def assemble_lines(sym,barsize,barsizeNtimeframe):
## print sym, barsize,barsizeNtimeframe
totalsecs = secdict[barsize]
timebarforsnaps = barsize
import datetime as dt
htickfile = DataDown+ today + '.'+sym+'.' + barsize + '.csv' #[date 5 mins.2 D.GBP.csv
Snaptickfile = DataDown + today + '.' + sym + '.ticksnaps.csv'
SnapBarsFname = DataDown + today + '.' + barsize + '.' + sym + '.SnapBars.csv'
Sigfile = sigarea + sym +'.sigs.csv'
snaplines = rpu_rp.CsvToLines(Snaptickfile)
lline = 'ES, 2015-06-10 00:22:00, 2080.25, 2080.5, 2080.25, 2080.5, -1'
try:
lastline = rpu_rp.tail_to_txtfile(htickfile,2,'outfile') ## get last line of historical file for time check
pass
except:
lastline = lline
lastlineof_hticks = rpu_rp.catstring('outfile') ## this is the last line
try:
timeofbar = (lastlineof_hticks.split(',')[1]).split()[1]
except:
timeofbar ='23:59:58'
time_of_last_hbar_dt = dt.datetime.strptime(timeofbar, time_format)
snapbars = rpInd.create_bars(snaplines,50000,totalsecs,'fullbar','snapshot', sym,time_of_last_hbar_dt,SnapBarsFname)# also creates a file
rpu_rp.WriteArrayToCsvfile(DataDown+today + '.' + sym + '.'+ barsize + '.recent.csv',snapbars)
lines = createlines(htickfile)
decimalboost = dboostdict[sym]
return lines
## rpInd.backtest_sigs(newarray[tailstart:600000],'slope','slope',3)
## rpInd.show_test_lines(newarray[tailstart:600000],'negnegcross','posposcross',3)
## rpInd.show_macd_low_lines(newarray[tailstart:600000],'negnegcross','posposcross',3,(0.005/decimalboost))
smiarray = rpInd.join_8arrays_to_1_array(timestamparray,slope50,sign50,bs,sma50,smacrossdiff,tenkan,kijunSen,'3strings')
rpInd.show_macd_low_lines(smiarray[tailstart:600000],'negnegcrossxxx','posposcrossxxx',3,(1.0/decimalboost))
################################################
durationselect = '3 M1 Day'
files = glob.glob(EXE+ 'IbPy-master/' + today + '.*.' +durationselect + '*.csv') #[date 5 mins.2 D.GBP.csv
print files
#############################################
for inputfile in files:
sym = inputfile.split('.')[1]
print sym
ticklines = rpu_rp.CsvToLines(today + '.' + sym + '.ticksnaps.csv')
newbars = rpInd.create_bars(ticklines,5000,900,'fullbar','snapshot', sym)
rpu_rp.WriteArrayToCsvfile(today + '.' + sym+ '.recent'+ durationselect + '.csv',newbars)
lines = createlines(inputfile)
if 'ES' in str(inputfile) or 'NQ' in str(inputfile):
decimalboost = 1
elif 'USD' in str(inputfile):
decimalboost= 100
else:
decimalboost = 1000
process_ticks(lines,decimalboost)
raw_input('click to continue ' + sym )
##########################################
'''
TenkanSenmvavgToArray(arrayhighs,arraylows,smaNum):
C:\Users\bob\GDRIVE\EXE_RP\IbPy-master>grep def rpI*
def strip1string(multilinearrayin,fieldnum):
totalsecs = secdict[tf]
dur = bardur + tf
htickfile = DataDown+ today + '.'+symbol+'.' + dur + '.csv') #[date 5 mins.2 D.GBP.csv
Snaptickfile = DataDown + today + '.' + symbol + '.ticksnaps.csv'
SnapBarsFname = DataDown + today + '.' +dur + '.' + symbol + '.SnapBars.csv'
Sigfile = symbol+'.sigs.csv'
snaplines = rpu_rp.CsvToLines(DataDown + today + '.' + sym + '.ticksnaps.csv')
##########
lastline = rpu_rp.tail_to_txtfile(htickfile,2,'outfile') ## get last line of historical file for time check
lastlineof_hticks = rpu_rp.catstring('outfile') ## this is the last line
try:
timeofbar = (lastlineof_hticks.split(',')[1]).split()[1]
except:
timeofbar ='23:59:58'
time_of_last_hbar_dt = dt.datetime.strptime(timeofbar, time_format)
snapbars = rpInd.create_bars(ticklines,50000,timebarforsnaps,'fullbar','snapshot', sym,time_of_last_hbar_dt,SnapBarsFname)# also creates a file
rpu_rp.WriteArrayToCsvfile(DataDown+today + '.' + sym + '.'+ dur + '.recent.csv',newbars)
lines = createlines(htickfile)
decimalboost = dboostdict[sym]
create_report(sigfile,lines,decimalboost,tf)
'''
create a report on all distances.....
