import sys
sys.path.append('../tools')
import getanalysis
import tradesim
import csv
import time
import numpy
import pylab
jdata_filepath = '../../data/jcandles.csv'
hadata_filepath = '../../data/hacandles.csv'
jdata = getanalysis.import_j_candles(jdata_filepath)
hadata = getanalysis.import_j_candles(hadata_filepath)
[jincrease_data, jbody_sizes, jshadow_sizes,
data_length] = getanalysis.body_and_shadow(jdata)
[jrun_length_data,
jreversals] = getanalysis.runs_and_reversal(jdata, data_length,
jincrease_data)
[haincrease_data, habody_sizes, hashadow_sizes,
data_length] = getanalysis.body_and_shadow(hadata)
[harun_length_data,
hareversals] = getanalysis.runs_and_reversal(hadata, data_length,
haincrease_data)
jrun_function_data = getanalysis.run_analysis(jbody_sizes, data_length,
jrun_length_data, jincrease_data)
harun_function_data = getanalysis.run_analysis(habody_sizes, data_length,
harun_length_data,
import getanalysis
import tradesim
import csv
trade_filepath = '../../data/tradedata/Heikenashispintopsbuyorsell.csv'
with open(trade_filepath, 'rb') as trade_file:
trade_array = []
trade_file_data = csv.reader(trade_file, delimiter=',')
for row in trade_file_data:
trade_array.append(int(row[0]))
data_filepath = '../../data/hacandles.csv'
data = getanalysis.import_j_candles(data_filepath)
[profit, profit_array] = tradesim.sim_trade(data, trade_array)
percent_profit = (profit - 1) * 100
print('Heikin Ashi spinning tops')
print('Profit: ' + str(percent_profit) + '%')
print('Max profit: ' + str((max(profit_array)-1)*100) + '%\n')
trade_filepath = '../../data/tradedata/ha-candles-bear-and-bull-dojis.csv'
with open(trade_filepath, 'rb') as trade_file:
trade_array = []
trade_file_data = csv.reader(trade_file, delimiter=',')
for row in trade_file_data:
trade_array.append(int(row[0]))
[profit, profit_array] = tradesim.sim_trade(data, trade_array)
percent_profit = (profit - 1) * 100
import sys
sys.path.append('../tools')
import getanalysis
import tradesim
# Import japanese candle data
data = getanalysis.import_j_candles('../../data/jcandles.csv')
# Get all sorts of data
[
increase_data, body_sizes, shadow_sizes, data_length, run_length_data,
reversals
] = getanalysis.analyse(data)
# Get body size data
[av_body_size,
body_size_quartiles] = getanalysis.body_size_analysis(body_sizes)
# Get Dojis
doji_array = [0] * data_length
for i in range(data_length):
if body_sizes[i] < body_size_quartiles[1]:
doji_array[i] += 1
###########
# Testing #
###########
# Buy or sell on every reversal
trade_array = [0] * data_length