lotusmarket 0.1.2

Vietnamese Stock Market Toolkit — real-time quotes, technical analysis, sentiment, money flow signals for HOSE/HNX stocks

lotusmarket

Vietnamese Stock Market Toolkit for Go & Python.

Real-time quotes, historical OHLCV, technical analysis, sentiment, money flow signals, and more for HOSE/HNX stocks. All public APIs — no API key required.

Install

Go:

go get github.com/ducnhd/lotusmarket/go

Python:

pip install lotusmarket

# With fetchers (httpx for API calls):
pip install lotusmarket[fetchers]

# Everything:
pip install lotusmarket[all]

Quick Start

Go

package main

import (
    "context"
    "fmt"

    "github.com/ducnhd/lotusmarket/go/fetchers"
    "github.com/ducnhd/lotusmarket/go/technical"
    "github.com/ducnhd/lotusmarket/go/sentiment"
    "github.com/ducnhd/lotusmarket/go/signals"
    "github.com/ducnhd/lotusmarket/go/market"
)

func main() {
    ctx := context.Background()

    // 1. Real-time quote
    stock, _ := fetchers.VPS(ctx, "ACB")
    fmt.Printf("ACB: %.0f VND, vol: %d, foreign net: %d\n",
        stock.Close, stock.Volume, stock.ForeignNetVol)

    // 2. Multiple stocks at once
    stocks, _ := fetchers.VPSMultiple(ctx, []string{"ACB", "VNM", "FPT", "HPG"})

    // 3. Historical OHLCV (200 days)
    history, _ := fetchers.EntradeHistory(ctx, "ACB", 200)
    closes := make([]float64, len(history))
    for i, h := range history {
        closes[i] = h.Close
    }

    // 4. Technical analysis — all-in-one
    d := technical.Dashboard(closes)
    fmt.Printf("RSI: %.1f, MA20: %.0f, Signal: %s, Score: %.0f\n",
        d.RSI, *d.MA20, d.Signal, d.Score)

    // 5. Individual indicators
    rsi := technical.RSI(closes, 14)
    ma20 := technical.MA(closes, 20)
    mom := technical.Momentum(closes, 20)

    // 6. Weekly candles from daily
    weekly := technical.AggregateWeekly(history)

    // 7. Vietnamese sentiment
    r := sentiment.Analyze("Ngân hàng tăng mạnh, khối ngoại mua ròng")
    fmt.Printf("Sentiment: %s (%.2f)\n", r.Label, r.Score)

    // 8. Domestic flow — buy/sell pressure
    flow := signals.ComputeDomesticFlow(stocks)
    fmt.Printf("Domestic: %s (buy pressure: %.1f%%)\n", flow.Signal, flow.BuyPressure)

    // 9. Sector flow ranking
    sectors := market.RankSectorsByFlow(stocks)
    for _, s := range sectors {
        fmt.Printf("#%d %s: %s (%.0f)\n", s.Rank, s.Sector, s.Signal, s.Score)
    }

    // 10. Fundamentals
    fund, _ := fetchers.KBS(ctx, "ACB")
    fmt.Printf("P/E: %.1f, P/B: %.1f, EPS: %.0f\n", fund.PE, fund.PB, fund.EPS)

    // 11. With fallback (VPS -> Entrade)
    stock2, _ := fetchers.StockWithFallback(ctx, "VNM")
    _ = stock2
    _ = rsi
    _ = ma20
    _ = mom
    _ = weekly
}

Python

import os
os.environ["LOTUSMARKET_QUIET"] = "1"  # suppress startup banner

import pandas as pd
import lotusmarket as lm

# === 1. Real-time quote ===
from lotusmarket.fetchers import vps, vps_multiple, entrade_history, kbs, stock_with_fallback

stock = vps("ACB")
print(f"ACB: {stock.close:.0f} VND, vol: {stock.volume}, foreign net: {stock.foreign_net_vol}")

# Multiple stocks
stocks = vps_multiple(["ACB", "VNM", "FPT", "HPG"])

# === 2. Historical OHLCV ===
history = entrade_history("ACB", days=200)  # returns list of StockData
closes = pd.Series([h.close for h in history])

# === 3. Technical analysis — all-in-one ===
d = lm.technical.dashboard(closes)
print(f"RSI: {d.rsi:.1f}, MA20: {d.ma20:.0f}, Signal: {d.signal}, Score: {d.score:.0f}")

