def calculate(dict_data):
for key in dict_data.keys():
print(key)
data_array = dict_data[key]
pre_data = Trade()
for index, data in enumerate(data_array):
if data.time_stamp == pre_data.time_stamp:
data.avg = pre_data.avg
data.signal = data.value - data.avg
continue
total_value = 0.0
total_number = 0
for j in range(index, len(data_array)):
delta_time = (datetime.strptime(str(data_array[j].time_stamp),
"%Y-%m-%d %H:%M:%S") -
datetime.strptime(str(data.time_stamp),
"%Y-%m-%d %H:%M:%S")).seconds
if delta_time > 900:
break
print(data.time_stamp, data_array[j].time_stamp, delta_time)
total_value += data_array[j].value
total_number += 1
data.avg = total_value / total_number
data.signal = data.value - data.avg
pre_data.time_stamp = data.time_stamp
pre_data.avg = data.avg
pre_data.security_id = data.security_id
pre_data.volume = data.volume
pre_data.value = data.value
pre_data.signal = data.signal
