def test_count(self):
for bitstr in self.v_str:
bm = BitMap.fromstring(bitstr)
self.assertEqual(bitstr.count("1"), bm.count())
self.assertEqual(bitstr.count("1"),
len([i for i in xrange(bm.size()) if bm.test(i)]))
for bitstr in self.v_str[:-4]:
self.assertTrue(BitMap.fromstring(bitstr).any())
self.assertTrue(BitMap.fromstring(self.v_str[-2]).all())
self.assertTrue(BitMap.fromstring(self.v_str[-1]).none())
def test_count(self):
""" Test BitMap: create
"""
for bitstr in self.v_str:
bm = BitMap.fromstring(bitstr)
self.assertEqual(bitstr.count("1"), bm.count())
self.assertEqual(bitstr.count("1"),
len([i for i in xrange(bm.size()) if bm.test(i)]))
for bitstr in self.v_str[:-4]:
self.assertTrue(BitMap.fromstring(bitstr).any())
self.assertTrue(BitMap.fromstring(self.v_str[-2]).all())
self.assertTrue(BitMap.fromstring(self.v_str[-1]).none())
def test_op(self):
""" Test BitMap: create
"""
bitstr = "000000000000000000000000000000000"
bitlst = list(bitstr)
bm = BitMap.fromstring(bitstr)
v_pos = [1, 2, 3, 5, 9]
for i in v_pos:
bm.set(i)
bitlst[-i-1] = '1'
self.assertEqual(self.helper_str_zfill("".join(bitlst)),
bm.tostring())
self.assertEqual(bm.count(), len(v_pos))
for i in v_pos:
bm.reset(i)
bitlst[-i-1] = '0'
self.assertEqual(self.helper_str_zfill("".join(bitlst)),
bm.tostring())
self.assertEqual(self.helper_str_zfill(bitstr),
bm.tostring())
self.assertEqual(bm.count(), 0)
for i in v_pos:
bm.flip(i)
bitlst[-i-1] = '1'
self.assertEqual(self.helper_str_zfill("".join(bitlst)),
bm.tostring())
self.assertEqual(bm.count(), len(v_pos))
def test_op(self):
""" Test BitMap: create
"""
bitstr = "000000000000000000000000000000000"
bitlst = list(bitstr)
bm = BitMap.fromstring(bitstr)
v_pos = [1, 2, 3, 5, 9]
for i in v_pos:
bm.set(i)
bitlst[-i - 1] = '1'
self.assertEqual(self.helper_str_zfill("".join(bitlst)), bm.tostring())
self.assertEqual(bm.count(), len(v_pos))
for i in v_pos:
bm.reset(i)
bitlst[-i - 1] = '0'
self.assertEqual(self.helper_str_zfill("".join(bitlst)), bm.tostring())
self.assertEqual(self.helper_str_zfill(bitstr), bm.tostring())
self.assertEqual(bm.count(), 0)
for i in v_pos:
bm.flip(i)
bitlst[-i - 1] = '1'
self.assertEqual(self.helper_str_zfill("".join(bitlst)), bm.tostring())
self.assertEqual(bm.count(), len(v_pos))
def test_str(self):
""" Test BitMap: create
"""
for bitstr in self.v_str:
bm = BitMap.fromstring(bitstr)
self.assertEqual(self.helper_str_zfill(bitstr), bm.tostring())
def test_str(self):
""" Test BitMap: create
"""
for bitstr in self.v_str:
bm = BitMap.fromstring(bitstr)
self.assertEqual(self.helper_str_zfill(bitstr), bm.tostring())
def historical_data_handler(msg):
global newDataList
if ("finished" in str(msg.date)) == False:
new_symbol = new_symbolinput[msg.reqId]
data = []
data.append(new_symbol)
data.append(strftime("%Y-%m-%d %H:%M:%S", localtime(int(msg.date))))
data.append(msg.open)
data.append(msg.high)
data.append(msg.low)
data.append(msg.close)
data.append(msg.volume)
newDataList.append(data)
print data
else:
# find if gaps exits between the lowest and highest points
arrayList = np.array(newDataList)
highs = arrayList[:, 3].astype(np.float)
lows = arrayList[:, 4].astype(np.float)
highest = max(highs)
lowest = min(lows)
num_slots = int((highest - lowest) * 1000)
bm = BitMap.fromstring("1" * num_slots)
# print bm.tostring()
gap_exits = None
for i in range(0, len(arrayList)):
for i in range(int((lows[i] - lowest) * 1000), int((highs[i] - lowest) * 1000)):
bm.flip(i)
if bm.count() > 0:
gap_exits = True
print (
"INVALIDATED: Gap exits before MEJT AM sequence, no prediction given!"
+ str(newDataList[bm.nonzero()[0]])
)
# 1. Determine the MEJT reference bar
am_o = newDataList[-3][2]
am_h = newDataList[-3][3]
am_l = newDataList[-3][4]
am_c = newDataList[-3][5]
am1_o = newDataList[-2][2]
am1_h = newDataList[-2][3]
am1_l = newDataList[-2][4]
am1_c = newDataList[-2][5]
am2_o = newDataList[-1][2]
am2_h = newDataList[-1][3]
am2_l = newDataList[-1][4]
am2_c = newDataList[-1][5]
# The default reference line is am0, but if am1 or am2 has a lower low and higher high
# then it is the RL
reference_line = 0
if am1_l < am_l and am1_h > am_h:
reference_line = 1
if am2_l < am_l and am2_h > am_h and am2_l < am1_l and am2_h > am1_h:
reference_line = 2
print (
"Reference line is AM+" + str(reference_line) + " Time(Local): " + str(newDataList[reference_line - 3][1])
)
