stats.ipynb

{
 "cells": [
  {
   "cell_type": "code",
   "execution_count": 1,
   "metadata": {},
   "outputs": [],
   "source": [
    "import pandas as pd\n",
    "import numpy as np\n",
    "import yfinance as yf"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 2,
   "metadata": {},
   "outputs": [
    {
     "data": {
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       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>Datetime</th>\n",
       "      <th>Ticker</th>\n",
       "      <th>Action</th>\n",
       "      <th>ShareAmount</th>\n",
       "      <th>Value</th>\n",
       "      <th>YFSharePrice</th>\n",
       "      <th>AlgoType</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>2021-09-09 10:25:04.301858</td>\n",
       "      <td>AKAM</td>\n",
       "      <td>BUY</td>\n",
       "      <td>0.441200</td>\n",
       "      <td>50.0</td>\n",
       "      <td>113.290001</td>\n",
       "      <td>Stoch</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>2021-09-17 15:25:03.599945</td>\n",
       "      <td>AMCR</td>\n",
       "      <td>BUY</td>\n",
       "      <td>24.347516</td>\n",
       "      <td>0.0</td>\n",
       "      <td>11.845000</td>\n",
       "      <td>RSI</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>2021-09-17 15:25:03.891239</td>\n",
       "      <td>AEP</td>\n",
       "      <td>BUY</td>\n",
       "      <td>14.123380</td>\n",
       "      <td>0.0</td>\n",
       "      <td>84.654999</td>\n",
       "      <td>RSI</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>2021-09-20 11:47:18.990240</td>\n",
       "      <td>ACN</td>\n",
       "      <td>BUY</td>\n",
       "      <td>22.059733</td>\n",
       "      <td>0.0</td>\n",
       "      <td>331.829987</td>\n",
       "      <td>RSI</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4</th>\n",
       "      <td>2021-09-20 11:47:19.613108</td>\n",
       "      <td>AFL</td>\n",
       "      <td>BUY</td>\n",
       "      <td>15.457371</td>\n",
       "      <td>0.0</td>\n",
       "      <td>52.029999</td>\n",
       "      <td>RSI</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>...</th>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1326</th>\n",
       "      <td>2021-11-02 12:25:36.321335</td>\n",
       "      <td>MTD</td>\n",
       "      <td>BUY</td>\n",
       "      <td>52.574460</td>\n",
       "      <td>0.0</td>\n",
       "      <td>1467.260010</td>\n",
       "      <td>Stoch</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1327</th>\n",
       "      <td>2021-11-02 13:25:16.812266</td>\n",
       "      <td>CTXS</td>\n",
       "      <td>BUY</td>\n",
       "      <td>51.182925</td>\n",
       "      <td>0.0</td>\n",
       "      <td>95.269997</td>\n",
       "      <td>Stoch</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1328</th>\n",
       "      <td>2021-11-02 13:25:24.438362</td>\n",
       "      <td>FITB</td>\n",
       "      <td>SELL</td>\n",
       "      <td>43.229685</td>\n",
       "      <td>0.0</td>\n",
       "      <td>43.840000</td>\n",
       "      <td>Stoch</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1329</th>\n",
       "      <td>2021-11-02 13:25:33.747628</td>\n",
       "      <td>LOW</td>\n",
       "      <td>BUY</td>\n",
       "      <td>55.620514</td>\n",
       "      <td>0.0</td>\n",
       "      <td>233.490005</td>\n",
       "      <td>Stoch</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1330</th>\n",
       "      <td>2021-11-02 14:25:11.899944</td>\n",
       "      <td>AVB</td>\n",
       "      <td>BUY</td>\n",
       "      <td>54.113132</td>\n",
       "      <td>0.0</td>\n",
       "      <td>236.375000</td>\n",
       "      <td>Stoch</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>1331 rows × 7 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "                         Datetime Ticker Action  ShareAmount  Value  \\\n",
       "0      2021-09-09 10:25:04.301858   AKAM    BUY     0.441200   50.0   \n",
