def createFlippedUpattern(vec, length, repeatitionAmount=1):
    up1 = np.linspace(0, 10, length/4).tolist()
    up2 = np.linspace(10, 40, length/4).tolist()
    down1 = np.linspace(40, 10, length/4).tolist()
    down2 = np.linspace(10, 0, length/4).tolist()
    pattern = up1 + up2 + down1 + down2
    smoothedPattern = ma.movingAverage(pattern, length/5, 1.3)
    pattern = smoothedPattern
    pattern = [x-np.mean(pattern) for x in pattern]
    fac = np.sqrt(np.var(vec)/np.var(pattern))
    m1 = np.mean(vec)
    pattern = [x*fac + m1 for x in pattern]
    #retVal = list(itertools.repeat(pattern, repeatitionAmount))
    retVal = pattern*repeatitionAmount
    return retVal
Exemple #2
0
def main():
    arguments = parse_arguments()

    if arguments.test:
        Testing.Testing().run_tests()
    else:

        # process input file and store the events read
        events = utility.process_input_data(arguments.input_file)

        # create moving average class with event and window size
        moving_average = MovingAverage.MovingAverage(events, arguments.window)

        # perform moving average time calculation
        average_times = moving_average.moving_average()

        # for output in average_times:
        utility.log_average_time(arguments.input_file, arguments.print,
                                 average_times, arguments.output_file)
#opl.SellLimit(110.500, 109.000, 1)
#opl.SellStop(101.000, 100.000, 1)
"""
timeGetPrice, ask, bid = opl.GetPrices()
print(ask)
print(bid)
dataMng.setMarketPrice(ask, bid)
"""

#opl.SetStopLoss(213, 100.000)
#opl.SetStopLoss(211, 100.000)

#headers = {"Authorization" : "Bearer " + }
'''
req=accounts.AccountSummary(accountID=account_id)
res = api.request(req)

print(json.dumps(res, indent=2))
marginAvailable = float(res["account"]["marginAvailable"])
marginUsed = float(res["account"]["marginUsed"])

print(marginAvailable)
print(marginUsed)
print(50 * marginUsed / marginAvailable)
'''

#print(opl.GetMarginLevel())
print(np.mean(ma.getData(5), axis=0, keepdims=True))

#---End---#
 def __init__(self, filesystem):
     threading.Thread.__init__(self)
     self.daemon = True
     self.filesystem = filesystem
     self.size_ma = MovingAverage.moving_average([5, 15, 30])