def RTDepth_reply_handler(msg):
depthpricearray = [1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1]
depthsizearray = [1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1]
if msg.typeName == 'updateMktDepth' or msg.typeName == 'tickString' or msg.typeName == 'tickSize' or msg.typeName == 'tickPrice':
current_time = datetime.now().time()
timenow = current_time.isoformat()
reqid = (((str(msg)).split()[1]).split('=')[1]).replace(',', '')
sym = symTickerIddict[reqid]
onerow = (str(msg)).split(',')
onerow.append(timenow)
if msg.typeName == 'updateMktDepth':
## print msg
## print onerow
domprice = onerow[4].replace(' price=', '')
domsize = onerow[5].replace(' size=', '').replace('>', '')
domposition = int(onerow[1].replace(' position=', ''))
depthpricearray[domposition] = domprice
depthsizearray[domposition] = domsize
print depthpricearray
print depthsizearray
rpu_rp.WriteArrayToCsvfileAppend(
DataDown + today + '.' + sym + '.RTMktDepth.csv', [onerow])
elif msg.typeName == 'tickString' or msg.typeName == 'tickSize' or msg.typeName == 'tickPrice':
rpu_rp.WriteArrayToCsvfileAppend(
DataDown + today + '.' + sym + '.RTtickData.csv', [onerow])
## elif msg.typeName == 'tickString': if msg.tickType == 48:
else:
print str(msg)
current_time = datetime.now().time()
timenow = current_time.isoformat()
rpu_rp.WriteStringsToFileAppend(TMP + 'replys.RTtickDOMs', str(msg))
if msg.typeName == 'tickString':
## print str(msg)
pass
def parse_signalsNEW(rulesetoutput):
## [['result', 'SELL', 'stochkeasy1minSELL.rules.csv', ' 2015-09-23 08:16:05', 'CL', 46.36]]
dur = ''
if len(rulesetoutput) > 0:
sigcount = 0
for sig in rulesetoutput:
if len(sig) > 0 and sig[1] != 'nomatch':
sig.append(now)
sigtime = sig[3]
nowepoch = TicksUtile.time_to_epoch(now)
## print sig
sigepoch = TicksUtile.time_to_epoch(sigtime)
elapsed = nowepoch - sigepoch
## print elapsed
## print sig,'sigline',elapsed
sigtime = sig[3]
indvalue = 0.0 #float(sig[len(sig)-2]) <<<<<<<<<<<<<<<<<<
sym = sig[4]
sigtype = sig[2]
priceinsignal = float(sig[5]) ### need to unboost the price...
dboost = dboostdict[sym]
newprice = priceinsignal / float(dboost)
sig[5] = newprice
tside = sig[1]
dur = '0mins' # sig[8] <<<<<<<<<<<<<<<<<<<<<<<<<<<<<
livesigid = sym + tside + dur + sigtype
sig.append(livesigid)
showflag = look_for_dupe_sig(livesigid, sigtime,
delaydupetime) #'notsupress'
sigcount += 1
###### print sym,tside,sigtype,sigtime,elapsed,str(newprice)
## if btmode == 'BACKTEST':
## soundarea = 'gg'
if showflag != 'supress':
if tside == 'SELL':
#### beep(soundarea+'sell')
print sig
#### beep(soundarea+sym)
print '==============='
## Mbox('BuySignal', sig, style)
elif tside == 'BUY':
#### beep(soundarea+'buy')
print sig
#### beep(soundarea+sym)
print '==============='
## Mbox('BuySignal', sig, style)
else:
print 'supressing'
###### RP_Snapshot.snapshot_sym(sym,date)
frsigline = []
rpu_rp.WriteArrayToCsvfileAppend(
sigarea + date + '.recentsigs.csv', [sig])
rpu_rp.WriteArrayToCsvfileAppend(
sigarea + date + '.recentsigsexec.csv', [sig])
def reply_handler(msg):
if msg.typeName == 'realtimeBar':
msgarray = (str(msg)).split()
## print msgarray, 'rawmessg'
reqid = (msgarray[1]).split('=')[1].replace(',', '')
## fieldnum = (msgarray[2]).split('=')[1].replace(',','')
sym = symTickerIddict[reqid]
onerow = (str(msg)).split(',')
## print onerow,'onerow split by comma'
timenow = datetime.now().time().isoformat()
## print msg.typeName, sym, timenow
if msg.typeName == 'realtimeBar':
cleanonerow = TicksUtile.clean_RTTick5secBars(onerow, sym)
rpu_rp.WriteArrayToCsvfileAppend(
DataDown + today + '.' + sym + '.RTticks.csv', [cleanonerow])
rpu_rp.WriteArrayToCsvfile(
DataDown + today + '.' + sym + '.RTtickslastquote.csv',
[cleanonerow])
######## elif msg.typeName == 'tickString' or msg.typeName == 'tickSize' or msg.typeName == 'tickPrice' :
######## onerow.append(timenow)
######## rpu_rp.WriteArrayToCsvfileAppend(DataDown +today+'.'+sym+ '.RTtickData.csv',[onerow])
######## elif msg.typeName == 'updateMktDepth':
######## onerow.append(timenow)
######## rpu_rp.WriteArrayToCsvfileAppend(DataDown +today+'.'+sym+ '.RTMktDepth.csv',[onerow])
else:
print str(msg)
rpu_rp.WriteStringsToFileAppend(TMP + 'replys.RTticks', str(msg))
def process_ticks(lines, sym, dur):
bs = strip1float(lines, 5, sym) ##raw close price
bshighs = strip1float(lines, 3, sym)
bslows = strip1float(lines, 4, sym)
timestamparray = strip1string(lines, 1)
symarray = strip1string(lines, 0)
sym = symarray[1]
durarray = []
for b in symarray:
durarray.append(dur)
### create pivots rs and ss ###
piv = pivotpoint(bs, bshighs, bslows)
## R1 = R1(piv,bshighs)
########################################
signbs = show_sign(bs, 'price')
slopebs = show_slope(bs, 'price')
##### MA Cross ##
macrossval = difftwoarrays(EMAmvavgToArray(bs, 9), EMAmvavgToArray(bs, 21))
signmcd = show_sign(macrossval, 'mcd')
crossesmcd = show_crossover(signmcd, 'mcd')
slopemcd = show_slope(macrossval, 'mcd')
MDarray = makearrayJust2(timestamparray, symarray, durarray, bs,
macrossval, crossesmcd, signmcd)
ma = rpu_rp.grep_array_to_array(MDarray, 'cross')
rpu_rp.WriteArrayToCsvfile(
sigarea + today + '.' + sym + '.' + dur + '.sigs.csv', ma)
rpu_rp.WriteArrayToCsvfileAppend(sigarea + today + '.sigs.csv',
[ma[len(ma) - 1]])
return ma
def parse_signalsNEW(rulesetoutput):
## recentsigs = ['ES', 'SELL', 'testname', '1945.75', 'idstr', ' 2015-09-18 21:45:05']
## [['result', 'SELL', 'stochkeasy1minSELL.rules.csv', ' 2015-09-23 08:16:05', 'CL', 46.36]]
dur = ''
if len(rulesetoutput) > 0:
sigcount = 0
for sig in rulesetoutput:
if len(sig) > 0 and sig[1] != 'nomatch':
sig.append(now)
## print sig,'sigline'
sigtime = sig[3]
indvalue = 0.0 #float(sig[len(sig)-2]) <<<<<<<<<<<<<<<<<<
sym = sig[4]
sigtype = sig[2]
priceinsignal = float(sig[5]) ### need to unboost the price...
