Performance improvements

nseta/common/__init__.py

@@ -1,3 +0,0 @@
-global __trace__
-global __filter__
-global __DEBUG__

nseta/common/log.py

@@ -28,7 +28,7 @@ def level(self):
 
 	@level.setter
 	def level(self, level):
-		return self.logger.setlevel(level)
+		self.logger.setLevel(level)
 
 	@staticmethod
 	def getlogger(logger):

nseta/scanner/__init__.py

@@ -1 +0,0 @@
-global __scan_counter__

nseta/scanner/baseScanner.py

@@ -18,7 +18,6 @@ def __init__(self, scanner_type, stocks=[], indicator=None, background=False):
 		self._signal_columns = None
 		self._archiver = None
 		self._response_type = None
-		self._scanner_func = None
 		self._sortAscending = False
 
 	@property
@@ -81,26 +80,18 @@ def option(self):
 	def option(self, value):
 		self._option = value
 
-	@property
-	def scanner_func(self):
-		return self._scanner_func
-
-	@scanner_func.setter
-	def scanner_func(self, value):
-		self._scanner_func = value
-
 	@tracelog
 	def scan(self, option=None):
 		self.option = option
+		scannerinstance = scanner(indicator=self.indicator)
 		if self.background:
 			b = threading.Thread(name='scan_{}_background'.format(self.scanner_type.name), 
-					target=self.scan_background, args=[], daemon=True)
+					target=self.scan_background, args=[scannerinstance], daemon=True)
 			b.start()
 			b.join()
 		else:
 			df, signaldf = self.load_archived_scan_results()
-			if df is None or len(df) == 0 and self.scanner_func is not None:
-				scannerinstance = scanner(indicator=self.indicator)
+			if df is None or len(df) == 0:
 				df, signaldf = scannerinstance.scan(self.stocks, self.scanner_type)
 			self.scan_results(df, signaldf)
 
@@ -171,7 +162,7 @@ def clear_cache(self, clear, force_clear=False):
 			self.archiver.clearcache(response_type=self.response_type, force_clear=force_clear)
 
 	@tracelog
-	def scan_background(self, terminate_after_iter=0, wait_time=0):
+	def scan_background(self, scannerinstance, terminate_after_iter=0, wait_time=0):
 		global RUN_IN_BACKGROUND
 		RUN_IN_BACKGROUND = True
 		iteration = 0
@@ -180,8 +171,10 @@ def scan_background(self, terminate_after_iter=0, wait_time=0):
 			if terminate_after_iter > 0 and iteration >= terminate_after_iter:
 				RUN_IN_BACKGROUND = False
 				break
+			if scannerinstance is None:
+				default_logger().debug('scannerinstance is None. Cannot proceed with background scanning')
+				break
 			self.clear_cache(True, force_clear=True)
-			scannerinstance = scanner(indicator=self.indicator)
 			df, signaldf = scannerinstance.scan(self.stocks, self.scanner_type)
 			self.scan_results(df, signaldf, should_cache= False)
 			time.sleep(wait_time)

nseta/scanner/baseStockScanner.py

@@ -14,11 +14,10 @@
 from nseta.strategy.rsiSignalStrategy import rsiSignalStrategy
 from nseta.strategy.bbandsSignalStrategy import bbandsSignalStrategy
 from nseta.strategy.macdSignalStrategy import macdSignalStrategy
-from nseta.common.commons import Recommendation
 from nseta.common.tradingtime import *
 
 __all__ = ['baseStockScanner', 'TECH_INDICATOR_KEYS', 'ScannerType']
-
+__scan_counter__ = 0
 TECH_INDICATOR_KEYS = ['rsi', 'smac', 'emac', 'macd', 'bbands', 'all']
 
 class ScannerType(enum.Enum):
@@ -35,6 +34,7 @@ def __init__(self, indicator='all'):
 			indicator = 'all'
 		self._indicator = indicator
 		self._stocksdict = {}
+		self._instancedict = {}
 		self._total_counter = 0
 
 	@property
@@ -53,6 +53,10 @@ def indicator(self):
 	def indicator(self, value):
 		self._indicator = value
 
+	@property
+	def instancedict(self):
+		return self._instancedict
+
 	@property
 	def stocksdict(self):
 		return self._stocksdict
@@ -73,11 +77,12 @@ def stocks_list(self, stocks=[]):
 	def multithreadedScanner_callback(self, **kwargs):
 		scanner_type = kwargs['scanner_type']
 		del(kwargs['scanner_type'])
-		callback_func = self.get_func_name(scanner_type)
-		return callback_func(**kwargs)
+		callback_instance = self.get_instance(scanner_type=scanner_type)
+		callback_instance.total_counter = self.total_counter
+		return callback_instance.scan_quanta(**kwargs)
 
