def calcPatternPosition(self, stockCode, processedData):
patternDataObjects = []
open = numpy.array(map(lambda item: item[1], processedData))
high = numpy.array(map(lambda item: item[2], processedData))
low = numpy.array(map(lambda item: item[3], processedData))
close = numpy.array(map(lambda item: item[4], processedData))
#ジグザグの座標を取得
pivots = zigzag.peak_valley_pivots2(open, high, low, close, 0.05, -0.05)
pivotPeakPoses = numpy.arange(len(processedData))[pivots == 1]
pivotBottomPoses = numpy.arange(len(processedData))[pivots == -1]
for currentPos in range(len(processedData)):
peakPoses = filter(lambda p: p < currentPos, pivotPeakPoses)
bottomPoses = filter(lambda p: p < currentPos, pivotBottomPoses)
peakBottomPosFlag = True
extreme1 = 0
extreme2 = 0
extreme3 = 0
extreme4 = 0
extreme5 = 0
extreme1X = 0
extreme2X = 0
extreme3X = 0
extreme4X = 0
extreme5X = 0
if(len(peakPoses) > 2 and len(bottomPoses) > 2):
if(peakPoses[-1] > bottomPoses[-1]):
extreme1X = peakPoses[-1]
extreme1 = high[extreme1X]
extreme2X = bottomPoses[-1]
extreme2 = low[extreme2X]
extreme3X = peakPoses[-2]
extreme3 = high[extreme3X]
extreme4X = bottomPoses[-2]
extreme4 = low[extreme4X]
extreme5X = peakPoses[-3]
extreme5 = high[extreme5X]
else:
peakBottomPosFlag = False
if(peakBottomPosFlag):
extremArray = numpy.array([extreme1, extreme2, extreme3, extreme4, extreme5])
withinMean = numpy.mean(extremArray)
trendLineRange = numpy.mean([extreme1, extreme5]) - numpy.mean([extreme2, extreme4])
peakLineMax = max([extreme1, extreme5])
#各頂点の位置での判定
if(extreme3 > extreme5 and
extreme3 > extreme1 and
math.fabs(extreme5 - extreme1)/ withinMean < 0.015 and
math.fabs(extreme4 - extreme2) / withinMean < 0.015 and
extreme3 - peakLineMax > trendLineRange * 0.5
):
bottomLine = lineUtils.Line(extreme4X, extreme4, extreme2X, extreme2, processedData[extreme4X][0], processedData[extreme2X][0], extreme4, extreme2)
#伸ばす
bottomLine = lineUtils.LineUtils.extendTrendLine([bottomLine], processedData, False, 0, currentPos)[0]
#ピーク
peakLine = lineUtils.Line(extreme5X, extreme5, extreme1X, extreme1, processedData[extreme5X][0], processedData[extreme1X][0], extreme5, extreme1)
upperFlag = isTwiceUpLine(extreme3X, peakLine, processedData, 1) and isTwiceUpLine(extreme3X, peakLine, processedData, -1)
#ボトムの値が上のラインより上にいかない事を確認
for pos in range(currentPos, peakLine.endX, -1):
if(processedData[pos][2] > peakLine.endPriceY):
upperFlag = False
break
#まぁこちらも
for pos in range(bottomLine.startX, peakLine.startX):
if(processedData[pos][2] > peakLine.startPriceY):
upperFlag = False
break
if(upperFlag and currentPos <= bottomLine.endX and processedData[currentPos][3] < bottomLine.getYPoint(currentPos)):
patternDataObjects.append(patternDataObject.PatternDataObject(stockCode,
currentPos,
processedData[currentPos][0],
processedData[currentPos][4],
bottomLine,
peakLine,
"", "down"))
return patternDataObjects
def calcPatternPosition(self, stockCode, resultRaw, upperLineSlopFn,
lowerLineSlopFn, hasVertexX, isLatest):
#print hasVertexX
#print isLatest
result = resultRaw
fortyFiveLine = float(1) / float(len(result))
patternDataObjects = []
rangeArray = range(len(result) - 1,
len(result)) if isLatest else range(1, len(result))
#print rangeArray
for currentPos in rangeArray:
peakPoses, bottomPoses = self.calcPeakBottomPoint(
result[0:currentPos])
filter_peak_poses = filter(lambda pos: pos < currentPos, peakPoses)
filter_bottom_poses = filter(lambda pos: pos < currentPos,
bottomPoses)
#スタート地点の計算
peakStartTerm = self.getTrendStartPosition(currentPos,
filter_peak_poses)
bottomStartTerm = self.getTrendStartPosition(
currentPos, filter_bottom_poses)
startTerm = min(peakStartTerm, bottomStartTerm)
registLines = self.drawTrendLine(filter_peak_poses, result, True,
startTerm, currentPos)
supportLines = self.drawTrendLine(filter_bottom_poses, result,
False, startTerm, currentPos)
slopRegists = []
"""-----------------------------上のトレンドライン------------------------------------"""
for line in filter(
lambda hoge: self.isDrawLine(hoge, peakStartTerm,
currentPos), registLines):
slopNumber = self.getSlopNumber(line[0], line[1])
if (upperLineSlopFn(slopNumber)):
slopRegists.append([line[0], line[1]])
slopSupports = []
"""-----------------------------下のトレンドライン------------------------------------"""
for line in filter(
lambda hoge: self.isDrawLine(hoge, bottomStartTerm,
