def assemble_lines(sym,barsize,barsizeNtimeframe): ## print sym, barsize,barsizeNtimeframe totalsecs = secdict[barsize] timebarforsnaps = barsize import datetime as dt htickfile = DataDown+ today + '.'+sym+'.' + barsize + '.csv' #[date 5 mins.2 D.GBP.csv Snaptickfile = DataDown + today + '.' + sym + '.ticksnaps.csv' SnapBarsFname = DataDown + today + '.' + barsize + '.' + sym + '.SnapBars.csv' Sigfile = sigarea + sym +'.sigs.csv' snaplines = rpu_rp.CsvToLines(Snaptickfile) lline = 'ES, 2015-06-10 00:22:00, 2080.25, 2080.5, 2080.25, 2080.5, -1' try: lastline = rpu_rp.tail_to_txtfile(htickfile,2,'outfile') ## get last line of historical file for time check pass except: lastline = lline lastlineof_hticks = rpu_rp.catstring('outfile') ## this is the last line try: timeofbar = (lastlineof_hticks.split(',')[1]).split()[1] except: timeofbar ='23:59:58' time_of_last_hbar_dt = dt.datetime.strptime(timeofbar, time_format) snapbars = rpInd.create_bars(snaplines,50000,totalsecs,'fullbar','snapshot', sym,time_of_last_hbar_dt,SnapBarsFname)# also creates a file rpu_rp.WriteArrayToCsvfile(DataDown+today + '.' + sym + '.'+ barsize + '.recent.csv',snapbars) lines = createlines(htickfile) decimalboost = dboostdict[sym] return lines
def ddload_cutoff_epoch(histfilename,formatchoice): if formatchoice == 'oldformat': formatstring = '%H:%M:%S' else: formatstring = ' %Y-%m-%d %H:%M:%S' try: rpu_rp.tail_to_txtfile(histfilename,1,TMP +'outfile') ## get last line of historical file for time check oneline = rpu_rp.catstring(TMP +'outfile') ## this is the last line timeofbar = (oneline.split(',')[1]) epochtimeofbar = int(time.mktime(time.strptime(timeofbar, formatstring))) except: timeofbar =' 2015-03-01 23:59:58' print 'bombed getting ddload cutoff time in TicksUtile here' ## rpu_rp.tail_to_txtfile(histfilename,1,TMP +'outfile') ## get last line of historical file for time check ## oneline = rpu_rp.catstring(TMP +'outfile') ## this is the last line ## timeofbar = (oneline.split(',')[1]) ## print timeofbar epochtimeofbar = int(time.mktime(time.strptime(timeofbar, formatstring))) return epochtimeofbar
def ddload_cutoff_epoch(histfilename, formatchoice): if formatchoice == 'oldformat': formatstring = '%H:%M:%S' else: formatstring = ' %Y-%m-%d %H:%M:%S' try: rpu_rp.tail_to_txtfile( histfilename, 1, TMP + 'outfile') ## get last line of historical file for time check oneline = rpu_rp.catstring(TMP + 'outfile') ## this is the last line timeofbar = (oneline.split(',')[1]) epochtimeofbar = int( time.mktime(time.strptime(timeofbar, formatstring))) except: timeofbar = ' 2015-03-01 23:59:58' print 'bombed getting ddload cutoff time in TicksUtile here' ## rpu_rp.tail_to_txtfile(histfilename,1,TMP +'outfile') ## get last line of historical file for time check ## oneline = rpu_rp.catstring(TMP +'outfile') ## this is the last line ## timeofbar = (oneline.split(',')[1]) ## print timeofbar epochtimeofbar = int( time.mktime(time.strptime(timeofbar, formatstring))) return epochtimeofbar
print '\'vname\' => ' + '\''+labelprefix+newf.upper() +'\',' print '\'type\' => ' + '\''+ ftype +'\',' if ftype == 'decimal': floatval ='15' floatprec = '3' flen = '14' print '\'precision\' => ' + '\''+ floatprec +'\',' print '\'len\' => ' + '\''+ flen +'\',' elif ftype =='varchar': flen = '40' print '\'len\' => ' + '\''+ flen +'\',' elif ftype == 'datetime': pass elif ftype == 'enum': flen ='66' print '\'len\' => ' + '\''+ flen +'\',' print '\'options\' => \'' + dropdownname + '\',' print '\'default\' => \'' + defaultval + '\',' pass else: flen ='' print '),' lablearray.append('\''+labelprefix + newf.upper() +'\''+ ' => \'' + newf.replace('_',' ') +'\',') for l in lablearray: print l #print '\'LBL_'+newf.upper() +'\''+ ' => \'' + newf.replace('_',' ') +'\',' ######################## print rpu_rp.catstring('simplefield.vardeftpl.txt')
prevt = 0 numsigs = len(ma) signum =0 for symbol in symbol_list: for tf in barlist: bardur = bardict[tf] totalsecs = secdict[tf] dur = bardur + tf htickfile = DataDown+ today + '.'+symbol+'.' + dur + '.csv') #[date 5 mins.2 D.GBP.csv Snaptickfile = DataDown + today + '.' + symbol + '.ticksnaps.csv' SnapBarsFname = DataDown + today + '.' +dur + '.' + symbol + '.SnapBars.csv' Sigfile = symbol+'.sigs.csv' snaplines = rpu_rp.CsvToLines(DataDown + today + '.' + sym + '.ticksnaps.csv') ########## lastline = rpu_rp.tail_to_txtfile(htickfile,2,'outfile') ## get last line of historical file for time check lastlineof_hticks = rpu_rp.catstring('outfile') ## this is the last line try: timeofbar = (lastlineof_hticks.split(',')[1]).split()[1] except: timeofbar ='23:59:58' time_of_last_hbar_dt = dt.datetime.strptime(timeofbar, time_format) snapbars = rpInd.create_bars(ticklines,50000,timebarforsnaps,'fullbar','snapshot', sym,time_of_last_hbar_dt,SnapBarsFname)# also creates a file rpu_rp.WriteArrayToCsvfile(DataDown+today + '.' + sym + '.'+ dur + '.recent.csv',newbars) lines = createlines(htickfile) decimalboost = dboostdict[sym] create_report(sigfile,lines,decimalboost,tf) ''' create a report on all distances..... ############################## 1day = buy,6 bars ago, 9 positive ticks ago, starting to roll, nearing a daily pivot
