def run_predict1(self, imf_list, current_price_index, date, datafile,
residual, imf_open, imf_macd):
for i in range(len(imf_list)):
imfp = imf_list[i]
data = np.array(imfp)
max_index = list(argrelextrema(data, np.greater)[0])
min_index = list(argrelextrema(data, np.less)[0])
print "imf %s" % i
print "max %s" % max_index
print "min %s" % min_index
imf2_max_index = list(
argrelextrema(np.array(imf_list[2]), np.greater)[0])
print " imf max index %s" % imf2_max_index
imf2_min_index = list(argrelextrema(np.array(imf_list[2]), np.less)[0])
print " imf min index %s" % imf2_min_index
imf2_or_flag = 0
if imf2_min_index[-1] > imf2_max_index[-1] and imf2_min_index[
-1] > 997 and imf2_min_index[-1] - imf2_max_index[-1] > 3:
imf2_or_flag = 1
if imf2_min_index[-1] < imf2_max_index[-1] and imf2_max_index[
-1] > 995 and imf2_max_index[-1] - imf2_min_index[-1] > 3:
imf2_or_flag = 2
if imf2_min_index[-1] < imf2_max_index[-1] and imf2_max_index[
-1] < 994 and imf2_max_index[-1] - imf2_min_index[
-1] > 3 and self.close_price[
current_price_index -
1] < self.close_price[current_price_index]:
imf2_or_flag = 0
if imf2_min_index[-1] > imf2_max_index[-1] and imf2_min_index[
-1] < 995 and imf2_min_index[-1] - imf2_max_index[-1] > 3:
imf2_or_flag = 0
#if imf2_min_index[-1]>imf2_max_index[-1] and imf2_min_index[-1]<990 :
# imf2_or_flag=1
residual_max_index = list(
argrelextrema(np.array(residual), np.greater)[0])
residual_min_index = list(
argrelextrema(np.array(residual), np.less)[0])
print "residual"
residual_max_index.insert(0, 0)
residual_min_index.insert(0, 0)
print "max %s" % residual_max_index
print "min %s" % residual_min_index
residual_flag = 0
#if (residual_max_index[-1]<residual_min_index[-1] and residual_min_index[-1]<45):
if (residual_max_index[-1] < residual_min_index[-1]
and residual_min_index[-1] > 46):
residual_flag = 1
print "residual %s" % residual_flag
process_data = self.close_price[current_price_index -
99:current_price_index + 1]
data = np.array(process_data)
max_index = list(argrelextrema(data, np.greater)[0])
min_index = list(argrelextrema(data, np.less)[0])
######
imf1_max_index = list(
argrelextrema(np.array(imf_list[1]), np.greater)[0])
imf1_min_index = list(argrelextrema(np.array(imf_list[1]), np.less)[0])
imf1_flag = 1
if imf1_max_index[-1] > imf1_min_index[-1] and imf1_max_index[-1] > 996:
imf1_flag = 0
if imf1_max_index[-1] < imf1_min_index[-1] and 1.2 > (
(999 - imf1_min_index[-1]) /
abs(imf1_max_index[-1] - imf1_min_index[-1])) > 0.8:
imf1_flag = 0
tmp = imf1_max_index + imf1_min_index
tmp.sort()
trust1 = tmp[-2]
##############################################################
if len(imf_list) < 2:
imf_process = list(imf_list[0])
else:
imf_process = list(imf_list[1])
imf_process = list(imf_list[2])
imf_process3 = list(imf_list[2])
# print "imf process len%s"%len(imf_process)
# #tmp = matchlist(imf_process,10,20)
# print "imf process%s"%imf_process[-10:]
# (tmp,extenflag1) = matchlist3(imf_process)
# print "tmp len%s"%len(tmp)
# imf_process=tmp
# print "imf process%s"%imf_process[-10:]
imf_max_index = list(
argrelextrema(np.array(imf_process), np.greater)[0])
print " imf max index %s" % imf_max_index
imf_min_index = list(argrelextrema(np.array(imf_process), np.less)[0])
print " imf min index %s" % imf_min_index
imf_min_index2 = filter(lambda n: n <= trust1, imf_min_index)
imf_max_index2 = filter(lambda n: n <= trust1, imf_max_index)
# tmp = imf_max_index+imf_min_index
# tmp.sort()
# i=1
# while tmp[-i]>trust:
# i+=1
# print "use %s "%i
# if i==1 :#or tmp[-2]<990:
# (imf_process,extenflag1,ex_num) = matchlist1(imf_process)
# elif i==2:
# (imf_process,extenflag1,ex_num) = matchlist2(imf_process)
# else:
# (imf_process,extenflag1,ex_num) = matchlist3(imf_process)
tmp = imf_max_index2 + imf_min_index2
tmp.sort()
trust = tmp[-2]
tmp = imf_max_index + imf_min_index
tmp.sort()
i = 1
while tmp[-i] > trust:
i += 1
print "use %s " % i
print "first begin%s" % i
if i == 1: #or tmp[-2]<990:
(imf_process, extenflag1, ex_num, cha) = matchlist1(imf_list[2])
elif i == 2:
(imf_process, extenflag1, ex_num, cha) = matchlist2(imf_list[2])
else:
(imf_process, extenflag1, ex_num, cha) = matchlist3(imf_list[2])
print "exnum %s" % ex_num
if ex_num > 3 or tmp[-i] < 980:
i = i - 1
if i == 1: #or tmp[-2]<990:
(imf_process, extenflag1, ex_num,
cha) = matchlist1(imf_list[2])
elif i == 2:
(imf_process, extenflag1, ex_num,
cha) = matchlist2(imf_list[2])
else:
(imf_process, extenflag1, ex_num,
cha) = matchlist3(imf_list[2])
print "exnum %s" % ex_num
if ex_num > 3 or tmp[-i] < 980:
i = i - 1
if i == 1: #or tmp[-2]<990:
(imf_process, extenflag1, ex_num,
cha) = matchlist1(imf_list[2])
elif i == 2:
(imf_process, extenflag1, ex_num,
cha) = matchlist2(imf_list[2])
else:
(imf_process, extenflag1, ex_num,
cha) = matchlist3(imf_list[2])
print "exnum %s" % ex_num
print "one %s" % i
last_power = imf_process[-2] - (np.mean(imf_process[-6:-1]))
current_power = imf_process[-1] - (np.mean(imf_process[-5:]))
power_de = 0
if last_power < 0 and current_power > 0:
power_de = 1
if last_power > 0 and current_power < 0:
power_de = 2
imf_max_index = list(
argrelextrema(np.array(imf_process), np.greater)[0])
print " imf max index %s" % imf_max_index
imf_min_index = list(argrelextrema(np.array(imf_process), np.less)[0])
print " imf min index %s" % imf_min_index
print "imf process"
print "imf process extenflag%s " % extenflag1
print imf_process[-1]
print "-1imf_min_index %s" % imf_process[imf_min_index[-1]]
print "-1imf_max_index %s" % imf_process[imf_max_index[-1]]
ex_flag = 1
if ex_num > 2:
ex_flag = 0
print "ex flag%s num %s" % (ex_flag, ex_num)
self.extenflag.append(extenflag1)
print "extenflag %s" % self.extenflag[-10:]
self.matchcha.append(cha)
print "matchcha%s" % self.matchcha[-10:]
imf2_flag = 0
print imf_min_index[-1]
print imf_max_index[-1]
if imf_min_index[-1] > imf_max_index[-1] and imf_min_index[-1] > len(
imf_process) - 5 and imf_min_index[-1] - imf_max_index[-1] > 3:
imf2_flag = 1
if imf_min_index[-1] < imf_max_index[-1] and imf_max_index[-1] >= len(
imf_process) - 5:
imf2_flag = 2
###########
print "trust 985"
imf_max_index = list(
argrelextrema(np.array(imf_list[2]), np.greater)[0])
print " imf max index %s" % imf_max_index
imf_min_index = list(argrelextrema(np.array(imf_list[2]), np.less)[0])
print " imf min index %s" % imf_min_index
imf_min_index2 = filter(lambda n: n <= trust1, imf_min_index)
imf_max_index2 = filter(lambda n: n <= trust1, imf_max_index)
print "twotrust%s" % trust1
tmp = imf_max_index2 + imf_min_index2
tmp.sort()
trust = tmp[-2]
print "twotrust%s" % trust
tmp = imf_max_index + imf_min_index
tmp.sort()
i = 1
while tmp[-i] > trust:
i += 1
print "use %s " % i
print "sec begin%s" % i
if i == 1: #or tmp[-2]<990:
(imf_process, extenflag1, ex_num, cha) = matchlist1(imf_list[2])
elif i == 2:
(imf_process, extenflag1, ex_num, cha) = matchlist2(imf_list[2])
else:
(imf_process, extenflag1, ex_num, cha) = matchlist3(imf_list[2])
print "exnum %s" % ex_num
if ex_num > 3 or tmp[-i] < 985:
i = i - 1
if i == 1: #or tmp[-2]<990:
(imf_process, extenflag1, ex_num,
cha) = matchlist1(imf_list[2])
