bnsheehy

Set the parameter values:

	boxSize = 0.035
	reversalThreshold = 3
	reversalAmount = boxSize x reversalThreshold = 0.105

	historyDays = 180
	lagTime = 0 days
	endDate = today - lagTime
	startDate = today - historyDays

bnsheehy

# Import the libraries.
from google.colab import files
import io
import json

# Use files.upload to produce the "Choose Files" button below, then select your file.
uploaded = files.upload()

# Use io.BytesIO to decode the file, then json.load to open it.
file = io.BytesIO(uploaded['sample_credentials.json'])

bnsheehy

# Import the Tkinter and JSON libraries
from tkinter import *
from tkinter import filedialog
from tkinter import Tk
import json

# Quickly get rid of the root window popup
root = Tk()
root.withdraw()

bnsheehy

If previous day’s plot_symbol = "X", then:

  If current price >= previous price, then:
      Today's plot_symbol = "X".
      and copy yesterday's signal_name to today.

      And if today's price is higher than the last high_point:
          then make today's price the high_point,
          and copy yesterday's signal_name to today.

bnsheehy

SELECT p.date, SUM(p.signal_name = 'BUY') / COUNT(*)
FROM base_pnf_data_historical AS p
LEFT JOIN custom_lists AS c ON p.ticker = c.ticker
WHERE p.date > '2021-01-01'
AND c.list_names LIKE 'SP500%'
GROUP BY p.date;

bnsheehy

CREATE TABLE base_pnf_data_historical_bkup AS SELECT * FROM base_pnf_data_historical;

INSERT INTO base_pnf_data_historical_bkup AS SELECT * FROM base_pnf_data_historical;

bnsheehy

CREATE INDEX idx_ticker ON base_pnf_data_historical (ticker(8));

CREATE INDEX idx_figi ON base_pnf_data_historical (figi(14));

CREATE INDEX idx_date ON base_pnf_data_historical (date);

CREATE INDEX idx_update_date ON base_pnf_data_historical (last_update_date);

CREATE INDEX idx_corp_action_date ON base_pnf_data_historical (last_corp_action_date);

bnsheehy

LOAD DATA LOCAL INFILE '/Users/....../data_files/df_pnf_data_history_complete_load.csv' 
INTO TABLE price_data_historical 
FIELDS TERMINATED BY ','
ENCLOSED BY '"' 
IGNORE 1 LINES;

bnsheehy

CREATE TABLE IF NOT EXISTS `base_pnf_data_historical` (
    `key_id` varchar(40) NOT NULL,
    `date` datetime NOT NULL,
    `figi` varchar(14) NOT NULL,
    `ticker` varchar(8) NOT NULL,
    `open` float NULL,
    `high` float NULL,
    `low` float NULL,
    `close` float NULL,
    `change` float NULL,

bnsheehy

{"file_path": <my file path>,
"intrinio_key": <my Intrinio API key>,
"aws_access_key": <my AWS access key>,
"aws_secret_key": <my AWS secret key>,
"rds_host": <my RDS host URL>,
"rds_user": <my RDS user name>,
"rds_password": <my RDS password>,
"rds_database": <my RDS database name>,
"rds_charset": <my RDS characterset code>
}