def get_symbol_part(symbol, options_list, start, end, days, tolerance):
symbol_data = SymbolData(symbol=symbol,
options_list=options_list).get_data()
trades = OptimalTrades(symbol=symbol,
start=start,
end=end,
tolerance=tolerance).get_data()
data_in, data_out = filter_matching(symbol_data, trades)
data_in = add_prior_days(data_in, days, symbol_data)
new_in = json_to_matrix(data_in)
new_out = json_to_matrix(data_out)
return new_in, new_out
def graph_symbol_data(symbol, options_list, start, end):
data = SymbolData(symbol=symbol,
options_list=options_list,
start=start,
end=end).get_data()
columns = get_columns(data)
data_list = [extract_column(col, data) for col in columns]
xys = dicts_to_xys(data_list)
fig = plt.figure()
for x, y in xys:
plt.plot(x, y)
plt.title('Symbol Data (%s)' % symbol)
plt.ylabel('Indicator Value')
plt.xlabel('Date')
# TODO add legend
return fig
def get_symbol_part(symbol, options_list, start, end, days, tolerance):
symbol_data = SymbolData(symbol=symbol,
options_list=options_list).get_data()
trades = OptimalTrades(symbol=symbol,
start=start,
end=end,
tolerance=tolerance).get_data()
data_in, data_out = filter_matching(symbol_data, trades)
data_in = add_prior_days(data_in, days, symbol_data)
try:
new_in = json_to_matrix(data_in)
new_out = json_to_matrix(data_out)
except:
print(symbol, options_list) # TODO fix
raise Exception
if 0 in new_in.shape:
print(symbol, options_list) # TODO fix
# try again
return get_symbol_part(symbol, options_list, start, end, days,
tolerance)
return new_in, new_out
def test_symbol_data2(self):
SymbolData(symbol='AAPL',
options_list=get_options_list(['macd', 'ema']))
def test_symbol_data1(self):
log('\n\nTesting symbol data...\n\n')
SymbolData(symbol='AAPL',
options_list=get_options_list(['sma', 'ema']))
def test_symbol_data3(self):
data = SymbolData(symbol='AAPL', options_list=get_options_list(['sma']))
log('refreshing data...')
remove_last_line(data.get_symbol_path())
SymbolData(symbol='AAPL', options_list=get_options_list(['sma', 'ema'])).refresh_data(update_old=True)