Stock-pattern - v4.0.0

[BennyThadikaran]

New dependency - fast-csv-loader

• Run pip install fast_csv_loader

New patterns - AB=CD bearish and BAT harmonic pattern

Improvements to trendline detection algorithm.

Backtest.py - Bug fixes, Under the hood improvments

• Now works as expected with various fixes.
• New cli options --sym to pass one or more symbols to backtest.
• New cli option --config or -c to pass custom configuration files.

Support for chart annotations - Patterns are now labeled alphabetically with support for added context in labels.

Support for chart themes and various customizations - Add configuration for chart themes, line colors,

Chart Date (X-axis) axis is now sleeker using the ConciseDateFormatter

Improved Chart coordinates - Chart coordinates are formatted to show OHLC and volume data.

New data structure for detected patterns

The new structure is easier and intuitive. It also shifts the burden of plotting the pattern lines to the Plotter class. Users can also roll their own implementation of Plotter class using their preferred Chart package.

# Example return values of find_* functions in utils.py
dict(
    sym=sym,
    pattern="VCPU",
    start=a_idx,
    end=e_idx,
    df_start=df.index[0],
    df_end=df.index[-1],
    # Points represents the individul pivots that form the pattern.
    points=dict(
        # Keys used as text labels in charts.
        # Value represents a chart coordinate (tuple of pandas timestamp and price)
        A=(a_idx, a),
        B=(b_idx, b),
        C=(c_idx, c),
        D=(d_idx, d),
        E=(e_idx, e),
    ),
    # extra_points used to represent lines that complement the pattern
    extra_points=dict(
        # Keys used as text labels in charts.
        # Value represents a chart coordinate (tuple of pandas timestamp and price)
        direction=(c_idx, c),
    ),
)

Tested on Windows and Linux

Tested on intraday data from Mexc (crypto exchange), Zerodha Kite (Indian Broker)
Tested on daily EOD data from NSE (EOD2)

Documentation to updated soon 😄

[BennyThadikaran]

Here is an example of some of the chart customizations available.

Below is the config file for the same.

{
  "DATA_PATH": "/home/benny/Documents/python/eod2/src/eod2_data/daily",
  "LOADER": "EODFileLoader",
  "DEFAULT_TF": "daily",
  "SYM_LIST": "/home/benny/Documents/python/stock-pattern/src/data.csv",
  "CHART": {
    "TYPE": "candle",
    "STYLE": "mike",
    "LINE_COLOR": "gold",
    "LABEL_COLOR": "white",
    "BIAS_LINE_COLOR": "lime",
    "NAV_TITLE_COLOR": "snow"
  }
}

[BennyThadikaran]

I have updated the wiki documentation

For chart configuration see Configuring Optional Chart colors and themes

I have rewritten the section on backtest.py usage. See backtest usage

The wiki on usage has also received minor updates and corrections: See Usage

The wiki on algorithms is still pending some updates.