- Utilizing
yfinance
[non-API based] +yahooquery
[API-based] - Stock Scanner & Screener Based on a Core Equation of Fundamental Financial Properties, followed by a Multi-dimensional Scan Ranking process. - Supports Custom Portfolio and the Israeli, US, Swedish and Swiss Stock Markets (Extendable to other stock markets as well).
- The stocks scan and sorting is done according to the below documentation (Core Equation and Multi-Dimensional scan) written using Google Documents (https://www.google.com/docs/about/):
https://bit.ly/MultiDimensionalScan
Within the code, the following libraries and fonts are used:
-
Mandatory Python Libraries:
-
Reccomended Python Libraries (Backup Internal independent Forex Tables are partially maintained):
-
Fonts:
-
Install
Python 3.6
or higher from https://www.python.org/downloads/ -
(Reccomended but Optional) Install
Pycharm Community Edition
from https://www.jetbrains.com/pycharm/download/ -
Download the source code as a Zip file from this page (https://github.com/asafravid/sss/archive/master.zip) or clone/fork the repository directly
-
Open Project from folder (to which you unzipped the
sss
source code) -
No further steps required apart from
pip[3]
installing relevant libraries:- Mandatory
pip[3] install pandas
pip[3] install yfinance
pip[3] install yahooquery
pip[3] install fpdf
pip[3] install pyPdf
pip[3] install numpy
pip[3] install forex_python
and/orpip[3] install forex-python
pip[3] install CurrencyConverter
pip[3] install PyCurrency-Converter
pip[3] install currency.converter
- Mandatory
- 1: Set
multi_dim_scan_mode
toFalse
and for 1st time run, you may setreference_run_<mode>
toNone
(or to latest relevant directory in results) - 2: Set the required scanning mode(s) (
custom
/tase
/nsr
/all
) insss_config.py
and runsss_run.py
- 3: A (New)
Results/<scan_mode>/<date_and_time>_..._<num_results>
directory shall be created underResults/<mode>/
directory - 4: Feed the
Results
path into themulti_dim_scan_mode = True
(Multi-Dimensional Scan). APDF
andresults_sss_*.csv
files shall be created in the same directory - 5: Crash and Continue from crash point - Supported for efficiency.
- Download
TASE
latest components via https://info.tase.co.il/eng/MarketData/Stocks/MarketData/Pages/MarketData.aspx intoIndices/Data_TASE.csv
-> This operation is done automatically upon each scan (withresearch_mode = False
) viasss_indices.py
- Download
NASDAQ100
latest components via https://www.nasdaq.com/market-activity/quotes/nasdaq-ndx-index intoIndices/nasdaq100-components.csv
- Download
Russel1000
latest components via https://en.wikipedia.org/wiki/Russell_1000_Index intorussell-1000-index.csv
- Download
S&P500
latest components intoIndices/snp500-components.csv
(Remove last line indicating creation date) - Download
NASDAQ
latest components (otherlisted.txt
,nasdaqlisted.txt
,otherlisted.txt
) viaftp://ftp.nasdaqtrader.com/symboldirectory/
into theIndices/
directory (Convert.txt
to.csv
) using an FTP Client (such as https://filezilla-project.org/) -> This operation is done automatically upon each scan (withresearch_mode = False
) - You can also create your own indice/group of stocks by either overriding the above files' contents or simply adding your own indice to the code support. Use Custom Mode, and example in
sss_config.py
- Checkout http://www.nasdaqtrader.com/trader.aspx?id=symboldirdefs for all symbol definitions (for instance -
$
in stock names, 5-letter stocks ending withY
, etc)
- The Scan Results are By No Neans to be interpreted as reccomendations.
- The Results are merely a basis for Research and Analysis.
- Units can be compared to https://www.macroaxis.com/stock-analysis/CMRE/Costamare (i.e. CMRE can be replaced for any stock ticker/symbol)
- Use case:
CMRE
'syfinance
earningsQuarterlyGrowth
is-0.298
, and website shows-29.80%
so the match yields thatyfinance
reports in direct ratio (not%
)
- You are encouraged to contribute to this project:
- Add other contries' stock markets
- Past reccomendations and present results - for proving that the model works (a prototype is ready
sss_results_performance.py
) - Multi-Dimensional Scan enhancements (scan over
EQG
s, etc) - For any questions / issues / suggestions: You can reach me here: asaf.rvd@gmail.com
Copyright (C) 2021 Asaf Ravid <asaf.rvd@gmail.com>
This program is free software: you can redistribute it and/or modify
it under the terms of the GNU General Public License as published by
the Free Software Foundation, either version 3 of the License, or
(at your option) any later version.
This program is distributed in the hope that it will be useful,
but WITHOUT ANY WARRANTY; without even the implied warranty of
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
GNU General Public License for more details.
You should have received a copy of the GNU General Public License
along with this program. If not, see <https://www.gnu.org/licenses/>.