-
Notifications
You must be signed in to change notification settings - Fork 0
/
Copy pathNEA.py
182 lines (139 loc) · 6.68 KB
/
NEA.py
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
import sys
from PySide6.QtWidgets import *
from PySide6.QtCore import *
from PySide6.QtCharts import *
from PySide6.QtGui import *
from datetime import datetime, timedelta
from trading_ig import IGService
from trading_ig.config import config
class Display(QMainWindow):
def __init__(self):
super().__init__()
self.setupMainGUI()
self.setupCandlestickChart()
def setupMainGUI(self):
self.setWindowTitle("Stock Market Trading Algorithm")
# Setting central widget for QMainWindow
centralWidget = QWidget()
self.setCentralWidget(centralWidget)
self.mainLayout = QVBoxLayout()
# Defining date buttons
self.prevDateButton = QToolButton()
self.prevDateButton.setArrowType(Qt.LeftArrow)
self.nextDateButton = QToolButton()
self.nextDateButton.setArrowType(Qt.RightArrow)
self.prevDateButton.clicked.connect(lambda: self.changeDate(-1))
self.nextDateButton.clicked.connect(lambda: self.changeDate(1))
# Label to show date
self.dateLabel = QLabel()
# Center widgets
self.dateLabel.setAlignment(Qt.AlignmentFlag.AlignCenter)
# Set layout for top controls
controlsLayout = QHBoxLayout()
controlsLayout.addSpacerItem(QSpacerItem(40, 20, QSizePolicy.Expanding, QSizePolicy.Minimum))
controlsLayout.addWidget(self.prevDateButton)
controlsLayout.addWidget(self.dateLabel)
controlsLayout.addWidget(self.nextDateButton)
controlsLayout.addSpacerItem(QSpacerItem(40, 20, QSizePolicy.Expanding, QSizePolicy.Minimum))
# Adding control layout to main
self.mainLayout.addLayout(controlsLayout)
centralWidget.setLayout(self.mainLayout)
def setupCandlestickChart(self):
# Initialise chart
self.chart = QChart()
self.chart.setTitle("S&P 500 Chart")
self.candlestickChart = QCandlestickSeries()
self.candlestickChart.setName("Stock Candlesticks")
self.candlestickChart.setIncreasingColor(Qt.green)
self.candlestickChart.setDecreasingColor(Qt.red)
self.chart.addSeries(self.candlestickChart)
# Configuring date ranges
self.startDate = datetime.strptime("2025-01-03 14:30:00", "%Y-%m-%d %H:%M:%S")
self.endDate = datetime.strptime("2025-01-03 19:00:00", "%Y-%m-%d %H:%M:%S")
self.startDateTimestamp = int(self.startDate.timestamp())
self.endDateTimestamp = int(self.endDate.timestamp())
self.dateLabel.setText(datetime.strftime(self.startDate.date(), "%d/%m/%Y"))
# Retrieve data using IG API
priceData = self.loadIGData("IX.D.SPTRD.DAILY.IP", "30Min", self.startDate, self.endDate)
if priceData:
minPrice, maxPrice = self.populateChart(priceData)
else:
minPrice, maxPrice = 0, 1
# Configuring x axis
self.xAxis = QDateTimeAxis()
self.xAxis.setTitleText("Time")
self.xAxis.setFormat("HH:mm")
# Configuring y axis
self.yAxis = QValueAxis()
self.yAxis.setTitleText("Price")
self.yAxis.applyNiceNumbers()
self.yAxis.setMinorTickCount(9)
self.dynamicAxes(int(minPrice), int(maxPrice))
# Adding axes to chart
self.chart.addAxis(self.xAxis, Qt.AlignBottom)
self.chart.addAxis(self.yAxis, Qt.AlignLeft)
self.candlestickChart.attachAxis(self.xAxis)
self.candlestickChart.attachAxis(self.yAxis)
# View chart
self.chartView = QChartView(self.chart)
self.chartView.setRenderHint(QPainter.Antialiasing)
# Configure layout
self.mainLayout.addWidget(self.chartView)
def loadIGData(self, epic, resolution, startDate, endDate):
# Configure service
ig_service = IGService(config.username, config.password, config.api_key, config.acc_type)
ig_service.create_session()
# Retrieve data
try:
return ig_service.fetch_historical_prices_by_epic_and_date_range(epic, resolution, startDate.strftime("%Y-%m-%d %H:%M:%S"), endDate.strftime("%Y-%m-%d %H:%M:%S"))
except Exception as error:
print(error)
return False
def populateChart(self, priceData):
self.candlestickChart.clear()
dfAsk = priceData['prices']['ask']
minPrice = float('inf')
maxPrice = float('-inf')
# Iterate through database rows
for time, price in dfAsk.iterrows():
# Create new candlestick
candleStick = QCandlestickSet(
open = price["Open"],
high = (highPrice := price["High"]),
low = (lowPrice := price["Low"]),
close = price["Close"],
timestamp = QDateTime.fromSecsSinceEpoch(int(datetime.strptime(str(time), "%Y-%m-%d %H:%M:%S").timestamp())).toMSecsSinceEpoch()
)
self.candlestickChart.append(candleStick)
# Keep track of min & max prices
minPrice = min(minPrice, lowPrice)
maxPrice = max(maxPrice, highPrice)
return minPrice, maxPrice
def dynamicAxes(self, minPrice, maxPrice):
# Dynamic x range
xPadding = int(timedelta(minutes = 30).total_seconds())
self.xAxis.setRange(QDateTime.fromSecsSinceEpoch(newStartTime := (self.startDateTimestamp - xPadding)), QDateTime.fromSecsSinceEpoch(newEndTime := (self.endDateTimestamp + xPadding)))
self.xAxis.setTickCount((newEndTime - newStartTime) // (xPadding) + 1)
# Dynamic y range
yPadding = int((maxPrice - minPrice) * 0.1)
self.yAxis.setRange(minPrice - yPadding, maxPrice + yPadding)
self.yAxis.applyNiceNumbers()
@Slot()
def changeDate(self, sign):
self.startDate += timedelta(days=1) * sign
self.endDate += timedelta(days=1) * sign
self.startDateTimestamp = int(self.startDate.timestamp())
self.endDateTimestamp = int(self.endDate.timestamp())
self.dateLabel.setText(datetime.strftime(self.startDate.date(), "%d/%m/%Y"))
priceData = self.loadIGData("IX.D.SPTRD.DAILY.IP", "30Min", self.startDate, self.endDate)
if priceData:
minPrice, maxPrice = self.populateChart(priceData)
self.dynamicAxes(minPrice, maxPrice)
else:
self.candlestickChart.clear()
if __name__ == "__main__":
app = QApplication(sys.argv)
widget = Display()
widget.resize(800, 600)
widget.show()
sys.exit(app.exec())