Quant_Trading.ipynb

{"nbformat":4,"nbformat_minor":0,"metadata":{"colab":{"provenance":[],"authorship_tag":"ABX9TyMovZL4Lu0X/nA/caQf41AX"},"kernelspec":{"name":"python3","display_name":"Python 3"},"language_info":{"name":"python"}},"cells":[{"cell_type":"code","source":["!pip install http.client"],"metadata":{"id":"MCKIX-nRna8V"},"execution_count":null,"outputs":[]},{"cell_type":"code","source":["!pip install schedule\n","!pip install yfinance\n","!pip install kiteconnect"],"metadata":{"id":"t9IWdhR5eT-3"},"execution_count":null,"outputs":[]},{"cell_type":"markdown","source":["# Using data from Indian Stock API"],"metadata":{"id":"0eDy6NQCcr-D"}},{"cell_type":"code","source":["import http.client\n","import pandas as pd\n","import json\n","\n","conn = http.client.HTTPSConnection(\"stock.indianapi.in\")\n","\n","headers = { 'X-Api-Key': \"\" }\n","\n","conn.request(\"GET\", \"/trending\", headers=headers)\n","\n","res = conn.getresponse()\n","data = res.read()\n","\n","data = json.loads(data.decode(\"utf-8\"))\n","\n","df_gainers = pd.DataFrame(data['trending_stocks']['top_gainers'])\n","df_losers = pd.DataFrame(data['trending_stocks']['top_losers'])\n","\n","df = pd.concat([df_gainers, df_losers], keys=['gainers', 'losers'])\n","print(df)"],"metadata":{"id":"Rh6wmW7boFEX"},"execution_count":null,"outputs":[]},{"cell_type":"code","source":["conn.request(\"GET\", \"/fetch_52_week_high_low_data\", headers=headers)\n","\n","res = conn.getresponse()\n","data = res.read()\n","\n","data = json.loads(data.decode(\"utf-8\"))\n","print(data)\n","\n","df_high_BSE = pd.DataFrame(data['BSE_52WeekHighLow']['high52Week'])\n","df_low_BSE = pd.DataFrame(data['BSE_52WeekHighLow']['low52Week'])\n","df_high_NSE = pd.DataFrame(data['NSE_52WeekHighLow']['high52Week'])\n","df_low_NSE = pd.DataFrame(data['NSE_52WeekHighLow']['low52Week'])\n","\n","df_BSE = pd.concat([df_high_BSE, df_low_BSE], keys=['high52Week', 'low52Week'])\n","df_NSE = pd.concat([df_high_NSE, df_low_NSE], keys=['high52Week', 'low52Week'])\n","\n","df = pd.concat([df_BSE, df_NSE], keys=['BSE', 'NSE'])\n","\n","print(df)"],"metadata":{"id":"aqZHrBbhweBX"},"execution_count":null,"outputs":[]},{"cell_type":"markdown","source":["# Using data from YFinance"],"metadata":{"id":"wJiZr9YYc3g6"}},{"cell_type":"code","execution_count":null,"metadata":{"id":"WbEoOuKteJE3"},"outputs":[],"source":["import yfinance as yf\n","import pandas as pd\n","import numpy as np\n","import schedule\n","import time\n","\n","# Define stock symbol and exchange\n","stock_symbol = 'INFY'\n","exchange = 'NSE'\n","\n","# Define moving average parameters\n","short_window = 20\n","long_window = 50\n","\n","# Define trading parameters\n","buy_threshold = 0.01\n","sell_threshold = -0.01\n","\n","# # Define Zerodha Kite API credentials (optional)\n","# api_key = ''\n","# api_secret = ''\n","\n","def get_stock_data():\n","    stock_data = yf.download(stock_symbol + '.NS', period='1d', interval='1m')\n","    return stock_data\n","\n","def calculate_moving_averages(stock_data):\n","    short_ma = stock_data['Close'].rolling(window=short_window).mean()\n","    long_ma = stock_data['Close'].rolling(window=long_window).mean()\n","    return short_ma, long_ma\n","\n","def check_buy_signal(short_ma, long_ma):\n","    if short_ma.iloc[-1] > long_ma.iloc[-1] and short_ma.iloc[-2] <= long_ma.iloc[-2]:\n","        return True\n","    return False\n","\n","def check_sell_signal(short_ma, long_ma):\n","    if short_ma.iloc[-1] < long_ma.iloc[-1] and short_ma.iloc[-2] >= long_ma.iloc[-2]:\n","        return True\n","    return False\n","\n","def execute_trade(buy_signal, sell_signal):\n","    if buy_signal:\n","        print('Buy signal detected!')\n","        # Execute buy order using Zerodha Kite API (optional)\n","        # kite.place_order(symbol=stock_symbol, quantity=1, side='buy', type='market')\n","    elif sell_signal:\n","        print('Sell signal detected!')\n","        # Execute sell order using Zerodha Kite API (optional)\n","        # kite.place_order(symbol=stock_symbol, quantity=1, side='sell', type='market')\n","\n","def main():\n","    stock_data = get_stock_data()\n","    short_ma, long_ma = calculate_moving_averages(stock_data)\n","    buy_signal = check_buy_signal(short_ma, long_ma)\n","    sell_signal = check_sell_signal(short_ma, long_ma)\n","    execute_trade(buy_signal, sell_signal)\n","\n","schedule.every(1).minutes.do(main)  # Run main function every 1 minute\n","\n","while True:\n","    schedule.run_pending()\n","    time.sleep(1)"]}]}