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import streamlit as st |
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import yfinance as yf |
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import pandas as pd |
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import plotly.graph_objs as go |
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def fetch_data(ticker, start_date, end_date): |
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data = yf.download(ticker, start=start_date, end=end_date) |
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return data |
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def calculate_indicators(data): |
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data['EMA50'] = data['Close'].ewm(span=50, adjust=False).mean() |
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data['EMA200'] = data['Close'].ewm(span=200, adjust=False).mean() |
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delta = data['Close'].diff() |
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gain = (delta.where(delta > 0, 0)).rolling(window=14).mean() |
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loss = (-delta.where(delta < 0, 0)).rolling(window=14).mean() |
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rs = gain / loss |
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data['RSI'] = 100 - (100 / (1 + rs)) |
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return data |
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def identify_signals(data): |
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data['Buy Signal'] = (data['EMA50'] > data['EMA200']) & (data['RSI'] < 30) |
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data['Sell Signal'] = (data['EMA50'] < data['EMA200']) & (data['RSI'] > 70) |
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return data |
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def plot_data(data): |
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fig = go.Figure() |
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fig.add_trace(go.Candlestick(x=data.index, |
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open=data['Open'], |
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high=data['High'], |
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low=data['Low'], |
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close=data['Close'], name='Candlestick')) |
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fig.add_trace(go.Scatter(x=data.index, y=data['EMA50'], name='EMA 50', line=dict(color='blue', width=1.5))) |
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fig.add_trace(go.Scatter(x=data.index, y=data['EMA200'], name='EMA 200', line=dict(color='red', width=1.5))) |
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buys = data[data['Buy Signal']] |
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sells = data[data['Sell Signal']] |
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fig.add_trace(go.Scatter(x=buys.index, y=buys['Close'], mode='markers', name='Buy Signal', marker=dict(symbol='triangle-up', size=12, color='green'))) |
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fig.add_trace(go.Scatter(x=sells.index, y=sells['Close'], mode='markers', name='Sell Signal', marker=dict(symbol='triangle-down', size=12, color='red'))) |
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fig.update_layout(title='Momentum Reversal Trading Strategy Visualization', xaxis_title='Date', yaxis_title='Price', template='plotly_dark') |
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fig.update_xaxes(rangeslider_visible=True) |
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return fig |
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def main(): |
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st.title("Momentum Reversal Trading Strategy Visualization") |
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ticker = st.text_input("Enter the ticker symbol, e.g., 'AAPL'") |
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start_date = st.date_input("Select the start date") |
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end_date = st.date_input("Select the end date") |
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if st.button("Analyze"): |
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data = fetch_data(ticker, start_date, end_date) |
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data = calculate_indicators(data) |
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data = identify_signals(data) |
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fig = plot_data(data) |
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st.plotly_chart(fig, use_container_width=True) |
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if __name__ == "__main__": |
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main() |
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