elif i == 2:
(imf_process, extenflag1, ex_num,
cha) = matchlist2(imf_list[2])
else:
(imf_process, extenflag1, ex_num,
cha) = matchlist3(imf_list[2])
print "exnum %s" % ex_num
if ex_num > 3 or tmp[-i] < 985:
i = i - 1
if i == 1: #or tmp[-2]<990:
(imf_process, extenflag1, ex_num,
cha) = matchlist1(imf_list[2])
elif i == 2:
(imf_process, extenflag1, ex_num,
cha) = matchlist2(imf_list[2])
else:
(imf_process, extenflag1, ex_num,
cha) = matchlist3(imf_list[2])
print "two %s" % i
imf_max_index = list(
argrelextrema(np.array(imf_process), np.greater)[0])
print " imf max index %s" % imf_max_index
imf_min_index = list(argrelextrema(np.array(imf_process), np.less)[0])
print " imf min index %s" % imf_min_index
imf2_flag2 = 0
if imf_min_index[-1] > imf_max_index[-1] and imf_min_index[-1] > len(
imf_process) - 5 and imf_min_index[-1] - imf_max_index[-1] > 3:
imf2_flag2 = 1
if imf_min_index[-1] < imf_max_index[-1] and imf_max_index[-1] >= len(
imf_process) - 5:
imf2_flag2 = 2
print "imf flag%s %s" % (imf2_flag, imf2_flag2)
#############
##########
decision = 0
if (imf2_flag == 1 and imf2_flag2 == 1 and imf2_or_flag != 2) or (
imf2_or_flag == 1
): #and imf2_flag6==1:#or self.close_flag==1:#and imf2_open_flag!=2:
#if imf2_flag==1 and imf2_open_flag!=2 and imf2_macd_flag!=2 and imf2_or_flag!=2:#and imf2_open_flag==1:#and (imf_process3[-1]<0 or imf_process[-1]<0) :#and (extenflag1+extenflag3)<3:#and imf2_open_flag!=2:
# if (imf2_flag==1 and self.open_flag==1) or (imf2_flag==1 and imf2_macd_flag==1) or (imf2_macd_flag==1 and self.close_flag==1) or (imf2_macd_flag==1 and imf2_flag==1):#and imf2_macd_flag==1:#and power_de==1:#and imf3_flag==1:
decision = 1
#if (imf2_flag==2 or imf2_macd_flag==2) and imf2_or_flag==2 :#and imf2_open_flag!=2:
# if imf2_flag==2 and imf2_open_flag==2 :
#if (imf2_flag==2 and self.open_flag==2) or (imf2_flag==2 and imf2_open_flag==2) or (imf2_open_flag==2 and self.close_flag==2) :
if (imf2_flag == 2): #imf2_flag==2 and imf2_open_flag==2:
decision = 2
if imf2_flag == 1:
self.close_flag = 1
else:
self.close_flag = 0
return decision
def run_predict1(self,imf_list,current_price_index,date,datafile,residual,imf_open,imf_macd):
for i in range(len(imf_list)):
imfp = imf_list[i]
data = np.array(imfp)
max_index = list(argrelextrema(data,np.greater)[0])
min_index = list(argrelextrema(data,np.less)[0])
print "imf %s"%i
print "max %s"%max_index
print "min %s"%min_index
imf2_max_index = list(argrelextrema(np.array(imf_list[2]),np.greater)[0])
print " imf max index %s"%imf2_max_index
imf2_min_index = list(argrelextrema(np.array(imf_list[2]),np.less)[0])
print " imf min index %s"%imf2_min_index
imf2_or_flag=0
if imf2_min_index[-1]>imf2_max_index[-1] and imf2_min_index[-1]>996 and imf2_min_index[-1]-imf2_max_index[-1]>3:
imf2_or_flag=1
if imf2_min_index[-1]<imf2_max_index[-1] and imf2_max_index[-1]>995 and imf2_max_index[-1]-imf2_min_index[-1]>3:
imf2_or_flag=2
if imf2_min_index[-1]<imf2_max_index[-1] and imf2_max_index[-1]<994 and imf2_max_index[-1]-imf2_min_index[-1]>3 and self.close_price[current_price_index
-1]<self.close_price[current_price_index]:
imf2_or_flag=1
if imf2_min_index[-1]>imf2_max_index[-1] and imf2_min_index[-1]<995 and imf2_min_index[-1]-imf2_max_index[-1]>3:
imf2_or_flag=0
#if imf2_min_index[-1]>imf2_max_index[-1] and imf2_min_index[-1]<990 :
# imf2_or_flag=1
residual_max_index = list(argrelextrema(np.array(residual),np.greater)[0])
residual_min_index = list(argrelextrema(np.array(residual),np.less)[0])
print "residual"
residual_max_index.insert(0,0)
residual_min_index.insert(0,0)
print "max %s"%residual_max_index
print "min %s"%residual_min_index
residual_flag=0
#if (residual_max_index[-1]<residual_min_index[-1] and residual_min_index[-1]<45):
if (residual_max_index[-1]<residual_min_index[-1] and residual_min_index[-1]>46):
residual_flag=1
print "residual %s"%residual_flag
process_data = self.close_price[current_price_index-99:current_price_index+1]
data = np.array(process_data)
max_index = list(argrelextrema(data,np.greater)[0])
min_index = list(argrelextrema(data,np.less)[0])
######
imf1_max_index = list(argrelextrema(np.array(imf_list[1]),np.greater)[0])
imf1_min_index = list(argrelextrema(np.array(imf_list[1]),np.less)[0])
imf1_flag=1
if imf1_max_index[-1]>imf1_min_index[-1] and imf1_max_index[-1]>996:
imf1_flag=0
if imf1_max_index[-1]<imf1_min_index[-1] and 1.2>((999-imf1_min_index[-1])/abs(imf1_max_index[-1]-imf1_min_index[-1]))>0.8:
imf1_flag=0
##############################################################
if len(imf_list)<2:
imf_process = list(imf_list[0])
else:
imf_process = list(imf_list[1])
imf_process = list(imf_list[2])
imf_process3 = list(imf_list[2])
# print "imf process len%s"%len(imf_process)
# #tmp = matchlist(imf_process,10,20)
# print "imf process%s"%imf_process[-10:]
# (tmp,extenflag1) = matchlist3(imf_process)
# print "tmp len%s"%len(tmp)
# imf_process=tmp
# print "imf process%s"%imf_process[-10:]
imf_max_index = list(argrelextrema(np.array(imf_process),np.greater)[0])
print " imf max index %s"%imf_max_index
imf_min_index = list(argrelextrema(np.array(imf_process),np.less)[0])
print " imf min index %s"%imf_min_index
tmp = imf_max_index+imf_min_index
tmp.sort()
i=1
while tmp[-i]>995:
i+=1
print "use %s "%i
if i==1 :#or tmp[-2]<990:
(imf_process,extenflag1) = matchlist1(imf_process)
elif i==2:
(imf_process,extenflag1) = matchlist2(imf_process)
else:
(imf_process,extenflag1) = matchlist3(imf_process)
last_power=imf_process[-2]-(np.mean(imf_process[-6:-1]))
current_power=imf_process[-1]-(np.mean(imf_process[-5:]))
power_de=0
if last_power<0 and current_power>0:
power_de=1
if last_power>0 and current_power<0:
power_de=2
imf_max_index = list(argrelextrema(np.array(imf_process),np.greater)[0])
print " imf max index %s"%imf_max_index
imf_min_index = list(argrelextrema(np.array(imf_process),np.less)[0])
print " imf min index %s"%imf_min_index
print "imf process"
print imf_process[-1]
print "-1imf_min_index %s"%imf_process[imf_min_index[-1]]
print "-1imf_max_index %s"%imf_process[imf_max_index[-1]]
print "cha%s"%abs(imf_process[imf_min_index[-1]]-imf_process[imf_max_index[-1]])
diff_peak = [abs(imf_max_index[i]-imf_min_index[i]) for i in range(len(imf_max_index)-2)]
print "mean cha %s"%np.mean(diff_peak)
imf2_flag=0
print imf_min_index[-1]
print imf_max_index[-1]
if imf_min_index[-1]>imf_max_index[-1] and imf_min_index[-1]>len(imf_process)-4 :#and imf_process[-1]<0 :
imf2_flag=1
if imf_min_index[-1]<imf_max_index[-1] and imf_max_index[-1]>=len(imf_process)-4:
imf2_flag=2
###########
imf_process=imf_list[2]
imf_max_index = list(argrelextrema(np.array(imf_process),np.greater)[0])
print " imf max index %s"%imf_max_index
imf_min_index = list(argrelextrema(np.array(imf_process),np.less)[0])
print " imf min index %s"%imf_min_index
tmp = imf_max_index+imf_min_index
tmp.sort()
i=1
while tmp[-i]>994:
i+=1
print "use %s "%i
if i==1 :#or tmp[-2]<990:
(imf_process,extenflag1) = matchlist1(imf_process)
elif i==2:
(imf_process,extenflag1) = matchlist2(imf_process)
else:
(imf_process,extenflag1) = matchlist3(imf_process)