-	def get_func_name(self, scanner_type=ScannerType.Unknown):
-		default_logger().debug('Scanner will begin for scanner_type:{}'.format(scanner_type))
+	def get_instance(self, scanner_type=ScannerType.Unknown):
+		return self
 
 	@tracelog
 	def scan(self, stocks=[], scanner_type=ScannerType.Unknown):
@@ -219,9 +224,10 @@ def get_quick_recommendation(self, df, indicator):
 		default_logger().debug(summary.to_string(index=False))
 		if summary is not None and len(summary) > 0:
 			last_row = summary.tail(1)
-			return last_row['Recommendation'].iloc[0]
+			reco = last_row['Recommendation'].iloc[0]
+			return '-' if reco == 'Unknown' else reco
 		else:
-			return 'Unknown'
+			return '-'
 
 	def update_confidence_level(self, df):
 		rsi = round(df['RSI'].iloc[0],2)

nseta/scanner/intradayScanner.py

@@ -18,5 +18,5 @@ def scan(self, option=None):
 		self.sortAscending = True
 		super().scan(option='Symbol')
 
-	def scan_background(self, terminate_after_iter=0, wait_time=resources.scanner().background_scan_frequency_intraday):
-		return super().scan_background(terminate_after_iter=terminate_after_iter, wait_time=wait_time)
+	def scan_background(self, scannerinstance, terminate_after_iter=0, wait_time=resources.scanner().background_scan_frequency_intraday):
+		return super().scan_background(scannerinstance, terminate_after_iter=terminate_after_iter, wait_time=wait_time)

nseta/scanner/intradayStockScanner.py

@@ -1,4 +1,5 @@
 import pandas as pd
+import numpy as np
 import datetime
 
 from nseta.common.ti import ti
@@ -46,11 +47,8 @@ class intradayStockScanner(baseStockScanner):
 	def __init__(self, indicator='all'):
 		super().__init__(indicator=indicator)
 
-	def get_func_name(self):
-		return self.scan_intraday_quanta
-
 	@tracelog
-	def scan_intraday_quanta(self, **kwargs):
+	def scan_quanta(self, **kwargs):
 		stocks = kwargs['items']
 		frames = []
 		signalframes = []

nseta/scanner/liveScanner.py

@@ -19,5 +19,5 @@ def scan(self, option=None):
 		super().scan(option='% Delivery')
 
 	@tracelog
-	def scan_background(self, terminate_after_iter=0, wait_time=resources.scanner().background_scan_frequency_live):
-		return super().scan_background(terminate_after_iter=terminate_after_iter, wait_time=wait_time)
+	def scan_background(self, scannerinstance, terminate_after_iter=0, wait_time=resources.scanner().background_scan_frequency_live):
+		return super().scan_background(scannerinstance, terminate_after_iter=terminate_after_iter, wait_time=wait_time)

nseta/scanner/liveStockScanner.py

@@ -2,7 +2,6 @@
 import talib as ta
 
 from nseta.live.live import get_live_quote
-from nseta.common.ti import ti
 from nseta.resources.resources import *
 from nseta.scanner.baseStockScanner import baseStockScanner
 from nseta.archives.archiver import *
@@ -15,15 +14,12 @@ def __init__(self, indicator='all'):
 		super().__init__(indicator=indicator)
 		self._keys = ['symbol','previousClose', 'lastPrice', 'deliveryToTradedQuantity', 'BuySellDiffQty', 'totalTradedVolume', 'pChange']
 
-	def get_func_name(self):
-		return self.scan_live_quanta
-
 	@property
 	def keys(self):
 		return self._keys
 
 	@tracelog
-	def scan_live_quanta(self, **kwargs):
+	def scan_quanta(self, **kwargs):
 		stocks = kwargs['items']
 		frames = []
 		signalframes = []

nseta/scanner/scannerFactory.py

@@ -1,4 +1,3 @@
-import enum
 from nseta.scanner.intradayScanner import intradayScanner
 from nseta.scanner.liveScanner import liveScanner
 from nseta.scanner.quoteScanner import quoteScanner

nseta/scanner/stockscanner.py

@@ -13,9 +13,13 @@ class scanner(baseStockScanner):
 	def __init__(self, indicator='all'):
 		super().__init__(indicator=indicator)
 