       "1      2021-09-17 15:25:03.599945   AMCR    BUY    24.347516    0.0   \n",
       "2      2021-09-17 15:25:03.891239    AEP    BUY    14.123380    0.0   \n",
       "3      2021-09-20 11:47:18.990240    ACN    BUY    22.059733    0.0   \n",
       "4      2021-09-20 11:47:19.613108    AFL    BUY    15.457371    0.0   \n",
       "...                           ...    ...    ...          ...    ...   \n",
       "1326   2021-11-02 12:25:36.321335    MTD    BUY    52.574460    0.0   \n",
       "1327   2021-11-02 13:25:16.812266   CTXS    BUY    51.182925    0.0   \n",
       "1328   2021-11-02 13:25:24.438362   FITB   SELL    43.229685    0.0   \n",
       "1329   2021-11-02 13:25:33.747628    LOW    BUY    55.620514    0.0   \n",
       "1330   2021-11-02 14:25:11.899944    AVB    BUY    54.113132    0.0   \n",
       "\n",
       "      YFSharePrice AlgoType  \n",
       "0       113.290001    Stoch  \n",
       "1        11.845000      RSI  \n",
       "2        84.654999      RSI  \n",
       "3       331.829987      RSI  \n",
       "4        52.029999      RSI  \n",
       "...            ...      ...  \n",
       "1326   1467.260010    Stoch  \n",
       "1327     95.269997    Stoch  \n",
       "1328     43.840000    Stoch  \n",
       "1329    233.490005    Stoch  \n",
       "1330    236.375000    Stoch  \n",
       "\n",
       "[1331 rows x 7 columns]"
      ]
     },
     "execution_count": 2,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "trades = pd.read_csv('trades.csv')\n",
    "trades"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 4,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "stoch sold 267\n",
      "RSI sold 103\n"
     ]
    },
    {
     "data": {
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       "      <th></th>\n",
       "      <th>Datetime</th>\n",
       "      <th>Ticker</th>\n",
       "      <th>Action</th>\n",
       "      <th>ShareAmount</th>\n",
       "      <th>Value</th>\n",
       "      <th>YFSharePrice</th>\n",
       "      <th>AlgoType</th>\n",
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       "  <tbody>\n",
       "    <tr>\n",
       "      <th>255</th>\n",
       "      <td>2021-09-23 10:25:23.197153</td>\n",
       "      <td>EQIX</td>\n",
       "      <td>SELL</td>\n",
       "      <td>0.058100</td>\n",
       "      <td>49.649064</td>\n",
       "      <td>854.544983</td>\n",
       "      <td>Stoch</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>261</th>\n",
       "      <td>2021-09-23 11:25:26.303437</td>\n",
       "      <td>HCA</td>\n",
       "      <td>SELL</td>\n",
       "      <td>0.193100</td>\n",
       "      <td>49.641185</td>\n",
       "      <td>257.075012</td>\n",
       "      <td>Stoch</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>267</th>\n",
       "      <td>2021-09-23 14:26:19.501447</td>\n",
       "      <td>CAG</td>\n",
       "      <td>SELL</td>\n",
       "      <td>1.503800</td>\n",
       "      <td>49.971273</td>\n",
       "      <td>33.230000</td>\n",
       "      <td>Stoch</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>268</th>\n",
       "      <td>2021-09-23 15:25:37.083737</td>\n",
       "      <td>LOW</td>\n",
       "      <td>SELL</td>\n",
       "      <td>0.241400</td>\n",
       "      <td>50.302933</td>\n",
       "      <td>208.380005</td>\n",
       "      <td>Stoch</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>269</th>\n",
       "      <td>2021-09-24 12:25:06.334275</td>\n",
       "      <td>ABBV</td>\n",
       "      <td>SELL</td>\n",
       "      <td>0.466700</td>\n",
       "      <td>49.801557</td>\n",
       "      <td>106.709999</td>\n",
       "      <td>Stoch</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>...</th>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1317</th>\n",
       "      <td>2021-11-02 11:25:13.558419</td>\n",
       "      <td>BIIB</td>\n",
       "      <td>SELL</td>\n",
       "      <td>48.191504</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>267.309998</td>\n",