imf_max_index = list(argrelextrema(np.array(imf_process),np.greater)[0])
print " imf max index %s"%imf_max_index
imf_min_index = list(argrelextrema(np.array(imf_process),np.less)[0])
print " imf min index %s"%imf_min_index
imf2_flag2=0
if imf_min_index[-1]>imf_max_index[-1] and imf_min_index[-1]>len(imf_process)-4 :#and imf_process[-1]<0 :
imf2_flag2=1
if imf_min_index[-1]<imf_max_index[-1] and imf_max_index[-1]>len(imf_process)-4:
imf2_flag2=2
#####
imf_process=imf_list[2]
imf_max_index = list(argrelextrema(np.array(imf_process),np.greater)[0])
print " imf max index %s"%imf_max_index
imf_min_index = list(argrelextrema(np.array(imf_process),np.less)[0])
print " imf min index %s"%imf_min_index
tmp = imf_max_index+imf_min_index
tmp.sort()
i=1
while tmp[-i]>993:
i+=1
print "use %s "%i
if i==1 :#or tmp[-2]<990:
(imf_process,extenflag1) = matchlist1(imf_process)
elif i==2:
(imf_process,extenflag1) = matchlist2(imf_process)
else:
(imf_process,extenflag1) = matchlist3(imf_process)
imf_max_index = list(argrelextrema(np.array(imf_process),np.greater)[0])
print " imf max index %s"%imf_max_index
imf_min_index = list(argrelextrema(np.array(imf_process),np.less)[0])
print " imf min index %s"%imf_min_index
imf2_flag3=0
if imf_min_index[-1]>imf_max_index[-1] and imf_min_index[-1]>len(imf_process)-4 :#and imf_process[-1]<0 :
imf2_flag3=1
if imf_min_index[-1]<imf_max_index[-1] and imf_max_index[-1]>len(imf_process)-4:
imf2_flag3=2
#######
#####
imf_process=imf_list[2]
imf_max_index = list(argrelextrema(np.array(imf_process),np.greater)[0])
print " imf max index %s"%imf_max_index
imf_min_index = list(argrelextrema(np.array(imf_process),np.less)[0])
print " imf min index %s"%imf_min_index
tmp = imf_max_index+imf_min_index
tmp.sort()
i=1
while tmp[-i]>992:
i+=1
print "use %s "%i
if i==1 :#or tmp[-2]<990:
(imf_process,extenflag1) = matchlist1(imf_process)
elif i==2:
(imf_process,extenflag1) = matchlist2(imf_process)
else:
(imf_process,extenflag1) = matchlist3(imf_process)
imf_max_index = list(argrelextrema(np.array(imf_process),np.greater)[0])
print " imf max index %s"%imf_max_index
imf_min_index = list(argrelextrema(np.array(imf_process),np.less)[0])
print " imf min index %s"%imf_min_index
imf2_flag4=0
if imf_min_index[-1]>imf_max_index[-1] and imf_min_index[-1]>len(imf_process)-4 :#and imf_process[-1]<0 :
imf2_flag4=1
if imf_min_index[-1]<imf_max_index[-1] and imf_max_index[-1]>len(imf_process)-4:
imf2_flag4=2
#######
imf_process=imf_list[2]
imf_max_index = list(argrelextrema(np.array(imf_process),np.greater)[0])
print " imf max index %s"%imf_max_index
imf_min_index = list(argrelextrema(np.array(imf_process),np.less)[0])
print " imf min index %s"%imf_min_index
tmp = imf_max_index+imf_min_index
tmp.sort()
i=1
while tmp[-i]>996:
i+=1
print "use %s "%i
if i==1 :#or tmp[-2]<990:
(imf_process,extenflag1) = matchlist1(imf_process)
elif i==2:
(imf_process,extenflag1) = matchlist2(imf_process)
else:
(imf_process,extenflag1) = matchlist3(imf_process)
imf_max_index = list(argrelextrema(np.array(imf_process),np.greater)[0])
print " imf max index %s"%imf_max_index
imf_min_index = list(argrelextrema(np.array(imf_process),np.less)[0])
print " imf min index %s"%imf_min_index
imf2_flag5=0
if imf_min_index[-1]>imf_max_index[-1] and imf_min_index[-1]>len(imf_process)-4 :#and imf_process[-1]<0 :
imf2_flag5=1
if imf_min_index[-1]<imf_max_index[-1] and imf_max_index[-1]>len(imf_process)-4:
imf2_flag5=2
#######
#######
imf_process=imf_list[3]
imf_max_index = list(argrelextrema(np.array(imf_process),np.greater)[0])
print " imf max index %s"%imf_max_index
imf_min_index = list(argrelextrema(np.array(imf_process),np.less)[0])
print " imf min index %s"%imf_min_index
tmp = imf_max_index+imf_min_index
tmp.sort()
if tmp[-1]<992 and tmp[-1]-tmp[-2]<4:
(imf_process,extenflag1) = matchlist1(imf_process)
imf_max_index = list(argrelextrema(np.array(imf_process),np.greater)[0])
print " imf max index %s"%imf_max_index
imf_min_index = list(argrelextrema(np.array(imf_process),np.less)[0])
print " imf min index %s"%imf_min_index
imf2_flag6=1
if imf_min_index[-1]>imf_max_index[-1] and imf_min_index[-1]>len(imf_process)-4 :#and imf_process[-1]<0 :
imf2_flag6=1
else:
imf2_flag6=0
#############
##########
decision=0
if imf2_flag==1 and imf2_flag2==1 and imf2_flag3==1 and imf2_flag4==1 and imf2_or_flag!=2 :#and imf2_flag6==1:#or self.close_flag==1:#and imf2_open_flag!=2:
#if imf2_flag==1 and imf2_open_flag!=2 and imf2_macd_flag!=2 and imf2_or_flag!=2:#and imf2_open_flag==1:#and (imf_process3[-1]<0 or imf_process[-1]<0) :#and (extenflag1+extenflag3)<3:#and imf2_open_flag!=2:
# if (imf2_flag==1 and self.open_flag==1) or (imf2_flag==1 and imf2_macd_flag==1) or (imf2_macd_flag==1 and self.close_flag==1) or (imf2_macd_flag==1 and imf2_flag==1):#and imf2_macd_flag==1:#and power_de==1:#and imf3_flag==1:
decision=1
#if (imf2_flag==2 or imf2_macd_flag==2) and imf2_or_flag==2 :#and imf2_open_flag!=2:
# if imf2_flag==2 and imf2_open_flag==2 :
#if (imf2_flag==2 and self.open_flag==2) or (imf2_flag==2 and imf2_open_flag==2) or (imf2_open_flag==2 and self.close_flag==2) :
if imf2_flag==2 :#imf2_flag==2 and imf2_open_flag==2:
decision=2
if imf2_flag==1:
self.close_flag=1
else:
self.close_flag=0
return decision
def run_predict1(self, imf_list, current_price_index, date, datafile,
residual, imf_open, imf_macd):
print "\n\n begin"
for i in range(len(imf_list)):
imfp = imf_list[i]
data = np.array(imfp)
max_index = list(argrelextrema(data, np.greater)[0])
min_index = list(argrelextrema(data, np.less)[0])
print "imf %s" % i
print "max %s" % max_index
print "min %s" % min_index
####
imf0_max_index = list(
argrelextrema(np.array(imf_list[0]), np.greater)[0])
imf0_min_index = list(argrelextrema(np.array(imf_list[0]), np.less)[0])
imf0_flag = 0
if imf0_min_index[-1] > imf0_max_index[-1]:
imf0_flag = 1
###
imf2_max_index = list(
argrelextrema(np.array(imf_list[2]), np.greater)[0])
print " imf max index %s" % imf2_max_index
imf2_min_index = list(argrelextrema(np.array(imf_list[2]), np.less)[0])
print " imf min index %s" % imf2_min_index
imf2_or_flag = 0
if imf2_min_index[-1] > imf2_max_index[-1] and imf2_min_index[
-1] > 997 and imf2_min_index[-1] - imf2_max_index[-1] > 3:
imf2_or_flag = 1
if imf2_min_index[-1] < imf2_max_index[-1] and imf2_max_index[
-1] > 995 and imf2_max_index[-1] - imf2_min_index[-1] > 3:
imf2_or_flag = 2
print "imf2 or flag%s" % imf2_or_flag
#imf2_max_index = list(argrelextrema(np.array(imf_list[2][:-4]),np.greater)[0])
#imf2_min_index = list(argrelextrema(np.array(imf_list[2][:-4]),np.less)[0])
#if imf2_min_index[-1]<imf2_max_index[-1] and imf2_max_index[-1]<995 and imf2_max_index[-1]-imf2_min_index[-1]>3:
# imf2_or_flag=11
#if imf2_min_index[-1]>imf2_max_index[-1] and imf2_min_index[-1]<995 and imf2_min_index[-1]-imf2_max_index[-1]>3:
# imf2_or_flag=0
#if imf2_min_index[-1]>imf2_max_index[-1] and imf2_min_index[-1]<990 :
# imf2_or_flag=1
residual_max_index = list(
argrelextrema(np.array(residual), np.greater)[0])
residual_min_index = list(
argrelextrema(np.array(residual), np.less)[0])
print "residual"
residual_max_index.insert(0, 0)