dboost = dboostdict[sym]
newprice = priceinsignal / float(dboost)
sig[5] = newprice
tside = sig[1]
dur = '0mins' # sig[8] <<<<<<<<<<<<<<<<<<<<<<<<<<<<<
livesigid = sym + tside + dur + sigtype
sig.append(livesigid)
showflag = look_for_dupe_sig(livesigid, sigtime) #'notsupress'
sigcount += 1
if showflag != 'supress':
if tside == 'SELL':
beep(soundarea + 'sell')
## print sig
beep(soundarea + sym)
## beep(soundarea+dur)
print '==============='
elif tside == 'BUY':
beep(soundarea + 'buy')
print sig
beep(soundarea + sym)
## beep(soundarea+dur)
print '==============='
else:
print 'supressing'
pass
###### RP_Snapshot.snapshot_sym(sym,today)
frsigline = []
rpu_rp.WriteArrayToCsvfileAppend(
sigarea + today + '.recentsigs.csv', [sig])
rpu_rp.WriteArrayToCsvfileAppend(
sigarea + today + '.recentsigsexec.csv', [sig])
def parse_signals(recentsigs):
dur = ''
if len(recentsigs) > 0:
sigcount = 0
for sig in sorted(recentsigs):
sigtime = sig[0]
indvalue = float(sig[len(sig) - 2])
sym = sig[6]
sigtype = sig[5]
## barToPrev=sig[len(sig)-2]
## barToNow = sig[len(sig)-3]
priceinsignal = float(sig[len(sig) - 1])
action = sig[7]
dur = sig[8]
livesigid = sym + action + dur.replace(' ', '') + sigtype
showflag = look_for_dupe_sig(livesigid, sigtime) #'notsupress'
sigcount += 1
if showflag != 'supress':
tside = 'BUY'
if 'negcrxx' in action:
tside = 'SELL'
if tside == 'SELL':
beep(soundarea + 'sellStocks')
else:
beep(soundarea + 'buyStocks')
beep(soundarea + sym)
beep(soundarea + dur)
###### RP_Snapshot.snapshot_sym(sym,today)
print '==============='
print sym, tside, sigtype, dur, sigtime, now, priceinsignal, indvalue
######## rpInd.create_lines(sym,bid)
## print symNEWSdict[sym]
frsigline = []
itemlist = [
sym, tside, priceinsignal, livesigid, sigtime, now,
sigtype, indvalue
]
for i in itemlist:
frsigline.append(i)
rpu_rp.WriteArrayToCsvfileAppend(
sigarea + today + '.recentsigs.csv', [frsigline])
rpu_rp.WriteArrayToCsvfileAppend(
sigarea + today + '.recentsigsexec.csv', [frsigline])
def parse_signalsNEW(rulesetoutput,btmode,date):
dur = ''
if len(rulesetoutput) > 0:
sigcount =0
for sig in rulesetoutput:
if len(sig) > 0 and sig[1] != 'nomatch':
## sig = sym,buysell,rulename,sigtime,(sigrealprice)(curprice)(sval),livesigid,boostprice
sig.append(now)
priceinsignal = float(sig[4]) ### need to unboost the price...
curprice = float(sig[5]) ### need to unboost the price...
sym = sig[0]
tside =sig[1]
sigtime = sig[3]
sigtype = sig[2]
nowepoch = TicksUtile.time_to_epoch(now)
sigepoch = TicksUtile.time_to_epoch(sigtime)
elapsed = nowepoch - sigepoch
sval = float(sig[6]) # <<<<<<<<<<<<<<<<<<
dboost = dboostdict[sym]
boostprice = priceinsignal / float(dboost)
livesigid = sym+tside+sigtype
sig.append(livesigid)
sig.append(boostprice)
showflag = look_for_dupe_sig(livesigid,sigtime,delaydupetime) #'notsupress'
sigcount+=1
if btmode == 'BACKTEST':
showflag = 'supress'
if showflag != 'supress':
if tside == 'SELL':
#### beep(soundarea+'sell')
## print sig
pass
#### beep(soundarea+sym)
elif tside == 'BUY':
#### beep(soundarea+'buy')
## print sig
pass
#### beep(soundarea+sym)
else:
print 'supressing'
frsigline=[]
rpu_rp.WriteArrayToCsvfileAppend(sigarea + date +'.recentsigs.csv', [sig])
rpu_rp.WriteArrayToCsvfileAppend(sigarea + date +'.recentsigsexec.csv', [sig])
def RTBar_reply_handler(msg):
if msg.typeName == 'realtimeBar':
reqid=(((str(msg)).split()[1]).split('=')[1]).replace(',','')
sym=symTickerIddict[reqid]
onerow = (str(msg)).split(',')
cleanonerow = TicksUtile.clean_RTTick5secBars(onerow,sym)
rpu_rp.WriteArrayToCsvfileAppend(DataDown +today+'.'+sym+ '.RTticks.csv',[cleanonerow])
rpu_rp.WriteArrayToCsvfile(DataDown +today+'.'+sym+ '.RTtickslastquote.csv',[cleanonerow])
else:
print str(msg)
rpu_rp.WriteStringsToFileAppend(TMP +'replys.RTticks',str(msg))
def prepare_rtTICKbar(date,sym,startmode):
durinseconds= 1
singleslist = glob.glob(DataDown+ date + '.' + sym +'.rtTICKbar.*')
newsingles =[]
#. .. this creates the recent file used in merge_bar
filesinglebars = DataDown +date+'.'+sym+'.'+'TICKrtbar'+'.recent.csv'
for f in singleslist:
fline = rpu_rp.CsvToLines(f)
newsingles.append(fline[0])
os.remove(f)
rpu_rp.WriteArrayToCsvfileAppend(filesinglebars,newsingles)
def prepare_rtDOMbars(date,sym,startmode):
## print 'preparing 5secs in tickutiles...',startmode
durinseconds= 1
singleslist = glob.glob(DataDown+ date + '.' + sym +'.rtDOMbar.*')
newsingles =[]
#. .. this creates the recent file 5secs used in merge_bar
filesinglebars = DataDown +date+'.'+sym+'.'+'DOMS'+'.recent.csv'
for f in singleslist:
fline = rpu_rp.CsvToLines(f)
newsingles.append(fline[0])
os.remove(f)
rpu_rp.WriteArrayToCsvfileAppend(filesinglebars,newsingles)
def parse_signalsNEW(recentsigs):
## recentsigs = ['ES', 'SELL', 'testname', '1945.75', 'idstr', ' 2015-09-18 21:45:05']
dur = ''
if len(recentsigs) > 0:
sigcount = 0
