mirror of
https://github.com/farcasclaudiu/TradingAgents.git
synced 2026-06-29 03:01:24 +03:00
Switch default data vendor
🤖 Generated with [Claude Code](https://claude.com/claude-code) Co-Authored-By: Claude <noreply@anthropic.com>
This commit is contained in:
@@ -0,0 +1,184 @@
|
||||
from typing import Annotated
|
||||
from datetime import datetime
|
||||
from dateutil.relativedelta import relativedelta
|
||||
import yfinance as yf
|
||||
import os
|
||||
from .stockstats_utils import StockstatsUtils
|
||||
|
||||
def get_YFin_data_online(
|
||||
symbol: Annotated[str, "ticker symbol of the company"],
|
||||
start_date: Annotated[str, "Start date in yyyy-mm-dd format"],
|
||||
end_date: Annotated[str, "End date in yyyy-mm-dd format"],
|
||||
):
|
||||
|
||||
datetime.strptime(start_date, "%Y-%m-%d")
|
||||
datetime.strptime(end_date, "%Y-%m-%d")
|
||||
|
||||
# Create ticker object
|
||||
ticker = yf.Ticker(symbol.upper())
|
||||
|
||||
# Fetch historical data for the specified date range
|
||||
data = ticker.history(start=start_date, end=end_date)
|
||||
|
||||
# Check if data is empty
|
||||
if data.empty:
|
||||
return (
|
||||
f"No data found for symbol '{symbol}' between {start_date} and {end_date}"
|
||||
)
|
||||
|
||||
# Remove timezone info from index for cleaner output
|
||||
if data.index.tz is not None:
|
||||
data.index = data.index.tz_localize(None)
|
||||
|
||||
# Round numerical values to 2 decimal places for cleaner display
|
||||
numeric_columns = ["Open", "High", "Low", "Close", "Adj Close"]
|
||||
for col in numeric_columns:
|
||||
if col in data.columns:
|
||||
data[col] = data[col].round(2)
|
||||
|
||||
# Convert DataFrame to CSV string
|
||||
csv_string = data.to_csv()
|
||||
|
||||
# Add header information
|
||||
header = f"# Stock data for {symbol.upper()} from {start_date} to {end_date}\n"
|
||||
header += f"# Total records: {len(data)}\n"
|
||||
header += f"# Data retrieved on: {datetime.now().strftime('%Y-%m-%d %H:%M:%S')}\n\n"
|
||||
|
||||
return header + csv_string
|
||||
|
||||
def get_stock_stats_indicators_window(
|
||||
symbol: Annotated[str, "ticker symbol of the company"],
|
||||
indicator: Annotated[str, "technical indicator to get the analysis and report of"],
|
||||
curr_date: Annotated[
|
||||
str, "The current trading date you are trading on, YYYY-mm-dd"
|
||||
],
|
||||
look_back_days: Annotated[int, "how many days to look back"],
|
||||
) -> str:
|
||||
|
||||
best_ind_params = {
|
||||
# Moving Averages
|
||||
"close_50_sma": (
|
||||
"50 SMA: A medium-term trend indicator. "
|
||||
"Usage: Identify trend direction and serve as dynamic support/resistance. "
|
||||
"Tips: It lags price; combine with faster indicators for timely signals."
|
||||
),
|
||||
"close_200_sma": (
|
||||
"200 SMA: A long-term trend benchmark. "
|
||||
"Usage: Confirm overall market trend and identify golden/death cross setups. "
|
||||
"Tips: It reacts slowly; best for strategic trend confirmation rather than frequent trading entries."
|
||||
),
|
||||
"close_10_ema": (
|
||||
"10 EMA: A responsive short-term average. "
|
||||
"Usage: Capture quick shifts in momentum and potential entry points. "
|
||||
"Tips: Prone to noise in choppy markets; use alongside longer averages for filtering false signals."
|
||||
),
|
||||
# MACD Related
|
||||
"macd": (
|
||||
"MACD: Computes momentum via differences of EMAs. "
|
||||
"Usage: Look for crossovers and divergence as signals of trend changes. "
|
||||
"Tips: Confirm with other indicators in low-volatility or sideways markets."
|
||||
),
|
||||
"macds": (
|
||||
"MACD Signal: An EMA smoothing of the MACD line. "
|
||||
"Usage: Use crossovers with the MACD line to trigger trades. "
|
||||
"Tips: Should be part of a broader strategy to avoid false positives."
|
||||
),
|
||||
"macdh": (
|
||||
"MACD Histogram: Shows the gap between the MACD line and its signal. "
|
||||
"Usage: Visualize momentum strength and spot divergence early. "
|
||||
"Tips: Can be volatile; complement with additional filters in fast-moving markets."
