def add_wave_prediction_data_to_wave_records(self,
symbol='',
ts_start=0,
ts_end=0,
scheduled_job=False):
"""
This job calculates the prediction data for all kind of waves (daily and intraday
"""
print('Add prediction data to wave records..')
access_layer_wave = AccessLayer4Wave(self.db_stock)
df_wave_to_process = access_layer_wave.get_wave_data_without_prediction_data(
symbol, ts_start, ts_end)
update_counter = 0
for wave_index, wave_row in df_wave_to_process.iterrows():
wave_entity = WaveEntity(wave_row)
x_data = wave_entity.data_list_for_prediction_x_data
prediction_dict = self.sys_config.fibonacci_predictor.get_prediction_as_dict(
x_data)
data_dict = {}
FibonacciWave.update_dict_by_prediction_dict(
prediction_dict, data_dict)
access_layer_wave.update_record(wave_entity.row_id, data_dict)
update_counter += 1
if scheduled_job:
self.sys_config.file_log.log_scheduler_process(
log_message='Updated: {}/{}'.format(
update_counter, df_wave_to_process.shape[0]),
process='Update wave records',
process_step='add_wave_prediction')
def __plot_single_fibonacci_wave__(self, fib_wave: FibonacciWave, color: str, suffix: str = ''):
if self.sys_config.config.fibonacci_detail_print:
fib_wave.print(suffix)
xy = fib_wave.get_xy_parameter()
xy = PlotterInterface.get_xy_from_timestamp_to_date_number(xy)
fib_polygon = Polygon(np.array(xy), closed=False, fill=False)
fib_polygon.set_visible(True)
fib_polygon.set_color(color)
fib_polygon.set_linewidth(1)
self.axes_for_candlesticks.add_patch(fib_polygon)
fib_wave_patch = FibonacciWavePatch(fib_wave, fib_polygon)
self.fibonacci_patch_container.add_patch(fib_wave_patch)
fib_wave_patch.add_retracement_patch_list_to_axis(self.axes_for_candlesticks)
def add_predictions_to_wave(self,
fib_wave: FibonacciWave,
print_prediction=False):
if not fib_wave.is_wave_ready_for_wave_table():
return
data_dict = fib_wave.data_dict_obj.get_data_dict_for_target_table()
data_dict_series = pd.Series(data_dict)
wave_entity = WaveEntity(data_dict_series)
x_data = wave_entity.data_list_for_prediction_x_data
prediction_dict = self.get_prediction_as_dict(x_data)
fib_wave.update_prediction_data_by_dict(prediction_dict)
if print_prediction:
fib_wave.print_predictions()
def __handle_forecasts__(self, wave: FibonacciWave):
if len(wave.comp_forecast_parameter_list) > 0:
for parameter in wave.comp_forecast_parameter_list: # [0.382, 207.46, 110] = fib, value, after_ticks
value = parameter[1]
position = self.position_last if parameter[
2] > self.position_last else parameter[2]
tick_forecast = self.__get_wave_tick_for_forecast__(
wave, value, position)
reg_comp = self.__get_regression_component__(
wave, wave.w_4.tick_end, tick_forecast, 'w_5')
wave.calculate_regression_values_for_component(reg_comp)
if wave.can_regression_component_be_added(reg_comp):
wave.add_regression(reg_comp)
self.__process_forecast_wave__(wave)
del wave.comp_dic[
'w_5'] # we need this component for the next forecast wave
wave.comp_forecast_parameter_list = [] # we are through...
def __add_next_ret_comp__(self, wave: FibonacciWave, ret_comp_id: str,
tick_previous: WaveTick):
possible_next_tick_list = self.__get_possible_next_tick_list__(
tick_previous, wave, False)
for tick_next in possible_next_tick_list:
if wave.is_wave_ready_for_next_retracement(tick_next, ret_comp_id):
ret_comp = self.__get_retracement_component__(
wave, tick_previous, tick_next, ret_comp_id)
wave.calculate_retracement_values_for_component(ret_comp)
if wave.can_retracement_component_be_added(ret_comp):
wave.add_retracement(ret_comp)
if wave.is_wave_unfinished(self.position_last):
self.fibonacci_unfinished_wave_list.append(
wave.clone())
print('Forecast w_5-{} (position_last={}: {} -> {}'.
format(wave.wave_type, self.position_last,
wave.comp_position_list,
wave.comp_forecast_parameter_list))
# Forecast w_5 (position_last=299: [[1.781, 3595.51, 337], [2.219, 3634.49, 348]]
ret_comp_id_next = wave.reg_comp_id_next
if ret_comp_id_next != '':
self.__add_next_reg_comp__(wave, ret_comp_id_next,
tick_next)
self.__delete_component_from_dic__(wave, ret_comp_id)
def __add_next_reg_comp__(self, wave: FibonacciWave, reg_comp_id: str,
tick_previous: WaveTick):
possible_next_tick_list = self.__get_possible_next_tick_list__(
tick_previous, wave, True)
for tick_next in possible_next_tick_list:
if wave.is_wave_ready_for_next_regression(tick_next, reg_comp_id):
reg_comp = self.__get_regression_component__(
wave, tick_previous, tick_next, reg_comp_id)
wave.calculate_regression_values_for_component(reg_comp)
if wave.can_regression_component_be_added(reg_comp):
wave.add_regression(reg_comp)
if wave.is_wave_complete():
self.__process_completed_wave__(wave)
self.__delete_component_from_dic__(wave, reg_comp_id)
self.__handle_forecasts__(wave)
else:
ret_comp_id_next = wave.ret_comp_id_next
if ret_comp_id_next != '':
self.__add_next_ret_comp__(wave, ret_comp_id_next,
tick_next)
self.__delete_component_from_dic__(wave, reg_comp_id)
def __process_forecast_wave__(self, wave: FibonacciWave):
if wave.is_wave_fibonacci_wave(True):
self.fibonacci_wave_forecast_collector.add_forecast_wave(
wave.clone())
def __process_completed_wave__(self, wave: FibonacciWave):
if wave.is_wave_fibonacci_wave():
wave_clone = wave.clone()
self.__add_wave_after_check_to_list__(self.fibonacci_wave_list,
wave_clone)
def get_fibonacci_wave_shape(sys_config: SystemConfiguration,
fib_wave: FibonacciWave, color: str):
x, y = DashInterface.get_xy_separated_from_timestamp(
sys_config, fib_wave.get_xy_parameter())
return MyPolygonLineShape(x, y, color)