05-20, Afforded size: 1
2020-05-20, Final size: 1
2020-05-21, BUY EXECUTED, Price: 222.10, Cost: 222.10, Comm: 1.67, Size: 1.00
2020-07-10, SELL CREATE, 370.10
2020-07-13, SELL EXECUTED, Price: 370.10, Cost: 103371.90, Comm: 1138.06, Size: -410.00
2020-07-13, OPERATION PROFIT, GROSS: 48369.10, NET: 46455.75
2020-08-26, BUY CREATE, 298.05
2020-08-26, Cash: 150615.30112500003
2020-08-26, Price: 298.05
2020-08-26, Buy prop size: 501
2020-08-26, Afforded size: 501
2020-08-26, Final size: 501
2020-08-27, BUY EXECUTED, Price: 298.05, Cost: 149323.05, Comm: 1119.92, Size: 501.00
Final Portfolio Value: 137220.87825000004
Final PnL: 37220.88
==================================================
Number of strat runs: 1
Number of strats per run: 1
Strat names: ['custom']
**************************************************
--------------------------------------------------
{'init_cash': 100000, 'buy_prop': 1, 'sell_prop': 1, 'commission': 0.0075, 'execution_type': 'close', 'channel': None, 'symbol': None, 'upper_limit': 1.5, 'lower_limit': -1.5, 'custom_column': 'custom'}
OrderedDict([('rtot', 0.3164216915602497), ('ravg', 0.0007307660313169739), ('rnorm', 0.2021997935449528), ('rnorm100', 20.21997935449528)])
OrderedDict([('sharperatio', 1.3576522240477626)])
Time used (seconds): 0.1845560073852539
Optimal parameters: {'init_cash': 100000, 'buy_prop': 1, 'sell_prop': 1, 'commission': 0.0075, 'execution_type': 'close', 'channel': None, 'symbol': None, 'upper_limit': 1.5, 'lower_limit': -1.5, 'custom_column': 'custom'}
Optimal metrics: {'rtot': 0.3164216915602497, 'ravg': 0.0007307660313169739, 'rnorm': 0.2021997935449528, 'rnorm100': 20.21997935449528, 'sharperatio': 1.3576522240477626, 'pnl': 37220.88, 'final_value': 137220.87825000004}
   init_cash   final_value       pnl
0     100000  137220.87825  37220.88

• 获取证券的实时报价

$ nsetacli live-quote -S bandhanbnk
As of 06-OCT-2020 10:16:17

                     Last Trade Price Price Change    Open    High     Low Close Prev Close 52 wk High 52 wk Low
Name                                                                                                            
Bandhan Bank Limited           302.90         3.61  295.00  304.50  294.55  0.00     292.35     650.00    152.20


                Total Traded Volume Total Traded Value
Quantity Traded                                       
29,70,467                 42,65,994          12,771.53


             Bid Price Offer Quantity Offer Price
Bid Quantity                                     
2,981           302.80            472      302.90
200             302.70          1,739      302.95
391             302.65         13,936      303.00
4,368           302.60          3,471      303.05
5,469           302.55            767      303.10

提交补丁

如果您已修复问题或添加了新功能，请分叉此存储库，进行更改并提交请求。Here's good article on how to do this.

许可证

MIT License

灵感（非常感谢！）在

• nsepy
• fastquant
• fbprophet
• nsetools
• ta-lib
• medium

标签：

• 项目

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