for sig in sorted(recentsigs):
sig.append(now)
## print sig
sigtime = sig[3]
indvalue = 0.0 #float(sig[len(sig)-2]) <<<<<<<<<<<<<<<<<<
sym = sig[4]
sigtype = sig[2]
priceinsignal = float(sig[5])
tside = sig[1]
dur = '5mins' # sig[8] <<<<<<<<<<<<<<<<<<<<<<<<<<<<<
livesigid = sym + tside + dur + sigtype
sig.append(livesigid)
showflag = look_for_dupe_sig(livesigid, sigtime) #'notsupress'
sigcount += 1
if showflag != 'supress':
if tside == 'SELL':
beep(soundarea + 'sell')
print sig
## beep(soundarea+sym)
## beep(soundarea+dur)
pass
elif tside == 'BUY':
beep(soundarea + 'buy')
print sig
## beep(soundarea+sym)
## beep(soundarea+dur)
else:
pass
###### RP_Snapshot.snapshot_sym(sym,today)
print '==============='
frsigline = []
rpu_rp.WriteArrayToCsvfileAppend(
sigarea + today + '.recentsigs.csv', [sig])
rpu_rp.WriteArrayToCsvfileAppend(
sigarea + today + '.recentsigsexec.csv', [sig])
def RTDepth_reply_handler(msg):
if msg.typeName == 'tickString' or msg.typeName == 'tickSize' or msg.typeName == 'tickPrice':
## current_time = datetime.now().time()
## timenow=current_time.isoformat()
timenow = datetime.now().time().isoformat()
reqid = (((str(msg)).split()[1]).split('=')[1]).replace(',', '')
sym = symTickerIddict[reqid]
onerow = (str(msg)).split(',')
onerow.append(timenow)
rpu_rp.WriteArrayToCsvfileAppend(
DataDown + today + '.' + sym + '.RTtickData.csv', [onerow])
elif msg.typeName == 'updateMktDepth':
## current_time = datetime.now().time()
timenow = datetime.now().time().isoformat()
reqid = (((str(msg)).split()[1]).split('=')[1]).replace(',', '')
sym = symTickerIddict[reqid]
onerow = (str(msg)).split(',')
onerow.append(timenow)
rpu_rp.WriteArrayToCsvfileAppend(
DataDown + today + '.' + sym + '.RTMktDepth.csv', [onerow])
else:
print str(msg)
rpu_rp.WriteStringsToFileAppend(TMP + 'replys.RTtickDOMs', str(msg))
def send_prof_orders():
## enter proforders if any
profsneeded = rpu_rp.CsvToLines(filledNoProfFile)
profsplaced = []
profitticks = 3
stopticks = 14
profmult = 1
## print profsneeded
## print 'those were all the profs needed'
for entryorder in profsneeded:
## print entryorder, 'entryorder'
flipsign = int(1)
tside = 'BUY'
if entryorder[1] == 'BUY':
tside = 'SELL'
flipsign = int(-1)
tsize = int(entryorder[2])
sym = entryorder[3]
profitticks = int(profticksdict[sym])
print 'original signal order = ', entryorder
orderprice = float(entryorder[4])
decimalboost = float(dboostdict[sym])
onetick = float(tickdict[sym])
addamt = onetick * int(entrywiderdict[sym])
tranflag = False
profprice = orderprice - (profmult * profitticks * onetick *
flipsign) - (flipsign * addamt)
stopprice = orderprice + (stopticks * onetick * flipsign) + (flipsign *
addamt)
## print profprice,stopprice
profitorder = ibutiles.create_order('LMT', tsize, tside, profprice,
tranflag, profprice, profprice,
'profit')
stoporder = ibutiles.create_order('STP', tsize, tside, stopprice,
tranflag, stopprice, stopprice,
'stop')
order_id = get_orderid()
symcontract = ibutiles.create_ticksym(
23, sym) ## might need to vary this number at some point
tws_conn.placeOrder(order_id, symcontract, profitorder)
tws_conn.placeOrder(order_id + 1, symcontract, stoporder)
print 'placed a profit and stop order here '
print sym, tside, str(tsize), str(profprice), 'PROFITORDER', order_id
profsplaced.append(entryorder)
sleep(2)
rpu_rp.WriteArrayToCsvfileAppend(filledNProfSentFile, profsplaced)
rpu_rp.WriteArrayToCsvfile(filledNoProfFile, [])
def parse_tickSnapshot(snapshotmsgline):
if msg.field == 1:
quotearray[1] = msg.price
if bidstringsize in str(msg):
quotearray[2] = msg.size
if askstring in str(msg):
quotearray[3] = msg.price
if askstringsize in str(msg):
quotearray[4] = msg.size
sym = symlist[msg.tickerId - 1]
quotearray[5] = sym
quotearray[6] = today
if msg.typeName == 'tickSnapshotEnd':
quotearray[0] = datetime.now().time().isoformat()
linearray = []
linearray.append(quotearray)
rpu_rp.WriteArrayToCsvfileAppend(fname, linearray)
def reply_handler(msg):
if msg.typeName == 'realtimeBar':
reqid = (((str(msg)).split()[1]).split('=')[1]).replace(',', '')
sym = symTickerIddict[reqid]
onerow = (str(msg)).split(',')
cleanonerow = TicksUtile.format_RTTickoneline_to_5secBars(onerow, sym)
rpu_rp.WriteArrayToCsvfileAppend(
DataDown + today + '.' + sym + '.RTticks.csv', [cleanonerow])
rpu_rp.WriteArrayToCsvfile(
DataDown + today + '.' + sym + '.RTtickslastquote.csv',
[cleanonerow])
else:
if 'connection is OK' in str(msg):
pass
else:
print str(msg)
rpu_rp.WriteStringsToFileAppend(replyfname, str(msg))
def findDup(parentFolder):
# Dups in format {hash:[names]}
dups = []
c = 0
for dirName, subdirs, fileList in os.walk(parentFolder):
## print('Scanning %s...' % dirName)
for filename in fileList:
dupline = []
c += 1
# Get the path to the file
path = os.path.join(dirName, filename)
# Calculate hash
## file_hash = hashfile(path)
## dupline.append(str(c))
dupline.append(path)
