main.py

import yfinance as yf

import numpy as np
import pandas as pd
import yfinance as yf
import datetime as dt
import matplotlib.pyplot as plt
import mplfinance as mpf

start = '2016-01-01'                # format: YYYY-MM-DD
end = dt.datetime.now()             # today

stock='CDNA'
df = yf.download(stock,start, end, interval='1d')
df.head()

short_sma= 20
long_sma = 50
SMAs=[short_sma, long_sma]

for i in SMAs:
    df["SMA_"+str(i)]= df.iloc[:,4].rolling(window=i).mean()

position = 0  # 1 means we have already entered poistion, 0 means not already entered
counter = 0
percentChange = []  # empty list to collect %changes
for i in df.index:
    SMA_short = df['SMA_20']
    SMA_long = df['SMA_50']
    close = df['Adj Close'][i]

    if (SMA_short[i] > SMA_long[i]):  # line 9
        print('Up trend')
        if (position == 0):
            buyP = close  # buy price
            position = 1  # turn position
            print("Buy at the price" + str(buyP))

    elif (SMA_short[i] < SMA_long[i]):
        print('Down trend')
        if (position == 1):  # have a poistion in down trend
            position = 0  # selling position
            sellP = close  # sell price
            print("Sell at the price" + str(sellP))
            perc = (sellP / buyP - 1) * 100
            percentChange.append(perc)  # line 23
    if (counter == df["Adj Close"].count() - 1 and position == 1):
        position = 0
        sellP = close
        print("Sell at the price" + str(sellP))
        perc = (sellP / buyP - 1) * 100
        percentChange.append(perc)
counter += 1
print(percentChange)

gains=0
numGains=0
losses=0
numLosses=0
totReturn=1
for i in percentChange:
    if(i>0):
        gains+=i
        numGains+=1
    else:
        losses+=i
        numLosses+=1
    totReturn = totReturn*((i/100)+1)
totReturn=round((totReturn-1)*100,2)
print("This statistics is from "+str(df.index[0])+" up to now with "+str(numGains+numLosses)+" trades:")
print("SMAs used: "+str(SMAs))
print("Total return over "+str(numGains+numLosses)+ " trades: "+ str(totReturn)+"%" )

if (numGains>0):
    avgGain=gains/numGains
    maxReturn= str(max(percentChange))
else:
    avgGain=0
    maxReturn='unknown'
if(numLosses>0):
    avgLoss=losses/numLosses
    maxLoss=str(min(percentChange))
    ratioRR=str(-avgGain/avgLoss)  # risk-reward ratio
else:
    avgLoss=0
    maxLoss='unknown'
    ratioRR='inf'
print("Average Gain: "+ str(avgGain))
print("Average Loss: "+ str(avgLoss))
print("Max Return: "+ maxReturn)
print("Max Loss: "+ maxLoss)
print("Gain/loss ratio: "+ ratioRR)

if(numGains>0 or numLosses>0):
    batAvg=numGains/(numGains+numLosses)
else:
    batAvg=0
print("Batting Avg: "+ str(batAvg))

mpf.plot(df, type = 'ohlc',figratio=(16,6),
         mav=(short_sma,long_sma),
         volume=True, title= str(stock),
         style='default')