-	def get_func_name(self, scanner_type=ScannerType.Unknown):
-		scn = scanner.stockScanner(scanner_type=scanner_type, indicator=self.indicator)
-		return scn.get_func_name()
+	def get_instance(self, scanner_type=ScannerType.Unknown):
+		if scanner_type.name in self.instancedict:
+			return self.instancedict[scanner_type.name]
+		else:
+			instance = scanner.stockScanner(scanner_type=scanner_type, indicator=self.indicator)
+			self.instancedict[scanner_type.name] = instance
+			return instance
 
 	@staticmethod
 	def stockScanner(scanner_type=ScannerType.Unknown, indicator=None):

nseta/scanner/swingScanner.py

@@ -21,7 +21,7 @@ def scan(self, option=None):
 		# TODO: Include get-quote results for OHLC of today before market closing hours for better accuracy
 
 	@tracelog
-	def scan_background(self, terminate_after_iter=0, wait_time=0):
+	def scan_background(self, scannerinstance, terminate_after_iter=0, wait_time=0):
 		default_logger().debug('Background running not supported yet. Stay tuned. Executing just once.')
 		self.background = False
 		self.scan(self.option)

nseta/scanner/swingStockScanner.py

@@ -1,5 +1,4 @@
 import pandas as pd
-import talib as ta
 import datetime
 import sys
 
@@ -18,11 +17,8 @@ class swingStockScanner(baseStockScanner):
 	def __init__(self, indicator='all'):
 		super().__init__(indicator=indicator)
 
-	def get_func_name(self):
-		return self.scan_swing_quanta
-
 	@tracelog
-	def scan_swing_quanta(self, **kwargs):
+	def scan_quanta(self, **kwargs):
 		stocks = kwargs['items']
 		frames = []
 		signalframes = []

nseta/scanner/volumeScanner.py

@@ -19,8 +19,8 @@ def scan(self, option=None):
 		self.sortAscending = False
 		super().scan(option=option)
 
-	def scan_background(self, terminate_after_iter=0, wait_time=resources.scanner().background_scan_frequency_intraday):
-		return super().scan_background(terminate_after_iter=terminate_after_iter, wait_time=wait_time)
+	def scan_background(self, scannerinstance, terminate_after_iter=0, wait_time=resources.scanner().background_scan_frequency_intraday):
+		return super().scan_background(scannerinstance, terminate_after_iter=terminate_after_iter, wait_time=wait_time)
 
 	def scan_results(self, df, signaldf, should_cache=True):
 		if self.option == 'momentum':

nseta/scanner/volumeStockScanner.py

@@ -21,15 +21,12 @@ def __init__(self, indicator='all'):
 		super().__init__(indicator=indicator)
 		self._keys = ['symbol','previousClose', 'lastPrice', 'deliveryToTradedQuantity', 'BuySellDiffQty', 'totalTradedVolume', 'pChange']
 
-	def get_func_name(self):
-		return self.scan_volume_quanta
-
 	@property
 	def keys(self):
 		return self._keys
 
 	@tracelog
-	def scan_volume_quanta(self, **kwargs):
+	def scan_quanta(self, **kwargs):
 		stocks = kwargs['items']
 		frames = []
 		signalframes = []
@@ -148,7 +145,7 @@ def format_scan_volume_df(self, df, df_today, signalframes):
 				elif ltp >= r1:
 					df['Remarks'].iloc[n-1]='LTP >= R1'
 					df['S1-R3'].iloc[n-1] = r1
-				elif ltp < r1:
+				else:
 					df['Remarks'].iloc[n-1]='PP <= LTP < R1'
 					df['S1-R3'].iloc[n-1] = r1
 			else:
@@ -163,7 +160,7 @@ def format_scan_volume_df(self, df, df_today, signalframes):
 				elif ltp >= s3:
 					df['Remarks'].iloc[n-1]='LTP >= S3'
 					df['S1-R3'].iloc[n-1] = s3
-				elif ltp < s3:
+				else:
 					df['Remarks'].iloc[n-1]='LTP < S3'
 					df['S1-R3'].iloc[n-1] = s3
 		if current_datetime_in_ist_trading_time_range():

nseta/strategy/__init__.py

@@ -1,2 +0,0 @@
-global __test_counter__
-global __download_counter__

nseta/strategy/strategyManager.py

@@ -65,10 +65,15 @@ def multi_strategy(df,  lower, upper, plot=False):
 	"multi": multi_strategy
 }
 
+__test_counter__ = 0
+__download_counter__ = 0
+
 class strategyManager:
 
 	def __init__(self, order_type=OrderType.Delivery):
 		self._strict = False
+		self._total_stocks_counter = 0
+		self._total_tests_counter = 0
 
