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automate_stock_screener_demo.ipynb
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153
automate_stock_screener_demo.ipynb
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{
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"nbformat": 4,
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"nbformat_minor": 0,
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"metadata": {
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"colab": {
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"name": "automate-stock-screener-demo.ipynb",
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"provenance": [],
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"collapsed_sections": [],
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"authorship_tag": "ABX9TyOomXNYRaW/aX9XcLOD2xsa",
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"include_colab_link": true
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},
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"kernelspec": {
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"name": "python3",
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"display_name": "Python 3"
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},
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"language_info": {
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"name": "python"
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}
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},
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"cells": [
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{
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"cell_type": "markdown",
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"metadata": {
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"id": "view-in-github",
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"colab_type": "text"
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},
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"source": [
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"<a href=\"https://colab.research.google.com/github/yongghongg/stock-screener/blob/main/automate_stock_screener_demo.ipynb\" target=\"_parent\"><img src=\"https://colab.research.google.com/assets/colab-badge.svg\" alt=\"Open In Colab\"/></a>"
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]
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},
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{
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"cell_type": "code",
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"metadata": {
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"id": "9EmMPYxT_iXX"
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},
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"source": [
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"# install and import required libraries\n",
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"!pip install yfinance\n",
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"!pip install bs4\n",
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"!pip install requests\n",
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"import requests\n",
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"from bs4 import BeautifulSoup\n",
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"import yfinance as yf\n",
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"import email"
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],
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"execution_count": null,
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"outputs": []
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},
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{
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"cell_type": "code",
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"metadata": {
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"id": "qG87rhOC-xih"
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},
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"source": [
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"def get_stock_list():\n",
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" # this is the website we're going to scrape from\n",
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" url = \"https://www.malaysiastock.biz/Stock-Screener.aspx\"\n",
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" response = requests.get(url, headers={'User-Agent':'test'})\n",
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" soup = BeautifulSoup(response.content, \"html.parser\")\n",
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" table = soup.find(id = \"MainContent2_tbAllStock\")\n",
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" # return the result (only ticker code) in a list\n",
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" stock_list = table.find_all('a')\n",
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" return [stock_code.get('href')[-4:] for stock_code in stock_list]\n",
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"\n",
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"def get_stock_price(code):\n",
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" # you can change the start date\n",
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" data = yf.download(code, start=\"2021-01-01\", threads= False)\n",
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" return data\n",
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"\n",
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"def add_EMA(price, day):\n",
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" return price.ewm(span=day).mean()\n",
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"\n",
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"def add_STOCH(close, low, high, period, k, d=0): \n",
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" STOCH_K = ((close - low.rolling(window=period).min()) / (high.rolling(window=period).max() - low.rolling(window=period).min())) * 100\n",
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" STOCH_K = STOCH_K.rolling(window=k).mean()\n",
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" if d == 0:\n",
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" return STOCH_K\n",
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" else:\n",
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" STOCH_D = STOCH_K.rolling(window=d).mean()\n",
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" return STOCH_D\n",
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"\n",
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"def check_bounce_EMA(df):\n",
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" candle1 = df.iloc[-1]\n",
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" candle2 = df.iloc[-2]\n",
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" cond1 = candle1['EMA18'] > candle1['EMA50'] > candle1['EMA100']\n",
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" cond2 = candle1['STOCH_%K(5,3,3)'] <= 30 or candle1['STOCH_%D(5,3,3)'] <= 30\n",
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" cond3 = candle2['Low'] < candle2['EMA50'] and \\\n",
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" candle2['Close'] > candle2['EMA50'] and \\\n",
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" candle1['Low'] > candle1 ['EMA50']\n",
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" return cond1 and cond2 and cond3\n",
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"\n",
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"\n",
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"# a list to store the screened results\n",
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"screened_list = [] \n",
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"# get the full stock list\n",
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"stock_list = get_stock_list()\n",
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"for stock_code in stock_list:\n",
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"\n",
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" print(stock_code) # remove this if you dont want the ticker to be printed\n",
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" try: \n",
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" # Step 1: get stock price for each stock\n",
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" price_chart_df = get_stock_price(stock_code + \".KL\")\n",
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"\n",
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" # Step 2: add technical indicators (in this case EMA)\n",
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" close = price_chart_df['Close']\n",
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" low = price_chart_df['Low']\n",
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" open = price_chart_df['Open']\n",
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" high = price_chart_df['High']\n",
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" price_chart_df['EMA18'] = add_EMA(close,18)\n",
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" price_chart_df['EMA50'] = add_EMA(close,50)\n",
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" price_chart_df['EMA100'] = add_EMA(close,100)\n",
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" price_chart_df['STOCH_%K(5,3,3)'] = add_STOCH(close, low, high, 5, 3)\n",
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" price_chart_df['STOCH_%D(5,3,3)'] = add_STOCH(close, low, high, 5, 3, 3)\n",
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"\n",
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" # if all 3 conditions are met, add stock into screened list\n",
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" if check_bounce_EMA(price_chart_df):\n",
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" screened_list.append(stock_code)\n",
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" print(screened_list)\n",
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" except Exception as e:\n",
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" print(e)\n",
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"\n",
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"## this cell may take a few minutes to finish"
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],
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"execution_count": null,
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"outputs": []
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},
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{
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"cell_type": "code",
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"metadata": {
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"id": "TD3iwcVT_o19"
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},
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"source": [
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"# configure email and message\n",
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"msg = email.message_from_string(\", \".join(screened_list))\n",
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"msg['From'] = 'YOUR_EMAIL@gmail.com' # change to your email \n",
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"msg['To'] = 'YOUR_EMAIL@gmail.com'\n",
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"msg['Subject'] = \"EMA Bounce Result for Today!\"\n",
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"\n",
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"s = smtplib.SMTP(\"smtp.gmail.com\",587)\n",
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"## for yahoo mail user: s = smtplib.SMTP(\"smtp.mail.yahoo.com\",587) \n",
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"## for hotmail user: s = smtplib.SMTP(\"smtp.live.com\",587)\n",
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"s.ehlo() \n",
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"s.starttls()\n",
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"s.ehlo()\n",
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"s.login(email_from,\"YOUR_PASSWORD\") # change to your password\n",
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"s.sendmail(email_from, [email_to] + [email_cc], msg.as_string())\n",
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"s.quit()"
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],
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"execution_count": null,
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"outputs": []
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}
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]
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}
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