dups.append(dupline)
rpu_rp.WriteArrayToCsvfileAppend('bla.csv', dups)
return dups
def prepare_tickfilesto5secBars(date,sym,startmode):
## print 'preparing 5secs in tickutiles...',startmode
durinseconds= 1
singleslist = glob.glob(DataDown+ date + '.' + sym +'.rtimebar.*')
newsingles =[]
#. .. this creates the recent file 5secs used in merge_bar
filesinglebars = DataDown +date+'.'+sym+'.'+'5secs'+'.recent.csv'
for f in singleslist:
fline = rpu_rp.CsvToLines(f)
newsingles.append(fline[0])
## print fline[0]
## movefile = f.replace(DataDown,DataDown+'tempsingles/') ## movearea = DataDown+'tempsingles' ## shutil.move(f,movearea)
os.remove(f)
rpu_rp.WriteArrayToCsvfileAppend(filesinglebars,newsingles)
outputbothFile = DataDown +date+'.'+sym+'.'+'5secs'+'.both.csv'
file1 = outputbothFile.replace('.both.','.ddload.')
file2 = outputbothFile.replace('.both.','.recent.')
cutoffmintime = int(2)
print 'merging recent file to dload in Ticksutile.prepare....mod'
merge_bar_files(file1,file2,outputbothFile,cutoffmintime) ## this creates both file
def reply_handler(msg):
"""Handles of server replies"""
if '<historicalData' not in str(msg):
print "Server Response: %s, %s" % (msg.typeName, msg)
if msg.typeName == 'tickPrice' and bidstring in str(msg):
quotearray[1] = msg.price
if bidstringsize in str(msg):
quotearray[2] = msg.size
if askstring in str(msg):
quotearray[3] = msg.price
if askstringsize in str(msg):
quotearray[4] = msg.size
if 'SnapshotEnd' in str(msg):
quotearray[0] = datetime.now().time().isoformat()
print quotearray
## fullline= str(quotearray)
## print fullline
linearray = []
linearray.append(quotearray)
rpu_rp.WriteArrayToCsvfileAppend(fname, linearray)
linearray = []
def reply_handler(msg):
if msg.typeName == 'tickPrice' or msg.typeName == 'tickSize':
tickpos = int((msg.tickerId) - 1)
sym = ibsymbol_list[tickpos]
if msg.field == 1:
quotearray[1] = msg.price
if bidstringsize in str(msg):
quotearray[2] = msg.size
if askstring in str(msg):
quotearray[3] = msg.price
if askstringsize in str(msg):
quotearray[4] = msg.size
quotearray[5] = sym
quotearray[6] = today
if msg.typeName == 'tickSnapshotEnd':
quotearray[0] = datetime.now().time().isoformat()
linearray = []
linearray.append(quotearray)
rpu_rp.WriteArrayToCsvfileAppend(fname, linearray)
pass
if msg.typeName != 'tickPricexxx' and msg.typeName != 'tickSizexxx':
print "Server Response: %s, %s" % (msg.typeName, msg)
def prepare_tickfilesto5secBars(today, sym, startmode):
## print 'preparing 5secs in tickutiles...',startmode
durinseconds = 1
singleslist = glob.glob(DataDown + today + '.' + sym + '.rtimebar.*')
newsingles = []
filesinglebars = DataDown + today + '.' + sym + '.' + '5secs' + '.singlesb.csv'
for f in singleslist:
fline = rpu_rp.CsvToLines(f)
newsingles.append(fline[0])
## movefile = f.replace(DataDown,DataDown+'tempsingles/')
## movearea = DataDown+'tempsingles'
## shutil.move(f,movearea)
os.remove(f)
rpu_rp.WriteArrayToCsvfileAppend(filesinglebars, newsingles)
basisdur = 'RTticks'
outputdur = '5secs'
basisFile = filesinglebars # DataDown +today+'.'+sym+ '.'+ basisdur +'.csv'
if startmode == 'initialize':
basisBars = rpu_rp.CsvToLines(basisFile)
else:
basisBars = rpu_rp.tail_array_to_array(rpu_rp.CsvToLines(basisFile),
40)
create_bars_from_bars(basisBars, today, sym, outputdur, durinseconds,
'initialize')
#. .. this creates the recent file 5secs used in merge_bar
#### print 'got here in preparer creator finished'
outputbothFile = DataDown + today + '.' + sym + '.' + outputdur + '.both.csv'
file1 = DataDown + today + '.' + sym + '.' + '5secs' + '.ddload.csv'
file2 = DataDown + today + '.' + sym + '.' + '5secs' + '.recent.csv'
cutoffmintime = int(2)
print 'got here in preparer'
merge_bar_files(file1, file2, outputbothFile,
cutoffmintime) ## this creates both file
def local_reply_handler(msg):
value = 'empty'
fnum = 45
if msg.typeName == 'tickString':
fnum = msg.tickType
value = msg.value
if msg.typeName == 'tickPrice':
fnum = msg.field
value = msg.price
quotearray[5] = symTickerIddict[msg.tickerId]
if msg.typeName == 'tickSize':
fnum = msg.field
value =msg.size
quotearray[int(fielddict[str(fnum)])] = value
if msg.typeName == 'tickSnapshotEnd':
sym = quotearray[5]
quotearray[6] = today
quotearray[0] = datetime.now().time().isoformat()
linearray = []
linearray.append(quotearray)
rpu_rp.WriteArrayToCsvfileAppend(DataDown +today+'.'+sym+ '.ticksnaps.csv',linearray)
rpu_rp.WriteStringsToFileAppend(TMP +'replys.snapshots',str(msg))
BothBars5Sec.append(b)
BothBars5SecClean= TicksUtile.CleanBarOverlap(BothBars5Sec)
## rpu_rp.WriteArrayToCsvfile(DataDown +'blasigs.csv', BothBars5SecClean)
lastHistBartime = TicksUtile.time_of_last_histbar(today,sym,dur,'newformat')
TicksUtile.create_bars_from_barsAll(BothBars5SecClean,today,sym,dur,durinseconds,lastHistBartime,'normalmode')
