import numpy as np import pandas as pd import os.path import time from Functions import datapath, read_history, read_order, MagicNumber, pickle_write, pickle_read print("system: ", sys.version) print("numpy: ", np.__version__) print("panda: ", pd.__version__) # ----------------------------------------------------------------- # ----------------------------------------------------------------- # read data # ----------------------------------------------------------------- if read_order: orders = pickle_read(datapath, MagicNumber, "order_M_indicator.pickle", "Reading Order data") if read_history: history = pickle_read(datapath, MagicNumber, "history_M_Indicator.pickle", "Reading History data") # ----------------------------------------------------------------- # ----------------------------------------------------------------- # correlate data # ----------------------------------------------------------------- if read_order: print("Correlating Order Data") order_cor = orders.corr() if read_history: print("Correlating History Data") history_cor = history.corr()
for profit in dataframe: if profit >= 0: # count = count + 1 count += 1 else: count += 1 # = count -1 return count #----------------------------------------------------------------- #----------------------------------------------------------------- # read data #----------------------------------------------------------------- if read_indicator: indicator = pickle_read(datapath, MagicNumber, 'indicator.pickle', 'Reading Indicator data') cols = indicator.columns.tolist() # get rid of ambiguous columns 'Ticket', 'Open/Close' cols = cols[0:2] + cols[4:] indicator = indicator[cols] if read_order: orders = pickle_read(datapath, MagicNumber, 'orders.pickle', 'Reading Order data') if read_history: history = pickle_read(datapath, MagicNumber, 'history.pickle', 'Reading History data')
count = 0 for profit in dataframe: if profit >= 0: # count = count + 1 count += 1 else: count += 1 # = count -1 return count # ----------------------------------------------------------------- # ----------------------------------------------------------------- # read data # ----------------------------------------------------------------- if read_indicator: indicator = pickle_read(datapath, MagicNumber, "indicator.pickle", "Reading Indicator data") cols = indicator.columns.tolist() # get rid of ambiguous columns 'Ticket', 'Open/Close' cols = cols[0:2] + cols[4:] indicator = indicator[cols] if read_order: orders = pickle_read(datapath, MagicNumber, "orders.pickle", "Reading Order data") if read_history: history = pickle_read(datapath, MagicNumber, "history.pickle", "Reading History data") # ----------------------------------------------------------------- # add Stats # ----------------------------------------------------------------- if read_indicator: print("Calculating stats for Indicator Data")
import os.path import time from Functions import datapath, read_history, read_indicator, read_order, MagicNumber, pickle_write, pickle_read print('system: ', sys.version) print('numpy: ', np.__version__) print('panda: ', pd.__version__) #----------------------------------------------------------------- #----------------------------------------------------------------- # read data #----------------------------------------------------------------- if read_indicator: indicator = pickle_read(datapath, MagicNumber, 'indicator_wStats.pickle', 'Reading Indicator data') if read_order: orders = pickle_read(datapath, MagicNumber, 'orders_wStats.pickle', 'Reading Order data') if read_history: history = pickle_read(datapath, MagicNumber, 'history_wStats.pickle', 'Reading History data') #----------------------------------------------------------------- # merge history and indicator files, both have same number of rows # both from on new bar
import numpy as np import pandas as pd import os.path import time from Functions import datapath, read_history, read_order, MagicNumber, pickle_write, pickle_read print('system: ', sys.version) print('numpy: ', np.__version__) print('panda: ', pd.__version__) #----------------------------------------------------------------- #----------------------------------------------------------------- # read data #----------------------------------------------------------------- if read_order: orders = pickle_read(datapath, MagicNumber, 'order_M_indicator.pickle', 'Reading Order data') if read_history: history = pickle_read(datapath, MagicNumber, 'history_M_Indicator.pickle', 'Reading History data') #----------------------------------------------------------------- #----------------------------------------------------------------- # correlate data #----------------------------------------------------------------- if read_order: print('Correlating Order Data') order_cor = orders.corr() if read_history: print('Correlating History Data')