コード例 #1
0
def create_latest_state_array(btestmode,sym,barlist,indlist):
##    indlist = partindlist
    currentstates =[]
    for bar in barlist:
        for ind in indlist:
            lastbar = rpInd.ShowLastBarofInd(sym,bar,ind)
            currentstates.append(lastbar)
    return currentstates
コード例 #2
0
def create_latest_state_array(sym):
    indlist = partindlist
    durlist = barlistRecent
    currentstates = []
    for dur in durlist:
        for ind in indlist:
            lastbar = rpInd.ShowLastBarofInd(sym, dur, ind)
            currentstates.append(lastbar)
    return currentstates
コード例 #3
0
def create_latest_state_array(sym):
    indlist = ['mcross', 'stochD', 'kupper']
    durlist = ['1min', '3mins', '5mins', '15mins']
    currentstates = []
    for dur in durlist:
        for ind in indlist:
            lastbar = rpInd.ShowLastBarofInd(sym, dur, ind)
            currentstates.append(lastbar)
    return currentstates
コード例 #4
0
trend = 'up'

symb = 'ES'
durb = '5mins'  #'1day'
lastbar = rpInd.ShowABarofBars(symb, durb, 1)
print lastbar
anchor = float(lastbar[3])
peak = float(lastbar[4])
print peak, anchor
if (peak - anchor) > 0:
    trend = 'up'
else:
    trend = 'dn'
fibspot = TicksUtile.fibbo(fibR, anchor, peak, trend)[0]
movehandles = TicksUtile.fibbo(fibR, anchor, peak, trend)[1]
fibhandles = TicksUtile.fibbo(fibR, anchor, peak, trend)[2]
print fibspot, movehandles, fibhandles

ind = 'ATR'
ATR5min = rpInd.ShowLastBarofInd(symb, durb, ind)
print ATR5min
##############################################
##def ShowLastBarofInd(sym,dur,ind):
#####################################
##def ShowABarofInd(sym,dur,ind,barnum):
#####################################
##def ShowABarofBars(sym,dur,barnum):
#####################################
##def ShowABarofIndByTime(sym,dur,ind,bartime,barfnumlimit):
###################################
コード例 #5
0
            date, startmode,
            symbol_list)  ## make_bars_just_5sec(date,startmode,symbol_list):
        barlist = barlist_All
        make_bars_no_5sec(
            date, startmode, symbol_list, barlist
        )  #def make_bars_no_5sec(date,startmode,symbol_list,barlist)
        make_states(date, ['ES'], barlist,
                    indlist)  #make_states('fullist',date,['ES'])
        make_states(date, symbol_list, barlist,
                    indlist)  #make_states('fullist',date,symbol_list)
        rpInd.CreateIndvalueTable(indlist_part1, ['1min', '5mins', '15mins'],
                                  ['ES', 'FDAX', 'CL'],
                                  libarea + 'indlevels.csv')
        indlistnew = ['pivot']  #indlist_lines2
        for indline in indlistnew:
            lineval = rpInd.ShowLastBarofInd('ES', '1day', indline)[1]
            print lineval, indline
            rpu_rp.WriteArrayToCsvfile(sigarea + 'ES.daily.spotlines2.csv',
                                       [['1', '']])
            rpu_rp.WriteArrayToCsvfileAppend(
                sigarea + 'ES.daily.spotlines2.csv', [[lineval, indline]])
    factor = 1
    limitlines = 5.0
    if float(float(loop) / factor) == round((loop / factor), 1):
        print 'cycle ', loop
        sym = 'ES'
        spotfile = libarea + 'spotlines.' + sym + '.csv'
        show_spots(sym, date, limitlines, spotfile)
        spotfile = sigarea + 'ES.daily.spotlines2.csv'
        show_spots(sym, date, limitlines, spotfile)
########        symd = 'FDAX'