## create recent here above
filetomerge = DataDown +today+'.'+sym+'.'+barsize+'.ddload.csv'
lines = TicksUtile.merge_bar_files(filetomerge)
ma = rpInd.process_ticks(lines,decimalboost,barsize)
rpu_rp.WriteArrayToCsvfileAppend(sigarea +sym+'.sigs.csv', ma)
rpu_rp.WriteArrayToCsvfileAppend(sigarea +today+'.sigs.csv', ma)
##############################
prevt = 0
numsigs = len(ma)
signum =0
import datetime as dt
now = datetime.strftime(datetime.now(),time_format)
now_dt = dt.datetime.strptime(now, time_format)
prevbart_dt = now_dt
for l in ma:
sym = l[1] #.split()[0])
sigprice = float(l[3]) #.split()[0])
signum +=1
if len(l[0].split()) == 2:
currentbar = l[0].split()[1]
loopmax = 400 ##<<<<<<<<<<<<<
recentlimit = 60
###############################
def createlines(fname):
recentfile = fname.replace('.csv','.recent.csv')
rpInd.prepare_tick_files(fname,fname.replace('.csv','both.csv'),recentfile)
lines = rpu_rp.CsvToLines(fname.replace('.csv','both.csv'))
return lines
###############################
global decimalboost
##########################################
import ctypes # An included library with Python install.
def Mbox(title, text, style):
ctypes.windll.user32.MessageBoxA(0, text, title, style)
########################
rpu_rp.WriteArrayToCsvfileAppend(sym+'.sigs.csv', ma)
from time import sleep, strftime, localtime
##############################
time_format = "%H:%M:%S"
import datetime as dt
from datetime import datetime
current_time = datetime.now()
current_time_dt = dt.datetime.strptime(current_time, time_format)
print current_time
prevt = 0
numsigs = len(ma)
signum =0
for symbol in symbol_list:
for tf in barlist:
bardur = bardict[tf]
for indicator in indlist:
indarr = rpInd.GetKupper(DurBoth,sym,indicator)
statename = sym+'.'+dur.replace(' ','')+'.'
statefile = statearea +statename + indicator + '.state.csv'
rpu_rp.WriteArrayToCsvfile(statefile, indarr)
####################
macdTriggers = rpInd.Trigger_MACD(DurBoth,sym,barsize)
maCrossTriggers = rpInd.Trigger_MACross(DurBoth,sym,barsize)
for a in maCrossTriggers:
macdTriggers.append(a)
state = 'seefile'
## sigbart = ((lline[0])[0])
## sigbart_epoch = int(time.mktime(time.strptime(sigbart, spaceYtime_format)))
## barage = str(round((now_epoch - sigbart_epoch)/int(durinseconds),2))
barage = 'need barage'
rpu_rp.WriteArrayToCsvfileAppend(sigarea +sym+'.sigs.csv', macdTriggers)
############################
prevt = 0
numsigs = len(macdTriggers)
signum =0
prevbart_dt = now_dt
prevbart_epoch = now_epoch
for l in macdTriggers:
bart = l[0]
dur = l[2]
bart_dt = dt.datetime.strptime(bart, spaceYtime_format)
bart_epoch = int(time.mktime(time.strptime(bart, spaceYtime_format)))
barToNow = now_epoch - bart_epoch
barToPrev = bart_epoch - prevbart_epoch
prevbart_epoch = bart_epoch
if barToNow < recentlimit and dur != '1 day':
date, startmode, symbol_list, barlist
) #def make_bars_no_5sec(date,startmode,symbol_list,barlist)
make_states(date, ['ES'], barlist,
indlist) #make_states('fullist',date,['ES'])
make_states(date, symbol_list, barlist,
indlist) #make_states('fullist',date,symbol_list)
rpInd.CreateIndvalueTable(indlist_part1, ['1min', '5mins', '15mins'],
['ES', 'FDAX', 'CL'],
libarea + 'indlevels.csv')
indlistnew = ['pivot'] #indlist_lines2
for indline in indlistnew:
lineval = rpInd.ShowLastBarofInd('ES', '1day', indline)[1]
print lineval, indline
rpu_rp.WriteArrayToCsvfile(sigarea + 'ES.daily.spotlines2.csv',
[['1', '']])
rpu_rp.WriteArrayToCsvfileAppend(
sigarea + 'ES.daily.spotlines2.csv', [[lineval, indline]])
factor = 1
limitlines = 5.0
if float(float(loop) / factor) == round((loop / factor), 1):
print 'cycle ', loop
sym = 'ES'
spotfile = libarea + 'spotlines.' + sym + '.csv'
show_spots(sym, date, limitlines, spotfile)
spotfile = sigarea + 'ES.daily.spotlines2.csv'
show_spots(sym, date, limitlines, spotfile)
######## symd = 'FDAX'
######## limitlinesd = 10.0
######## show_spots(symd,date,limitlinesd)
#####################
if btmode != 'BACKTEST':
make_bars_just_5sec(date, startmode, symbol_list)
## fheaderdefvalue = rarray[2].replace('DEFAULT',';').split(';')[1]
#### fheaderformat = rarray[2].split()[0]
## fheaderformat = ''#rarray[0].split()[0]
## fheader +='|'
## fheaderarray.append(fheadname)
## fheaderformatarray.append(fheaderformat)
## fheadformatdict[fheadname] = fheaderformat.replace(',','')
## fheaddefvaluedict[fheadname] = fheaderdefvalue.replace(',','')
## fheaderdefvaluearray.append(fheaderdefvalue)
##
if 'INSERT INTO' in str(l): # and tablename == 'acl_roles':
records = rline.split('|')
numrecordsnew = len(records)
###### print fheaderarray
if tablename == tablenametarget:
rpu_rp.WriteArrayToCsvfileAppend(
outputarea + tablename + 'dbtable.csv', fheaderarray)
if tablename == tablenametarget:
for record in records:
bla.append(record.split(','))
## print record
rpu_rp.WriteArrayToCsvfileAppend(