residual_min_index.insert(0, 0)
print "max %s" % residual_max_index
print "min %s" % residual_min_index
residual_flag = 0
#if (residual_max_index[-1]<residual_min_index[-1] and residual_min_index[-1]<45):
if (residual_max_index[-1] < residual_min_index[-1]
and residual_min_index[-1] > 46):
residual_flag = 1
print "residual %s" % residual_flag
process_data = self.close_price[current_price_index -
99:current_price_index + 1]
data = np.array(process_data)
max_index = list(argrelextrema(data, np.greater)[0])
min_index = list(argrelextrema(data, np.less)[0])
######
imf0_max_index = list(
argrelextrema(np.array(imf_list[0]), np.greater)[0])
imf0_min_index = list(argrelextrema(np.array(imf_list[0]), np.less)[0])
tmp = imf0_max_index + imf0_min_index
tmp.sort()
trust0 = tmp[-2]
imf1_max_index = list(
argrelextrema(np.array(imf_list[1]), np.greater)[0])
imf1_min_index = list(argrelextrema(np.array(imf_list[1]), np.less)[0])
imf1_min_index = filter(lambda n: n <= trust0, imf1_min_index)
imf1_max_index = filter(lambda n: n <= trust0, imf1_max_index)
tmp = imf1_max_index + imf1_min_index
tmp.sort()
trust1 = tmp[-2]
imf1_min_index = filter(lambda n: n < trust0, imf1_min_index)
imf1_max_index = filter(lambda n: n < trust0, imf1_max_index)
tmp = imf1_max_index + imf1_min_index
tmp.sort()
trust11 = tmp[-1]
use = 2
#if trust11<993 and tmp[-1]-tmp[-2]>3:
# use=1
imf2_max_index = list(
argrelextrema(np.array(imf_list[2]), np.greater)[0])
imf2_min_index = list(argrelextrema(np.array(imf_list[2]), np.less)[0])
imf2_min_index = filter(lambda n: n <= trust1, imf2_min_index)
imf2_max_index = filter(lambda n: n <= trust1, imf2_max_index)
tmp = imf2_max_index + imf2_min_index
tmp.sort()
trust2 = tmp[-1]
##############################################################
if len(imf_list) < 2:
imf_process = list(imf_list[0])
else:
imf_process = list(imf_list[1])
imf_process = list(imf_list[2])
imf_process3 = list(imf_list[2])
# print "imf process len%s"%len(imf_process)
# #tmp = matchlist(imf_process,10,20)
# print "imf process%s"%imf_process[-10:]
# (tmp,extenflag1) = matchlist3(imf_process)
# print "tmp len%s"%len(tmp)
# imf_process=tmp
# print "imf process%s"%imf_process[-10:]
# tmp = imf_max_index+imf_min_index
# tmp.sort()
# i=1
# while tmp[-i]>trust:
# i+=1
# print "use %s "%i
# if i==1 :#or tmp[-2]<990:
# (imf_process,extenflag1,ex_num) = matchlist1(imf_process)
# elif i==2:
# (imf_process,extenflag1,ex_num) = matchlist2(imf_process)
# else:
# (imf_process,extenflag1,ex_num) = matchlist3(imf_process)
imf2_max_index = list(
argrelextrema(np.array(imf_list[2]), np.greater)[0])
imf2_min_index = list(argrelextrema(np.array(imf_list[2]), np.less)[0])
tmp = imf2_max_index + imf2_min_index
tmp.sort()
i = 1
while tmp[-i] > trust2:
i += 1
print "haha %s" % i
if i == 1: #or tmp[-2]<990:
(imf_process, extenflag1, ex_num, cha) = matchlist1(imf_list[2], 3)
elif i == 2:
(imf_process, extenflag1, ex_num, cha) = matchlist2(imf_list[2], 3)
else:
(imf_process, extenflag1, ex_num, cha) = matchlist3(imf_list[2], 3)
#####
#####
last_power = imf_process[-2] - (np.mean(imf_process[-4:-1]))
current_power = imf_process[-1] - (np.mean(imf_process[-3:]))
power_de = 0
if last_power < 0 and current_power > 0:
power_de = 1
if last_power > 0 and current_power < 0:
power_de = 2
imf_max_index = list(
argrelextrema(np.array(imf_process), np.greater)[0])
print " imf max index %s" % imf_max_index
imf_min_index = list(argrelextrema(np.array(imf_process), np.less)[0])
print " imf min index %s" % imf_min_index
print "imf process %s" % imf_process[-10:]
print "imf process extenflag%s " % extenflag1
print imf_process[-1]
print "-1imf_min_index %s" % imf_process[imf_min_index[-1]]
print "-1imf_max_index %s" % imf_process[imf_max_index[-1]]
ex_flag = 1
if ex_num > 2:
ex_flag = 0
print "ex flag%s num %s" % (ex_flag, ex_num)
self.extenflag.append(extenflag1)
print "extenflag %s" % self.extenflag[-10:]
self.matchcha.append(cha)
print "matchcha%s" % self.matchcha[-10:]
imf2_flag = 0
print imf_min_index[-1]
print imf_max_index[-1]
last_max = current_price_index - (999 - imf_max_index[-1]) + 1
if imf_min_index[-1] > imf_max_index[-1] and imf_min_index[
-1] > 996 and extenflag1 < 2: #and ex_flag==1:#and imf_process[-1]<0 :
imf2_flag = 1
if imf_min_index[-1] < imf_max_index[-1] and imf_max_index[-1] > 996:
imf2_flag = 2
print "pwoer de %s" % power_de
###########
#imf1_max_index = list(argrelextrema(np.array(imf_list[1]),np.greater)[0])
#imf1_min_index = list(argrelextrema(np.array(imf_list[1]),np.less)[0])
#tmp = imf1_max_index+imf1_min_index
#tmp.sort()
#i=1
#while tmp[-i]>trust11:
# i+=1
#print "1haha %s"%i
#if i==1 :#or tmp[-2]<990:
# (imf_process,extenflag1,ex_num,cha) = matchlist1(imf_list[1],2)
#elif i==2:
# (imf_process,extenflag1,ex_num,cha) = matchlist2(imf_list[1],2)
#else:
# (imf_process,extenflag1,ex_num,cha) = matchlist3(imf_list[1],2)
#imf_max_index = list(argrelextrema(np.array(imf_process),np.greater)[0])
#print " imf1 max index %s"%imf_max_index
#imf_min_index = list(argrelextrema(np.array(imf_process),np.less)[0])
#print " imf1 min index %s"%imf_min_index
#imf1_flag=0
#if imf_min_index[-1]>imf_max_index[-1] and imf_min_index[-1]>len(imf_process)-5 and extenflag1<2:#and imf_process[-1]<0 :
# imf1_flag=1
#if imf_min_index[-1]<imf_max_index[-1] and imf_max_index[-1]>=len(imf_process)-5:
# imf1_flag=2
#print "imf1flag %s"%imf1_flag
#############
##########
decision = 0
#if ((imf2_flag==1 and imf1_flag==1 and imf2_or_flag==11) or (imf2_or_flag==1 and imf1_flag==1)) and (imf0_flag==1) :#and imf2_flag6==1:#or self.close_flag==1:#and imf2_open_flag!=2:
if (
(imf2_flag == 1 and imf2_or_flag != 2) or imf2_or_flag == 1
): # and len(self.imf_flag_list)>1 and self.imf_flag_list[-1]==1:#and imf2_or_flag!=2:# and imf1_flag==1:#and imf2_flag6==1:#or self.close_flag==1:#and imf2_open_flag!=2:
#if imf2_flag==1 and imf2_flag_open_flag!=2 and imf2_macd_flag!=2 and imf2_or_flag!=2:#and imf2_open_flag==1:#and (imf_process3[-1]<0 or imf_process[-1]<0) :#and (extenflag1+extenflag3)<3:#and imf2_open_flag!=2:
# if (imf2_flag==1 and self.open_flag==1) or (imf2_flag==1 and imf2_macd_flag==1) or (imf2_macd_flag==1 and self.close_flag==1) or (imf2_macd_flag==1 and imf2_flag==1):#and imf2_macd_flag==1:#and power_de==1:#and imf3_flag==1:
decision = 1
#elif ((imf2_flag==1 and imf2_or_flag==11 ) or (imf2_or_flag==1)) and (imf0_flag==1) :#and imf2_flag6==1:#or self.close_flag==1:#and imf2_open_flag!=2:
# decision=3
#if (imf2_flag==2 or imf2_macd_flag==2) and imf2_or_flag==2 :#and imf2_open_flag!=2:
# if imf2_flag==2 and imf2_open_flag==2 :
#if (imf2_flag==2 and self.open_flag==2) or (imf2_flag==2 and imf2_open_flag==2) or (imf2_open_flag==2 and self.close_flag==2) :
elif (
imf2_flag == 2 and imf2_or_flag != 2
) or imf2_or_flag == 2: #and imf1_flag==2:#imf2_flag==2 and imf2_open_flag==2:
decision = 2
if imf2_flag == 1:
self.close_flag = 1
else:
self.close_flag = 0
self.imf_flag_list.append(imf2_flag)
print "flaglist %s" % self.imf_flag_list[-5:]
print "decision%s" % decision
return (decision, last_max)
