# Created: 20250104

import pyutil as pyu
pyu.get_local_pyinfo()

'conda env: ml312-2024; pyv: 3.12.7 | packaged by Anaconda, Inc. | (main, Oct  4 2024, 13:27:36) [GCC 11.2.0]'

print(pyu.ps2("yfinance pandas matplotlib"))

yfinance==0.2.51
pandas==2.2.3
matplotlib==3.9.3

import yfinance as yf
import pandas as pd
import numpy as np
import matplotlib.pyplot as plt

import yfinance as yf
import pandas as pd
import matplotlib.pyplot as plt

# Step 1: Download historical data
symbol = "^GSPC"  # S&P 500 as an example
start = "2020-01-01"
end = "2023-12-31"
data = yf.download(symbol, start=start, end=end)

# Step 2: Calculate Volatility Stop
def calculate_volatility_stop(data, atr_period=14, multiplier=3):
    # True Range (TR)
    data['High-Low'] = data['High'] - data['Low']
    data['High-Close'] = abs(data['High'] - data['Close'].shift(1))
    data['Low-Close'] = abs(data['Low'] - data['Close'].shift(1))
    data['True Range'] = data[['High-Low', 'High-Close', 'Low-Close']].max(axis=1)

    # Average True Range (ATR)
    data['ATR'] = data['True Range'].rolling(window=atr_period).mean()

    # Determine trend direction
    data['Trend'] = (data['Close'] > data['Close'].shift(1)).astype(int)  # 1 for uptrend, 0 for downtrend

    # Calculate Volatility Stop
    data['Volatility Stop'] = data['Close'] - multiplier * data['ATR']
    data.loc[data['Trend'] == 0, 'Volatility Stop'] = data['Close'] + multiplier * data['ATR']

    return data

# Apply Volatility Stop calculation
data = calculate_volatility_stop(data)

# Step 3: Plot Close Price and Volatility Stop
plt.figure(figsize=(14, 7))

# Plot Close Price
plt.plot(data['Close'], label='Close Price', color='blue', linewidth=1)

# Plot Volatility Stop
plt.plot(data['Volatility Stop'], label='Volatility Stop', color='red', linestyle='--', linewidth=1.5)

# Customize the plot
plt.title(f'{symbol} Volatility Stop (ATR Period: 14, Multiplier: 3)')
plt.xlabel('Date')
plt.ylabel('Price')
plt.legend(loc='best')
plt.grid(True)
plt.tight_layout()
plt.show()

[*********************100%***********************]  1 of 1 completed



---------------------------------------------------------------------------

ValueError                                Traceback (most recent call last)

/tmp/ipykernel_1338088/2777029421.py in ?()
     28 
     29     return data
     30 
     31 # Apply Volatility Stop calculation
---> 32 data = calculate_volatility_stop(data)
     33 
     34 # Step 3: Plot Close Price and Volatility Stop
     35 plt.figure(figsize=(14, 7))


/tmp/ipykernel_1338088/2777029421.py in ?(data, atr_period, multiplier)
     22     # Determine trend direction
     23     data['Trend'] = (data['Close'] > data['Close'].shift(1)).astype(int)  # 1 for uptrend, 0 for downtrend
     24 
     25     # Calculate Volatility Stop
---> 26     data['Volatility Stop'] = data['Close'] - multiplier * data['ATR']
     27     data.loc[data['Trend'] == 0, 'Volatility Stop'] = data['Close'] + multiplier * data['ATR']
     28 
     29     return data


~/miniconda3/envs/ml312-2024/lib/python3.12/site-packages/pandas/core/frame.py in ?(self, key, value)
   4297             self._setitem_frame(key, value)
   4298         elif isinstance(key, (Series, np.ndarray, list, Index)):
   4299             self._setitem_array(key, value)
   4300         elif isinstance(value, DataFrame):
-> 4301             self._set_item_frame_value(key, value)
   4302         elif (
   4303             is_list_like(value)
   4304             and not self.columns.is_unique


~/miniconda3/envs/ml312-2024/lib/python3.12/site-packages/pandas/core/frame.py in ?(self, key, value)
   4455 
   4456             return self.isetitem(locs, value)
   4457 
   4458         if len(value.columns) > 1:
-> 4459             raise ValueError(
   4460                 "Cannot set a DataFrame with multiple columns to the single "
   4461                 f"column {key}"
   4462             )


ValueError: Cannot set a DataFrame with multiple columns to the single column Volatility Stop

def show_graph(symbol):

pass

show_graph("AMZN")

---------------------------------------------------------------------------

NameError                                 Traceback (most recent call last)

Cell In[5], line 1
----> 1 show_graph("AMZN")


NameError: name 'show_graph' is not defined