outputarea + tablename + 'dbtable.csv', bla)
numrecords = len(records)
if newfieldsflag == 'y' and 'r' in tablename and tablename != prevtablename:
print tablename, numrecordsnew
if 'VALUES' in str(l):
contentsflag = 'y'
fheaderflag = 'n'
if 'ALTER TABLE' in str(l):
contentsflag = 'n'
## if 'Dumping data for table' in line:
def create_bars_from_bars(bararrayin, today, sym, dur, durinseconds):
#############
import time
startbartime = ddload_cutoff_epoch(
DataDown + today + '.' + sym + '.' + dur.replace(' ', '') +
'.ddload.csv', 'normal')
barhi = float(0)
barlo = float(99999999)
tickcount = tottickcount = 0
bararrayout = []
timearray = []
prevhi = prevlo = 0
totallength = len(bararrayin)
prevbar_time = ' 2015-06-01 00:01:01'
prevbar_time_dt = dt.datetime.strptime(prevbar_time, spaceYtime_format)
prevbar_time_epoch = int(
time.mktime(time.strptime(prevbar_time, spaceYtime_format)))
prevdurbar_epoch = 0
##################
recentfile = DataDown + today + '.' + sym + '.' + dur.replace(
' ', '') + '.recent.csv'
## flush the recentfile
rpu_rp.WriteArrayToCsvfile(recentfile, [])
######################
firsttripflag = 'notstarted'
for line in bararrayin:
if len(line) > 3:
## print line
bar_time = line[1]
if bar_time == '1':
bar_time = ' 2015-06-01 00:01:01'
bar_time_dt = dt.datetime.strptime(bar_time, spaceYtime_format)
bar_time_epoch = int(
time.mktime(time.strptime(bar_time, spaceYtime_format)))
openpr = float(line[2])
highpr = float(line[3])
lowpr = float(line[4])
closepr = float(line[5])
############
barTobarElapsed = bar_time_epoch - prevbar_time_epoch
barToprevdurbarElapsed = bar_time_epoch - prevdurbar_epoch
prevbar_time_epoch = bar_time_epoch
##################
tottickcount += 1
##########
testval = int(durinseconds) - barToprevdurbarElapsed
tickcount += 1
if highpr > barhi:
barhi = highpr
if lowpr < barlo:
barlo = lowpr
if tickcount == 1:
baropen = openpr
newbartime = bar_time
#############
setflag = 'skip'
if int(durinseconds) > 5:
resetamt = 5
pass
else:
resetamt = 0
if tottickcount == 1:
setflag = 'noreset'
elif bar_time_epoch > (startbartime + int(durinseconds) -
resetamt) and firsttripflag != 'started':
## print 'tripped',dur,sym,bar_time_epoch,startbartime,bar_time
setflag = 'reset'
firsttripflag = 'started'
elif testval <= 0:
setflag = 'reset'
elif tottickcount == totallength:
setflag = 'reset'
else:
setflag = 'skip'
if setflag == 'reset' and len(line) > 3:
tickcount = 0
barline = []
## barclose = closepr
partbar = True
partflag = 'full'
if tottickcount == totallength:
time = ' 2019-03-03 03:03:03'
partbar = True
partflag = 'partial'
setflag = 'reset'
barline.append(sym)
barline.append(newbartime)
barline.append(baropen)
barline.append(barhi)
barline.append(barlo)
barline.append(closepr)
barline.append(partflag)
barline.append(barToprevdurbarElapsed)
prevdurbar_epoch = bar_time_epoch
if partbar == True:
bararrayout.append(barline)
barhi = 0
barlo = 99999999
rpu_rp.WriteArrayToCsvfileAppend(recentfile, bararrayout)
return bararrayout
def create_slicendice():
#analyze
prevcycledelay = 2
########################
print 'got to loop'
while loop < loopmax:
if loop == 0:
create_statesdaily()
if (round((loop/10),-1) - loop) == 0:
print 'cycle ', loop
fileage = check_for_CP_change(cpfname)
if fileage < 50:
command = read_vars('Setting',cpfname)
cycledelay = int(read_vars('CycleTime',cpfname))
recentlimit = int(read_vars('TimeLimitRecentSigs',cpfname))
print 'cycle delay changed to...',cycledelay
# change to cycledelay later
now = datetime.strftime(datetime.now(),spaceYtime_format)
now_epoch = int(time.mktime(time.strptime(now, spaceYtime_format)))
now_dt = dt.datetime.strptime(now, spaceYtime_format)
## print 'ccreate sigs searching for sigs in last ',recentlimit
###############
recentsigs =[]
## symbol_list = ['ES']
for sym in symbol_list:
## print sym
rpu_rp.WriteArrayToCsvfile(sigarea +sym+'.sigs.csv', []) # flush the file to keep all sigs
TicksUtile.prepare_tickfilesto5secBars(today,sym) ## merge the 5secddload with 5sec recents > 5sec boths
####################################
rpu_rp.WriteArrayToCsvfile(sigarea +sym+'.sigs.csv', [])
for barsize in barlist :
timeframe = bardict[barsize]
durinseconds = secdict[barsize]
barsizeNtimeframe = timeframe + barsize
dur = barsize
TicksUtile.assemble_dur_bars(today,sym,dur,durinseconds)
DurBoth = rpu_rp.CsvToLines( DataDown+ today + '.'+sym+'.' + dur.replace(' ','') + '.both.csv')
indlist = ['MACROSS', 'MCDiv', 'price']
for indicator in indlist:
indarr = rpInd.GetStates(DurBoth,sym,indicator)
statename = sym+'.'+dur.replace(' ','')+'.'
statefile = statearea +statename + indicator + '.state.csv'
rpu_rp.WriteArrayToCsvfile(statefile, indarr)
indlist = ['klower', 'kmid', 'kupper']
for indicator in indlist:
indarr = rpInd.GetKupper(DurBoth,sym,indicator)
statename = sym+'.'+dur.replace(' ','')+'.'