def run_predict1(self,imf_list,current_price_index,date,datafile,residual,imf_open,imf_macd,emd_data):
for i in range(len(imf_list)):
imfp = imf_list[i]
data = np.array(imfp)
max_index = list(argrelextrema(data,np.greater)[0])
min_index = list(argrelextrema(data,np.less)[0])
print "imf %s"%i
print "max %s"%max_index
print "min %s"%min_index
imf2_max_index = list(argrelextrema(np.array(imf_list[2]),np.greater)[0])
print " imf max index %s"%imf2_max_index
imf2_min_index = list(argrelextrema(np.array(imf_list[2]),np.less)[0])
print " imf min index %s"%imf2_min_index
imf2_or_flag=0
if imf2_min_index[-1]>imf2_max_index[-1] and imf2_min_index[-1]>997 and imf2_min_index[-1]-imf2_max_index[-1]>3:
imf2_or_flag=1
if imf2_min_index[-1]<imf2_max_index[-1] and imf2_max_index[-1]>995 and imf2_max_index[-1]-imf2_min_index[-1]>3:
imf2_or_flag=2
if imf2_min_index[-1]<imf2_max_index[-1] and imf2_max_index[-1]<994 and imf2_max_index[-1]-imf2_min_index[-1]>3 and self.close_price[current_price_index
-1]<self.close_price[current_price_index]:
imf2_or_flag=0
if imf2_min_index[-1]>imf2_max_index[-1] and imf2_min_index[-1]<995 and imf2_min_index[-1]-imf2_max_index[-1]>3:
imf2_or_flag=0
#if imf2_min_index[-1]>imf2_max_index[-1] and imf2_min_index[-1]<990 :
# imf2_or_flag=1
residual_max_index = list(argrelextrema(np.array(residual),np.greater)[0])
residual_min_index = list(argrelextrema(np.array(residual),np.less)[0])
print "residual"
residual_max_index.insert(0,0)
residual_min_index.insert(0,0)
print "max %s"%residual_max_index
print "min %s"%residual_min_index
residual_flag=0
#if (residual_max_index[-1]<residual_min_index[-1] and residual_min_index[-1]<45):
if (residual_max_index[-1]<residual_min_index[-1] and residual_min_index[-1]>46):
residual_flag=1
print "residual %s"%residual_flag
process_data = self.close_price[current_price_index-99:current_price_index+1]
data = np.array(process_data)
max_index = list(argrelextrema(data,np.greater)[0])
min_index = list(argrelextrema(data,np.less)[0])
######
imf1_max_index = list(argrelextrema(np.array(imf_list[1]),np.greater)[0])
imf1_min_index = list(argrelextrema(np.array(imf_list[1]),np.less)[0])
imf1_flag=1
if imf1_max_index[-1]>imf1_min_index[-1] and imf1_max_index[-1]>996:
imf1_flag=0
if imf1_max_index[-1]<imf1_min_index[-1] and 1.2>((999-imf1_min_index[-1])/abs(imf1_max_index[-1]-imf1_min_index[-1]))>0.8:
imf1_flag=0
tmp = imf1_max_index+imf1_min_index
tmp.sort()
trust=tmp[-2]
##############################################################
if len(imf_list)<2:
imf_process = list(imf_list[0])
else:
imf_process = list(imf_list[1])
imf_process = list(imf_list[2])
imf_process3 = list(imf_list[2])
# print "imf process len%s"%len(imf_process)
# #tmp = matchlist(imf_process,10,20)
# print "imf process%s"%imf_process[-10:]
# (tmp,extenflag1) = matchlist3(imf_process)
# print "tmp len%s"%len(tmp)
# imf_process=tmp
# print "imf process%s"%imf_process[-10:]
imf_max_index = list(argrelextrema(np.array(imf_process),np.greater)[0])
print " imf max index %s"%imf_max_index
imf_min_index = list(argrelextrema(np.array(imf_process),np.less)[0])
print " imf min index %s"%imf_min_index
imf_min_index2=filter(lambda n:n<=trust,imf_min_index)
imf_max_index2=filter(lambda n:n<=trust,imf_max_index)
# tmp = imf_max_index+imf_min_index
# tmp.sort()
# i=1
# while tmp[-i]>trust:
# i+=1
# print "use %s "%i
# if i==1 :#or tmp[-2]<990:
# (imf_process,extenflag1,ex_num) = matchlist1(imf_process)
# elif i==2:
# (imf_process,extenflag1,ex_num) = matchlist2(imf_process)
# else:
# (imf_process,extenflag1,ex_num) = matchlist3(imf_process)
tmp = imf_max_index2+imf_min_index2
tmp.sort()
trust=tmp[-2]
tmp = imf_max_index+imf_min_index
tmp.sort()
i=1
while tmp[-i]>trust:
i+=1
print "use %s "%i
if i==1 :#or tmp[-2]<990:
(imf_process,extenflag1,ex_num,cha,cha2) = matchlist1(imf_list[2],3,emd_data)
elif i==2:
(imf_process,extenflag1,ex_num,cha,cha2) = matchlist2(imf_list[2],3,emd_data)
else:
(imf_process,extenflag1,ex_num,cha,cha2) = matchlist3(imf_list[2],3,emd_data)
if ex_num>3 or tmp[-i]<980:
i=i-1
if i==1 :#or tmp[-2]<990:
(imf_process,extenflag1,ex_num,cha,cha2) = matchlist1(imf_list[2],3,emd_data)
elif i==2:
(imf_process,extenflag1,ex_num,cha,cha2) = matchlist2(imf_list[2],3,emd_data)
else:
(imf_process,extenflag1,ex_num,cha,cha2) = matchlist3(imf_list[2],3,emd_data)
if ex_num>3 or tmp[-i]<980:
i=i-1
if i==1 :#or tmp[-2]<990:
(imf_process,extenflag1,ex_num,cha,cha2) = matchlist1(imf_list[2],3,emd_data)
elif i==2:
(imf_process,extenflag1,ex_num,cha,cha2) = matchlist2(imf_list[2],3,emd_data)
else:
(imf_process,extenflag1,ex_num,cha,cha2) = matchlist3(imf_list[2],3,emd_data)
last_power=imf_process[-2]-(np.mean(imf_process[-6:-1]))
current_power=imf_process[-1]-(np.mean(imf_process[-5:]))
power_de=0
if last_power<0 and current_power>0:
power_de=1
if last_power>0 and current_power<0:
power_de=2
imf_max_index = list(argrelextrema(np.array(imf_process),np.greater)[0])
print " imf max index %s"%imf_max_index
imf_min_index = list(argrelextrema(np.array(imf_process),np.less)[0])
print " imf min index %s"%imf_min_index
print "imf process"
print "imf process extenflag%s "%extenflag1
print imf_process[-1]
print "-1imf_min_index %s"%imf_process[imf_min_index[-1]]
print "-1imf_max_index %s"%imf_process[imf_max_index[-1]]
ex_flag=1
if ex_num>2:
ex_flag=0
print "ex flag%s num %s"%(ex_flag,ex_num)
self.extenflag.append(extenflag1)
print "extenflag %s"%self.extenflag[-10:]
self.matchcha.append(cha)
print "matchcha%s"%self.matchcha[-10:]
imf2_flag=0
print imf_min_index[-1]
print imf_max_index[-1]
if imf_min_index[-1]>imf_max_index[-1] and imf_min_index[-1]>len(imf_process)-5 :#and imf_process[-1]<0 :
imf2_flag=1
if imf_min_index[-1]<imf_max_index[-1] and imf_max_index[-1]>=len(imf_process)-5:
imf2_flag=2
###########
#############
##########
decision=0
if (imf2_flag==1 and imf2_or_flag!=2) or (imf2_or_flag==1) :#and imf2_flag6==1:#or self.close_flag==1:#and imf2_open_flag!=2:
#if imf2_flag==1 and imf2_open_flag!=2 and imf2_macd_flag!=2 and imf2_or_flag!=2:#and imf2_open_flag==1:#and (imf_process3[-1]<0 or imf_process[-1]<0) :#and (extenflag1+extenflag3)<3:#and imf2_open_flag!=2:
# if (imf2_flag==1 and self.open_flag==1) or (imf2_flag==1 and imf2_macd_flag==1) or (imf2_macd_flag==1 and self.close_flag==1) or (imf2_macd_flag==1 and imf2_flag==1):#and imf2_macd_flag==1:#and power_de==1:#and imf3_flag==1:
decision=1
#if (imf2_flag==2 or imf2_macd_flag==2) and imf2_or_flag==2 :#and imf2_open_flag!=2:
# if imf2_flag==2 and imf2_open_flag==2 :
#if (imf2_flag==2 and self.open_flag==2) or (imf2_flag==2 and imf2_open_flag==2) or (imf2_open_flag==2 and self.close_flag==2) :
if imf2_flag==2 :#imf2_flag==2 and imf2_open_flag==2:
decision=2
if imf2_flag==1:
self.close_flag=1
else:
self.close_flag=0
return decision
def run_predict1(self, imf_list, current_price_index, date, datafile,
residual, imf_open, imf_macd):
for i in range(len(imf_list)):
imfp = imf_list[i]
data = np.array(imfp)
max_index = list(argrelextrema(data, np.greater)[0])
min_index = list(argrelextrema(data, np.less)[0])
print "imf %s" % i
print "max %s" % max_index
