analysis_ta_pattern_recognition_loop.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__))

base_dir = parser.get('directory','base_dir')
in_dir = parser.get('directory','company_datalist_prefilter')
in_dir1 = parser.get('directory','company_stock_marketprice_baseprice_prefilter')
out_dir = parser.get('directory','company_stock_marketprice_processed')

comp_datalist = pd.read_csv(current_dir+"/"+base_dir+"/"+in_dir+"/"+in_dir+"_combined.csv")

for i in range(0,comp_datalist['stock_symbol'].count()):
    try:

        # read csv file and transform it to datafeed (df):
        df = pd.read_csv(current_dir+"/"+base_dir+"/"+in_dir1+"/"+in_dir1+'_'+comp_datalist['stock_symbol'][i]+'.csv')

        print("[Status]Processing TA Pattern Recogition for "+comp_datalist['stock_symbol'][i])

        # 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']



        #########################################
        ##### Pattern Recognition Functions #####
        #########################################




        #CDL2CROWS - Two Crows
        cdl2crows = ta.CDL2CROWS(openp, high, low, close)

        #CDL3BLACKCROWS - Three Black Crows
        cdl3blackcrows = ta.CDL3BLACKCROWS(openp, high, low, close)

        #CDL3INSIDE - Three Inside Up/Down
        cdl3inside = ta.CDL3INSIDE(openp, high, low, close)

        #CDL3LINESTRIKE - Three-Line Strike
        cdl3linestrike = ta.CDL3LINESTRIKE(openp, high, low, close)

        #CDL3OUTSIDE - Three Outside Up/Down
        cdl3outside = ta.CDL3OUTSIDE(openp, high, low, close)

        #CDL3STARSINSOUTH - Three Stars In The South
        cdl3starinsouth = ta.CDL3STARSINSOUTH(openp, high, low, close)

        #CDL3WHITESOLDIERS - Three Advancing White Soldiers
        cdl3whitesoldiers = ta.CDL3WHITESOLDIERS(openp, high, low, close)

        #CDLABANDONEDBABY - Abandoned Baby
        cdlabandonbaby = ta.CDLABANDONEDBABY(openp, high, low, close, penetration=0)

        #CDLADVANCEBLOCK - Advance Block
        cdladvanceblock = ta.CDLADVANCEBLOCK(openp, high, low, close)

        #CDLBELTHOLD - Belt-hold
        cdlbelthold = ta.CDLBELTHOLD(openp, high, low, close)

        #CDLBREAKAWAY - Breakaway
        cdlbreakway = ta.CDLBREAKAWAY(openp, high, low, close)

        #CDLCLOSINGMARUBOZU - Closing Marubozu
        cdlclosingmarubozu = ta.CDLCLOSINGMARUBOZU(openp, high, low, close)

        #CDLCONCEALBABYSWALL - Concealing Baby Swallow
        cdlconcealbabyswall = ta.CDLCONCEALBABYSWALL(openp, high, low, close)

        #CDLCOUNTERATTACK - Counterattack
        cdlcounterattack = ta.CDLCOUNTERATTACK(openp, high, low, close)

        #CDLDARKCLOUDCOVER - Dark Cloud Cover
        cdldarkcloudcover = ta.CDLDARKCLOUDCOVER(openp, high, low, close, penetration=0)

        #CDLDOJI - Doji
        cdldoji = ta.CDLDOJI(openp, high, low, close)

        #CDLDOJISTAR - Doji Star
        cdldojistar = ta.CDLDOJISTAR(openp, high, low, close)

        #CDLDRAGONFLYDOJI - Dragonfly Doji
        cdldragonflydoji = ta.CDLDRAGONFLYDOJI(openp, high, low, close)

        #CDLENGULFING - Engulfing Pattern
        cdlengulfing = ta.CDLENGULFING(openp, high, low, close)

        #CDLEVENINGDOJISTAR - Evening Doji Star
        cdeveningdojistar = ta.CDLEVENINGDOJISTAR(openp, high, low, close, penetration=0)

        #CDLEVENINGSTAR - Evening Star
        cdeveningstar = ta.CDLEVENINGSTAR(openp, high, low, close, penetration=0)

        #CDLGAPSIDESIDEWHITE - Up/Down-gap side-by-side white lines
        cdlgapsidesidewhite = ta.CDLGAPSIDESIDEWHITE(openp, high, low, close)

        #CDLGRAVESTONEDOJI - Gravestone Doji
        cdlgravestonedoji = ta.CDLGRAVESTONEDOJI(openp, high, low, close)

        #CDLHAMMER - Hammer
        cdlhammer = ta.CDLHAMMER(openp, high, low, close)

