ezyquant.creator.SETSignalCreator

class ezyquant.creator.SETSignalCreator(start_date: str = '2010-01-01', end_date: str | None = None, index_list: List[str] = [], symbol_list: List[str] = [])

Initialize SETSignalCreator.

Total universe is the union of symbol_list and symbols in the index_list.

Parameters:

• start_date (str = "2010-01-01") – Start date of data.

• end_date (Optional[str] = None) – End date of data.

• index_list (List[str] = ["SET100"]) –

  List of index, sector, industry name.

  • SET

  • mai

  • SETWB

  • SETTHSI

  • SETCLMV

  • SETHD

  • sSET

  • SET100

  • SET50

  • AGRO

  • CONSUMP

  • FINCIAL

  • INDUS

  • PROPCON

  • RESOURC

  • SERVICE

  • TECH

  • AGRO-m

  • CONSUMP-m

  • FINCIAL-m

  • INDUS-m

  • PROPCON-m

  • RESOURC-m

  • SERVICE-m

  • TECH-m

  • AGRI

  • AUTO

  • BANK

  • COMM

  • CONMAT

  • CONS

  • ENERG

  • ETRON

  • FASHION

  • FIN

  • FOOD

  • HELTH

  • HOME

  • ICT

  • IMM

  • INSUR

  • MEDIA

  • MINE

  • PAPER

  • PERSON

  • PETRO

  • PF&REIT

  • PKG

  • PROF

  • PROP

  • STEEL

  • TOURISM

  • TRANS

• symbol_list (List[str] = []) – List of symbol ex. [“AOT”, “BBL”]

Examples

>>> from ezyquant import SETSignalCreator
>>> ssc = SETSignalCreator(
...     start_date="2022-01-01",
...     end_date="2022-01-10",
...     index_list=["SET100"],
...     symbol_list=["NETBAY"],
... )

SETSignalCreator.get_data(field, timeframe)	Return DataFrame which columns are symbols and index is the trading date start from start_date to end_date.
SETSignalCreator.get_symbols_by_trading_sign([...])	Get list of symbol that has trading sign in given date range.
SETSignalCreator.is_banned()	Return True when stock has no close, last bid, last offer.
SETSignalCreator.is_universe(universes)	Return Dataframe of boolean is universe.
SETSignalCreator.rank(factor_df[, quantity, ...])	Compute numerical data ranks (1 through quantity) along axis.
SETSignalCreator.screen_universe(df[, ...])	Mask Non universe or Banned symbol with given value.