print "min %s" % min_index
imf2_max_index = list(
argrelextrema(np.array(imf_list[2]), np.greater)[0])
print " imf max index %s" % imf2_max_index
imf2_min_index = list(argrelextrema(np.array(imf_list[2]), np.less)[0])
print " imf min index %s" % imf2_min_index
imf2_or_flag = 0
if imf2_min_index[-1] > imf2_max_index[-1] and imf2_min_index[
-1] > 996 and imf2_min_index[-1] - imf2_max_index[-1] > 3:
imf2_or_flag = 1
if imf2_min_index[-1] < imf2_max_index[-1] and imf2_max_index[
-1] > 995 and imf2_max_index[-1] - imf2_min_index[-1] > 3:
imf2_or_flag = 2
if imf2_min_index[-1] < imf2_max_index[-1] and imf2_max_index[
-1] < 994 and imf2_max_index[-1] - imf2_min_index[
-1] > 3 and self.close_price[
current_price_index -
1] < self.close_price[current_price_index]:
imf2_or_flag = 1
if imf2_min_index[-1] > imf2_max_index[-1] and imf2_min_index[
-1] < 995 and imf2_min_index[-1] - imf2_max_index[-1] > 3:
imf2_or_flag = 2
#if imf2_min_index[-1]>imf2_max_index[-1] and imf2_min_index[-1]<990 :
# imf2_or_flag=1
residual_max_index = list(
argrelextrema(np.array(residual), np.greater)[0])
residual_min_index = list(
argrelextrema(np.array(residual), np.less)[0])
print "residual"
residual_max_index.insert(0, 0)
residual_min_index.insert(0, 0)
print "max %s" % residual_max_index
print "min %s" % residual_min_index
residual_flag = 0
#if (residual_max_index[-1]<residual_min_index[-1] and residual_min_index[-1]<45):
if (residual_max_index[-1] < residual_min_index[-1]
and residual_min_index[-1] > 46):
residual_flag = 1
print "residual %s" % residual_flag
process_data = self.close_price[current_price_index -
99:current_price_index + 1]
data = np.array(process_data)
max_index = list(argrelextrema(data, np.greater)[0])
min_index = list(argrelextrema(data, np.less)[0])
######
imf1_max_index = list(
argrelextrema(np.array(imf_list[1]), np.greater)[0])
imf1_min_index = list(argrelextrema(np.array(imf_list[1]), np.less)[0])
imf1_flag = 1
if imf1_max_index[-1] > imf1_min_index[-1] and imf1_max_index[-1] > 996:
imf1_flag = 0
if imf1_max_index[-1] < imf1_min_index[-1] and 1.2 > (
(999 - imf1_min_index[-1]) /
abs(imf1_max_index[-1] - imf1_min_index[-1])) > 0.8:
imf1_flag = 0
##############################################################
if len(imf_list) < 2:
imf_process = list(imf_list[0])
else:
imf_process = list(imf_list[1])
imf_process = list(imf_list[2])
imf_process2 = list(imf_list[4])
imf_process3 = list(imf_list[2])
# print "imf process len%s"%len(imf_process)
# #tmp = matchlist(imf_process,10,20)
# print "imf process%s"%imf_process[-10:]
# (tmp,extenflag1) = matchlist3(imf_process)
# print "tmp len%s"%len(tmp)
# imf_process=tmp
# print "imf process%s"%imf_process[-10:]
imf_max_index = list(
argrelextrema(np.array(imf_process), np.greater)[0])
print " imf max index %s" % imf_max_index
imf_min_index = list(argrelextrema(np.array(imf_process), np.less)[0])
print " imf min index %s" % imf_min_index
tmp = imf_max_index + imf_min_index
tmp.sort()
i = 1
if 995 > tmp[-1] > 990:
(imf_process, extenflag1) = matchlist1(imf_process)
elif 995 > tmp[-2] > 990:
(imf_process, extenflag1) = matchlist2(imf_process)
last_power = imf_process[-2] - (np.mean(imf_process[-6:-1]))
current_power = imf_process[-1] - (np.mean(imf_process[-5:]))
power_de = 0
if last_power < 0 and current_power > 0:
power_de = 1
imf_max_index = list(
argrelextrema(np.array(imf_process), np.greater)[0])
print " imf max index %s" % imf_max_index
imf_min_index = list(argrelextrema(np.array(imf_process), np.less)[0])
print " imf min index %s" % imf_min_index
print "imf process"
print imf_process[-1]
print "-1imf_min_index %s" % imf_process[imf_min_index[-1]]
print "-1imf_max_index %s" % imf_process[imf_max_index[-1]]
print "cha%s" % abs(imf_process[imf_min_index[-1]] -
imf_process[imf_max_index[-1]])
diff_peak = [
abs(imf_max_index[i] - imf_min_index[i])
for i in range(len(imf_max_index) - 2)
]
print "mean cha %s" % np.mean(diff_peak)
imf2_flag = 0
print imf_min_index[-1]
print imf_max_index[-1]
if imf_min_index[-1] > imf_max_index[-1] and imf_min_index[-1] > len(
imf_process) - 5: #and imf_process[-1]<0 :
imf2_flag = 1
if imf_min_index[-1] < imf_max_index[-1] and imf_max_index[-1] > len(
imf_process) - 5:
imf2_flag = 2
#######
print "imf flag2 %s" % imf2_flag
print imf_process[-5:]
print "imf or flag2 %s" % imf2_or_flag
#############
print "power de%s" % power_de
##########
decision = 0
if imf2_flag == 1: #and (imf_process3[-1]<0 or imf_process[-1]<0) :#and (extenflag1+extenflag3)<3:#and imf2_open_flag!=2:
#if (imf2_flag==1 and self.open_flag==1) or (imf2_flag==1 and imf2_open_flag==1) or (imf2_open_flag==1 and self.close_flag==1) or (imf2_open_flag==1 and imf2_flag==1):#and imf2_macd_flag==1:#and power_de==1:#and imf3_flag==1:
decision = 1
#if (imf2_flag==2 or imf2_macd_flag==2) and imf2_or_flag==2 :#and imf2_open_flag!=2:
# if imf2_flag==2 and imf2_open_flag==2 :
#if (imf2_flag==2 and self.open_flag==2) or (imf2_flag==2 and imf2_open_flag==2) or (imf2_open_flag==2 and self.close_flag==2) :
if imf2_flag == 2: #or imf2_open_flag==2:
decision = 2
return decision
def run_predict1(self,imf_list,current_price_index,date,datafile,residual,imf_open,imf_macd,emd_data):
print "\n\n begin"
for i in range(len(imf_list)):
imfp = imf_list[i]
data = np.array(imfp)
max_index = list(argrelextrema(data,np.greater)[0])
min_index = list(argrelextrema(data,np.less)[0])
print "imf %s"%i
print "max %s"%max_index
print "min %s"%min_index
####
imf0_max_index = list(argrelextrema(np.array(imf_list[0]),np.greater)[0])
imf0_min_index = list(argrelextrema(np.array(imf_list[0]),np.less)[0])
imf0_flag=0
if imf0_min_index[-1]>imf0_max_index[-1] :
imf0_flag=1
###
imf2_max_index = list(argrelextrema(np.array(imf_list[2]),np.greater)[0])
print " imf max index %s"%imf2_max_index
imf2_min_index = list(argrelextrema(np.array(imf_list[2]),np.less)[0])
print " imf min index %s"%imf2_min_index
imf2_or_flag=0
if imf2_min_index[-1]>imf2_max_index[-1] and imf2_min_index[-1]>997 and imf2_min_index[-1]-imf2_max_index[-1]>3:
imf2_or_flag=1
if imf2_min_index[-1]<imf2_max_index[-1] and imf2_max_index[-1]>995 and imf2_max_index[-1]-imf2_min_index[-1]>3:
imf2_or_flag=2
print "imf2 or flag%s"%imf2_or_flag
#imf2_max_index = list(argrelextrema(np.array(imf_list[2][:-4]),np.greater)[0])
#imf2_min_index = list(argrelextrema(np.array(imf_list[2][:-4]),np.less)[0])
#if imf2_min_index[-1]<imf2_max_index[-1] and imf2_max_index[-1]<995 and imf2_max_index[-1]-imf2_min_index[-1]>3:
# imf2_or_flag=11
#if imf2_min_index[-1]>imf2_max_index[-1] and imf2_min_index[-1]<995 and imf2_min_index[-1]-imf2_max_index[-1]>3:
# imf2_or_flag=0
#if imf2_min_index[-1]>imf2_max_index[-1] and imf2_min_index[-1]<990 :
# imf2_or_flag=1
residual_max_index = list(argrelextrema(np.array(residual),np.greater)[0])
residual_min_index = list(argrelextrema(np.array(residual),np.less)[0])
print "residual"
residual_max_index.insert(0,0)
residual_min_index.insert(0,0)
print "max %s"%residual_max_index
print "min %s"%residual_min_index
residual_flag=0
#if (residual_max_index[-1]<residual_min_index[-1] and residual_min_index[-1]<45):
