def computeMeanAndSD(dataLists):
import statistics
dataLists = list(map(similarity.byFirst, dataLists))
datapoints = util.transposeLists(dataLists)
meanList = list(map(statistics.mean, datapoints))
sdList = list(map(statistics.stdev, datapoints))
return meanList, sdList
def computeAverageResult(results):
import statistics
results = util.transposeLists(results)
print('Number of results: ' + str(len(results[0])))
return (statistics.mean(results[0]),
statistics.mean(results[1]),
statistics.mean(results[2]),
statistics.stdev(results[2]))
def readFile(fileName):
global data, headers, cachedFiles
if caching == True:
if fileName in cachedFiles:
return cachedFiles[fileName]
data = {}
f = open(fileName)
s = f.readline().rstrip()
headers = parseHeaders(s)
n = len(headers)
cols = util.transposeLists(map(parseRow, f))
f.close()
for i in range(0, n):
if len(cols) == 0:
data[headers[i]] = []
else:
data[headers[i]] = cols[i]
""" Configure Parameters - START """
# reverseAll() # uncomment this if the data is in reverse order.
convertformat("Date", mapdateSlash) # used for dates in the format YYYY/MM/DD
# convertformat('Date', mapdate) # used for dates in the format YYYY-MM-DD
createformat("Day", "Date", mapDateToDay)
convertformat("Open", float)
convertformat("High", float)
convertformat("Low", float)
convertformat("Close", float)
# convertformat('Volume', int)
# convertformat('Adj Close', float)
# applyVarParameter('DiffClose', 'Close', runningAverageDifference(20,40))
# applyVarParameter('AvgClose', 'Close', averageLast(10))
# applyVarParameter('Running', 'Close', runningAverageDifference(1,20))
# applyVarParameter('DiffCloseSign', 'Close', toSign(runningAverageDifference(20, 40)))
# applyVarParameter('RatioClose', 'Close', runningAverageDifference(20,40))
# applyVarParameter('RunningRatio', 'Close', runningAverageDifference(1,20))
""" Configure Parameters - END """
# This safety check will throw an error if the days are in reversed order.
days = data["Day"]
if len(days) >= 2 and days[1] < days[0]:
raise ValueError("ERROR! Days are in reverse order!")
if caching == True:
cachedFiles[fileName] = data, headers
return data, headers
def averageData(dataLists):
import statistics
dataLists = list(map(similarity.byFirst, dataLists))
datapoints = util.transposeLists(dataLists)
return list(map(statistics.mean, datapoints))
