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/>.