if (residual_max_index[-1]<residual_min_index[-1] and residual_min_index[-1]>46):
residual_flag=1
print "residual %s"%residual_flag
process_data = self.close_price[current_price_index-99:current_price_index+1]
data = np.array(process_data)
max_index = list(argrelextrema(data,np.greater)[0])
min_index = list(argrelextrema(data,np.less)[0])
######
imf0_max_index = list(argrelextrema(np.array(imf_list[0]),np.greater)[0])
imf0_min_index = list(argrelextrema(np.array(imf_list[0]),np.less)[0])
tmp = imf0_max_index+imf0_min_index
tmp.sort()
trust0=tmp[-2]
imf1_max_index = list(argrelextrema(np.array(imf_list[1]),np.greater)[0])
imf1_min_index = list(argrelextrema(np.array(imf_list[1]),np.less)[0])
imf1_min_index=filter(lambda n:n<=trust0,imf1_min_index)
imf1_max_index=filter(lambda n:n<=trust0,imf1_max_index)
tmp = imf1_max_index+imf1_min_index
tmp.sort()
trust1=tmp[-2]
imf1_min_index=filter(lambda n:n<trust0,imf1_min_index)
imf1_max_index=filter(lambda n:n<trust0,imf1_max_index)
tmp = imf1_max_index+imf1_min_index
tmp.sort()
trust11=tmp[-1]
use=2
#if trust11<993 and tmp[-1]-tmp[-2]>3:
# use=1
imf2_max_index = list(argrelextrema(np.array(imf_list[2]),np.greater)[0])
imf2_min_index = list(argrelextrema(np.array(imf_list[2]),np.less)[0])
imf2_min_index=filter(lambda n:n<=trust1,imf2_min_index)
imf2_max_index=filter(lambda n:n<=trust1,imf2_max_index)
tmp = imf2_max_index+imf2_min_index
tmp.sort()
trust2=tmp[-1]
##############################################################
if len(imf_list)<2:
imf_process = list(imf_list[0])
else:
imf_process = list(imf_list[1])
imf_process = list(imf_list[2])
imf_process3 = list(imf_list[2])
# print "imf process len%s"%len(imf_process)
# #tmp = matchlist(imf_process,10,20)
# print "imf process%s"%imf_process[-10:]
# (tmp,extenflag1) = matchlist3(imf_process)
# print "tmp len%s"%len(tmp)
# imf_process=tmp
# print "imf process%s"%imf_process[-10:]
# tmp = imf_max_index+imf_min_index
# tmp.sort()
# i=1
# while tmp[-i]>trust:
# i+=1
# print "use %s "%i
# if i==1 :#or tmp[-2]<990:
# (imf_process,extenflag1,ex_num) = matchlist1(imf_process)
# elif i==2:
# (imf_process,extenflag1,ex_num) = matchlist2(imf_process)
# else:
# (imf_process,extenflag1,ex_num) = matchlist3(imf_process)
imf2_max_index = list(argrelextrema(np.array(imf_list[2]),np.greater)[0])
imf2_min_index = list(argrelextrema(np.array(imf_list[2]),np.less)[0])
tmp = imf2_max_index+imf2_min_index
tmp.sort()
i=1
while tmp[-i]>trust2:
i+=1
print "haha %s"%i
if i==1 :#or tmp[-2]<990:
(imf_process,extenflag1,ex_num,cha,cha2) = matchlist1(imf_list[2],3,emd_data)
elif i==2:
(imf_process,extenflag1,ex_num,cha,cha2) = matchlist2(imf_list[2],3,emd_data)
else:
(imf_process,extenflag1,ex_num,cha,cha2) = matchlist3(imf_list[2],3,emd_data)
#####
#####
last_power=imf_process[-2]-(np.mean(imf_process[-4:-1]))
current_power=imf_process[-1]-(np.mean(imf_process[-3:]))
power_de=0
if last_power<0 and current_power>0:
power_de=1
if last_power>0 and current_power<0:
power_de=2
imf_max_index = list(argrelextrema(np.array(imf_process),np.greater)[0])
print " imf max index %s"%imf_max_index
imf_min_index = list(argrelextrema(np.array(imf_process),np.less)[0])
print " imf min index %s"%imf_min_index
print "imf process %s"%imf_process[-10:]
print "imf process extenflag%s "%extenflag1
print imf_process[-1]
print "-1imf_min_index %s"%imf_process[imf_min_index[-1]]
print "-1imf_max_index %s"%imf_process[imf_max_index[-1]]
ex_flag=1
if ex_num>2:
ex_flag=0
print "ex flag%s num %s"%(ex_flag,ex_num)
self.extenflag.append(extenflag1)
print "extenflag %s"%self.extenflag[-10:]
self.matchcha.append(cha)
print "matchcha%s"%self.matchcha[-10:]
imf2_flag=0
print imf_min_index[-1]
print imf_max_index[-1]
last_max=current_price_index-(999-imf_max_index[-1])+1
if imf_min_index[-1]>imf_max_index[-1] and imf_min_index[-1]>996 and extenflag1<2 :#and ex_flag==1:#and imf_process[-1]<0 :
imf2_flag=1
if imf_min_index[-1]<imf_max_index[-1] and imf_max_index[-1]>996:
imf2_flag=2
print "pwoer de %s"%power_de
###########
#imf1_max_index = list(argrelextrema(np.array(imf_list[1]),np.greater)[0])
#imf1_min_index = list(argrelextrema(np.array(imf_list[1]),np.less)[0])
#tmp = imf1_max_index+imf1_min_index
#tmp.sort()
#i=1
#while tmp[-i]>trust11:
# i+=1
#print "1haha %s"%i
#if i==1 :#or tmp[-2]<990:
# (imf_process,extenflag1,ex_num,cha) = matchlist1(imf_list[1],2)
#elif i==2:
# (imf_process,extenflag1,ex_num,cha) = matchlist2(imf_list[1],2)
#else:
# (imf_process,extenflag1,ex_num,cha) = matchlist3(imf_list[1],2)
#imf_max_index = list(argrelextrema(np.array(imf_process),np.greater)[0])
#print " imf1 max index %s"%imf_max_index
#imf_min_index = list(argrelextrema(np.array(imf_process),np.less)[0])
#print " imf1 min index %s"%imf_min_index
#imf1_flag=0
#if imf_min_index[-1]>imf_max_index[-1] and imf_min_index[-1]>len(imf_process)-5 and extenflag1<2:#and imf_process[-1]<0 :
# imf1_flag=1
#if imf_min_index[-1]<imf_max_index[-1] and imf_max_index[-1]>=len(imf_process)-5:
# imf1_flag=2
#print "imf1flag %s"%imf1_flag
#############
##########
decision=0
#if ((imf2_flag==1 and imf1_flag==1 and imf2_or_flag==11) or (imf2_or_flag==1 and imf1_flag==1)) and (imf0_flag==1) :#and imf2_flag6==1:#or self.close_flag==1:#and imf2_open_flag!=2:
if ((imf2_flag==1 and imf2_or_flag!=2) or imf2_or_flag==1):# and len(self.imf_flag_list)>1 and self.imf_flag_list[-1]==1:#and imf2_or_flag!=2:# and imf1_flag==1:#and imf2_flag6==1:#or self.close_flag==1:#and imf2_open_flag!=2:
#if imf2_flag==1 and imf2_flag_open_flag!=2 and imf2_macd_flag!=2 and imf2_or_flag!=2:#and imf2_open_flag==1:#and (imf_process3[-1]<0 or imf_process[-1]<0) :#and (extenflag1+extenflag3)<3:#and imf2_open_flag!=2:
# if (imf2_flag==1 and self.open_flag==1) or (imf2_flag==1 and imf2_macd_flag==1) or (imf2_macd_flag==1 and self.close_flag==1) or (imf2_macd_flag==1 and imf2_flag==1):#and imf2_macd_flag==1:#and power_de==1:#and imf3_flag==1:
decision=1
#elif ((imf2_flag==1 and imf2_or_flag==11 ) or (imf2_or_flag==1)) and (imf0_flag==1) :#and imf2_flag6==1:#or self.close_flag==1:#and imf2_open_flag!=2:
# decision=3
#if (imf2_flag==2 or imf2_macd_flag==2) and imf2_or_flag==2 :#and imf2_open_flag!=2:
# if imf2_flag==2 and imf2_open_flag==2 :
#if (imf2_flag==2 and self.open_flag==2) or (imf2_flag==2 and imf2_open_flag==2) or (imf2_open_flag==2 and self.close_flag==2) :
elif (imf2_flag==2 and imf2_or_flag!=2) or imf2_or_flag==2 :#and imf1_flag==2:#imf2_flag==2 and imf2_open_flag==2:
decision=2
if imf2_flag==1:
self.close_flag=1
else:
self.close_flag=0
self.imf_flag_list.append(imf2_flag)
print "flaglist %s"%self.imf_flag_list[-5:]
print "decision%s"%decision
return (decision,last_max)
def run_predict1(self, imf_list, current_price_index, date, datafile,
residual):
for i in range(len(imf_list)):
imfp = imf_list[i]
data = np.array(imfp)
max_index = list(argrelextrema(data, np.greater)[0])
min_index = list(argrelextrema(data, np.less)[0])
print "imf %s" % i
print "max %s" % max_index
print "min %s" % min_index
imf2_max_index = list(
argrelextrema(np.array(imf_list[1]), np.greater)[0])
