def __init__(self, period, *args, **kwargs):
self.period = period
self.indicators = []
self.candleGenerator = CandleGenerator(period)
self.times = []
self.opens = []
self.highs = []
self.lows = []
self.closes = []
self.volumes = []
logger.info("initializing timeframe")
if 'indicators' in kwargs:
if not type(kwargs['indicators']) is list:
logger.debug(
self +
"; indicators passed via keywords is not a list as required."
)
else:
self.indicators = kwargs['indicators']
def __init__(self, period, *args, **kwargs):
self.period = period
self.indicators = []
self.candleGenerator = CandleGenerator(period)
self.times = []
self.opens = []
self.highs = []
self.lows = []
self.closes = []
self.volumes = []
logger.info("initializing timeframe")
if kwargs.has_key('indicators'):
if not type(kwargs['indicators']) is list:
logger.debug(self + "; indicators passed via keywords is not a list as required.")
else: self.indicators = kwargs['indicators']
class TimeFrame:
def __init__(self, period, *args, **kwargs):
self.period = period
self.indicators = []
self.candleGenerator = CandleGenerator(period)
self.times = []
self.opens = []
self.highs = []
self.lows = []
self.closes = []
self.volumes = []
logger.info("initializing timeframe")
if kwargs.has_key('indicators'):
if not type(kwargs['indicators']) is list:
logger.debug(self + "; indicators passed via keywords is not a list as required.")
else: self.indicators = kwargs['indicators']
def append(self, value):
# check if valid input
if not self._validate(value): return False
self.virtualCheck(value)
self.updateLists(value)
for ind in self.indicators:
ind.append(value)
def handleTick(self, time, last):
if not self._validateTick(time, last):
# raise Error
return
candles = self.candleGenerator.processTick(time, last)
if candles:
for candle in candles:
self.append(candle)
def _validate(self, value):
if type(value) is tuple:
if len(value) != 6:
logger.error('invalid input: tuple length should be 6; input: %s' % (value,))
return False
elif not type(value[0]) is datetime.datetime:
logger.error('invalid input: tuple element [0] should be a datetime; input: %s' % (value[0],))
return False
else:
for i in range(1,6):
if type(value[i]) is int or type(value[i]) is float: continue
else:
logger.error('invalid input: tuple element [%s] is not int or float; input: %s' % (i,value[i]))
return False
if len(self.times) > 0 and value[0] < self.times[-1]:
logger.error('invalid input: tuple element [0] (datetime) should be greater than previous: %s; input: %s' % (self.times[-1]), value[0])
return False
return True
else:
logger.error('invalid input: should be a tuple (d, o, h, l, c, v); input: %s' % (value,))
return False
def _validateTick(self, time, last):
if not time:
logger.error('invalid input: time is not supplied')
return False
if not last:
logger.error('invalid input: last is not supplied')
return False
if not type(time) is datetime.datetime:
logger.error('invalid input: time should be a datetime; input: %s' % (time,))
return False
if not (type(last) is int or type(last) is float):
logger.error('invalid input: last should be an int or float; input: %s' % (last,))
return False
return True
def virtualCheck(self, value):
if len(self.times) > 0 and self.times[-1] == value[0]:
# now revert back to previous state, remove previous virtual candle
self.times = self.times[:-1]
self.opens = self.opens[:-1]
self.highs = self.highs[:-1]
self.lows = self.lows[:-1]
self.closes = self.closes[:-1]
self.volumes = self.volumes[:-1]
def updateLists(self, value):
self.times.append(value[0]) # datetime
self.opens.append(value[1]) # open
self.highs.append(value[2]) # high
self.lows.append(value[3]) # low
self.closes.append(value[4]) # close
self.volumes.append(value[5]) # volume
# overloads
def __str__(self):
string = ''
#TODO
return 'TimeFrame(%s):\n' % self.period
def __repr__(self):
return 'TimeFrame(%s)' % self.period
def __len__(self):
return len(self.times)
def __getitem__(self, offset):
return (self.times[offset], self.opens[offset], self.highs[offset], self.lows[offset], self.closes[offset], self.volumes[offset])
def __getslice__(self, low, high):
#TODO
return
class TimeFrame:
def __init__(self, period, *args, **kwargs):
self.period = period
self.indicators = []
self.candleGenerator = CandleGenerator(period)
self.times = []
self.opens = []
self.highs = []
self.lows = []
self.closes = []
self.volumes = []
logger.info("initializing timeframe")
if 'indicators' in kwargs:
if not type(kwargs['indicators']) is list:
logger.debug(
self +
"; indicators passed via keywords is not a list as required."
)
else:
self.indicators = kwargs['indicators']
def append(self, value):
# check if valid input
if not self._validate(value): return False
self.virtualCheck(value)
self.updateLists(value)
for ind in self.indicators:
ind.append(value)
def handleTick(self, time, last):
if not self._validateTick(time, last):
# raise Error
return
candles = self.candleGenerator.processTick(time, last)
if candles:
for candle in candles:
self.append(candle)
def _validate(self, value):
if type(value) is tuple:
if len(value) != 6:
logger.error(
'invalid input: tuple length should be 6; input: %s' %
(value, ))
return False
elif not type(value[0]) is datetime.datetime:
logger.error(
'invalid input: tuple element [0] should be a datetime; input: %s'
% (value[0], ))
return False
else:
for i in range(1, 6):
if type(value[i]) is int or type(value[i]) is float:
continue
else:
logger.error(
'invalid input: tuple element [%s] is not int or float; input: %s'
% (i, value[i]))
return False
if len(self.times) > 0 and value[0] < self.times[-1]:
logger.error(
'invalid input: tuple element [0] (datetime) should be greater than previous: %s; input: %s'
% (self.times[-1]), value[0])
return False
return True
else:
logger.error(
'invalid input: should be a tuple (d, o, h, l, c, v); input: %s'
% (value, ))
return False
def _validateTick(self, time, last):
if not time:
logger.error('invalid input: time is not supplied')
return False
if not last:
logger.error('invalid input: last is not supplied')
return False
if not type(time) is datetime.datetime:
logger.error(
'invalid input: time should be a datetime; input: %s' %
(time, ))
return False
if not (type(last) is int or type(last) is float):
logger.error(
'invalid input: last should be an int or float; input: %s' %
(last, ))
return False
return True
def virtualCheck(self, value):
if len(self.times) > 0 and self.times[-1] == value[0]:
# now revert back to previous state, remove previous virtual candle
self.times = self.times[:-1]
self.opens = self.opens[:-1]
self.highs = self.highs[:-1]
self.lows = self.lows[:-1]
self.closes = self.closes[:-1]
self.volumes = self.volumes[:-1]
def updateLists(self, value):
self.times.append(value[0]) # datetime
self.opens.append(value[1]) # open
self.highs.append(value[2]) # high
self.lows.append(value[3]) # low
self.closes.append(value[4]) # close
self.volumes.append(value[5]) # volume
# overloads
def __str__(self):
string = ''
#TODO
return 'TimeFrame(%s):\n' % self.period
def __repr__(self):
return 'TimeFrame(%s)' % self.period
def __len__(self):
return len(self.times)
def __getitem__(self, offset):
return (self.times[offset], self.opens[offset], self.highs[offset],
self.lows[offset], self.closes[offset], self.volumes[offset])
def __getslice__(self, low, high):
#TODO
return
