def _get_regime_one_line(self, date):
# check parameters
if len(self.parameters) != 1:
raise CoreError('Error in parameter')
# build the cache
if 'line' not in self.cache:
self.cache['line'] = []
# check the cache
if len(self.cache['line']) < 1:
# compute the first moving average
current_filter = self._get_first_filter(date)
self.cache['line'].insert(0, current_filter)
return Regime.FLAT
# compute filter
current_filter = self._get_current_filter(date)
if self.building_type == BuildingType.ONE_LINE_SLOPE:
slope = current_filter - self.cache['line'][0]
current_regime = RegimeHelper.get_regime(self.building_type, date, line=slope)
elif self.building_type == BuildingType.ONE_LINE_VALUE:
current_regime = RegimeHelper.get_regime(self.building_type, date, line=current_filter,
instrument=self.instrument.get_adjusted_close_value(date))
# update cache
self.cache['line'].pop()
self.cache['line'].insert(0, current_filter)
return current_regime
def _get_regime_one_line(self, date):
# check parameters
if len(self.parameters) != 1:
raise CoreError('Error in parameter')
# build the cache
if 'line' not in self.cache:
self.cache['line'] = []
# check the cache
if len(self.cache['line']) < 1:
self.cache['line'].insert(0, self.instrument.get_adjusted_close_value(date))
return Regime.FLAT
# get filter input values
current_value = self.instrument.get_adjusted_close_value(date)
last_filter = self.cache['line'][0]
# compute filter
current_alpha = self._get_alpha(date, self.parameters[0])
current_filter = current_alpha*current_value + (1.-current_alpha)*last_filter
if self.building_type == BuildingType.ONE_LINE_SLOPE:
slope = current_filter - last_filter
current_regime = RegimeHelper.get_regime(self.building_type, date, line=slope)
elif self.building_type == BuildingType.ONE_LINE_VALUE:
current_regime = RegimeHelper.get_regime(self.building_type, date, line=current_filter,
instrument=self.instrument.get_adjusted_close_value(date))
# update cache
self.cache['line'].pop()
self.cache['line'].insert(0, current_filter)
return current_regime
def _get_regime_one_line(self, date, date_1, date_2):
# check parameters
if len(self.parameters) != 1:
raise CoreError('Error in parameter')
# build the cache
if 'line' not in self.cache:
self.cache['line'] = []
# check the cache
if len(self.cache['line']) < 2:
self.cache['line'].insert(0, self.instrument.get_adjusted_close_value(date))
return Regime.FLAT
# get filter input values
current_value = self.instrument.get_adjusted_close_value(date)
last_value = self.instrument.get_adjusted_close_value(date_1)
before_value = self.instrument.get_adjusted_close_value(date_2)
last_filter = self.cache['line'][0]
before_filter = self.cache['line'][1]
# compute filter
if self.indicator_type == IndicatorType.BUTTERWORTH:
current_filter = DigitalFilter.get_butterworth_lpf_value(self.parameters[0], current_value, last_value, before_value, last_filter, before_filter)
elif self.indicator_type == IndicatorType.BESSEL:
current_filter = DigitalFilter.get_bessel_lpf_value(self.parameters[0], current_value, last_value, before_value, last_filter, before_filter)
elif self.indicator_type == IndicatorType.CHEBYSCHEV:
current_filter = DigitalFilter.get_chebyschev_lpf_value(self.parameters[0], current_value, last_value, before_value, last_filter, before_filter)
if self.building_type == BuildingType.ONE_LINE_SLOPE:
slope = current_filter - last_filter
current_regime = RegimeHelper.get_regime(self.building_type, date, line=slope)
elif self.building_type == BuildingType.ONE_LINE_VALUE:
current_regime = RegimeHelper.get_regime(self.building_type, date, line=current_filter,
instrument=self.instrument.get_adjusted_close_value(date))
# update cache
self.cache['line'].pop()
self.cache['line'].insert(0, current_filter)
return current_regime
