INNER CODE UNIT · Python

return_ROC_list

tejaslinge/Alpaca-ROC-Trading-Bot · main.py:88

def return_ROC_list(tickers, timeframe):
    ROC_tickers = []
    for i in range(len(tickers)):
        df = pd.read_csv('tick_data/{}.csv'.format(tickers[i]))
        df.set_index('timestamp', inplace= True)
        df.index = pd.to_datetime(df.index, format ='%Y-%m-%d').strftime('%Y-%m-%d %H:%M')
        ROC_tickers.append(ROC(df['ask_price'], timeframe)) # [-1] forlast value (latest)
    return ROC_tickers

# compared ASK vs LTP
def compare_ask_ltp(tickers, timeframe):
    
        if len(tickers) != 0:
            buy_stock = ''
            ROCs = return_ROC_list(tickers, timeframe)
            max_ROC = max(ROCs)

            if max_ROC <= 0:

View source record →