        #CDLHANGINGMAN - Hanging Man
        cdlhangman = ta.CDLHANGINGMAN(openp, high, low, close)

        #CDLHARAMI - Harami Pattern
        cdlharami = ta.CDLHARAMI(openp, high, low, close)

        #CDLHARAMICROSS - Harami Cross Pattern
        cdlharamicross = ta.CDLHARAMICROSS(openp, high, low, close)

        #CDLHIGHWAVE - High-Wave Candle
        cdlhighwave = ta.CDLHIGHWAVE(openp, high, low, close)

        #CDLHIKKAKE - Hikkake Pattern
        cdlhikakke = ta.CDLHIKKAKE(openp, high, low, close)

        #CDLHIKKAKEMOD - Modified Hikkake Pattern
        cdlhikkakemod = ta.CDLHIKKAKEMOD(openp, high, low, close)

        #CDLHOMINGPIGEON - Homing Pigeon
        cdlhomingpigeon = ta.CDLHOMINGPIGEON(openp, high, low, close)

        #CDLIDENTICAL3CROWS - Identical Three Crows
        cdlidentical3crows = ta.CDLIDENTICAL3CROWS(openp, high, low, close)

        #CDLINNECK - In-Neck Pattern
        cdlinneck = ta.CDLINNECK(openp, high, low, close)

        #CDLINVERTEDHAMMER - Inverted Hammer
        cdlinvertedhammer = ta.CDLINVERTEDHAMMER(openp, high, low, close)

        #CDLKICKING - Kicking
        cdkicking = ta.CDLKICKING(openp, high, low, close)

        #CDLKICKINGBYLENGTH - Kicking - bull/bear determined by the longer marubozu
        cdkickingbylength = ta.CDLKICKINGBYLENGTH(openp, high, low, close)

        #CDLLADDERBOTTOM - Ladder Bottom
        cdlladderbottom = ta.CDLLADDERBOTTOM(openp, high, low, close)

        #CDLLONGLEGGEDDOJI - Long Legged Doji
        cdllongleggeddoji = ta.CDLLONGLEGGEDDOJI(openp, high, low, close)

        #CDLLONGLINE - Long Line Candle
        cdllongline = ta.CDLLONGLINE(openp, high, low, close)

        #CDLMARUBOZU - Marubozu
        cdlmarubozu = ta.CDLMARUBOZU(openp, high, low, close)

        #CDLMATCHINGLOW - Matching Low
        cdlmatchinglow = ta.CDLMATCHINGLOW(openp, high, low, close)

        #CDLMATHOLD - Mat Hold
        cdlmathold = ta.CDLMATHOLD(openp, high, low, close, penetration=0)

        #CDLMORNINGDOJISTAR - Morning Doji Star
        cdlmorningdojistar = ta.CDLMORNINGDOJISTAR(openp, high, low, close, penetration=0)

        #CDLMORNINGSTAR - Morning Star
        cdlmorningstar = ta.CDLMORNINGSTAR(openp, high, low, close, penetration=0)

        #CDLONNECK - On-Neck Pattern
        cdlonneck = ta.CDLONNECK(openp, high, low, close)

        #CDLPIERCING - Piercing Pattern
        cdlpiercing = ta.CDLPIERCING(openp, high, low, close)

        #CDLRICKSHAWMAN - Rickshaw Man
        cdlrickshawman = ta.CDLRICKSHAWMAN(openp, high, low, close)

        #CDLRISEFALL3METHODS - Rising/Falling Three Methods
        cdlrisefall3methods = ta.CDLRISEFALL3METHODS(openp, high, low, close)

        #CDLSEPARATINGLINES - Separating Lines
        cdlseperatinglines = ta.CDLSEPARATINGLINES(openp, high, low, close)

        #CDLSHOOTINGSTAR - Shooting Star
        cdlshootingstar = ta.CDLSHOOTINGSTAR(openp, high, low, close)

        #CDLSHORTLINE - Short Line Candle
        cdlshortline = ta.CDLSHORTLINE(openp, high, low, close)

        #CDLSPINNINGTOP - Spinning Top
        cdlspinningtop = ta.CDLSPINNINGTOP(openp, high, low, close)

        #CDLSTALLEDPATTERN - Stalled Pattern
        cdlstalledpattern = ta.CDLSTALLEDPATTERN(openp, high, low, close)

        #CDLSTICKSANDWICH - Stick Sandwich
        cdlsticksandwich = ta.CDLSTICKSANDWICH(openp, high, low, close)

        #CDLTAKURI - Takuri (Dragonfly Doji with very long lower shadow)
        cdltakuri = ta.CDLTAKURI(openp, high, low, close)

        #CDLTASUKIGAP - Tasuki Gap
        cdltasukigap = ta.CDLTASUKIGAP(openp, high, low, close)

