analysis_ta_math_operator.py

import numpy as np
import pandas as pd
import talib as ta
from talib import MA_Type
import os
import configparser 

parser = configparser.ConfigParser()
parser.read('config.ini')

current_dir = os.path.dirname(os.path.realpath(__file__))

stock_symbol = parser.get('analysis','stock_symbol')
base_dir = parser.get('directory','base_dir')
in_dir = parser.get('directory','company_stock_marketprice_baseprice_prefilter')
out_dir = parser.get('directory','company_stock_marketprice_processed')

def main():
    # read csv file and transform it to datafeed (df):
    df = pd.read_csv(current_dir+"/"+base_dir+"/"+in_dir+"/"+in_dir+'_'+stock_symbol+'.csv')

    # set numpy datafeed from df:
    df_numpy = {
        'date': np.array(df['date']),
        'open': np.array(df['open'], dtype='float'),
        'high': np.array(df['high'], dtype='float'),
        'low': np.array(df['low'], dtype='float'),
        'close': np.array(df['close'], dtype='float'),
        'volume': np.array(df['volume'], dtype='float')
        }

    date = df_numpy['date']
    openp = df_numpy['open']
    high = df_numpy['high']
    low = df_numpy['low']
    close = df_numpy['close']
    volume = df_numpy['volume']



    #########################################
    #####  Math Operator Functions ######
    #########################################
    


    #ADD - Vector Arithmetic Add
    add = ta.ADD(high, low)

    #DIV - Vector Arithmetic Div
    div = ta.DIV(high, low)

    #MAX - Highest value over a specified period
    maxv = ta.MAX(close, timeperiod=30)

    #MAXINDEX - Index of highest value over a specified period
    maxindex = ta.MAXINDEX(close, timeperiod=30)

    #MIN - Lowest value over a specified period
    minv = ta.MIN(close, timeperiod=30)

    #MININDEX - Index of lowest value over a specified period
    minindex = ta.MININDEX(close, timeperiod=30)

    #MINMAX - Lowest and highest values over a specified period
    minsp, maxsp = ta.MINMAX(close, timeperiod=30)

    #MINMAXINDEX - Indexes of lowest and highest values over a specified period
    minidx, maxidx = ta.MINMAXINDEX(close, timeperiod=30)

    #MULT - Vector Arithmetic Mult
    mult = ta.MULT(high, low)

    #SUB - Vector Arithmetic Substraction
    sub = ta.SUB(high, low)

    #SUM - Summation
    sum = ta.SUM(close, timeperiod=30)



    df_save = pd.DataFrame(data ={
        'date': np.array(df['date']),
        'add': add,
        'div':div,
        'max':maxv,
        'maxindex':maxindex,
        'min':minv,
        'minindex' : minindex,
        'min_spec_period':minsp,
        'max_spec_period':maxsp,
        'minidx':minidx,
        'maxidx':maxidx,
        'mult':mult,
        'sub':sub,
        'sum':sum
    })

    df_save.to_csv(current_dir+"/"+base_dir+"/"+out_dir+'/'+stock_symbol+"/"+out_dir+'_ta_math_operator_'+stock_symbol+'.csv',index=False)

if __name__ == '__main__':
    main()