print " imf max index %s" % imf2_max_index
imf2_min_index = list(argrelextrema(np.array(imf_list[1]), np.less)[0])
print " imf min index %s" % imf2_min_index
imf2_or_flag = 0
if imf2_min_index[-1] > imf2_max_index[-1] and imf2_min_index[
-1] >= 996 and imf2_min_index[-1] - imf2_max_index[-1] > 1:
imf2_or_flag = 1
imf3_max_index = list(
argrelextrema(np.array(imf_list[3]), np.greater)[0])
imf3_min_index = list(argrelextrema(np.array(imf_list[3]), np.less)[0])
imf3_or_flag = 0
if imf3_min_index[-1] > imf3_max_index[-1] and imf3_min_index[
-1] >= 996 and imf3_min_index[-1] - imf3_max_index[-1] > 1:
imf3_or_flag = 1
residual_max_index = list(
argrelextrema(np.array(residual), np.greater)[0])
residual_min_index = list(
argrelextrema(np.array(residual), np.less)[0])
print "residual"
residual_max_index.insert(0, 0)
residual_min_index.insert(0, 0)
print "max %s" % residual_max_index
print "min %s" % residual_min_index
residual_flag = 0
#if (residual_max_index[-1]<residual_min_index[-1] and residual_min_index[-1]<45):
if (residual_max_index[-1] < residual_min_index[-1]
and residual_min_index[-1] > 46):
residual_flag = 1
print "residual %s" % residual_flag
process_data = self.close_price[current_price_index -
99:current_price_index + 1]
data = np.array(process_data)
max_index = list(argrelextrema(data, np.greater)[0])
min_index = list(argrelextrema(data, np.less)[0])
##############################################################
if len(imf_list) < 2:
imf_process = list(imf_list[0])
else:
imf_process = list(imf_list[1])
imf_process = list(imf_list[2])
print "imf process len%s" % len(imf_process)
#tmp = matchlist(imf_process,10,20)
print "imf process%s" % imf_process[-10:]
(tmp, extenflag) = matchlist2(imf_process)
print "tmp len%s" % len(tmp)
imf_process = tmp
print "imf process%s" % imf_process[-10:]
imf_max_index = list(
argrelextrema(np.array(imf_process), np.greater)[0])
print " imf max index %s" % imf_max_index
imf_min_index = list(argrelextrema(np.array(imf_process), np.less)[0])
print " imf min index %s" % imf_min_index
print "-1imf_min_index %s" % imf_process[imf_min_index[-1]]
print "-1imf_max_index %s" % imf_process[imf_max_index[-1]]
print "cha%s" % abs(imf_process[imf_min_index[-1]] -
imf_process[imf_max_index[-1]])
diff_peak = [
abs(imf_max_index[i] - imf_min_index[i])
for i in range(len(imf_max_index) - 2)
]
print "mean cha %s" % np.mean(diff_peak)
#imf_3 = matchlist(imf_list[3],10,30)
(imf_3, extenflag2) = matchlist2(list(imf_list[4]))
imf3_max_index = list(argrelextrema(np.array(imf_3), np.greater)[0])
print " imf3 max index %s" % imf3_max_index
imf3_min_index = list(argrelextrema(np.array(imf_3), np.less)[0])
print " imf3 min index %s" % imf3_min_index
imf2_flag = 0
imf3_flag = 0
print imf_min_index[-1]
print imf_max_index[-1]
if imf_min_index[-1] > imf_max_index[-1] and imf_min_index[
-1] > 998 and imf_min_index[-1] - imf_max_index[-1] > 1:
imf2_flag = 1
if imf_min_index[-1] < imf_max_index[-1] and imf_max_index[-1] >= 995:
imf2_flag = 2
if imf3_min_index[-1] > imf3_max_index[-1] and imf3_min_index[
-1] > 990: # and imf_min_index[-1]-imf_max_index[-1]>1:
imf3_flag = 1
print "imf flag2 %s" % imf2_flag
print "imf or flag2 %s" % imf2_or_flag
print "imf flag3 %s" % imf3_flag
print "exten flag%s" % extenflag
decision = 0
if imf2_flag == 1 and imf2_or_flag == 1 and extenflag < 1:
decision = 1
if imf2_flag == 2:
decision = 2
#return decision
return imf2_flag
def run_predict1(self,imf_list,current_price_index,date,datafile,residual):
for i in range(len(imf_list)):
imfp = imf_list[i]
data = np.array(imfp)
max_index = list(argrelextrema(data,np.greater)[0])
min_index = list(argrelextrema(data,np.less)[0])
print "imf %s"%i
print "max %s"%max_index
print "min %s"%min_index
imf2_max_index = list(argrelextrema(np.array(imf_list[1]),np.greater)[0])
print " imf max index %s"%imf2_max_index
imf2_min_index = list(argrelextrema(np.array(imf_list[1]),np.less)[0])
print " imf min index %s"%imf2_min_index
imf2_or_flag=0
if imf2_min_index[-1]>imf2_max_index[-1] and imf2_min_index[-1]>=996 and imf2_min_index[-1]-imf2_max_index[-1]>1:
imf2_or_flag=1
imf3_max_index = list(argrelextrema(np.array(imf_list[3]),np.greater)[0])
imf3_min_index = list(argrelextrema(np.array(imf_list[3]),np.less)[0])
imf3_or_flag=0
if imf3_min_index[-1]>imf3_max_index[-1] and imf3_min_index[-1]>=996 and imf3_min_index[-1]-imf3_max_index[-1]>1:
imf3_or_flag=1
residual_max_index = list(argrelextrema(np.array(residual),np.greater)[0])
residual_min_index = list(argrelextrema(np.array(residual),np.less)[0])
print "residual"
residual_max_index.insert(0,0)
residual_min_index.insert(0,0)
print "max %s"%residual_max_index
print "min %s"%residual_min_index
residual_flag=0
#if (residual_max_index[-1]<residual_min_index[-1] and residual_min_index[-1]<45):
if (residual_max_index[-1]<residual_min_index[-1] and residual_min_index[-1]>46):
residual_flag=1
print "residual %s"%residual_flag
process_data = self.close_price[current_price_index-99:current_price_index+1]
data = np.array(process_data)
max_index = list(argrelextrema(data,np.greater)[0])
min_index = list(argrelextrema(data,np.less)[0])
##############################################################
if len(imf_list)<2:
imf_process = list(imf_list[0])
else:
imf_process = list(imf_list[1])
imf_process = list(imf_list[2])
print "imf process len%s"%len(imf_process)
#tmp = matchlist(imf_process,10,20)
print "imf process%s"%imf_process[-10:]
(tmp,extenflag) = matchlist2(imf_process)
print "tmp len%s"%len(tmp)
imf_process=tmp
print "imf process%s"%imf_process[-10:]
imf_max_index = list(argrelextrema(np.array(imf_process),np.greater)[0])
print " imf max index %s"%imf_max_index
imf_min_index = list(argrelextrema(np.array(imf_process),np.less)[0])
print " imf min index %s"%imf_min_index
print "-1imf_min_index %s"%imf_process[imf_min_index[-1]]
print "-1imf_max_index %s"%imf_process[imf_max_index[-1]]
print "cha%s"%abs(imf_process[imf_min_index[-1]]-imf_process[imf_max_index[-1]])
diff_peak = [abs(imf_max_index[i]-imf_min_index[i]) for i in range(len(imf_max_index)-2)]
print "mean cha %s"%np.mean(diff_peak)
#imf_3 = matchlist(imf_list[3],10,30)
(imf_3,extenflag2) = matchlist2(list(imf_list[4]))
imf3_max_index = list(argrelextrema(np.array(imf_3),np.greater)[0])
print " imf3 max index %s"%imf3_max_index
imf3_min_index = list(argrelextrema(np.array(imf_3),np.less)[0])
print " imf3 min index %s"%imf3_min_index
imf2_flag=0
imf3_flag=0
print imf_min_index[-1]
print imf_max_index[-1]
if imf_min_index[-1]>imf_max_index[-1] and imf_min_index[-1]>998 and imf_min_index[-1]-imf_max_index[-1]>1:
imf2_flag=1
if imf_min_index[-1]<imf_max_index[-1] and imf_max_index[-1]>=995:
imf2_flag=2
if imf3_min_index[-1]>imf3_max_index[-1] and imf3_min_index[-1]>990:# and imf_min_index[-1]-imf_max_index[-1]>1:
imf3_flag=1
print "imf flag2 %s"%imf2_flag
print "imf or flag2 %s"%imf2_or_flag
print "imf flag3 %s"%imf3_flag
print "exten flag%s"%extenflag
decision=0
if imf2_flag==1 and imf2_or_flag==1 and extenflag<1:
decision=1
if imf2_flag==2:
decision=2
#return decision
return imf2_flag