       "      <td>Stoch</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1318</th>\n",
       "      <td>2021-11-02 11:25:15.617478</td>\n",
       "      <td>CTLT</td>\n",
       "      <td>SELL</td>\n",
       "      <td>45.407420</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>135.945007</td>\n",
       "      <td>Stoch</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1321</th>\n",
       "      <td>2021-11-02 11:25:37.238530</td>\n",
       "      <td>MGM</td>\n",
       "      <td>SELL</td>\n",
       "      <td>46.861354</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>47.380001</td>\n",
       "      <td>Stoch</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1324</th>\n",
       "      <td>2021-11-02 12:25:13.263747</td>\n",
       "      <td>BKNG</td>\n",
       "      <td>SELL</td>\n",
       "      <td>47.284231</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>2435.739990</td>\n",
       "      <td>Stoch</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1328</th>\n",
       "      <td>2021-11-02 13:25:24.438362</td>\n",
       "      <td>FITB</td>\n",
       "      <td>SELL</td>\n",
       "      <td>43.229685</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>43.840000</td>\n",
       "      <td>Stoch</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>323 rows × 7 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "                        Datetime Ticker Action  ShareAmount      Value  \\\n",
       "255   2021-09-23 10:25:23.197153   EQIX   SELL     0.058100  49.649064   \n",
       "261   2021-09-23 11:25:26.303437    HCA   SELL     0.193100  49.641185   \n",
       "267   2021-09-23 14:26:19.501447    CAG   SELL     1.503800  49.971273   \n",
       "268   2021-09-23 15:25:37.083737    LOW   SELL     0.241400  50.302933   \n",
       "269   2021-09-24 12:25:06.334275   ABBV   SELL     0.466700  49.801557   \n",
       "...                          ...    ...    ...          ...        ...   \n",
       "1317  2021-11-02 11:25:13.558419   BIIB   SELL    48.191504   0.000000   \n",
       "1318  2021-11-02 11:25:15.617478   CTLT   SELL    45.407420   0.000000   \n",
       "1321  2021-11-02 11:25:37.238530    MGM   SELL    46.861354   0.000000   \n",
       "1324  2021-11-02 12:25:13.263747   BKNG   SELL    47.284231   0.000000   \n",
       "1328  2021-11-02 13:25:24.438362   FITB   SELL    43.229685   0.000000   \n",
       "\n",
       "      YFSharePrice AlgoType  \n",
       "255     854.544983    Stoch  \n",
       "261     257.075012    Stoch  \n",
       "267      33.230000    Stoch  \n",
       "268     208.380005    Stoch  \n",
       "269     106.709999    Stoch  \n",
       "...            ...      ...  \n",
       "1317    267.309998    Stoch  \n",
       "1318    135.945007    Stoch  \n",
       "1321     47.380001    Stoch  \n",
       "1324   2435.739990    Stoch  \n",
       "1328     43.840000    Stoch  \n",
       "\n",
       "[323 rows x 7 columns]"
      ]
     },
     "execution_count": 4,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "stoch = trades[trades['AlgoType'] == 'Stoch']\n",
    "rsi = trades[trades['AlgoType'] == 'RSI']\n",
    "\n",
    "rsi_buy = rsi[rsi['Action'] == 'BUY']\n",
    "rsi_sell = rsi[rsi['Action'] == 'SELL']\n",
    "stoch_buy = stoch[stoch['Action'] == 'BUY']\n",
    "stoch_sell = stoch[stoch['Action'] == 'SELL']\n",
    "\n",
    "stoch_stocks_sold = set(stoch_sell['Ticker'])\n",
    "rsi_stocks_sold = set(rsi_sell['Ticker'])\n",
    "\n",
    "print('stoch sold' , len(stoch_stocks_sold))\n",
    "print('RSI sold' , len(rsi_stocks_sold))\n",
    "stoch_sell"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 5,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "Stoch 448\n",
      "RSI 258\n"
     ]
    },
    {
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       "      <th></th>\n",
       "      <th>Datetime</th>\n",
       "      <th>Ticker</th>\n",
