/NSEStockScanner

Primary LanguagePython

NSEStockScanner

  • NSEStockScanner is a python script made to analyse NSE tickers on a technical basis currently.
  • FundamentalAnalysis module and AIPrediction module will be added on a later stage.

Setup

  • Install required modules using pip install -r requirements.txt
  • Use DataFetcher class from DataFetcher.py to fetch data.

Fetching Data

  • DataFetcher.py can be used for fetching data from the NSE website and storing it into StockData directory
  • The fetched data is cleaned by DataLoader when loaded
  • It contains the following columns for each ticker.
    • [open,high,low,prevclose,ltp,close,vwap,52wh ,52wl,volume,value,nooftrades]
  • The data is indexed by the date. All the above columns can be used directly in the signal configurations in place of the fields.

Running Analysis

  • After following the above steps, create a new config file or use the pre-existing one stored in configs directory.
  • Edit the analysis.py file as per your use.

Making your own Config

  • Config directory has various scripts containing description of the indicator and the technical indications to be used. The general format along with fields is described below
  • Generally, one can store 2 different sections for each configuration - DataConfig and TickerConfig

DataConfig

  • It contains information about the indicators to be added in the dataframe before analysis
  • It requires a field tag containing a valid data columns described above.
  • It supports following 5 indicators currently
    • EMA : Exponential Moving Average
      • Input: List of periods. Ex: EMA: [13, 52]
      • It can be accessed as EMA13 or EMA52
    • SMA : Simple Moving Average
      • Input: List of periods. Ex: SMA: [200]
      • It can be accessed as SMA200
    • RSI : Relative Strength Index
      • Input: RSI Period. Ex: RSI: 14
      • It can be accessed as RSI
    • BB : Bollinger Bands
      • Input: Dictionary with ma field representing Moving Average time and stddev field representing StdDeviation period
      • It can be accessed as BBUpper, BBMedian, BBLower, BBNeck%
    • StochRSI : Stochastic RSI
      • Input: Boolean
      • It can be accessed as StochRSI
    • MACD : Moving Average Convergence Divergence
      • Input: dict with fast, slow and signal period
      • It can be accessed as macd, macd_histogram, macd_signal
    • OBV: On Balance Volume
      • Input: Boolean
      • It can be accessed as obv
    • EWO: Elliot Wave Oscillator
      • Input: Boolean
      • It can be accessed as ewo

TickerConfig

  • It contains description of the signals for analysis.
  • It requires name and requiredDataLength field. requiredDataLength represents the minimum required data for analysis
  • cutoff field is auto evaluated based on the score provided in the confirmations, indicators and conditions. It can also be passed manually. Only symbols with Severity above cutoff will be present in the final recommendation.
  • The configuration is divided into 3 sections
    • conditions : Represents signals that must be valid before analysis
    • indicators : Represents signals that indicate bullish movements. Atleast one indicator needs to be true for the ticker to pop up in final recommendation
    • confirmations: Represents signals that acts as a confimation.
  • Each signal is passed as a dictionary or a list of dictionary. Each dictionary must contain the following fields. List of dictionary will be anded while evaluation
    • type : Type of signal out of the below available types
    • color : Color indicates sentiment for the signal ranging from -3 to +3, where +3 = GREEN and -3 = RED. 0 = Information (Neutral)
    • score : Score represents importance of this indicator, higher the importance more it contributes to the final Severity of the symbol.
  • Currently, following signals types are supported along with their required parameters,
    • comparePlus: Signals true if field1 is higher than field2 in the last candle
      • Required fields - field1:(str | num) and field2:(str | num)
    • compareMinus: Signals true if field1 is lower than field2 in the last candle
      • Required fields - field1:(str | num) and field2:(str | num)
    • rangePlus: Signals true if field1 >= field2 for the given period
      • Required fields - field1:(str | num), field2:(str | num) and period:int
    • rangeMinus: Signals true if field1 <= field2 for the given period
      • Required fields - field1:(str | num):, field2:(str | num) and period:int
    • lastCrossOver: Signals true if field1 crossed field2 in the given period
      • Required fields - field1:str, field2:str and period:int
    • rising: Signals true if field is not decreasing for the given period
      • Required fields - field:str and period:int
    • falling: Signals true if field is not increasing for the given period
      • Required fields - field:str and period:int
    • crossedFromAbove: Signals true if field1 crossed field2 from above in the given period.
      • Required fields - field1:(str | num), field2:(str | num) and period:int
    • crossedFromBelow: Signals true if field1 crossed field2 from below in the given period.
      • Required fields - field1:(str | num), field2:(str | num) and period:int
    • bullishDivergence: Signals true if field1 and field2 had bullish divergence in the given period.
      • Required fields - field1:str, field2:str and period:int
    • bearishDivergence: Signals true if field1 and field2 had bearish divergence in the given period.
      • Required fields - field1:str, field2:str and period:int

Contributing

  • Please contact rudrad200@gmail.com before starting.
  • The main aim of this project is to create customizable and fast scripts to print and analyse various tickers.
  • Other ideas are always welcome.