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streamlit_app.py
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streamlit_app.py
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import streamlit as st
import numpy as np
import pandas as pd
import sqlite3
import time
# Raw Package
import talib
#Data Source
import yfinance as yf
#Data viz
#import plotly.graph_objs as go
from alice_blue import *
import logging
logging.basicConfig(level=logging.DEBUG)
st.set_page_config(page_title = 'TraDatAnalytix',
layout='wide',
page_icon='💹')
user = st.secrets["user"]
pwd = st.secrets["pwd"]
secret = st.secrets["secret"]
app = st.secrets["app"]
access_token = AliceBlue.login_and_get_access_token(username=user,
password=pwd,
twoFA='pit',
api_secret=secret,
app_id=app)
alice = AliceBlue(username=user, password=pwd, access_token=access_token)
st.title('TRADATANALYTIX')
strategy_select = st.sidebar.radio(
"SELECT YOUR TRADING STRATEGY",
('Mean Reversion', 'Trend Following', 'Open Range Breakout'))
#st.sidebar.info("Upload Excel Sheet from ChartInk")
#uploaded_file = st.sidebar.file_uploader("Choose a file", type=["xlsx", "csv", "xls"])
left_column, middle_column, right_column = st.sidebar.beta_columns(3)
button1 = left_column.button("Trade Plan")
button2 = middle_column.button("Place Orders")
button3 = right_column.button("Cancel Orders")
#st.warning("Please Upload the Data")
expander = st.sidebar.beta_expander("HOW TO USE?")
expander.write("Go to: https://chartink.com/screener/copy-intraday-mean-reversion-85")
expander.write("Download Excel Sheet")
expander.write("Upload it and Click Generate")
m = st.markdown("""
<style>
div.stButton > button:first-child {
color: white;
background-color: SlateBlue;
}
</style>""", unsafe_allow_html=True)
#if uploaded_file is None:
# st.warning("Please make sure that you enter the excel file and click generate")
data2 = pd.DataFrame()
def watchlist1():
global data2
df = pd.read_excel("C:\\Users\\pitan\\Downloads\\F&O_NSE.xlsx")
#symbols = ['INFY.NS', 'BEL.NS']
watchlist = []
#watchlist.columns =['Name', 'Code', 'Age', 'Weight']
#watchlist.columns = ['Stock', 'Entry Price', 'S/L', 'Qty', 'Max Day Loss']
for S in df['SYMBOLS']:
# Download Data
data = yf.download(tickers=S, period='250d', interval='1d')
data['sma_200'] = talib.SMA(data['Close'], timeperiod=200)
data['RSI_2'] = talib.RSI(data['Close'], timeperiod = 2)
df_today = data.tail(2)
#df_today
if ((df_today.Close[1] > df_today.Close[0]*1.03) & (df_today.RSI_2[1] > 50) & (df_today.Close[1] > df_today.sma_200[1]) ):
#symbol = s
# Just added round(---, 1)
close_watchlist = round(df_today.Close[1]*1.01, 1)
sl_watchlist = round(df_today.Close[1]*1.01*1.03,1)
quantity = round(60/(sl_watchlist - close_watchlist))
max_dayloss = round((sl_watchlist - close_watchlist)*quantity)
#print(s, "Go Short Tomorrow at:", df_today.Close[1]*1.01)
#print(s, "Stop Loss is", df_today.Close[1]*1.01*1.03)
watchlist.append([S, close_watchlist, sl_watchlist, quantity, max_dayloss])
#print("Quantity", (60/((df_today.Close[1]*1.01*1.03)-(df_today.Close[1]*1.01))
data2 = pd.DataFrame(watchlist, columns=['Stock', 'Entry Price', 'S/L', 'Qty', 'Max Day Loss'])
data2 = data2.assign(Stock=[x[:-3] for x in data2['Stock']])
return(data2)
#watchlist
#watchlist.columns = ['Stock', 'Entry Price', 'S/L', 'Qty', 'Max Day Loss']
#for index, row in data2.iterrows():
#stocknames = data2[row]['Stock']
if button1:
with st.spinner("Takes exactly 2 minutes! We are getting you the best stocks to trade under Mean Reversion Strategy"):
watchlist1()
st.write(data2)
maxday_loss = data2['Max Day Loss'].sum()
n = data2['Stock'].count()
left_column, right_column = st.beta_columns(2)
with left_column:
st.markdown("**Expected Number of trades**")
st.markdown(f"<h1 style='text-align: center; color: white; background-color:SlateBlue'>{n}</h1>", unsafe_allow_html=True)
with right_column:
st.markdown("**Maximum Day Loss**")
st.markdown(f"<h1 style='text-align: center; color: white;background-color:Tomato'>{round(maxday_loss)}</h1>", unsafe_allow_html=True)
if button2:
with st.spinner("Hold on for 2 mins! We are placing the Order for you with your connected broker"):
from PIL import Image
image = Image.open("C:\\Users\\pitan\\Downloads\\Algo Trade Python\\algo_trade-3.png")
watchlist1()
for stock_name, price, quantity_trade in zip(data2['Stock'], data2['Entry Price'], data2['Qty']):
print(
alice.place_order(transaction_type=TransactionType.Sell,
instrument=alice.get_instrument_by_symbol('NSE', stock_name),
quantity=quantity_trade,
order_type=OrderType.Limit,
product_type=ProductType.Intraday,
price=price,
trigger_price=price,
# trigger_price Here the trigger_price is taken as stop loss (provide stop loss in actual amount)
stop_loss=None,
square_off=None,
trailing_sl=None,
is_amo=True)
)
st.balloons()
st.success("Trades Placed, check your ALICE BLUE order book")
st.image(image, caption='DONE!')
#st.image("C:\\Users\\pitan\\Downloads\\Green and Cream Minimal Refined Family Father's Day Flat Card.png", width = 500, caption = "Done")
if button3:
with st.spinner("Takes exactly 2 minutes! We are getting you the best stocks to trade under Mean Reversion Strategy"):
watchlist1()
st.write(data2)
#print(
# alice.cancel_order()
#)