def create_dailypivots(sym):
pivot = round(float(Mod_rpInd.gatherline(sym,'pivot')[1]),1)
R1 = round(float(Mod_rpInd.gatherline(sym,'R1')[1]),1)
S1 = round(float(Mod_rpInd.gatherline(sym,'S1')[1]),1)
S2 = round(float(Mod_rpInd.gatherline(sym,'S2')[1]),1)
R2 = round(float(Mod_rpInd.gatherline(sym,'R2')[1]),1)
## print S1,R1,pivot
##do the same for weekly by adding dur to variables and create a weekly from dailys..
## find pivots, find fibbo retraces on recnt moves[rangebars,hi,lo]
## calculate 10 handles off high of day,lowday,openday,yestclose,prevhourhilow
outfile = libarea +'SpotsAutopivot.' + sym +'.txt'
itemlist = [pivot,R1,S1,S2,R2]
itemlisttags = ['pivotRP','R1rp','S1rp','S2rp','R2rp']
lines=[]
c=0
for item in itemlist:
tag = itemlisttags[c]
c+=1
line=[]
line.append(item)
line.append(tag)
lines.append(line)
for line in lines:
print line
rpu_rp.WriteArrayToCsvfile(outfile,lines)
def create_dailypivots(sym):
pivot = round(float(Mod_rpInd.gatherline(sym,'pivot')[1]),1)
R1 = round(float(Mod_rpInd.gatherline(sym,'R1')[1]),1)
S1 = round(float(Mod_rpInd.gatherline(sym,'S1')[1]),1)
S2 = round(float(Mod_rpInd.gatherline(sym,'S2')[1]),1)
R2 = round(float(Mod_rpInd.gatherline(sym,'R2')[1]),1)
## print S1,R1,pivot
##do the same for weekly by adding dur to variables and create a weekly from dailys..
## find pivots, find fibbo retraces on recnt moves[rangebars,hi,lo]
## calculate 10 handles off high of day,lowday,openday,yestclose,prevhourhilow
outfile = libarea +'SpotsAutopivot.' + sym +'.txt'
itemlist = [pivot,R1,S1,S2,R2]
itemlisttags = ['pivotRP','R1rp','S1rp','S2rp','R2rp']
lines=[]
c=0
for item in itemlist:
tag = itemlisttags[c]
c+=1
line=[]
line.append(item)
line.append(tag)
lines.append(line)
for line in lines:
print line
rpu_rp.WriteArrayToCsvfile(outfile,lines)
def create_previous_state_array(btestmode, sym, barnum, backtestdur):
durlist = barlist_Recent
currentstates = []
last1minbar = Mod_rpInd.ShowABarofInd(
sym, backtestdur, 'mcross',
barnum) ## was 1min ### this controls the backtester!!
timeofbar = last1minbar[0]
for dur in durlist:
for ind in indlist:
lastbar = Mod_rpInd.ShowIndBar(
sym, dur, ind, 'ByTime', 1,
timeofbar) #ShowABarofIndByTime(sym,dur,ind,timeofbar,barnum)
currentstates.append(lastbar)
return currentstates, timeofbar
def create_latest_state_array(btestmode, sym, barlist, indlist):
## indlist = partindlist
currentstates = []
for bar in barlist:
dur = bar
for ind in indlist:
## print bar,ind,'creating latest statearrays'
lastbar = Mod_rpInd.ShowIndBar(sym, dur, ind, 'LastBar', 1, 1)
currentstates.append(lastbar)
return currentstates
def make_states(date, symbol_list, barlist, indlist):
threshold = 0.0
for sym in symbol_list:
for dur in barlist:
Mod_rpInd.create_states_files(sym, dur, date, threshold, indlist)
def make_states(date,symbol_list,barlist,indlist):
threshold = 0.0
for sym in symbol_list:
for dur in barlist :
Mod_rpInd.create_states_files(sym,dur,date,threshold,indlist)
def run_indicators():
for ind in indlist_oscils:
dur = '5mins'
sym='ES'
R1 = Mod_rpInd.gatherlineNEW(sym,ind,dur)
print R1
def run_indicators():
for ind in indlist_oscils:
dur = '5mins'
sym = 'ES'
R1 = Mod_rpInd.gatherlineNEW(sym, ind, dur)
print R1