 	@property
 	def total_stocks_counter(self):
@@ -101,7 +106,7 @@ def multithreadedScanner_callback(self, **kwargs):
 		if end is not None:
 			ed = datetime.strptime(end, "%Y-%m-%d").date()
 		frames = []
-		instance = scanner('all') if intraday else historicaldata()
+		instance = intradayStockScanner('all') if intraday else historicaldata()
 		for stock in stocks:
 			df_summary_dict = {'Symbol':['?'], 'RSI-PnL':[np.nan],'MACD-PnL':[np.nan], 'BBANDS-PnL':[np.nan], 'Reco-RSI':[np.nan], 'Reco-MACD':[np.nan], 'Reco-BBANDS':[np.nan]}
 			df_summary = pd.DataFrame(df_summary_dict)
@@ -112,7 +117,8 @@ def multithreadedScanner_callback(self, **kwargs):
 					if summary is not None and len(summary) > 0:
 						df_summary['Symbol'].iloc[0] = stock
 						df_summary['{}-PnL'.format(strategy.upper())].iloc[0] = summary['PnL'].iloc[0]
-						df_summary['Reco-{}'.format(strategy.upper())].iloc[0] = str(summary['Recommendation'].iloc[0])
+						reco = summary['Recommendation'].iloc[0]
+						df_summary['Reco-{}'.format(strategy.upper())].iloc[0] = '-' if reco == 'Unknown' else reco
 				except Exception as e:
 					default_logger().debug(e, exc_info=True)
 					default_logger().debug('Failed to test trading strategy for symbol: {}.'.format(stock))
@@ -191,7 +197,7 @@ def download_stock_data(self, **kwargs):
 			sd = datetime.strptime(start, "%Y-%m-%d").date()
 		if end is not None:
 			ed = datetime.strptime(end, "%Y-%m-%d").date()
-		instance = scanner('all') if intraday else historicaldata()
+		instance = intradayStockScanner('all') if intraday else historicaldata()
 		for stock in stocks:
 			try:
 				global __download_counter__

tests/test_livecli.py

@@ -41,7 +41,7 @@ def test_scan_intraday(self):
 	def test_scan_intraday_background(self):
 		s = scannerFactory.scanner(ScannerType.Intraday, ['HDFC'], 'emac', True)
 		scannerinstance = scanner(indicator='rsi')
-		result = s.scan_background(terminate_after_iter=2, wait_time=2)
+		result = s.scan_background(scannerinstance, terminate_after_iter=2, wait_time=2)
 		self.assertEqual(result , 2)
 
 	def test_scan_live(self):
@@ -53,7 +53,7 @@ def test_scan_live(self):
 	def test_scan_live_background(self):
 		s = scannerFactory.scanner(ScannerType.Live, ['HDFC'], 'emac', True)
 		scannerinstance = scanner(indicator='rsi')
-		result = s.scan_background(terminate_after_iter=2, wait_time=2)
+		result = s.scan_background(scannerinstance, terminate_after_iter=2, wait_time=2)
 		self.assertEqual(result , 2)
 
 	def test_scan_swing(self):
@@ -65,7 +65,7 @@ def test_scan_swing(self):
 	def test_scan_swing_background(self):
 		s = scannerFactory.scanner(ScannerType.Swing, ['HDFC'], 'emac', True)
 		scannerinstance = scanner(indicator='rsi')
-		result = s.scan_background(terminate_after_iter=2, wait_time=0)
+		result = s.scan_background(scannerinstance, terminate_after_iter=2, wait_time=0)
 		self.assertEqual(result , 0)
 		self.assertFalse(s.background)
 
@@ -84,7 +84,7 @@ def test_scan_volume_intraday(self):
 	def test_scan_volume_background(self):
 		s = scannerFactory.scanner(ScannerType.Volume, ['HDFC'], 'emac', True)
 		scannerinstance = scanner(indicator='rsi')
-		result = s.scan_background(terminate_after_iter=2, wait_time=2)
+		result = s.scan_background(scannerinstance, terminate_after_iter=2, wait_time=2)
 		self.assertEqual(result , 2)
 
 	def test_live_quote_inputs(self):

tests/test_log.py

@@ -22,6 +22,11 @@ def test_debug_log(self):
 
 	def test_debug_log_filter(self):
 		log.setup_custom_logger('nseta', logging.DEBUG, False, filter='test_log.py')
+		default_logger().setLevel(logging.INFO)
+		self.assertEqual(default_logger().level, logging.INFO)
+		default_logger().level = logging.WARN
+		self.assertEqual(default_logger().level, logging.WARN)
+		default_logger().setLevel(logging.DEBUG)
 		default_logger().debug('test_debug_log_filter')
 		self.assertIn('test_debug_log_filter', self.capturedOutput.getvalue())
 		self.assertIn('test_log.py', self.capturedOutput.getvalue())