print len(signmcd),len(macrossval),len(crossesmcd) MDarray = rpInd.makearrayJust2(timestamparray,slopebs,signbs,bs,macrossval,crossesmcd,signmcd) ## macdcrosses = rpInd.show_macd_low_lines(MDarray,'Slope','Slope',3,.001,4)#(arrayin,texttosell,texttobuy,pricefnum,macdtestval,macdfnum) ma = rpu_rp.grep_array_to_array(MDarray,'cross') rpInd.format_lines(ma,5) #tailamount ################################################ ## setup aloop for time durations durationselect = '4 D15 mins' ## this has to match timebarforsnaps files = glob.glob(DataDown+ today + '.EUR.' +durationselect + '*.csv') #[date 5 mins.2 D.GBP.csv print files ############################################# for inputfile in files: sym = inputfile.split('.')[1] ticklines = rpu_rp.CsvToLines(today + '.' + sym + '.ticksnaps.csv') lastline = rpu_rp.tail_to_txtfile(inputfile,2,'outfile') strings= rpu_rp.catstring('outfile') fulldatetime = strings.split(',')[1] time = fulldatetime.split()[1] hourmincutoff = time.split(':')[0] + time.split(':')[1] print hourmincutoff timebarforsnaps = 900 newbars = rpInd.create_bars(ticklines,5000,timebarforsnaps,'fullbar','snapshot', sym,hourmincutoff) #field three is timesize in seconds ## ## idendify last line of historical as 9:05 ## meld the ticksaps bars to historical ## EUR, 2015-06-04 09:05:00, 1.12455, 1.12485, 1.12425, 1.1246, -1 ## the last minute of the main bars = ? ## tail last line of inputfile rpu_rp.WriteArrayToCsvfile(DataDown+today + '.' + sym+ '.recent'+ durationselect + '.csv',newbars) lines = createlines(inputfile) if 'ES' in str(inputfile) or 'NQ' in str(inputfile): decimalboost = 1
## print symbol rpu_rp.WriteArrayToCsvfile(symbol+'.sigs.csv', '') # flush the file to keep all sigs for tf in barlist: bardur = bardict[tf] totalsecs = secdict[tf] dur = bardur + tf files = glob.glob(DataDown+ today + '.'+symbol+'.' + dur + '.csv') #[date 5 mins.2 D.GBP.csv for inputfile in files: fsplit = inputfile.split('.') if len(fsplit) == 4: sym = inputfile.split('.')[1] else: sym = inputfile.split('.')[1] + '.' + inputfile.split('.')[2] ticklines = rpu_rp.CsvToLines(DataDown + today + '.' + sym + '.ticksnaps.csv') lastline = rpu_rp.tail_to_txtfile(inputfile,2,'outfile') ## get last line of historical file for time check strings= rpu_rp.catstring('outfile') ## this is the last line fulldatetime = strings.split(',')[1] #figure out the time try: time = fulldatetime.split()[1] pass except: time ='23:59:58' hourmincutoff = time.split(':')[0] + time.split(':')[1] ## this the cutoff time timebarforsnaps = totalsecs newbars = rpInd.create_bars(ticklines,50000,timebarforsnaps,'fullbar','snapshot', sym,hourmincutoff) #field three is timesize in seconds for b in newbars: if 'ESxxxx' in b: print b rpu_rp.WriteArrayToCsvfile(DataDown+today + '.' + sym + '.'+ dur + '.recent.csv',newbars) lines = createlines(inputfile) decimalboost = dboostdict[sym]
ma = rpu_rp.grep_array_to_array(MDarray, 'cross') rpInd.format_lines(ma, 5) #tailamount ################################################ ## setup aloop for time durations durationselect = '4 D15 mins' ## this has to match timebarforsnaps files = glob.glob(DataDown + today + '.EUR.' + durationselect + '*.csv') #[date 5 mins.2 D.GBP.csv print files ############################################# for inputfile in files: sym = inputfile.split('.')[1] ticklines = rpu_rp.CsvToLines(today + '.' + sym + '.ticksnaps.csv') lastline = rpu_rp.tail_to_txtfile(inputfile, 2, 'outfile') strings = rpu_rp.catstring('outfile') fulldatetime = strings.split(',')[1] time = fulldatetime.split()[1] hourmincutoff = time.split(':')[0] + time.split(':')[1] print hourmincutoff timebarforsnaps = 900 newbars = rpInd.create_bars( ticklines, 5000, timebarforsnaps, 'fullbar', 'snapshot', sym, hourmincutoff) #field three is timesize in seconds ## ## idendify last line of historical as 9:05 ## meld the ticksaps bars to historical ## EUR, 2015-06-04 09:05:00, 1.12455, 1.12485, 1.12425, 1.1246, -1 ## the last minute of the main bars = ? ## tail last line of inputfile rpu_rp.WriteArrayToCsvfile( DataDown + today + '.' + sym + '.recent' + durationselect + '.csv',