TwoMovAvgStrat.py

import pandas as pd
import yfinance as yf
from utils import send_message
# import matplotlib.pyplot as plt

#---------------------------------------------------------------

SYMBOL = "^NSEI" # any symbol from yahoo finance
data = yf.download(SYMBOL,period ="3d",interval = "15m") # getting data 

#---------------------------------------------------------------
# Simple Moving Average
def SWMA(data, ndays):
    SMA = pd.Series(data['Close'].rolling(ndays).mean(), name = 'SMA') 
    data = data.join(SMA) 
    # print(data)
    return data

# Compute the 50-day SMA
n = 50 # n gives time period 
SMA = SWMA(data,n) # calling function
SMA_data = SMA['SMA'] # getting only SMA data with time
SMA_data_list = SMA_data.values.tolist()

#----------------------------------------------------------------
# Exponentially-weighted Moving Average  
def EWMA(data, ndays): 
    EMA = pd.Series(data['Close'].ewm(span = ndays, min_periods = ndays - 1).mean(), 
                 name = 'EWMA_' + str(ndays)) 
    data = data.join(EMA)
    # print(data)
    return data

#----------------------------------------------------------------

# Compute the 5-day EWMA
ew = 5
EWMA = EWMA(data,ew) # type: ignore
EWMA_data = EWMA['EWMA_5'] # getting only SMA data with time # type: ignore
EWMA_data_list = EWMA_data.values.tolist() # converting data into list

# getting time
index_time = data.index
index_time_tolist = index_time.tolist() #converting to list

for i in range(0,len(SMA_data_list)-1):

    if EWMA_data_list[i] == 'NaN' and SMA_data_list[i] == 'NaN': continue
    else :
        # EWMA_data_list[i] = int(EWMA_data_list[i])
        # SMA_data_list[i] = int(SMA_data_list[i])

    #For Bullish
        if SMA_data_list[i] > EWMA_data_list[i] and EWMA_data_list[i+1] > SMA_data_list[i+1] : 
            print("Bullish Market.")
            print("From : " + str(SMA_data_list[i+1])+ '\nTime : ' + str(index_time_tolist[i+1]))
            print()
            send_message(" Bullish Market.\n" + "From : " + str(SMA_data_list[i+1])+ '\nTime : ' + str(index_time_tolist[i+1]))
        # else : print("No Bulish ")

    #For Bearish
        if(EWMA_data_list[i] > SMA_data_list[i] and SMA_data_list[i+1] > EWMA_data_list[i+1]) : 
            print("Bearish Market.")
            print("From : " + str(EWMA_data_list[i+1]) +'\nTime : '+ str(index_time_tolist[i+1]))
            print()
            send_message(" Bearish Market.\n"+ "From : " + str(EWMA_data_list[i+1]) +'\nTime : '+ str(index_time_tolist[i+1]))
        # else : print("No Bearish ")