def __init__(self, instrument, granularity, profitpips):
self.instrument = instrument
self.granularity = granularity
self.subc = None
self.profit = tradelib.pip2Price(profitpips, instrument)
self.unitsecs = tradelib.getUnitSecs(granularity)
self.pipprice = tradelib.pip2Price(1, instrument)
self.id = -1
self.curr_side = env.SIDE_BUY
self.now = -1
def insertMonoPricedata(instrument, granularity, startprice, start, end,
direction, pipdiff):
db = MSSQLDB()
pricetbl = lib.names.getPriceTable(instrument, granularity)
priceunit = tradelib.pip2Price(1, instrument)
unitsecs = tradelib.getUnitSecs(granularity)
start -= (start % unitsecs)
end -= (end % unitsecs)
curr = start
price = startprice
cnt = 0
while curr <= end:
i = cnt % 3
if i == 2:
price -= pipdiff * priceunit * direction
else:
price += pipdiff * priceunit * direction
if direction == 1:
o = price
c = price + 2 * pipdiff * priceunit
else:
o = price + 2 * pipdiff * priceunit
c = price
sql = "insert into %s ([ep],[dt],[o],[h],[l],[c],[v]) \
values (%d,'%s',%f,%f,%f,%f,%d)" % (
pricetbl, curr, lib.epoch2str(curr, "%Y-%m-%d %H:%M:%S"), o,
price + 2 * pipdiff * priceunit, price, c, (i + 1) * 10)
db.execute(sql)
curr += unitsecs
cnt += 1
def __init__(self,
instrument,
granularity,
startep=-1,
endep=-1,
peakspan=12 * 6,
peaksize=5,
analspan=12 * 4):
self.instrument = instrument
self.granularity = granularity
self.subc = SubChart("PriceAction",
self.instrument,
self.granularity,
startep=startep,
endep=endep,
nbars=peakspan + peaksize * 2)
self.peaks = PeakIndex(self.subc, peaksize, peakspan)
self.analspan = analspan
self.hist = MultiObjHistory(analspan)
self.candleshapes = CandleShapeIndex(self.subc,
statistics_span=analspan)
self.unitsecs = tradelib.getUnitSecs(granularity)
self.pipprice = tradelib.pip2Price(1, instrument)
self.nowi = -1
self.now = -1
self.linehists = {
const_candles.LINE_TPTREND: {}, # dict of History()
const_candles.LINE_BTTREND: {},
const_candles.LINE_MAX: {},
const_candles.LINE_MIN: {}
}
def __init__(self, instrument, granularity, startep, endep, spread=NORMAL_SPREAD):
self.prices = getterlib.getPrices(instrument, granularity, startep, endep)
self.ticker_type = env.TICKTYPE_OFFLINE
self.spread_price = tradelib.pip2Price(spread, instrument)
self.digit = tradelib.getDecimalPlace(instrument)
self.spread_price = round(self.spread_price, self.digit+1)
self.pos = 0
self.now = -1