def findDoubleTops():
dataFiles = util.listDataFiles()
for f in dataFiles:
data, headers = para.readFile(f)
intervals = dataselect.findDoubleTops(data)
if (len(intervals) > 0):
print(util.getNameOnly(f))
print(intervals)
def main():
dataFiles = util.listDataFiles()
results = []
for dataFile in dataFiles:
print('Reading ' + dataFile)
data, headers = para.readFile(dataFile)
datalist = data['Close']
results += computeResults(datalist)
import statistics
print('Results: ' + str(len(results)))
print(statistics.mean(results))
print(statistics.stdev(results))
def runDataSelect():
dataFiles = util.listDataFiles('data_454111')
#dataFiles = util.getRandomSublist(dataFiles, 20)
for f in dataFiles:
runDataSelectOn(f)
def main():
print('Start Test')
global dataSource, predictSize
if dataSource == None:
files = util.listDataFiles()
else:
files = util.listDataFiles(dataSource)
results = []
results2 = []
for file in files:
#print('> Test ' + file)
results += selectiveTestOnFile(file)
results2 += randomverify.verify(file, predictSize)
first = lambda r : r[0]
second = lambda r : r[1]
third = lambda r : r[2]
tradedPeriodsMoney = list(map(first, filter(second, results)))
allPeriodsMoney = list(map(first, results))
tradedControlMoney = list(map(third, results))
randomControlMoney = results2
print('\nTests Complete\n')
import statistics
tradedCount = len(tradedPeriodsMoney)
allCount = len(allPeriodsMoney)
tradedControlCount = len(tradedControlMoney)
randomControlCount = len(randomControlMoney)
if tradedCount == 0:
tradedMean = 'N/A'
tradedSD = 'N/A'
else:
tradedMean = statistics.mean(tradedPeriodsMoney)
if tradedCount > 1:
tradedSD = statistics.stdev(tradedPeriodsMoney)
else:
tradedSD = 'N/A'
if allCount == 0:
allMean = 'N/A'
allSD = 'N/A'
else:
allMean = statistics.mean(allPeriodsMoney)
if allCount > 1:
allSD = statistics.stdev(allPeriodsMoney)
else:
allSD = 'N/A'
if tradedControlCount == 0:
tradedControlMean = 'N/A'
tradedControlSD = 'N/A'
else:
tradedControlMean = statistics.mean(tradedControlMoney)
if tradedControlCount > 1:
tradedControlSD = statistics.stdev(tradedControlMoney)
else:
tradedControlSD = 'N/A'
if randomControlCount == 0:
randomControlMean = 'N/A'
randomControlSD = 'N/A'
else:
randomControlMean = statistics.mean(randomControlMoney)
if randomControlCount > 1:
randomControlSD = statistics.stdev(randomControlMoney)
else:
randomControlSD = 'N/A'
sb = []
global resultsFile
sb.append(resultsFile)
sb.append('Traded: ' + str(tradedCount))
sb.append('Traded Periods Money: ' + str(tradedMean) + ' +/- ' + str(tradedSD))
sb.append('All: ' + str(allCount))
sb.append('All Periods Money: ' + str(allMean) + ' +/- ' + str(allSD))
sb.append('Traded Control: ' + str(tradedControlCount))
sb.append('Traded Control Money (All Periods): ' + str(tradedControlMean) + ' +/- ' + str(tradedControlSD))
sb.append('')
sb.append('Random Control Count: ' + str(randomControlCount))
sb.append('Control Money (Random Periods): ' + str(randomControlMean) + ' +/- ' + str(randomControlSD))
s = '\n'.join(sb)
print(s)
f = open(resultsFile, 'w+')
f.write(s)
f.close()