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       "  <tbody>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>2021-09-20 11:47:18.990240</td>\n",
       "      <td>ACN</td>\n",
       "      <td>BUY</td>\n",
       "      <td>22.059733</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>331.829987</td>\n",
       "      <td>RSI</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4</th>\n",
       "      <td>2021-09-20 11:47:19.613108</td>\n",
       "      <td>AFL</td>\n",
       "      <td>BUY</td>\n",
       "      <td>15.457371</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>52.029999</td>\n",
       "      <td>RSI</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>5</th>\n",
       "      <td>2021-09-20 11:47:19.807296</td>\n",
       "      <td>APD</td>\n",
       "      <td>BUY</td>\n",
       "      <td>19.975810</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>257.148987</td>\n",
       "      <td>RSI</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>7</th>\n",
       "      <td>2021-09-20 11:47:20.933608</td>\n",
       "      <td>AMZN</td>\n",
       "      <td>BUY</td>\n",
       "      <td>24.805908</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>3357.419922</td>\n",
       "      <td>RSI</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>10</th>\n",
       "      <td>2021-09-20 11:47:21.824131</td>\n",
       "      <td>AMP</td>\n",
       "      <td>BUY</td>\n",
       "      <td>20.429516</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>256.184998</td>\n",
       "      <td>RSI</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>...</th>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1239</th>\n",
       "      <td>2021-10-28 15:25:48.391137</td>\n",
       "      <td>NOC</td>\n",
       "      <td>BUY</td>\n",
       "      <td>0.141100</td>\n",
       "      <td>49.988202</td>\n",
       "      <td>354.274994</td>\n",
       "      <td>RSI</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1241</th>\n",
       "      <td>2021-10-29 10:25:06.762023</td>\n",
       "      <td>AFL</td>\n",
       "      <td>BUY</td>\n",
       "      <td>0.924600</td>\n",
       "      <td>50.002370</td>\n",
       "      <td>54.080002</td>\n",
       "      <td>RSI</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1272</th>\n",
       "      <td>2021-10-29 14:25:15.485276</td>\n",
       "      <td>CE</td>\n",
       "      <td>BUY</td>\n",
       "      <td>0.311400</td>\n",
       "      <td>49.998383</td>\n",
       "      <td>160.559998</td>\n",
       "      <td>RSI</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1300</th>\n",
       "      <td>2021-11-01 15:25:15.952584</td>\n",
       "      <td>CCL</td>\n",
       "      <td>SELL</td>\n",
       "      <td>2.232000</td>\n",
       "      <td>51.369479</td>\n",
       "      <td>23.014999</td>\n",
       "      <td>RSI</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1319</th>\n",
       "      <td>2021-11-02 11:25:18.244274</td>\n",
       "      <td>CLX</td>\n",
       "      <td>SELL</td>\n",
       "      <td>0.317600</td>\n",
       "      <td>53.105355</td>\n",
       "      <td>167.208298</td>\n",
       "      <td>RSI</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>180 rows × 7 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "                        Datetime Ticker Action  ShareAmount      Value  \\\n",
       "3     2021-09-20 11:47:18.990240    ACN    BUY    22.059733   0.000000   \n",
       "4     2021-09-20 11:47:19.613108    AFL    BUY    15.457371   0.000000   \n",
       "5     2021-09-20 11:47:19.807296    APD    BUY    19.975810   0.000000   \n",
       "7     2021-09-20 11:47:20.933608   AMZN    BUY    24.805908   0.000000   \n",
       "10    2021-09-20 11:47:21.824131    AMP    BUY    20.429516   0.000000   \n",
       "...                          ...    ...    ...          ...        ...   \n",
       "1239  2021-10-28 15:25:48.391137    NOC    BUY     0.141100  49.988202   \n",
       "1241  2021-10-29 10:25:06.762023    AFL    BUY     0.924600  50.002370   \n",
