def getDailyTrends(self, stockData):
trends = [0, 0, 0, 0, 0, 0, 0, 0, 0, 0]
dailyTrends = {}
tr = {}
allStocks = self.getAllStocksArr()
for stocks in allStocks:
cn = lpl.ConnectEtrade(self.c, stocks, 1, 1, "intraday", False, 1)
for stock in stocks:
tr[stock] = lpl.Trends(self.d, self.l, cn, 0, 0, stock)
stockValues = cn.setStockValues(0, 0, "")
print("stockData[stock] len\n" + str(len(stockData[stock])) +
" " + str(stock))
tr[stock].setTrendLimits(stockData[stock],
len(stockData[stock]), 0, 0)
trends[self.bearS] = tr[stock].isBearShortTrend()
trends[self.bearM] = tr[stock].isBearMidTrend()
trends[self.bearL] = tr[stock].isBearLongTrend()
trends[self.bearE] = tr[stock].isBearMegaTrend()
trends[self.bearU] = tr[stock].isBearSuperTrend()
trends[self.bullS] = tr[stock].isBullShortTrend()
trends[self.bullM] = tr[stock].isBullMidTrend()
trends[self.bullL] = tr[stock].isBullLongTrend()
trends[self.bullE] = tr[stock].isBullMegaTrend()
trends[self.bullU] = tr[stock].isBullSuperTrend()
print("trends " + str("trends\n" + str(trends)))
dailyTrends[stock] = trends
trends = [0, 0, 0, 0, 0, 0, 0, 0, 0, 0]
print("dailyTrends " + str(dailyTrends))
return dailyTrends
cn.connectPublic()
elif service == "bitfinex":
cn = lpl.ConnectBitFinex()
elif service == "eTrade":
symbol = stock
cn = lpl.ConnectEtrade(c, stocks, debug, verbose, marketDataType, sandBox,
offLine)
#~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
# Initialize algorithm, barcharts objects
stocks = stocks.split(",")
for stock in stocks:
ba[stock] = lpl.Barchart()
tr[stock] = lpl.Trends(d, lg[stock], cn, ba[stock], offLine, stock)
lm[stock] = lpl.Limits(d, lg[stock], cn, ba[stock], offLine, stock)
a[stock] = lpl.Algorithm(d, lg[stock], cn, ba[stock], tr[stock], lm[stock],
offLine, stock)
pr[stock] = lpl.Price(a[stock], cn, usePricesFromFile, offLine,
a[stock].getMarketBeginTime())
print(str(ba))
print(str(a))
lg1 = lg[stocks[0]]
a1 = a[stocks[0]]
tr1 = tr[stocks[0]]
lm1 = lm[stocks[0]]
pr1 = pr[stocks[0]]
if service == "bitstamp":
cn = lpl.ConnectBitStamp(service, currency, alt)
cn.connectPublic()
elif service == "bitfinex":
cn = lpl.ConnectBitFinex()
elif service == "eTrade":
symbol = stock
cn = lpl.ConnectEtrade(c, stock, debug, verbose, marketDataType, sandBox,
offLine)
#~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
# Initialize algorithm, barcharts objects
bc = lpl.Barchart()
tr = lpl.Trends(d, lg, cn, bc, offLine)
lm = lpl.Limits(d, lg, cn, bc, offLine)
pa = lpl.Pattern()
a = lpl.Algorithm(d, lg, cn, bc, tr, lm, pa, offLine, stock)
pr = lpl.Price(a, cn, usePricesFromFile, offLine, a.getMarketBeginTime())
#~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
# Initialize files
lg.info("Using " + pricesPath + " as prices file")
with open(debugPath, "a+", encoding="utf-8") as debugFile:
debugFile.write(
lg.infoStamp(a.getLiveProfileValues(d,
clOptions.profileTradeDataPath)))
debugFile.write(lg.header(tm.now(), stock))
if service == "bitstamp":
cn = lpl.ConnectBitStamp(service, currency, alt)
cn.connectPublic()
elif service == "bitfinex":
cn = lpl.ConnectBitFinex()
elif service == "eTrade":
symbol = stock
stockArr.append(stock)
cn = lpl.ConnectEtrade(c, stockArr, debug, verbose, marketDataType,
sandBox, offLine)
#~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
# Initialize algorithm, barcharts objects
bc = lpl.Barchart()
tr = lpl.Trends(d, lg, cn, bc, slave)
lm = lpl.Limits(d, lg, cn, bc, pf, symbol)
pa = lpl.Pattern(d, bc, lg)
#pr = lpl.Price(cn, slave)
pr = lpl.Price(cn, offLine)
#ac = lpl.Account(c)
dc = lpl.Dailychart()
dy = lpl.Dynamic(timeBar, dcPath, dc)
a = lpl.Algorithm(d, lg, cn, bc, tr, lm, pa, pr, dy, offLine, stock)
#~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
# Initialize files
lg.info("Using " + pricesPath + " as prices file")
#stocks = stocks.split(",")
# find best profile to run against list of stocks
for stock in stocks:
# if preMarketAnalysis:
# if genProfile(algoData[stock], stock):
# exit (1)
# profileData[stock] = loadProfileData(clOptions.profileTradeDataPath)
# else:
# # Use default list
# profileData[stock] = d
profileData[stock] = pf.readProfile(clOptions.profileTradeDataPath)
#profileData[stock] = loadProfileData(clOptions.profileTradeDataPath)
ba[stock] = lpl.Barchart()
tr[stock] = lpl.Trends(profileData[stock], lg[stock], cn, ba[stock], offLine, stock)
lm[stock] = lpl.Limits(profileData[stock], lg[stock], cn, ba[stock], pf, stock)
pr[stock] = lpl.Price(cn, offLine)
pa[stock] = lpl.Pattern(profileData[stock], ba[stock], lg[stock])
dc = lpl.Dailychart()
dy = lpl.Dynamic(timeBar, dcPath, dc)
a[stock] = lpl.Algorithm(profileData[stock], lg[stock], cn, ba[stock], tr[stock], lm[stock], pa[stock], pr[stock], dy, offLine, stock)
ut = lpl.Util()
th = lpl.Thred(ut, offLine, cwd, wcwd)
lg1 = lg[stocks[0]]
a1 = a[stocks[0]]
tr1 = tr[stocks[0]]
lm1 = lm[stocks[0]]
pr1 = pr[stocks[0]]
pa1 = pa[stocks[0]]
