def loadFeatures(filepath, timewindow):
filename = createPath(filepath, 'Timewindow Features', 'CSV', 'timewindowFeatures' + str(timewindow) + '.csv')
f = csv.reader(open(filename))
featuresList = []
count = 0
for line in f:
if count > 0:
day,price,ema,rsi,macd=line
featuresList.append({'price': float(price),
'ema': float(ema),
'rsi': float(rsi),
'macd': float(macd)
})
count += 1
return featuresList
def loadFeatures(filepath, timewindow):
filename = createPath(filepath, 'Timewindow Features', 'CSV',
'timewindowFeatures' + str(timewindow) + '.csv')
f = csv.reader(open(filename))
featuresList = []
count = 0
for line in f:
if count > 0:
day, price, ema, rsi, macd = line
featuresList.append({
'price': float(price),
'ema': float(ema),
'rsi': float(rsi),
'macd': float(macd)
})
count += 1
return featuresList
def loadModels(filepath, modelType):
filename = createPath(filepath)
f = csv.reader(open(filename))
models = []
count = 0
for line in f:
if count > 0:
if modelType == "emaOnly":
timewindow, constant, ema, R2, AIC = line
models.append({
'timewindow': int(timewindow),
'constant': float(constant),
'ema': float(ema)
})
elif modelType == "mr":
timewindow, constant, ema, rsi, macd, R2, AIC = line
models.append({
'timewindow': int(timewindow),
'constant': float(constant),
'ema': float(ema),
'rsi': float(rsi),
'macd': float(macd)
})
elif modelType == "ga":
timewindow = line[0].strip('"')
constant = line[3].strip('"')
ema = line[4].strip('"')
rsi = line[5].strip('"')
macd = line[6].strip('"')
models.append({
'timewindow': int(float(timewindow)),
'constant': float(constant),
'ema': float(ema),
'rsi': float(rsi),
'macd': float(macd)
})
elif modelType == "coevolve":
timewindow = line[1].strip('"')
constant = line[6].strip('"')
ema = line[7].strip('"')
rsi = line[8].strip('"')
macd = line[9].strip('"')
models.append({
'timewindow': int(float(timewindow)),
'constant': float(constant),
'ema': float(ema),
'rsi': float(rsi),
'macd': float(macd)
})
count += 1
return models
def loadStock(ticker):
path = createPath(ticker + '.csv')
return loadFile(path)
def loadModels(filepath, modelType):
filename = createPath(filepath)
f = csv.reader(open(filename))
models = []
count = 0
for line in f:
if count > 0:
if modelType == "emaOnly":
timewindow,constant,ema,R2,AIC=line
models.append({'timewindow': int(timewindow),
'constant': float(constant),
'ema': float(ema)
})
elif modelType == "mr":
timewindow,constant,ema,rsi, macd, R2,AIC=line
models.append({'timewindow': int(timewindow),
'constant': float(constant),
'ema': float(ema),
'rsi': float(rsi),
'macd': float(macd)
})
elif modelType == "ga":
timewindow = line[0].strip('"')
constant = line[3].strip('"')
ema = line[4].strip('"')
rsi = line[5].strip('"')
macd = line[6].strip('"')
models.append({'timewindow': int(float(timewindow)),
'constant': float(constant),
'ema': float(ema),
'rsi': float(rsi),
'macd': float(macd)
})
elif modelType == "coevolve":
timewindow = line[1].strip('"')
constant = line[6].strip('"')
ema = line[7].strip('"')
rsi = line[8].strip('"')
macd = line[9].strip('"')
models.append({'timewindow': int(float(timewindow)),
'constant': float(constant),
'ema': float(ema),
'rsi': float(rsi),
'macd': float(macd)
})
count += 1
return models
def loadStock(ticker):
path = createPath(ticker + '.csv')
return loadFile(path)
