/portfolio_analysis

A loose collection of scripts for technical investing/trading with focus on data scraping, back testing & results generation.

Primary LanguageJupyter NotebookGNU General Public License v2.0GPL-2.0

portfolio_analysis

Some useful collection of scripts for asset price analysis and scraping them freely from various sources on the web.
A backtesting framework based on backtrader is also currently implemented and hooked on to some of those scripts for automated backtesting and filtering for techincal investing.

LICENSE

This work is made available under the terms of Gnu General Public License v2 (Please check LICENSE file for details)

Dependencies

  • python3-distutils
  • python3-pandas
  • python3-openpyxl
  • python3-easygui
  • python3-backtrader
  • python3-matplotlib
  • python3-pil
  • python3-pdf2image
  • python3-numpy
  • python3-pyfolio
  • python3-scipy
  • python3-contextlib2
  • python3-colorama
  • python3-bs4
  • python3-url_normalize
  • python3-sklearn
  • python3-urllib3
  • pythom3-mpl_finance
  • python3-plotly
  • python3-tabulate
  • python3-selenium
  • python3-selenium_wire
  • python3-requests
  • python3-pyvirtualdisplay

Scripts

  • eq_scan_on_investing_dot_com.py - Generates an investing.com compatible database of assets with bhavcopy data pulled from BSE and NSE and pulling information for each of them from investing.com.
  • scrape_public_token_from_zerodha_kite.py - Scrape public token id from zerodha for your account. Authorization has to provided in form of 'LOGIN,PASSWORD,PIN'.
  • gen_csvs_technical_kite.py - Pull asset data from zerodha kite platform. This requires the "public token id" mentioned in previous paragraph.
  • gen_csvs_technical.py - Pull asset data from investing.com (freely available in chart form). No username or password required.
  • get_option_historical_nse.py - Pull option chain data for a particular month (only current, next and next to next month supported) for a particular stock or index from NSE
  • get_option_historical_nse.py - Pull historical option data for a particular stock or index for current, next or next to next month.