# Individual indicators (pandas Series in/out)
df = pd.DataFrame({"close": closes})
df["rsi"] = lm.technical.rsi(df["close"], period=14)
df["ma20"] = lm.technical.ma(df["close"], period=20)
df["ma50"] = lm.technical.ma(df["close"], period=50)

# Score and signal
score = lm.technical.score(closes)
signal = lm.technical.signal(closes)

# === 4. Weekly candles ===
daily_df = pd.DataFrame({
    "date": [h.date for h in history],
    "open": [h.open for h in history],
    "high": [h.high for h in history],
    "low": [h.low for h in history],
    "close": [h.close for h in history],
    "volume": [h.volume for h in history],
})
weekly = lm.technical.aggregate_weekly(daily_df)

# === 5. Vietnamese sentiment ===
r = lm.sentiment.analyze("Ngân hàng tăng mạnh, khối ngoại mua ròng")
print(f"Sentiment: {r.label} ({r.score:.2f})")

# === 6. Volume surge detection ===
surge = lm.signals.classify_volume_surge(
    current_vol=5000000, avg_vol_20=2000000, stddev_vol_20=500000, price_change=2.5
)
print(f"Surge: {surge.signal} / {surge.intensity} — {surge.label}")

# === 7. Domestic flow ===
stocks_df = pd.DataFrame({
    "ticker": ["ACB", "VNM", "FPT"],
    "volume": [1000000, 500000, 800000],
    "bid_vol": [600000, 300000, 500000],
    "ask_vol": [400000, 200000, 300000],
    "foreign_buy_vol": [50000, 30000, 40000],
    "foreign_sell_vol": [30000, 40000, 20000],
})
flow = lm.signals.domestic_flow(stocks_df)
print(f"Domestic: {flow.signal} (buy pressure: {flow.buy_pressure:.1f}%)")

# === 8. Sector flow ranking ===
sector_df = pd.DataFrame({
    "ticker": ["ACB", "VNM", "FPT", "HPG"],
    "close": [25000, 70000, 120000, 28000],
    "volume": [1000000, 500000, 800000, 600000],
    "change_percent": [1.5, -0.5, 2.0, -1.0],
    "foreign_net_vol": [500, -200, 300, -100],
})
sectors = lm.market.sector_flow(sector_df)
print(sectors[["sector", "rank", "signal", "net_foreign"]])

# === 9. Market pulse scoring ===
score_val, signal_str = lm.market.pulse_score(
    breadth_score=70, foreign_flow_score=60, volume_score=55, risk_score=40
)
print(f"Pulse: {score_val} ({signal_str})")

# === 10. Risk indicators ===
print(f"VIX risk: {lm.market.score_vix(25)}")
print(f"Yield curve risk: {lm.market.score_yield_curve(-0.3)}")

# === 11. Fundamentals ===
fund = kbs("ACB")
print(f"P/E: {fund.pe:.1f}, P/B: {fund.pb:.1f}, EPS: {fund.eps:.0f}")

# === 12. Portfolio TWR ===
from lotusmarket.portfolio import twr, ReturnSegment
returns = twr([ReturnSegment(100, 110), ReturnSegment(110, 132)])
print(f"TWR: {returns:.2%}")

# === 13. Vietnamese NLU ===
from lotusmarket.nlu import Parser
parser = Parser()
result = parser.parse("giá ACB hiện tại bao nhiêu")
print(f"Intent: {result.intent}, Tickers: {result.tickers}")

# === 14. Backtest ===
from lotusmarket.backtest import run, BacktestConfig
prices = pd.Series([20000 + i * 50 for i in range(200)], dtype=float)
bt = run(BacktestConfig(strategy="rsi"), prices)
print(f"Return: {bt.total_return:.1f}%, Max DD: {bt.max_drawdown:.1f}%, Trades: {bt.trade_count}")

Modules

Pure computation (no API key, no network)