statefile = statearea +statename + indicator + '.state.csv'
rpu_rp.WriteArrayToCsvfile(statefile, indarr)
####################
macdTriggers = rpInd.Trigger_MACD(DurBoth,sym,barsize)
maCrossTriggers = rpInd.Trigger_MACross(DurBoth,sym,barsize)
for a in maCrossTriggers:
macdTriggers.append(a)
state = 'seefile'
## sigbart = ((lline[0])[0])
## sigbart_epoch = int(time.mktime(time.strptime(sigbart, spaceYtime_format)))
## barage = str(round((now_epoch - sigbart_epoch)/int(durinseconds),2))
barage = 'need barage'
rpu_rp.WriteArrayToCsvfileAppend(sigarea +sym+'.sigs.csv', macdTriggers)
############################
prevt = 0
numsigs = len(macdTriggers)
signum =0
prevbart_dt = now_dt
prevbart_epoch = now_epoch
for l in macdTriggers:
bart = l[0]
bart_dt = dt.datetime.strptime(bart, spaceYtime_format)
bart_epoch = int(time.mktime(time.strptime(bart, spaceYtime_format)))
barToNow = now_epoch - bart_epoch
barToPrev = bart_epoch - prevbart_epoch
prevbart_epoch = bart_epoch
if barToNow < recentlimit:
onesig = l
sym =onesig[1]
lasttick = recenttick(sym)
onesig.append(barToNow)
onesig.append(barToPrev)
onesig.append(lasttick)
recentsigs.append(onesig)
dur = ''
if len(recentsigs) > 0:
## macrossstate = statefile = sigarea +statename +'.MACROSS.state.csv'
sigcount =0
for sig in sorted(recentsigs):
sigtime = sig[0]
sym = sig[1]
sigtype = sig[5]
barToPrev=sig[len(sig)-2]
barToNow = sig[len(sig)-3]
bid = sig[len(sig)-1]
action =sig[5]
dur = sig[2]
livesigid = sym+action+dur.replace(' ','')
showflag = look_for_dupe_sig(livesigid)
sigcount+=1
## if sigcount == len(recentsigs):
if showflag != 'supress':
indlist = ['MACROSS']#, 'R', 'S']
## indlist = ['MACROSS', 'MCDiv', 'price', 'kupper', 'kmid', 'klower', 'pivot', 'R', 'S']
durstatelist =['1hour', '15mins' ]
## durstatelist =['1hour', '15mins', '3mins']
stateinfo = ''
for durstate in durstatelist:
stateinfo += durstate #+ '\n'
for indicator in indlist:
sfile = rpu_rp.CsvToLines(statearea +sym+'.' + durstate +'.'+ indicator +'.state.csv')
hline = (rpu_rp.tail_array_to_array(sfile,1))[0]
stateinfo += str(hline[1:4])+'\n'
##############################
tside = 'BUY'
if 'negcrs' in action:
tside = 'SELL'
if tside == 'SELL':
beep(soundarea+'sellStocks')
else:
beep(soundarea+'buyStocks')
beep(soundarea+sym)
priceinsignal = float(sig[3]/1)
pricedrift = round(priceinsignal - float(bid),4)
timedrift = barToNow
print '==============='
print sym, tside, sigtype, dur, pricedrift, sigtime, now
create_lines(sym,bid)
## print symNEWSdict[sym]
## print timedrift,sym, tside,dur, priceinsignal,barToPrev,sigtime,pricedrift,now
print stateinfo
######################
ttype = 'LIM'
limitprice = bid
tfactor = float(0.5)
tsize = int(max(1,(int(tsizedict[sym]) * tfactor)))
tickvalue = float(tickvaluedict[sym])
showdecimal = int(showdecimaldict[sym])
addamt = tickvalue * int(entrywiderdict[sym])
frsigline=[]
frsigline.append(sym)
frsigline.append(showdecimal)
frsigline.append(tside)
frsigline.append(tsize)
frsigline.append(ttype)
frsigline.append(limitprice)
frsigline.append(addamt)
frsigline.append(livesigid)
frsigline.append(sigtime)
frsigline.append(tickvalue)
frsigline.append(now)
rpu_rp.WriteArrayToCsvfileAppend(sigarea + today +'.recentsigs.csv', [frsigline])
rpu_rp.WriteArrayToCsvfileAppend(sigarea + today +'.recentsigsexec.csv', [frsigline])
loop +=1
####################
sleep(cycledelay)
print 'finished ',loopmax,' loops by Signal Creator...dead since..',now
#############
def create_report(Sigfile,sym,barsize):
barfile = DataDown + today + '.'+sym+ '.'+ barsize +'both.csv'
lines = rpu_rp.CsvToLines(barfile)
numberBars = len(lines)
siglines = rpu_rp.CsvToLines(Sigfile)
numsigs = len(siglines)
print barsize,sym,'number bars studied=',numberBars,numsigs,'=numsigs'
text = 'poscrxx'
position = '8' ## 4 is slope,,1 is ind val,
minval = 0
maxval = 20
side = 'BUY'
rulename = ind + dur + text + str(minval) + 'x' + str(maxval) + side
fnametag = 'mcrosssimple'
ilist = [ind, dur, test, text, position, minval, maxval, side, rulename]
outfile = fnameind + '.' + dur + '.' + side + '.' + fnametag + '.rules.csv'
lines = []
ruleline = []
for i in ilist:
ruleline.append(i)
lines.append(ruleline)
print ruleline
rpu_rp.WriteArrayToCsvfileAppend(outfile, lines)
##########
side = 'SELL'
text = 'slopedn'
text = 'negcrxx'
minval = 80
maxval = 10100
lines = []
ruleline = []
rulename = ind + dur + text + str(minval) + 'x' + str(maxval) + side
ilist = [ind, dur, test, text, position, minval, maxval, side, rulename]
outfile = fnameind + '.' + dur + '.' + side + '.' + fnametag + '.rules.csv'
for i in ilist:
ruleline.append(i)
lines.append(ruleline)
def create_bars_from_bars(
bararrayin, today, sym, dur, durinseconds,
startmode): #startmodes[initialize,bartobar,addonbartoboth]
## print 'start creator'
import time
if startmode == 'bartobar': ## no need for recent or rootfile as prev both dur bars have 5ticks in them
startbartime = 0
## print 'set mode here'
if startmode == 'initialize':
rootname = '.ddload.csv'
rootfile = DataDown + today + '.' + sym + '.' + dur.replace(
