def create_previous_state_array(btestmode,sym,barnum):
indlist = partindlist
durlist = barlistRecent
currentstates =[]
last1minbar = rpInd.ShowABarofInd(sym,'1min','mcross',barnum)
timeofbar = last1minbar[0]
## print timeofbar
for dur in durlist:
for ind in indlist:
lastbar = rpInd.ShowABarofIndByTime(sym,dur,ind,timeofbar,barnum)
currentstates.append(lastbar)
return currentstates,timeofbar
def create_previous_state_array(btestmode, sym, barnum, backtestdur):
durlist = barlist_Recent
currentstates = []
last1minbar = rpInd.ShowABarofInd(
sym, backtestdur, 'mcross',
barnum) ## was 1min ### this controls the backtester!!
timeofbar = last1minbar[0]
for dur in durlist:
for ind in indlist:
lastbar = rpInd.ShowABarofIndByTime(sym, dur, ind, timeofbar,
barnum)
currentstates.append(lastbar)
return currentstates, timeofbar
def create_previous_state_array(sym, barnum):
indlist = ['mcross', 'stochD', 'kupper']
durlist = ['1min', '3mins', '5mins', '15mins']
currentstates = []
last1minbar = rpInd.ShowABarofInd(sym, '1min', 'mcross', barnum)
## print last1minbar
timeofbar = last1minbar[0]
print timeofbar
for dur in durlist:
for ind in indlist:
lastbar = rpInd.ShowABarofIndByTime(sym, dur, ind, timeofbar)
currentstates.append(lastbar)
return currentstates
def create_previous_state_array(btestmode, sym, barnum):
durlist = barlist_Recent
currentstates = []
last1minbar = rpInd.ShowABarofInd(sym, '15mins', 'mcross',
barnum) ## was 1min
timeofbar = last1minbar[0]
## print timeofbar
for dur in durlist:
## print dur
for ind in indlist:
## print ind,dur
lastbar = rpInd.ShowABarofIndByTime(sym, dur, ind, timeofbar,
barnum)
## print lastbar
currentstates.append(lastbar)
return currentstates, timeofbar
mlist = glob.glob(DataDown + 'dir*')
for ma in mlist:
month = ma[16:]
newstatearea = statearea + 'statedir' + month
newstateareaslash = newstatearea + '/'
ensure_dir(newstatearea)
f = newstateareaslash + 'ES.' + dur + '.mcross.state.csv'
fileoutname = newstateareaslash + sym + '.' + dur + '.multiinds.state.csv'
farray = rpu_rp.CsvToLines(f)
line = []
fullarr = []
for l in farray:
t = l[0]
indlist = indlist_part #['RSI','ROC']
for ind in indlist:
l.append(ind)
l.append(rpInd.ShowABarofIndByTime(sym, dur, ind, t, 555555)[1])
l.append(rpInd.ShowABarofIndByTime(sym, dur, ind, t, 555555)[3])
print t, dur
fullarr.append(l)
rpu_rp.WriteArrayToCsvfile(fileoutname + 'news', fullarr)
########start_path = DataDown +'dir201601/'
########for sym in symlist:
######## for dur in durlist:
######## secs = secdict[dur]
######## barfileout = DataDown + '20161233.' + sym +'.' + dur+'.ddload.csv' #'blalines.csv'
######## get_dload_barsWbu(start_path,dur,barfileout,sym)