def numberFormat(val, dec_places=2, error=(None, None)):
error_obj, error_key = error[0], error[1]
ERRORMSG_RA_NUMFORMAT='test'
if validations.isNumeric(val) and validations.isNumeric(dec_places):
factor = pow(10, dec_places)
return float(int(val * factor)) / factor
else:
error_obj.Add(error_key, ERRORMSG_RA_NUMFORMAT.format(val))
def Add(self, data):
"""Receives singular value or list/tuple of values to add to raw_data."""
if validations.isList(data) and validations.isNumeric(data):
for x in data:
self._Add(x)
elif validations.isNumeric(data):
self._Add(data)
else:
self.error.Add(self.base_error_key, ERRORMSG_RA_ADDFAIL.format(data))
def _Add(self, val):
if (self._only_numerical and validations.isNumeric(val)) or not self._only_numerical :
self._rollinglist.append(val)
self.periods += 1
if self._only_numerical and validations.isNumeric(val):
self._high = val if val > self._high or self._high is None else self._high
self._low = val if val < self._low or self._low is None else self._low
self._range = self.high - self.low if self.high and self.low else None
if len(self) > self._listlimit:
self._Delete(0)
else:
# Add Error handling here
pass
def equalizeTimestamps(ts1, ts2):
"""
Ensures that timestamp2 (ts2) is of the same form as ts1
"""
if not (validations.isNumeric(ts1) or validations.isTimestamp(ts1)):
return None
if not (validations.isNumeric(ts2) or validations.isTimestamp(ts2)):
return None
if validations.isTimestamp(ts1) and not validations.isTimestamp(ts2):
ts2 = convertTimeStamp(ts2)
elif validations.isNumeric(ts1) and not validations.isNumeric(ts2):
ts2 = convertTimeStamp(ts2)
return ts2
def AllowOnlyNum(self, cleanse = True):
self._only_numerical = True
if validations.isNumeric(self._rollinglist):
if cleanse:
for i, val in enumerate(self._rollinglist):
if not validations.isNumeric(val):
self._rollinglist.pop(i)
self._high = np.max(self._rollinglist)
self._low = np.max(self._rollinglist)
self._range = self.high - self.low
else:
self._high = None
self._low = None
self._range = None
def DelScope(self, val):
if validations.isNumeric(val):
for k, v in self._scopes.iteritems():
if val == v:
self._scopes.pop(k, None)
elif isinstance(val, str):
self._scopes.pop(val, None)
def NormalizeDataset_RL(self, num_list, sliding=True, forced_high = None, forced_low = None):
"""Normalize data in RollingList object.
Sliding:
True - High's/Low's re-defined during iteration of list.
False - High/Low defined once in the context of the entire list.
"""
normalized_list = []
if validations.isList(num_list) and validations.isNumeric(num_list):
if sliding:
low, high = None, None
for val in num_list:
low = val if val < low or low is None else low
high = val if val > high or high is None else high
low = forced_low if forced_low is not None else low
high = forced_high if forced_high is not None else high
normalized_list.append(self.Normalize(low, high, val))
else:
low = np.min(num_list) if forced_low is not None else forced_low
high = np.max(num_list) if forced_high is not None else forced_high
for val in num_list:
normalized_list.append(self.Normalize(low, high, val))
return normalized_list
def ReStDev(new_data, old_stdev, old_mean, old_periods, error_obj=None):
"""Calculate St. Deviation using existing stdev/mean/period values.
Without having to calculate ENTIRE raw_data. (faster than StDev)
"""
err_is_object = not isinstance(error_obj, type(None))
def Calc(val, old_stdev, old_mean, old_periods):
sumsq = SumSq(old_stdev, old_mean, old_periods)
new_periods = old_periods + 1
new_mean = ((old_mean * old_periods) + val) / new_periods
new_sumsq = sumsq + pow(val, 2)
new_stdev = StDevSumSq(new_sumsq, new_mean, new_periods)
return new_stdev, new_mean, new_periods
if validations.isNumeric(new_data):
if validations.isList(new_data):
for data in new_data:
old_stdev, old_mean, old_periods = Calc(data, old_stdev, old_mean, old_periods)
new_stdev, new_mean, new_periods = old_stdev, old_mean, old_periods
else:
new_stdev, new_mean, new_periods = Calc(new_data, old_stdev, old_mean, old_periods)
elif err_is_object:
error_obj.Add(STDEV_ERRORKEY, 'Input(s) must be numeric.')
return error_obj
else:
return False
return new_stdev, new_periods, new_mean
def SumSq_array(data_array):
"""Calculate Sum of Squares given an array of numerical values."""
sumsq = 0.0
if validations.isNumeric(data_array):
for val in data_array:
sumsq += pow(val, 2)
return sumsq
def StDev(data_array, error_obj=None):
"""Calculate Standard Deviation from array of numeric datapoints."""