' ', '') + rootname
if startmode == 'addonebartoboth':
rootname = '.both.csv'
rootfile = DataDown + today + '.' + sym + '.' + dur.replace(
' ', '') + rootname
## print 'getting startbar'
startbartime = last_bar_epoch(
rootfile, 'rounded') ####ddload_cutoff_epoch(rootfile,'normal')
######## print startbartime
bar_percentage_required = 0.10 ###<<<<<<<<<<<<<
######## print 'creating bars startmode,',startmode,startbartime
barhi = float(0)
barlo = float(99999999)
tickcount = tottickcount = 0
bararrayout = []
timearray = []
prevhi = prevlo = 0
totallength = len(bararrayin)
prevbar_time = ' 2015-06-01 00:00:00'
## if dur == '5secs':
## prevbar_time = ' 2015-11-09 10:03:55'
prevbar_time_epoch = convertTime(prevbar_time, 'dashspace', 'timetoepoch')
print prevbar_time_epoch, prevbar_time
prevdurbar_epoch = 0
##################
## if filemode == 'test':
## recentfile = DataDown +today+'.'+sym+ '.' +dur.replace(' ','')+ '.rtest.csv'
## else:
recentfile = DataDown + today + '.' + sym + '.' + dur.replace(
' ', '') + '.recent.csv'
## flush the recentfile
rpu_rp.WriteArrayToCsvfile(recentfile, [])
## print recentfile
######################
firsttripflag = 'notstarted'
hardlimit = 4000
if dur == '5secs':
hardlimit = 99000000000
barlimiter = min(4000, len(bararrayin))
if startmode == 'addonebartoboth':
taillines = rpu_rp.tail_array_to_array(
bararrayin, barlimiter
) ##the one hour needs 720 rt msec ticks..so this might savesomething
else:
taillines = rpu_rp.tail_array_to_array(
bararrayin, barlimiter
) ##the one hour needs 720 rt msec ticks..so this might savesomething
totallength = len(taillines)
lc = 1
barvolumetot = 0
tickval = float(tickvaluedict[sym])
prevhaopenpr = prevhaclosepr = openpr = 1950.0
for line in taillines:
## print line
if lc == 2:
prevhaopenpr = float(line[2])
prevhaclosepr = float(line[5])
lc += 1
tottickcount += 1
if len(line) > 3:
## print line, 'this line'
bar_time = line[1]
if bar_time == '1':
bar_time = ' 2015-06-01 00:00:00'
bar_time_epoch = convertTime(bar_time, 'dashspace', 'timetoepoch')
openpr = float(line[2])
highpr = float(line[3])
lowpr = float(line[4])
closepr = float(line[5])
barvolume = int(line[6])
barvolumetot += barvolume
############
barTobarElapsed = bar_time_epoch - prevbar_time_epoch
barToprevdurbarElapsed = bar_time_epoch - prevdurbar_epoch
prevbar_time_epoch = bar_time_epoch
##################
## if int(durinseconds) > -1:
## lessthanval = -1
## else:
lessthanval = 0
testval = int(durinseconds) - barToprevdurbarElapsed - lessthanval
## print testval
tickcount += 1
if highpr > barhi:
barhi = highpr
if lowpr < barlo:
barlo = lowpr
if tickcount == 1:
habaropenpr = openpr
newbartime = bar_time
#############
setflag = 'skip'
haclosepr = quarterround(
((habaropenpr + barhi + barlo + closepr) / 4)) #
habaropenpr = quarterround(((prevhaopenpr + prevhaclosepr) / 2))
habarhi = max(highpr, habaropenpr, haclosepr)
habarlo = min(lowpr, habaropenpr, haclosepr)
if int(
durinseconds
) == 60 and firsttripflag != 'started': ######<<<<<<<<< this sets up the 5 second delay
resetamt = 5
elif int(durinseconds) > 60 and firsttripflag != 'started':
resetamt = 60
## print resetamt
else:
resetamt = 0
partflag = 'full'
if tottickcount == 1:
setflag = 'noreset'
if bar_time_epoch >= (startbartime -
resetamt) and firsttripflag != 'started':
## print 'tripped',dur,sym,bar_time_epoch,startbartime,bar_time
setflag = 'reset'
firsttripflag = 'started'
if testval <= 0:
setflag = 'reset'
partbar = True
barperc = float(
float(barToprevdurbarElapsed) / float(durinseconds))
if tottickcount == totallength and setflag != 'reset' and barperc > bar_percentage_required:
## print round(barperc,3), barToprevdurbarElapsed, int(durinseconds)
time = ' 2019-03-03 03:03:03'
partflag = 'partial'
setflag = 'reset'
partbar = True
if setflag == 'reset' and len(line) > 3:
tickcount = 0
barline = []
bardir = 'grn'
bartdesc = 'tail'
bardesc = 'shortbar'
barlen = haclosepr - habaropenpr
if barlen < tickval:
bardir = 'red'
barhead = habarhi - max(habaropenpr, haclosepr)
bartail = habarlo - min(habaropenpr, haclosepr)
barbigmult = 2
if dur == '3mins':
barbigmult = 1
barminbig = (tickval * barbigmult) - (tickval * 0.10)
if abs(barlen) > barminbig:
bardesc = 'bigbar'
if barhead == 0 and bardir == 'red':
bartdesc = 'notail'
if bartail == 0 and bardir == 'grn':
bartdesc = 'notail'
bardesc = bardir + 'N' + bartdesc + 'N' + bardesc
ilist = [sym, newbartime,openpr,barhi,barlo,closepr,barvolumetot,partflag,barToprevdurbarElapsed,\
habaropenpr,habarhi,habarlo,haclosepr,barlen,barhead,bartail,bardesc]
for item in ilist:
barline.append(item)
prevdurbar_epoch = bar_time_epoch
if partbar == True:
bararrayout.append(barline)
barhi = 0
barlo = 99999999
habarhi = 0 #max(highpr,habaropenpr,haclosepr)
habarlo = 9999999 #min(lowpr,habaropenpr,haclosepr)
barvolumetot = 0
partflag = 'full'
prevhaopenpr = habaropenpr
prevhaclosepr = haclosepr
rpu_rp.WriteArrayToCsvfileAppend(recentfile, bararrayout)
## print 'just wrote recent file with bars t bars in tickutiles'
return bararrayout