Python package for downloading Tehran Stock Exchange data and analysing
Project description
tse_dataloader
tse_dataloader is a python package for extracting stock historical data from Tehran Stock Exchange.
- Extract data and load them in
Pandas
data frame - Calculate SMA and EMA
- Create line charts with
matplotlib
Install:
pip install tse_dataloader
Functions:
- Loading data with get_data(ticker) or getcode_data(code)
>>> from tse_dataloader import download
>>> MELT= download.get_data('ظˆط¨ظ…ظ„طھ')
>>> print(MELT)
TICKER FIRST HIGH ... OPEN LAST date_shamsi
Date ...
2009-02-18 S*Mellat.Bank 1050.0 1050.0 ... 1000.0 1050.0 1387/11/30
2009-02-21 S*Mellat.Bank 1051.0 1076.0 ... 1050.0 1057.0 1387/12/03
2009-02-22 S*Mellat.Bank 1065.0 1074.0 ... 1050.0 1055.0 1387/12/04
2009-02-23 S*Mellat.Bank 1066.0 1067.0 ... 1065.0 1060.0 1387/12/05
2009-02-25 S*Mellat.Bank 1061.0 1064.0 ... 1061.0 1060.0 1387/12/07
... ... ... ... ... ... ... ...
2020-07-01 S*Mellat.Bank 27350.0 27370.0 ... 26110.0 26690.0 1399/04/11
2020-07-04 S*Mellat.Bank 26940.0 27000.0 ... 26940.0 25600.0 1399/04/14
2020-07-05 S*Mellat.Bank 24560.0 27040.0 ... 25760.0 25860.0 1399/04/15
2020-07-06 S*Mellat.Bank 26200.0 26950.0 ... 25670.0 26950.0 1399/04/16
2020-07-07 S*Mellat.Bank 27320.0 28200.0 ... 26860.0 26040.0 1399/04/17
[2374 rows x 12 columns]
>>> MELT= download.getcode_data(778253364357513)
- Plot Close price and Volume line chart with close_vol()
>>> from tse_dataloader import analysis
>>> analysis.close_vol(MELT)
# to create a chart without gaps you can use df.reset_index()
>>> analysis.close_vol(MELT.reset_index())
- Calculate short and long term Simple Moving Average, Exponential Moving Average, add them to your data frame and plot chart line with sma() and ema()
>>> from tse_dataloader import analysis
>>> analysis.sma(MELT, 20, 50)
>>> analysis.ema(MELT, 20, 50)
- For your convenience, I create a list of tickers and attached it to the package to load data faster. In order to update your symbol list, you can use stock_list.update(). it takes a few minutes to update data from tsetmc.
>>> import tse_dataloader
>>> stock_list.update()
Database has updated!
- In some cases, if you couldn't find your specific symbol in the list, you can add it to the list manually with the stock_list.add() function.
>>> import tse_dataloader
>>> stock_list.add(2400322364771558, 'ط´ط³طھط§')
Symbol added to the list!
You can find every symbol's code at the end of its URL:
http://www.tsetmc.com/loader.aspx?ParTree=151311&i=2400322364771558
Thanks to tehran-stock
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