From e34780c1fea4ea509b322127563f2eae72e5a175 Mon Sep 17 00:00:00 2001
From: tomgwang <tom.wang@elementenergy.com>
Date: Fri, 21 Jun 2024 21:26:27 -0700
Subject: [PATCH] first working commit

---
 indicators.py | 22 +++++++++++-----------
 util.py       |  8 ++++----
 2 files changed, 15 insertions(+), 15 deletions(-)

diff --git a/indicators.py b/indicators.py
index 11e5640..43fdb45 100644
--- a/indicators.py
+++ b/indicators.py
@@ -661,24 +661,24 @@ def intelligent_loop_plots():
 
         # init
         plot_indicator = "["
-        print('{:5}: '.format(sym), end = '')
+        # print('{:5}: '.format(sym), end = '')
 
         # RSI outside window (over bought / over sold)
         rsi_tail = rsi.tail(lb_trigger)
         if (rsi_tail[sym] >= 70).any() or (rsi_tail[sym] <= 30).any():
-            print('--RSI', end = '')
+            # print('--RSI', end = '')
             plot_indicator += 'RSI, '
 
         # VoRSI outside window (over bought / over sold)
         vorsi_tail = vorsi.tail(lb_trigger)
         if (vorsi_tail[sym] >= 70).any() or (vorsi_tail[sym] <= 30).any():
-            print('--VoRSI', end = '')
+            # print('--VoRSI', end = '')
             plot_indicator += 'VoRSI, '
 
         # Normalized MACD histogram out of 3% range
         norm_hist_tail = abs(norm_hist.tail(lb_trigger))
         if (abs(norm_hist_tail[sym]) >= 0.02).any():
-            print('--MACD/R', end = '') # outside normal range
+            # print('--MACD/R', end = '') # outside normal range
             plot_indicator += 'MACD/R, '
 
         # MACD histogram zero crossing
@@ -686,7 +686,7 @@ def intelligent_loop_plots():
         macd_hist_sign = np.sign(macd_hist_tail)
         macd_hist_diff = macd_hist_sign.diff()
         if (abs(macd_hist_diff[sym]) > 1).any():
-            print('--MACD', end = '') # zero crossing
+            # print('--MACD', end = '') # zero crossing
             plot_indicator += 'MACD, '
 
         # Stock price crosses SMA50
@@ -694,7 +694,7 @@ def intelligent_loop_plots():
         sma50_cross_sign = np.sign(sma50_cross_tail)
         sma50_cross_diff = sma50_cross_sign.diff()
         if (abs(sma50_cross_diff[sym]) > 1).any():
-            print('--SMA50', end = '')
+            # print('--SMA50', end = '')
             plot_indicator += 'SMA50, '
 
         # Death cross or golden cross - SMA50 vs SMA200
@@ -702,7 +702,7 @@ def intelligent_loop_plots():
         sma_cross_sign = np.sign(sma_cross_tail)
         sma_cross_diff = sma_cross_sign.diff()
         if (abs(sma_cross_diff[sym]) > 1).any():
-            print('--Golden/Death', end = '')
+            # print('--Golden/Death', end = '')
             plot_indicator += 'Golden/Death, '
 
         # Price outside bollinger band or crossing
@@ -712,7 +712,7 @@ def intelligent_loop_plots():
         price_high = price_tail - bol_up_tail.values
         price_low = price_tail - bol_low_tail.values
         if (price_high[sym] >= 0).any() or (price_low[sym] <= 0).any():
-            print('--Bollinger', end ='')
+            # print('--Bollinger', end ='')
             plot_indicator += 'Bollinger, '
 
         # Price cross 200 day moving average
@@ -721,7 +721,7 @@ def intelligent_loop_plots():
         sma200_cross_sign = np.sign(sma200_cross)
         sma200_cross_diff = sma200_cross_sign.diff()
         if (abs(sma200_cross_diff[sym]) > 1).any():
-            print('--SMA200', end = '')
+            # print('--SMA200', end = '')
             plot_indicator += 'SMA200, '
 
         # Large trading volume trigger
@@ -729,10 +729,10 @@ def intelligent_loop_plots():
         vol_mean = vol.tail(50).mean()
         vol_std = vol.tail(50).std()
         if ((volume_tail[sym] - vol_mean[sym] - 2*vol_std[sym]) > 0).any():
-            print('--HiVol', end = '')
+            # print('--HiVol', end = '')
             plot_indicator += "HiVol, "
 
-        print(f"-- {watchlist.loc[sym, 'Notes']}") # carriage return
+        # print(f"-- {watchlist.loc[sym, 'Notes']}") # carriage return
         plot_indicator += ']'
         note_field = watchlist.loc[sym, 'Notes'].strip().lower()
         if note_field != "watch" and ( note_field == "skip" or \
diff --git a/util.py b/util.py
index 1a24b84..fc2ce91 100644
--- a/util.py
+++ b/util.py
@@ -82,13 +82,13 @@ def get_data_range(df, dates):
     return df_range
 
 def yf_download(symbols, start, end):
-    df = pd.DataFrame(columns = pd.MultiIndex(levels=[["Adj Close", "Volume"],[]], codes=[[],[]], names=["adjclose", "volume"]))
+    df = pd.DataFrame(columns = pd.MultiIndex(levels=[["Adj Close", "Volume"],[]], codes=[[],[]], names=["param", "tick"]))
     for sym in symbols:
         # tmp = si.get_data(sym, start_date=start)
         tmp = si.get_data(sym, start_date=start)[["adjclose", "volume"]]
-        tuples = list(zip(tmp.columns.values.tolist(), \
-                            [symbols[0]]*len(tmp.columns.values)))
-        tmp.columns = pd.MultiIndex.from_tuples(tuples, names=[None, None])
+        tmp.rename(columns={"adjclose": "Adj Close", "volume": "Volume"}, inplace=True)
+        tmp.columns = pd.MultiIndex.from_product([list(tmp.columns)] + [[sym]], names=["param", "tick"])
+
         df = df.join(tmp, how='outer')
 
     return df