def runVoter(prices): log.debug('beginning rsi voter ...') starttime = time.time() pool = VoterPool(5, prices) #calcTickets(pool, 12, 26, 9) #calcTickets(pool, 'SMA', 3, 'EMA', 4) #calcTickets(pool, 'MA', 7, 'SMA', 13) #pool.showVoters() #return for i in range(5, 50): calcTickets(pool, prices, i) pool.showVoters()
def runVoter(in_prices): global mas, emas, smas, lwmas, prices log.debug('beginning ma voter ...') prices = in_prices ps = [p['close'] for p in prices] malength = 101 mas = [0] * malength emas = [0] * malength smas = [0] * malength lwmas = [0] * malength for period in range(2, malength): if period % 30 == 0: print period mas[period] = ma.calc_ma(ps, period) emas[period] = ma.calc_ema(ps, period) smas[period] = ma.calc_sma(ps, period) lwmas[period] = ma.calc_lwma(ps, period) log.debug('running ma voter ...') starttime = time.time() matypes = ['MA', 'EMA', 'SMA', 'LWMA'] pool = VoterPool(1, prices) #calcTickets(pool, 'SMA', 95, 'LWMA', 240) #calcTickets(pool, 'SMA', 3, 'EMA', 4) #calcTickets(pool, 'MA', 7, 'SMA', 13) #pool.showVoters() #return farr = range(5, 30)[::3] sarr = range(10, 100)[::5] for ft, f in [(matype, period) for matype in matypes for period in farr]: elapsed = long(time.time() - starttime) log.debug('== ' + str(elapsed) + ',' + ft + '_' + str(f) + ' ==') for st, s in [(matype, period) for matype in matypes for period in sarr]: if s < f: continue calcTickets(pool, ft, f, st, s) pool.showVoters()
def runVoter(in_prices): global mas, emas, smas, lwmas, prices log.debug('beginning ma voter ...') prices = in_prices ps = [p['close'] for p in prices] mas = [0] * 61 emas = [0] * 61 smas = [0] * 61 lwmas = [0] * 61 for period in range(2, 61): mas[period] = ma.calc_ma(ps, period) emas[period] = ma.calc_ema(ps, period) smas[period] = ma.calc_sma(ps, period) lwmas[period] = ma.calc_lwma(ps, period) log.debug('running ma voter ...') starttime = time.time() matypes = ['MA', 'EMA', 'SMA', 'LWMA'] pool = VoterPool(2, prices) #calcTickets(pool, 'MA', 7, 'EMA', 18) #calcTickets(pool, 'SMA', 3, 'EMA', 4) #calcTickets(pool, 'MA', 7, 'SMA', 13) #pool.showVoters() #return farr = range(2, 10) sarr = range(4, 60) for ft, f in [(matype, period) for matype in matypes for period in farr]: elapsed = long(time.time() - starttime) #log.debug('== ' + str(elapsed) + ',' + ft + '_' + str(f) + ' ==') for st, s in [(matype, period) for matype in matypes for period in sarr]: if s < f: continue calcTickets(pool, ft, f, st, s) pool.showVoters()
def runVoter(prices): log.debug('beginning macd voter ...') log.debug('running ma voter ...') starttime = time.time() pool = VoterPool(5, prices) #calcTickets(pool, 12, 26, 9) #calcTickets(pool, 'SMA', 3, 'EMA', 4) #calcTickets(pool, 'MA', 7, 'SMA', 13) #pool.showVoters() #return for i in range(2, 30): for j in range(5, 60): if i > j: continue elapsed = long(time.time() - starttime) log.debug('== ' + str(elapsed) + ',' + str(i) + '_' + str(j) + ' ==') for k in range(2, 30): calcTickets(pool, prices, i, j, k) pool.showVoters()