analysis_ta_math_transform.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 Transform Functions ######
    #########################################
    
    #ACOS - Vector Trigonometric ACos
    acos = ta.ACOS(close)

    #ASIN - Vector Trigonometric ASin
    asin = ta.ASIN(close)

    #ATAN - Vector Trigonometric ATan
    atan = ta.ATAN(close)

    #CEIL - Vector Ceil
    ceil = ta.CEIL(close)

    #COS - Vector Trigonometric Cos
    cos = ta.COS(close)

    #COSH - Vector Trigonometric Cosh
    cosh = ta.COSH(close)

    #EXP - Vector Arithmetic Exp
    exp = ta.EXP(close)

    #FLOOR - Vector Floor
    floor = ta.FLOOR(close)

    #LN - Vector Log Natural
    ln = ta.LN(close)

    #LOG10 - Vector Log10
    log10 = ta.LOG10(close)

    #SIN - Vector Trigonometric Sin
    sin = ta.SIN(close)

    #SINH - Vector Trigonometric Sinh
    sinh = ta.SINH(close)

    #SQRT - Vector Square Root
    sqrt = ta.SQRT(close)

    #TAN - Vector Trigonometric Tan
    tan = ta.TAN(close)

    #TANH - Vector Trigonometric Tanh
    tanh = ta.TANH(close)


    df_save = pd.DataFrame(data ={
        'date': np.array(df['date']),
        'acos':acos,
        'asin':asin,
        'atan':atan,
        'ceil':ceil,
        'cos':cos,
        'cosh':cosh,
        'exp':exp,
        'floor':floor,
        'ln':ln,
        'log10':log10,
        'sin':sin,
        'sinh':sinh,
        'sqrt':sqrt,
        'tan':tan,
        'tanh':tanh

    })

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

if __name__ == '__main__':
    main()