##############################
1day = buy,6 bars ago, 9 positive ticks ago, starting to roll, nearing a daily pivot
124.81,13:17:22,124.8075,124.8275,124.7975,124.8125,50000,904,124.8125
ES, 2015-06-02 00:00:00, 2111.0, 2111.5, 2110.75, 2111.25, -1
import ctypes # An included library with Python install.
def Mbox(title, text, style):
ctypes.windll.user32.MessageBoxA(0, text, title, style)
## setup aloop for time durations
durationselect = '4 D15 mins' ## this has to match timebarforsnaps
files = glob.glob(DataDown+ today + '.EUR.' +durationselect + '*.csv') #[date 5 mins.2 D.GBP.csv
print files
#############################################
for inputfile in files:
sym = inputfile.split('.')[1]
ticklines = rpu_rp.CsvToLines(today + '.' + sym + '.ticksnaps.csv')
lastline = rpu_rp.tail_to_txtfile(inputfile,2,'outfile')
strings= rpu_rp.catstring('outfile')
fulldatetime = strings.split(',')[1]
time = fulldatetime.split()[1]
hourmincutoff = time.split(':')[0] + time.split(':')[1]
print hourmincutoff
timebarforsnaps = 900
newbars = rpInd.create_bars(ticklines,5000,timebarforsnaps,'fullbar','snapshot', sym,hourmincutoff) #field three is timesize in seconds
## ## idendify last line of historical as 9:05
## meld the ticksaps bars to historical
## EUR, 2015-06-04 09:05:00, 1.12455, 1.12485, 1.12425, 1.1246, -1
## the last minute of the main bars = ?
## tail last line of inputfile
rpu_rp.WriteArrayToCsvfile(DataDown+today + '.' + sym+ '.recent'+ durationselect + '.csv',newbars)
lines = createlines(inputfile)
if 'ES' in str(inputfile) or 'NQ' in str(inputfile):
decimalboost = 1
elif 'USD' in str(inputfile):
decimalboost= 100
else:
decimalboost = 100
process_ticks(lines,decimalboost)
raw_input('click to continue ' + sym + inputfile)
if len(fsplit) == 4:
sym = inputfile.split('.')[1]
else:
sym = inputfile.split('.')[1] + '.' + inputfile.split('.')[2]
ticklines = rpu_rp.CsvToLines(DataDown + today + '.' + sym + '.ticksnaps.csv')
lastline = rpu_rp.tail_to_txtfile(inputfile,2,'outfile') ## get last line of historical file for time check
strings= rpu_rp.catstring('outfile') ## this is the last line
fulldatetime = strings.split(',')[1] #figure out the time
try:
time = fulldatetime.split()[1]
pass
except:
time ='23:59:58'
hourmincutoff = time.split(':')[0] + time.split(':')[1] ## this the cutoff time
timebarforsnaps = totalsecs
newbars = rpInd.create_bars(ticklines,50000,timebarforsnaps,'fullbar','snapshot', sym,hourmincutoff) #field three is timesize in seconds
for b in newbars:
if 'ESxxxx' in b:
print b
rpu_rp.WriteArrayToCsvfile(DataDown+today + '.' + sym + '.'+ dur + '.recent.csv',newbars)
lines = createlines(inputfile)
decimalboost = dboostdict[sym]
process_ticks(lines,decimalboost,tf)
sleep(9)
'''
create a report on all distances.....
##############################
1day = buy,6 bars ago, 9 positive ticks ago, starting to roll, nearing a daily pivot
124.81,13:17:22,124.8075,124.8275,124.7975,124.8125,50000,904,124.8125
ES, 2015-06-02 00:00:00, 2111.0, 2111.5, 2110.75, 2111.25, -1
rpInd.show_macd_low_lines(smiarray[tailstart:600000], 'negnegcrossxxx',
'posposcrossxxx', 3, (1.0 / decimalboost))
################################################
durationselect = '3 M1 Day'
files = glob.glob(EXE + 'IbPy-master/' + today + '.*.' + durationselect +
'*.csv') #[date 5 mins.2 D.GBP.csv
print files
#############################################
for inputfile in files:
sym = inputfile.split('.')[1]
print sym
ticklines = rpu_rp.CsvToLines(today + '.' + sym + '.ticksnaps.csv')
newbars = rpInd.create_bars(ticklines, 5000, 900, 'fullbar', 'snapshot',
sym)
rpu_rp.WriteArrayToCsvfile(
today + '.' + sym + '.recent' + durationselect + '.csv', newbars)
lines = createlines(inputfile)
if 'ES' in str(inputfile) or 'NQ' in str(inputfile):
decimalboost = 1
elif 'USD' in str(inputfile):
decimalboost = 100
else:
decimalboost = 1000
process_ticks(lines, decimalboost)
raw_input('click to continue ' + sym)
##########################################
'''
TenkanSenmvavgToArray(arrayhighs,arraylows,smaNum):
C:\Users\bob\GDRIVE\EXE_RP\IbPy-master>grep def rpI*