Python - Symbol Screener for the Financial Markets

Python 'Symbol Screener' application This application will screen symbols in the financial markets (stocks, futures, forex, etc) that meet certain requirements and export this to CSV as well as build a string version of the passed symbols to a) output to screen and b) to use in an email. Key notes: 1. Timeframe should be configuration, eg 5mins, 15mins, 30mins, hourly, daily, weekly, monthly, yearly 2. Script will be run on a scheduler (ie crontab) so should grab the last 'period', ie the last 24 hours for daily or the last hourly period 3. Symbol list should be configurable and support indexes, futures, stocks and forex, ie S&P500, USOil, Apple and AUD/USD 4. Choose a data source to use ie yahoo finance as the data source, but build this so I can change the code relatively easily to my broker afterwards 5. Please use the below screening logic for this task 6. Please display the output to the screen (and prepare a string variable to be emailed) and also do a csv file on run. 7. Please build clean and concise code using libraries (eg pandas) with unit tests where relevant Screening Logic: for this task we are going to use simple logic: looking for symbols that cross a Simple Moving Average (SMA) ie SMA20 and also have the MACD trending in that direction. Example 1 (long - accepted) 1. Daily period with symbol S&P500 2. S&P500 has crossed up through the MA20 in the last 24 hours 3. the MACD is also positive 4. This is a match, add it to the list to output Example 2 (short - accepted) 1. Daily period with symbol AUD/USD 2. AUD/USD has crossed down through the MA20 in the last 24 hours 3. the MACD is also negative 4. This is a match, add it to the list to output Example 3 (short - rejected) 1. Daily period with symbol USOil 2. USOil has crossed down through the MA20 in the last 24 hours 3. However the MACD is still positive 4. This is NOT a match and shouldn't be included on the list