|
||||
),
|
||||
# Momentum Indicators
|
||||
"rsi": (
|
||||
"RSI: Measures momentum to flag overbought/oversold conditions. "
|
||||
"Usage: Apply 70/30 thresholds and watch for divergence to signal reversals. "
|
||||
"Tips: In strong trends, RSI may remain extreme; always cross-check with trend analysis."
|
||||
),
|
||||
# Volatility Indicators
|
||||
"boll": (
|
||||
"Bollinger Middle: A 20 SMA serving as the basis for Bollinger Bands. "
|
||||
"Usage: Acts as a dynamic benchmark for price movement. "
|
||||
"Tips: Combine with the upper and lower bands to effectively spot breakouts or reversals."
|
||||
),
|
||||
"boll_ub": (
|
||||
"Bollinger Upper Band: Typically 2 standard deviations above the middle line. "
|
||||
"Usage: Signals potential overbought conditions and breakout zones. "
|
||||
"Tips: Confirm signals with other tools; prices may ride the band in strong trends."
|
||||
),
|
||||
"boll_lb": (
|
||||
"Bollinger Lower Band: Typically 2 standard deviations below the middle line. "
|
||||
"Usage: Indicates potential oversold conditions. "
|
||||
"Tips: Use additional analysis to avoid false reversal signals."
|
||||
),
|
||||
"atr": (
|
||||
"ATR: Averages true range to measure volatility. "
|
||||
"Usage: Set stop-loss levels and adjust position sizes based on current market volatility. "
|
||||
"Tips: It's a reactive measure, so use it as part of a broader risk management strategy."
|
||||
),
|
||||
# Volume-Based Indicators
|
||||
"vwma": (
|
||||
"VWMA: A moving average weighted by volume. "
|
||||
"Usage: Confirm trends by integrating price action with volume data. "
|
||||
"Tips: Watch for skewed results from volume spikes; use in combination with other volume analyses."
|
||||
),
|
||||
"mfi": (
|
||||
"MFI: The Money Flow Index is a momentum indicator that uses both price and volume to measure buying and selling pressure. "
|
||||
"Usage: Identify overbought (>80) or oversold (<20) conditions and confirm the strength of trends or reversals. "
|
||||
"Tips: Use alongside RSI or MACD to confirm signals; divergence between price and MFI can indicate potential reversals."
|
||||
),
|
||||
}
|
||||
|
||||
if indicator not in best_ind_params:
|
||||
raise ValueError(
|
||||
f"Indicator {indicator} is not supported. Please choose from: {list(best_ind_params.keys())}"
|
||||
)
|
||||
|
||||
end_date = curr_date
|
||||
curr_date_dt = datetime.strptime(curr_date, "%Y-%m-%d")
|
||||
before = curr_date_dt - relativedelta(days=look_back_days)
|
||||
|
||||
# online gathering only
|
||||
ind_string = ""
|
||||
while curr_date_dt >= before:
|
||||
indicator_value = get_stockstats_indicator(
|
||||
symbol, indicator, curr_date_dt.strftime("%Y-%m-%d")
|
||||
)
|
||||
|
||||
ind_string += f"{curr_date_dt.strftime('%Y-%m-%d')}: {indicator_value}\n"
|
||||
|
||||
curr_date_dt = curr_date_dt - relativedelta(days=1)
|
||||
|
||||
result_str = (
|
||||
f"## {indicator} values from {before.strftime('%Y-%m-%d')} to {end_date}:\n\n"
|
||||
+ ind_string
|
||||
+ "\n\n"
|
||||
+ best_ind_params.get(indicator, "No description available.")
|
||||
)
|
||||
|
||||
return result_str
|
||||
|
||||
|
||||
def get_stockstats_indicator(
|
||||
symbol: Annotated[str, "ticker symbol of the company"],
|
||||
indicator: Annotated[str, "technical indicator to get the analysis and report of"],
|
||||
curr_date: Annotated[
|
||||
str, "The current trading date you are trading on, YYYY-mm-dd"
|
||||
],
|
||||
) -> str:
|
||||
|
||||
curr_date_dt = datetime.strptime(curr_date, "%Y-%m-%d")
|
||||
curr_date = curr_date_dt.strftime("%Y-%m-%d")
|
||||
|
||||
try:
|
||||
indicator_value = StockstatsUtils.get_stock_stats(
|
||||
symbol,
|
||||
indicator,
|
||||
curr_date,
|
||||
)
|
||||
except Exception as e:
|
||||
print(
|
||||
f"Error getting stockstats indicator data for indicator {indicator} on {curr_date}: {e}"
|
||||
)
|
||||
return ""
|
||||
|
||||
return str(indicator_value)
|
||||
Reference in New Issue
Block a user