#Validate array.
sum_variance = 0.0
validated = True
err_is_object = not isinstance(error_obj, type(None))
if validations.isList(data_array):
if not validations.isNumeric(data_array):
validated = False
if err_is_object:
error_obj.Add(STDEV_ERRORKEY, 'Array contents must be numeric.')
elif err_is_object:
error_obj.Add(STDEV_ERRORKEY, 'Input must be a list or tuple.')
validated = False
else:
validated = False
# Calculate Standard Deviation.
if validated:
periods = len(data_array)
if periods > 1:
mean = np.mean(data_array)
for val in data_array:
sum_variance += pow(val - mean, 2)
stdev = pow(pow(periods-1, -1) * sum_variance, .5)
else:
mean = float(data_array[0])
stdev = 0.0
return stdev, periods, mean
elif error_obj:
return error_obj
else:
return False
def Add(self, val):
if validations.isNumeric(val):
if validations.isList(val):
for x in val:
self.Add(x)
else:
self.data.add(val)
self._calcAverages()
def Add(self, val):
if self._only_numerical and validations.isNumeric(val):
if validations.isList(val):
for x in val:
self._Add(x)
else:
self._Add(val)
elif not self._only_numerical:
self._Add(val)
def __init__(self, input_val):
self.iterations = 0
self.pivotpoint = 50
self.pivotrange = 10
self.AddValueCounter = 0
self.SigObj = sig.RangeAnalysis([])
self.SigObj.Reset()
if validations.isNumeric(input_val):
self.iterations = input_val
def convertTimeStamp(timestamp):
if validations.isTimestamp(timestamp):
part1 = int(timestamp.strftime('%s'))
part2 = int(timestamp.strftime('%f'))
return float('{0}.{1}'.format(part1, part2))
if validations.isNumeric(timestamp):
return dt.datetime.fromtimestamp(timestamp)
return None
def Add(self, val):
if validations.isNumeric(val) and self._only_numerical_values:
if validations.isList(val):
for x in val:
self.Add(x)
else:
self._rollinglist.append(val)
if len(self) > self.limit:
self.Delete()
elif not self._only_numerical_values:
self._rollinglist.append(val)
def ParseInput(self, inp, from_tuple=False):
# Parse input as datetime object
if isinstance(inp, dt.datetime):
self._parseInpDT(inp)
# Parse input as tuple
elif isinstance(inp, tuple) and not from_tuple:
for val in inp:
self.ParseInput(val, True)
# Parse input as int/float -- Assume UTC input
elif validations.isNumeric(inp):
self.ParseInput(self._epochToDateConvert(inp))
# Parse input as date or time object
elif isinstance(inp, dt.date) or isinstance(inp, dt.time):
input_tz = self._validateTZinp(self._inputTz)
self._tz = input_tz if (input_tz and not self._tz) else self._tz if self._tz else self.local_tz
if isinstance(inp, dt.date):
# Assign date value
if not self._date:
self._date = inp
# Parse input as Time object
else:
# Assign time value
if not self._time:
self._time = inp
# Attempt to parse string
elif isinstance(inp, str):
try:
self.ParseInput(parse(inp))
except:
self.ParseInput(None, False)
# No input (or bad input). Create new Timestamp
elif inp is None:
input_tz = self._validateTZinp(self._inputTz)
self._tz = input_tz if (input_tz and not self._tz) else self._tz if self._tz else self.local_tz
# Create new DT
new_dt = self._tz.localize(dt.datetime.now())
self._date = new_dt.date()
self._time = new_dt.time()
else:
# Raise error
pass
def AddData(self, RL_obj):
"""Receives RollingList object to calculate trailing MA values as per
scope definitions.