currentPos), supportLines):
supportNumber = self.getSlopNumber(line[0], line[1])
if (lowerLineSlopFn(supportNumber)):
slopSupports.append([line[0], line[1]])
"""ここからは上下のトレンドラインがある場合にだけ選別する"""
if (len(slopSupports) > 0 and len(slopRegists) > 0):
regArray = slopRegists[0]
supArray = slopSupports[0]
#交点
futureVertexX = self.getFutureVertex(
patternDataObject.PosXY(regArray[0][0], regArray[1][0]),
patternDataObject.PosXY(regArray[0][1], regArray[1][1]),
patternDataObject.PosXY(supArray[0][0], supArray[1][0]),
patternDataObject.PosXY(supArray[0][1], supArray[1][1]))
narrowPosition = max(
filter(lambda index: index <= regArray[0][1],
range(len(result))))
narrowPosition2 = max(
filter(lambda index: index <= supArray[0][1],
range(len(result))))
#直近のやつだけ拾ってくる
if ((not hasVertexX or futureVertexX - 3 < currentPos)
and (currentPos == narrowPosition
or currentPos == narrowPosition2)):
minPos = supArray[0][0]
maxArray = regArray
minArray = supArray
"""ここで長いトレンドラインに合わせる作業を行う"""
if (supArray[0][0] > regArray[0][0]):
minPos = regArray[0][0]
minArray = regArray
maxArray = supArray
maxArray[1][0] = self.getYPosition(maxArray, minPos)
maxArray[0][0] = minPos
upDownStr = self.getUpDownStr(result, regArray, supArray,
currentPos)
patternDataObjects.append(
patternDataObject.PatternDataObject(
stockCode,
currentPos,
resultRaw[currentPos][0],
resultRaw[currentPos][4],
#ここでライン
lineUtils.Line(regArray[0][0], regArray[1][0],
regArray[0][1], regArray[1][1],
result[regArray[0][0]][0],
result[regArray[0][1]][0],
regArray[1][0], regArray[1][1]),
#ここでライン
lineUtils.Line(supArray[0][0], supArray[1][0],
supArray[0][1], supArray[1][1],
result[supArray[0][0]][0],
result[supArray[0][1]][0],
supArray[1][0], supArray[1][1]),
"penant",
upDownStr))
return patternDataObjects
def IcalcPatternPosition(self, stockCode, processedData):
patternDataObjects = []
open = numpy.array(map(lambda item: item[1], processedData))
high = numpy.array(map(lambda item: item[2], processedData))
low = numpy.array(map(lambda item: item[3], processedData))
close = numpy.array(map(lambda item: item[4], processedData))
#ジグザグの座標を取得
pivots = zigzag.peak_valley_pivots2(open, high, low, close, 0.05, -0.05)
pivotPeakPoses = numpy.arange(len(processedData))[pivots == 1]
pivotBottomPoses = numpy.arange(len(processedData))[pivots == -1]
for currentPos in range(len(processedData)):
peakPoses = filter(lambda p: p < currentPos, pivotPeakPoses)
bottomPoses = filter(lambda p: p < currentPos, pivotBottomPoses)
peakBottomPosFlag = True
extreme1 = 0
extreme2 = 0
extreme3 = 0
extreme4 = 0
extreme5 = 0
extreme1X = 0
extreme2X = 0
extreme3X = 0
extreme4X = 0
extreme5X = 0
if(len(peakPoses) > 2 and len(bottomPoses) > 2):
if(peakPoses[-1] < bottomPoses[-1]):
extreme1X = bottomPoses[-1]
extreme1 = low[extreme1X]
extreme2X = peakPoses[-1]
extreme2 = high[extreme2X]
extreme3X = bottomPoses[-2]
extreme3 = low[extreme3X]
extreme4X = peakPoses[-2]
extreme4 = high[extreme4X]
extreme5X = bottomPoses[-3]
extreme5 = low[extreme5X]
else:
peakBottomPosFlag = False
trendLineRange = 0
peakLineMax = 0
if(peakBottomPosFlag):
extremArray = numpy.array([extreme1, extreme2, extreme3, extreme4, extreme5])
withinMean = numpy.mean(extremArray)
trendLineRange = numpy.mean([extreme1, extreme5]) - numpy.mean([extreme2, extreme4])
peakLineMax = max([extreme1, extreme5])
#各頂点の位置での判定
if(extreme3 < extreme1 and
extreme3 < extreme5 and
math.fabs(extreme5 - extreme1)/ withinMean < 0.015 and
math.fabs(extreme4 - extreme2) / withinMean < 0.015 and
math.fabs(extreme3 - peakLineMax) > math.fabs(trendLineRange * 0.5)
):
bottomLine = lineUtils.Line(extreme5X, extreme5, extreme1X, extreme1, processedData[extreme5X][0], processedData[extreme1X][0], extreme5, extreme1)
#ピーク
peakLine = lineUtils.Line(extreme4X, extreme4, extreme2X, extreme2, processedData[extreme4X][0], processedData[extreme2X][0], extreme4, extreme2)
#伸ばす
peakLine = lineUtils.LineUtils.extendTrendLine([peakLine], processedData, True, 0, currentPos)[0]
upperFlag = isTwiceDownLine(extreme3X, bottomLine, processedData, 1) and isTwiceDownLine(extreme3X, bottomLine, processedData, -1)
if(upperFlag and currentPos <= peakLine.endX):
patternDataObjects.append(patternDataObject.PatternDataObject(stockCode,
currentPos,
processedData[currentPos][0],
processedData[currentPos][4],
bottomLine,
peakLine,
"", "down"))
return patternDataObjects