Module	Go import	Python import	Description
technical	technical	lotusmarket.technical	RSI (Wilder's smoothing), MA20/50/200, Momentum, Signal (BUY/SELL/HOLD), Score (0-100), Dashboard, Weekly aggregation
sentiment	sentiment	lotusmarket.sentiment	Vietnamese financial keyword analysis — 70+ keywords with weights, score -1.0 to +1.0
signals	signals	lotusmarket.signals	Volume surge detection (z-score or ratio), domestic buy/sell pressure (bid/ask ratio)
market	market	lotusmarket.market	Market pulse scoring (0-100, green/yellow/red), sector flow ranking, risk indicators (VIX, yield curve, news sentiment, Fed trend)
portfolio	portfolio	lotusmarket.portfolio	Time-weighted returns (TWR), 6-factor confidence scoring (0-100)
nlu	nlu	lotusmarket.nlu	Vietnamese intent classification (5 intents), ticker extraction, timeframe detection
backtest	backtest	lotusmarket.backtest	Strategy backtesting — RSI, MA cross, combined. Win rate, max drawdown, buy & hold comparison
types	types	lotusmarket.types	StockData, KBSQuote, VN30 list, sector mappings, trading fee constants

Data fetchers (network calls, no API key needed)

Fetcher	Go	Python	Data
VPS	fetchers.VPS(ctx, "ACB")	fetchers.vps("ACB")	Real-time: price, volume, change%, foreign buy/sell, bid/ask
Entrade	fetchers.EntradeHistory(ctx, "ACB", 200)	fetchers.entrade_history("ACB", 200)	Historical daily OHLCV (up to 1000 days)
KBS	fetchers.KBS(ctx, "ACB")	fetchers.kbs("ACB")	Fundamentals: P/E, P/B, EPS, Beta, Dividend Yield, Market Cap
Fallback	fetchers.StockWithFallback(ctx, "ACB")	fetchers.stock_with_fallback("ACB")	VPS primary, Entrade backup (3 retries + backoff)

Python fetchers require httpx: pip install lotusmarket[fetchers]

Data Sources

Source	URL	Data	Auth
VPS	bgapidatafeed.vps.com.vn	Real-time quotes, foreign flow, bid/ask volumes	Public
Entrade	services.entrade.com.vn	Historical daily OHLCV candles	Public
KBS	kbbuddywts.kbsec.com.vn	Fundamental metrics (P/E, P/B, EPS, Beta)	Public
SSI	iboard-query.ssi.com.vn	VN30/HNX30 index component lists	Public

Technical Analysis Details

Indicator	Method	Parameters
RSI	Wilder's exponential smoothing	Default period: 14
MA	Simple Moving Average	Periods: 20, 50, 200
Momentum	Rate of change: (current - past) / past * 100	Default period: 20
Signal	MA crossover + RSI zones	BUY: price > MA20 > MA50, RSI < 70
Score	Composite: signal + RSI zones	Range: 0-100
Weekly	ISO week aggregation from daily OHLCV	O=first, H=max, L=min, C=last, V=sum

Vietnamese Sentiment Keywords

The sentiment analyzer includes 70+ Vietnamese financial keywords with weights:

Positive (sample): tăng mạnh (1.5), bùng nổ (2.0), mua ròng (1.0), vượt đỉnh (1.5), lợi nhuận (1.0)

Negative (sample): giảm sâu (2.0), bán tháo (2.0), lao dốc (2.0), nợ xấu (1.5), rút vốn (1.5)

Score formula: (positive_sum - negative_sum) / total_sum, clamped to [-1.0, 1.0].

Domestic Flow Signal

Based on aggregate bid/ask volume ratios across stocks:

Buy Pressure	Signal
>= 60%	mua manh (strong buy)
>= 53%	nghieng mua (leaning buy)
>= 47%	can bang (balanced)
>= 40%	nghieng ban (leaning sell)
< 40%	ban manh (strong sell)

Volume Surge Detection

Uses z-score (preferred) or ratio fallback:

Z-Score / Ratio	Intensity
>= 3.0 / 3x avg	strong_surge
>= 2.0 / 2x avg	surge
< 2.0	(no surge)

Combined with price direction:

• Price up (>= 0.5%) + surge = accumulation (tien dang do vao)
• Price down (<= -0.5%) + surge = distribution (dang ban thao)
• Flat + surge = high_activity (giao dich dot bien)

Go vs Python API Conventions

Aspect	Go	Python
Input/Output	[]float64, structs	pd.Series, pd.DataFrame, dataclasses
Async	context.Context + goroutines	asyncio (fetchers have _async variants planned)
Error handling	(result, error) return	Exceptions (ValueError, ConnectionError)
Config	Option functions	Keyword arguments
Dependencies	Zero (stdlib only for pure modules)	pandas, numpy (core), httpx (fetchers)

Support

If you find this useful, consider supporting the project:

• PayPal
• Telegram Stars: @vnlotusmarketbot /donate

License

MIT