        #CDLTHRUSTING - Thrusting Pattern
        cdlthrusting = ta.CDLTHRUSTING(openp, high, low, close)

        #CDLTRISTAR - Tristar Pattern
        cdltristar = ta.CDLTRISTAR(openp, high, low, close)

        #CDLUNIQUE3RIVER - Unique 3 River
        cdlunique3river = ta.CDLUNIQUE3RIVER(openp, high, low, close)

        #CDLUPSIDEGAP2CROWS - Upside Gap Two Crows
        cdlupsidegap2crows = ta.CDLUPSIDEGAP2CROWS(openp, high, low, close)

        #CDLXSIDEGAP3METHODS - Upside/Downside Gap Three Methods
        cdlxsidegap3methods = ta.CDLXSIDEGAP3METHODS(openp, high, low, close)



        df_save = pd.DataFrame(data ={

            'date': np.array(df['date']),
            'cdl2crows':    cdl2crows, 
            'cdl3blackcrows': cdl3blackcrows, 
            'cdl3inside':cdl3inside,
            'cdl3linestrike':  cdl3linestrike, 
            'cdl3outside' :cdl3outside, 
            'cdl3starinsouth' :cdl3starinsouth,
            'cdl3whitesoldiers':cdl3whitesoldiers,
            'cdlabandonbaby' :cdlabandonbaby,
            'cdladvanceblock' : cdladvanceblock,
            'cdlbelthold': cdlbelthold,
            'cdlbreakway' : cdlbreakway, 
            'cdlclosingmarubozu' : cdlclosingmarubozu, 
            'cdlconcealbabyswall' :cdlconcealbabyswall,
            'cdlcounterattack' : cdlcounterattack,
            'cdldarkcloudcover' : cdldarkcloudcover,
            'cdldoji' : cdldoji,
            'cdldojistar' :cdldojistar, 
            'cdldragonflydoji' : cdldragonflydoji,
            'cdlengulfing' : cdlengulfing, 
            'cdeveningdojistar' : cdeveningdojistar,
            'cdeveningstar' : cdeveningstar, 
            'cdlgapsidesidewhite' : cdlgapsidesidewhite,
            'cdlgravestonedoji' : cdlgravestonedoji,
            'cdlhammer' :cdlhammer,
            'cdlhangman' : cdlhangman, 
            'cdlharami' :cdlharami, 
            'cdlharamicross' : cdlharamicross,
            'cdlhighwave' : cdlhighwave,
            'cdlhikakke' : cdlhikakke, 
            'cdlhikkakemod' : cdlhikkakemod, 
            'cdlhomingpigeon' : cdlhomingpigeon, 
            'cdlidentical3crows' : cdlidentical3crows,
            'cdlinneck' : cdlinneck, 
            'cdlinvertedhammer' :cdlinvertedhammer, 
            'cdkicking' : cdkicking, 
            'cdkickingbylength' : cdkickingbylength, 
            'cdlladderbottom' :cdlladderbottom, 
            'cdllongleggeddoji' : cdllongleggeddoji, 
            'cdllongline' : cdllongline, 
            'cdlmarubozu' : cdlmarubozu,
            'cdlmatchinglow' : cdlmatchinglow,
            'cdlmathold' : cdlmathold,
            'cdlmorningdojistar' : cdlmorningdojistar,
            'cdlmorningstar' : cdlmorningstar, 
            'cdlonneck' : cdlonneck,
            'cdlpiercing' : cdlpiercing,
            'cdlrickshawman' : cdlrickshawman,
            'cdlrisefall3methods' : cdlrisefall3methods, 
            'cdlseperatinglines' : cdlseperatinglines,
            'cdlshootingstar' : cdlshootingstar, 
            'cdlshortline' : cdlshortline, 
            'cdlspinningtop' : cdlspinningtop, 
            'cdlstalledpattern' : cdlstalledpattern, 
            'cdlsticksandwich' : cdlsticksandwich, 
            'cdltakuri' : cdltakuri, 
            'cdltasukigap' : cdltasukigap, 
            'cdlthrusting' : cdlthrusting,
            'cdltristar' : cdltristar, 
            'cdlunique3river' : cdlunique3river, 
            'cdlupsidegap2crows' : cdlupsidegap2crows,
            'cdlxsidegap3methods' : cdlxsidegap3methods 
        })

        df_save.to_csv(current_dir+"/"+base_dir+"/"+out_dir+'/'+comp_datalist['stock_symbol'][i]+"/"+out_dir+'_ta_pattern_recognition_'+comp_datalist['stock_symbol'][i]+'.csv',index=False)

    except:
        print("[Status]Error fail to processed TA Pattern Recognition for "+comp_datalist['stock_symbol'][i])