if read_indicator:
print('Calculating stats for Indicator Data')
add_rolling_stats(indicator, indicator.columns[2:], window=672)
if read_order:
print('Calculating stats for Order Data')
add_rolling_stats(orders, ('Open Price', 'Close Price', 'Profit'))
if read_history:
print('Calculating stats for History Data')
add_rolling_stats(history, ('Open', 'Close'))
#-----------------------------------------------------------------
# pickle data files
#-----------------------------------------------------------------
if read_indicator:
pickle_write(indicator, datapath, MagicNumber,
'indicator_wStats.pickle',
'Pickling Indicator Data with Stats added')
if read_order:
pickle_write(orders, datapath, MagicNumber,
'orders_wStats.pickle',
'Pickling Order Data with Stats added')
if read_history:
pickle_write(history, datapath, MagicNumber,
'history_wStats.pickle',
'Pickling Price History Data with Stats added')
history_M_Indicator = pd.merge(history,
indicator,
on='DateTime',
how='left')
history_M_Indicator.rename(columns={'Seconds_x': 'Seconds'}, inplace=True)
history_M_Indicator.drop('Seconds_y', axis=1, inplace=True)
if read_order:
order_M_indicator = pd.merge(orders, indicator, on='DateTime', how='left')
#-----------------------------------------------------------------
# pickle data files
#-----------------------------------------------------------------
if read_history:
pickle_write(history_M_Indicator, datapath, MagicNumber,
'history_M_indicator.pickle',
'Pickling History Data merged with Indicator')
if read_order:
pickle_write(order_M_indicator, datapath, MagicNumber,
'order_M_indicator.pickle',
'Pickling Order Data merged with Indicator')
#-----------------------------------------------------------------
# plot data
#-----------------------------------------------------------------
# history_M_Indicator.set_index('DateTime', inplace=True)
# history_M_Indicator['Low'].plot()
# history_M_Indicator['DOCS(25)'].plot()
# plt.show()
#-----------------------------------------------------------------
if read_history:
history_M_Indicator = pd.merge(history, indicator, on='DateTime', how='left')
history_M_Indicator.rename(columns={'Seconds_x': 'Seconds'}, inplace=True)
history_M_Indicator.drop('Seconds_y', axis=1, inplace=True)
if read_order:
order_M_indicator = pd.merge(orders, indicator, on='DateTime', how='left')
#-----------------------------------------------------------------
# pickle data files
#-----------------------------------------------------------------
if read_history:
pickle_write(history_M_Indicator, datapath, MagicNumber,
'history_M_indicator.pickle',
'Pickling History Data merged with Indicator')
if read_order:
pickle_write(order_M_indicator, datapath, MagicNumber,
'order_M_indicator.pickle',
'Pickling Order Data merged with Indicator')
#-----------------------------------------------------------------
# plot data
#-----------------------------------------------------------------
# history_M_Indicator.set_index('DateTime', inplace=True)
# history_M_Indicator['Low'].plot()
# history_M_Indicator['DOCS(25)'].plot()
# plt.show()
# -----------------------------------------------------------------
# add Stats
# -----------------------------------------------------------------
if read_indicator:
print("Calculating stats for Indicator Data")
add_rolling_stats(indicator, indicator.columns[2:], window=672)
if read_order:
print("Calculating stats for Order Data")
add_rolling_stats(orders, ("Open Price", "Close Price", "Profit"))
if read_history:
print("Calculating stats for History Data")
add_rolling_stats(history, ("Open", "Close"))
# -----------------------------------------------------------------
# pickle data files
# -----------------------------------------------------------------
if read_indicator:
pickle_write(
indicator, datapath, MagicNumber, "indicator_wStats.pickle", "Pickling Indicator Data with Stats added"
)
if read_order:
pickle_write(orders, datapath, MagicNumber, "orders_wStats.pickle", "Pickling Order Data with Stats added")
if read_history:
pickle_write(
history, datapath, MagicNumber, "history_wStats.pickle", "Pickling Price History Data with Stats added"
)
if read_indicator:
print('Reading Indicator data')
indicator = read_indicator_data()
if read_order:
print('Reading Order data')
orders = read_order_data()
# plot_order_data()
if read_history:
print('Reading Price History data')
start = dt.datetime(2015, 1, 1)
end = dt.datetime(2015, 12, 31)
history = read_price_history(start, end)
#-----------------------------------------------------------------
# pickle data files
#-----------------------------------------------------------------
print('-----------------------------------------------------------------')
if read_indicator:
pickle_write(indicator, datapath, MagicNumber, 'indicator.pickle',
'Pickling Indicator Data')
if read_order:
pickle_write(orders, datapath, MagicNumber, 'orders.pickle',
'Pickling Indicator Data')
if read_history:
pickle_write(history, datapath, MagicNumber, 'history.pickle',
'Pickling Price History Data')
if read_order:
print('Reading Order data')
orders = read_order_data()
# plot_order_data()
if read_history:
print('Reading Price History data')
start = dt.datetime(2015, 1, 1)
end = dt.datetime(2015, 12, 31)
history = read_price_history(start, end)
#-----------------------------------------------------------------
# pickle data files
#-----------------------------------------------------------------
print('-----------------------------------------------------------------')
if read_indicator:
pickle_write(indicator, datapath, MagicNumber,
'indicator.pickle',
'Pickling Indicator Data')
if read_order:
pickle_write(orders, datapath, MagicNumber,
'orders.pickle',
'Pickling Indicator Data')
if read_history:
pickle_write(history, datapath, MagicNumber,
'history.pickle',
'Pickling Price History Data')