def get_price_change(row, pip_factor):
""" If closeBid - openAsk > 0. Can buy. Return value positive.
If closeAsk - openBid < 0. Can sell. Return value negative.
Otherwise do nothing. Return 0.
Args:
row: list of Strings. A row from data file in /data/store/
pip_factor: int. The multiplier for calculating pip from price.
Returns:
price_change: string. Profitable price change for the day in pips,
formatted to 1 decimal place.
"""
row = common.list_to_float(row[1:-1])
if row[3] - row[4] > 0:
diff = row[3] - row[4]
elif row[7] - row[0] < 0:
diff = row[7] - row[0]
else:
diff = 0
price_change = common.price_to_pip(diff, pip_factor)
return price_change
def list_to_features(row, pip_factor):
""" Return the row without the date, openBid and volume.
Then take away the openBid price.
Args:
row: list of Strings. A row from data file in ./store/
pip_factor: int. The multiplier for calculating pip from price.
Returns:
features: list of floats. The quantities are: highBid, lowBid,
closeBid, openAsk, highAsk, lowAsk and closeAsk.
All relative to openBid, and in pips.
"""
row = common.list_to_float(row[1:-1])
row = [x - row[0] for x in row[1:]]
features = [common.price_to_pip(x, pip_factor) for x in row]
return features