"""
if issubclass(type(RL_obj), RollingList):
data_set = RL_obj.list
new_data = []
for label, scope_factor in self._scopes.iteritems():
if len(data_set) >= scope_factor and validations.isNumeric(data_set):
avg = utils.numberFormat(np.mean(data_set[-1 * scope_factor:]), 4)
else:
avg = 'NA'
new_data.append((label, scope_factor, avg))
self.Add(tuple(new_data))
def _epochToDateConvert(self, val):
yr_sec = 31556926
mt_sec = 2629743
dy_sec = 86400
hr_sec = 3600
Rdelta = rd.relativedelta
if validations.isNumeric(val):
#print ('Start: {0}'.format(val))
years = int(math.floor(val/yr_sec))
val -= years * yr_sec
#print ('Years: {0}, New Val{1}'.format(years, val))
months = int(math.floor(val/mt_sec))
val -= months * mt_sec
#print ('Months: {0}, New Val{1}'.format(months, val))
days = int(math.floor(val/dy_sec))
val -= days * dy_sec
#print ('Days: {0}, New Val{1}'.format(days, val))
hours = int(math.floor(val/hr_sec))
val -= hours * hr_sec
#print ('Hours: {0}, New Val{1}'.format(hours, val))
minutes = int(math.floor(val/60))
val -= minutes * 60
#print ('Minutes: {0}, New Val{1}'.format(minutes, val))
seconds = int(math.floor(val))
micro = int((val - seconds)*100000)
#print ('Seconds: {0}, New Val{1}'.format(seconds, val))
#print ('Micro: {0}'.format(micro))
return self.epoch_utc_time + Rdelta(years=years,
months=months,
days=days,
hours=hours,
minutes=minutes,
seconds=seconds,
microseconds=micro)
return None
def _setValSpecialCase(self, prop_name, val):
err_msg = None
if PDMu.PROPERTY_TYPES[prop_name] == float and validations.isNumeric(
val):
setattr(self, '_{0}'.format(prop_name), float(val))
return None
if isinstance(val, str) and (prop_name == 'market'
or prop_name == 'ticker'):
if prop_name == 'market':
market = PDMu.MarketSearch(val)
if market:
setattr(self, '_{0}'.format(prop_name), market)
else:
# Error - No Market found
err_msg = 'No market found: {0}'.format(val)
if prop_name == 'ticker':
if self.market:
ticker = None
for tick in self.market.tickers:
if val.lower() == tick.lower():
ticker = tick.upper()
if ticker:
setattr(self, '_{0}'.format(prop_name),
self.market.value[ticker])
else:
# Error - Ticker not found in Market
err_msg = 'Ticker ({0}) not found in Market ({1}). Ignoring.'.format(
val, self.market.name)
else:
# Error - Must add market first
err_msg = 'Cannot set ticker ({0}) without market.'.format(
val)
else:
err_msg = -1
return err_msg
def __init__(self, dim=None): self._dim = dim if validations.isNumeric(dim) else 1 self._coords_labels = [] self._coords = []
def numberFormat_list(val, dec_places=None, error=(None, None)):
if validations.isList(val) and validations.isNumeric(val):
return [x for numberFormat(x, dec_places, error)]
def valueCheck(self): return not((self.NUMERIC_ONLY and not validations.isNumeric(self.value)) or self.value is None)
def AllowOnlyNumbers(self, cleanse = False):
self._only_numerical_values = True
if cleanse:
for i, val in enumerate(self._rollinglist):
if not validations.isNumeric(val):
self._rollinglist.pop(i)
def AddScope(self, label=None, value=None):
if label and validations.isNumeric(value):
self._scopes[label] = value
else:
pass # Error exception handling here
def SetLimit(self, val):
if validations.isNumeric(val):
self._list_limit = val
while len(self) > val:
self._rollinglist.pop(0)
def SetLimit(self, val):
if validations.isNumeric(val):
self._listlimit = val
def ConvertEpoch(epoch):
if validations.isNumeric(epoch):
return pytz.utc.localize(parse(time.strftime(DATETIME_FORMAT, time.gmtime(epoch))))
return None
def _Delete(self, idx):
if validations.isNumeric(idx):
if idx < len(self):
self._rollinglist.pop(idx)