       "1272  2021-10-29 14:25:15.485276     CE    BUY     0.311400  49.998383   \n",
       "1300  2021-11-01 15:25:15.952584    CCL   SELL     2.232000  51.369479   \n",
       "1319  2021-11-02 11:25:18.244274    CLX   SELL     0.317600  53.105355   \n",
       "\n",
       "      YFSharePrice AlgoType  \n",
       "3       331.829987      RSI  \n",
       "4        52.029999      RSI  \n",
       "5       257.148987      RSI  \n",
       "7      3357.419922      RSI  \n",
       "10      256.184998      RSI  \n",
       "...            ...      ...  \n",
       "1239    354.274994      RSI  \n",
       "1241     54.080002      RSI  \n",
       "1272    160.559998      RSI  \n",
       "1300     23.014999      RSI  \n",
       "1319    167.208298      RSI  \n",
       "\n",
       "[180 rows x 7 columns]"
      ]
     },
     "execution_count": 5,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "count = stoch.groupby(by = ['Ticker']).count().sort_values(by = ['Datetime'])\n",
    "count = count[count['Datetime'] % 2 == 0]\n",
    "count\n",
    "print('Stoch', sum(count.Datetime))\n",
    "bought_sold_stoch = set(count.index).intersection(stoch_stocks_sold)\n",
    "len(bought_sold_stoch)\n",
    "stoch_pairs = stoch[stoch.Ticker.isin(bought_sold_stoch)]\n",
    "\n",
    "count = rsi.groupby(by = ['Ticker']).count().sort_values(by = ['Datetime'])\n",
    "count = count[count['Datetime'] % 2 == 0]\n",
    "count\n",
    "print('RSI', sum(count.Datetime))\n",
    "bought_sold_rsi = set(count.index).intersection(rsi_stocks_sold)\n",
    "len(bought_sold_rsi)\n",
    "rsi_pairs = rsi[rsi.Ticker.isin(bought_sold_rsi)]\n",
    "rsi_pairs"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 10,
   "metadata": {},
   "outputs": [
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "/usr/local/lib/python3.7/site-packages/ipykernel_launcher.py:6: RuntimeWarning: invalid value encountered in double_scalars\n",
      "  \n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "Stoch 0.014884619377000882 0.064523218572556 181\n",
      "RSI 0.14547432114473527 0.5713437986215574 80 -0.6561055659401145 4.106681301763339\n"
     ]
    }
   ],
   "source": [
    "stoch_percents = []\n",
    "for comp in bought_sold_stoch:\n",
    "    x = stoch_pairs[stoch_pairs['Ticker'] == comp]\n",
    "    x = x.groupby(by = ['Action']).sum()\n",
    "#     print((x['Value'][1] - x['Value'][0]) / x['Value'][0])\n",
    "    stoch_percents.append((x['Value'][1] - x['Value'][0]) / x['Value'][0])\n",
    "print('Stoch' ,np.nanmean(stoch_percents), np.nanstd(stoch_percents), len(stoch_percents))\n",
    "\n",
    "rsi_percents = []\n",
    "for comp in bought_sold_rsi:\n",
    "    x = rsi_pairs[rsi_pairs['Ticker'] == comp]\n",
    "    x = x.groupby(by = ['Action']).sum()\n",
    "#     print('asdf', (x['YFSharePrice'][1] - x['YFSharePrice'][0]) / x['YFSharePrice'][0])\n",
    "    rsi_percents.append((x['YFSharePrice'][1] - x['YFSharePrice'][0]) / x['YFSharePrice'][0])\n",
    "print('RSI' , np.mean(rsi_percents), np.std(rsi_percents), len(rsi_percents), min(rsi_percents), max(rsi_percents))"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "yf.download(tickers = 'SPY', start = '2021-09-20', interval = '1h').reset_index()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "count = stoch.groupby(by = ['Ticker']).count().sort_values(by = ['Datetime'])\n",
    "count = count[count['Datetime'] % 2 == 0]\n",
    "count\n",
    "print('Stoch', sum(count.Datetime))\n",
    "bought_sold_stoch = set(count.index).intersection(stoch_stocks_sold)\n",
    "len(bought_sold_stoch)\n",
    "stoch_pairs = stoch[stoch.Ticker.isin(bought_sold_stoch)]"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "rsi_sells.groupby(by = ['Ticker', 'Action']).count()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "rsi_sells[rsi_sells['Ticker'] == 'AMP']"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": []
  }
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