asafravid/sss

Stock Scanner & Screener: A yfinance-based Stock Scanner and Screener, focusing on Fundamental Properties of scanned stocks.

Overview

• 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/):

Core Equation

http://bit.ly/SssCoreEquation

Muti-Dimensional Scan and Ranking Equation

https://bit.ly/MultiDimensionalScan

Setup

Within the code, the following libraries and fonts are used:

• Mandatory Python Libraries:

  • https://pypi.org/project/yfinance/
  • https://pypi.org/project/fpdf/
  • https://pypi.org/project/pandas/

• Reccomended Python Libraries (Backup Internal independent Forex Tables are partially maintained):

  • https://pypi.org/project/forex-python/
  • https://pypi.org/project/CurrencyConverter/
  • https://pypi.org/project/py-currency-converter/
  • https://pypi.org/project/PyCurrency-Converter/
  • https://pypi.org/project/currency.converter/

• Fonts:

  • https://fonts2u.com/dejavu-sans-condensed.font

• 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/or pip[3] install forex-python
    • pip[3] install CurrencyConverter
    • pip[3] install PyCurrency-Converter
    • pip[3] install currency.converter

Run Step-By-Step Instructions

• 1: Set multi_dim_scan_mode to False and for 1st time run, you may set reference_run_<mode> to None (or to latest relevant directory in results)
• 2: Set the required scanning mode(s) (custom/tase/nsr/all) in sss_config.py and run sss_run.py
• 3: A (New) Results/<scan_mode>/<date_and_time>_..._<num_results> directory shall be created under Results/<mode>/ directory
• 4: Feed the Results path into the multi_dim_scan_mode = True (Multi-Dimensional Scan). A PDF and results_sss_*.csv files shall be created in the same directory
• 5: Crash and Continue from crash point - Supported for efficiency.

Indices Maintenance

• Download TASE latest components via https://info.tase.co.il/eng/MarketData/Stocks/MarketData/Pages/MarketData.aspx into Indices/Data_TASE.csv -> This operation is done automatically upon each scan (with research_mode = False) via sss_indices.py
• Download NASDAQ100 latest components via https://www.nasdaq.com/market-activity/quotes/nasdaq-ndx-index into Indices/nasdaq100-components.csv
• Download Russel1000 latest components via https://en.wikipedia.org/wiki/Russell_1000_Index into russell-1000-index.csv
• Download S&P500 latest components into Indices/snp500-components.csv (Remove last line indicating creation date)
• Download NASDAQ latest components (otherlisted.txt, nasdaqlisted.txt, otherlisted.txt) via ftp://ftp.nasdaqtrader.com/symboldirectory/ into the Indices/ directory (Convert .txt to .csv) using an FTP Client (such as https://filezilla-project.org/) -> This operation is done automatically upon each scan (with research_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 with Y, etc)

Disclaimer

• The Scan Results are By No Neans to be interpreted as reccomendations.
• The Results are merely a basis for Research and Analysis.

Understanding and Verifying Units of yfinance parameters

• 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's yfinance earningsQuarterlyGrowth is -0.298, and website shows -29.80% so the match yields that yfinance reports in direct ratio (not %)

Looking Forward for Contributions

• 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 EQGs, etc)
  • For any questions / issues / suggestions: You can reach me here: [email protected]

License

      Copyright (C) 2021  Asaf Ravid <[email protected]>

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/>.

sss's Issues

Fully Support yahoo query

Is your feature request related to a problem? Please describe.
yfinance currently not fully supporting fundamental delta fetch

Describe the solution you'd like
yahoo query fetch should be converted to the used yfinance formats

Describe alternatives you've considered
Changes are trivial albeit take some time

Additional context
Under construction and partially supported already

Size of Results folder causes git problems

The Results folder is huge, so big that even GitHub generates timeout when I try deleting in a fork. Can it be optimised/pruned in some way?