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The easiest way to access and analyze Philippine stock data

Project description

psequant :nerd_face:

Build Status Code style: black License: GPL v3

Easiest way to access and analyze Philippine stock data

psequant (pronounced "see-kant") allows you easily access stock data from PSE Edge with as few as 2 lines of python code. Its goal is to promote data driven investments in the Philippines by making relevant information accessible to everyone.

Features

  1. Easy access to Philippine stock data
  2. Templates for backtesting trading strategies on Philippine stocks

Installation

pip install psequant

Get stock data from PSE

from psequant import get_pse_data
df = get_pse_data("JFC", "2018-01-01", "2019-01-01")
print(df.head())

#             open   high    low  close        value
#dt                                                 
#2018-01-03  253.4  256.8  253.0  255.4  190253754.0
#2018-01-04  255.4  255.4  253.0  255.0  157152856.0
#2018-01-05  255.6  257.4  255.0  255.0  242201952.0
#2018-01-08  257.4  259.0  253.4  256.0  216069242.0
#2018-01-09  256.0  258.0  255.0  255.8  250188588.0

Plot daily closing prices

from matplotlib import pyplot as plt

df.close.plot(figsize=(10, 6))
plt.title("Daily Closing Prices of JFC\nfrom 2018-01-01 to 2019-01-01", fontsize=20)

Analyze with a simple moving average (SMA) trading strategy

ma30 = df.close.rolling(30).mean()
close_ma30 = pd.concat([df.close, ma30], axis=1).dropna()
close_ma30.columns = ['Closing Price', 'Simple Moving Average (30 day)']

close_ma30.plot(figsize=(10, 6))
plt.title("Daily Closing Prices vs 30 day SMA of JFC\nfrom 2018-01-01 to 2019-01-01", fontsize=20)

Backtesting templates

Using the backtrader framework

Relative strength index (RSI) trading strategy (14 day window)

Daily Jollibee prices from 2017-01-01 to 2019-01-01

python examples/jfc_rsi.py

Min max support resistance trading strategy (30 day window)

Daily Jollibee prices from 2017-01-01 to 2019-01-01

python examples/jfc_support_resistance.py

Project details


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Files for psequant, version 0.1.2.4
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Filename, size psequant-0.1.2.4-py3-none-any.whl (20.0 kB) File type Wheel Python version py3 Upload date Hashes View hashes

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