def chopMonthToDays(bararray,sym,dur,secs): ### what does this do?
lines = bararray
print secs
preve = 0
prevfname = 0
ubars =[]
uubars =[]
diffprev = 1
daylist =[]
for l in lines:
if len(l) > 2:
timestring = l[1]
date = timestring[0:11]
daylist.append(date)
daylistu = rpu_rp.uniq(daylist)
for day in daylistu:
daysarray=[]
for l in bararray:
if day in l[1] :
timestring = l[1]
try:
e = TicksUtile.convertTime(timestring,'dashspace','timetoepoch')
except:
e = TicksUtile.convertTime(timestring,'dashspace','timetoepoch')
diffcur = e - preve
preve = e
## print diffcur,timestring
if diffcur == int(secs):
daysarray.append(l)
## print l
print day, sym,dur, len(daysarray)
fileoutname = DataDown + day +'.' + sym +'.' + dur+'.cleaned.csv'
rpu_rp.WriteArrayToCsvfile(fileoutname, daysarray)
def run_oneloop(dur, now, sym, date):
now_epoch = int(time.mktime(time.strptime(now, spaceYtime_format)))
## print '##### ',now, dur, sym,' ####### '
## Createlines.create_HAs([sym],date)
print 'got to clines'
Createlines.make_both_states([sym], date)
##########
perc = .70
maxlines = 5
difflimit = 700
taglist = ['buy', 'sell', 'allxx']
for tag in taglist:
b = showlines(sym, dur, tag)
print '#############'
print '>>>>>> ', tag.upper(), 'WINDOW', dur, sym, ' <<<'
lenha = len(b)
c = 0
climitlines = int(lenha * perc)
climit = max((lenha - maxlines), climitlines)
bar_time = ' 2016-02-21 13:16:30'
for lha in b:
c += 1
if tag != 'allxx':
if len(lha.split('|')) > 2:
bar_time = (lha.split('|')[3]).replace(' 201', '201')
bar_time_epoch = TicksUtile.convertTime(
bar_time, 'dashspace', 'timetoepoch')
tdiff = now_epoch - bar_time_epoch
else:
bar_time_epoch = TicksUtile.convertTime(
bar_time, 'dashspace', 'timetoepoch')
tdiff = 0 # now_epoch - bar_time_epoch
if c > climit and tdiff < difflimit:
print lha, '>>> ', tdiff #,difflimit
def run_oneloop(dur,now,sym,date):
now_epoch = int(time.mktime(time.strptime(now, spaceYtime_format)))
## print '##### ',now, dur, sym,' ####### '
## Createlines.create_HAs([sym],date)
print 'got to clines'
Createlines.make_both_states([sym],date)
##########
perc = .70
maxlines = 5
difflimit = 700
taglist = ['buy','sell','allxx']
for tag in taglist:
b = showlines(sym,dur,tag)
print '#############'
print '>>>>>> ',tag.upper(), 'WINDOW',dur,sym, ' <<<'
lenha = len(b)
c=0
climitlines = int(lenha * perc)
climit = max((lenha-maxlines),climitlines)
bar_time = ' 2016-02-21 13:16:30'
for lha in b:
c+=1
if tag != 'allxx':
if len(lha.split('|')) > 2:
bar_time = (lha.split('|')[3]).replace(' 201','201')
bar_time_epoch = TicksUtile.convertTime(bar_time,'dashspace','timetoepoch')
tdiff = now_epoch - bar_time_epoch
else:
bar_time_epoch = TicksUtile.convertTime(bar_time,'dashspace','timetoepoch')
tdiff = 0# now_epoch - bar_time_epoch
if c > climit and tdiff < difflimit :
print lha,'>>> ',tdiff #,difflimit
def verify_bars(barfile):
fileoutname = 'barsout.csv'
lines = rpu_rp.CsvToLines(barfile)
print barfile, 'needs verify'
dur = barfile.split('.')[2]
sym = barfile.split('.')[1]
print dur
durinseconds = int(secdict[dur])
print dur, durinseconds
preve = 0
prevfname = 0
ubars =[]
uubars =[]
diffprev = 1
for l in lines:
if len(l) > 2:
timestring = l[1]
e = TicksUtile.convertTime(timestring,'dashspace','timetoepoch')
diffcur = e - preve
## print diffcur
if diffcur != durinseconds:
print sym,dur,diffcur, durinseconds,l
ubars.append(l)
else:
pass
preve = e
prevline = l
diffprev = diffcur
rpu_rp.WriteArrayToCsvfile(fileoutname, ubars)
## for b in ubars:
## print b
return ubars
def check_bars(bararray): ### what does this do?
lines = bararray
preve = 0
prevfname = 0
ubars =[]
uubars =[]
diffprev = 1
for l in lines:
if len(l) > 2:
timestring = l[1]
e = TicksUtile.convertTime(timestring,'dashspace','timetoepoch')
diffcur = e - preve
## fname = int(l[7])
fname = str(l[7])
## fnamediff = fname - prevfname
# analyze this bars diff and the previous...
if diffcur == 0 :
print l
'''and diffprev == 0:
def ShowIndBar(sym, dur, ind, mode, barnum, bartime):
barfnumlimit = 500
lastbar = []
statefile = statearea + sym + '.' + dur + '.' + ind + '.state.csv'
arrayin = rpu_rp.CsvToLines(statefile)
barcount = len(arrayin)
lastbar = (rpu_rp.tail_array_to_array(arrayin, 1))[0]
nbar = (rpu_rp.tail_array_to_array(arrayin, barnum))[0]
lastfewbars = (rpu_rp.tail_array_to_array(arrayin, barfnumlimit))
for bar in lastfewbars:
if TicksUtile.time_to_epoch(bar[0]) <= TicksUtile.convertTime(
bartime, 'dashspace', 'timetoepoch'):
timedbar = bar
if mode == 'barcount':
output = barcount
elif mode == 'LastBar':
output = lastbar
elif mode == 'nbar':
output = nbar
elif mode == 'bytime':
output = timedbar
elif mode == 'barcount':
output = barcount
return output
def get_dload_barsWbu(start_path,dur,barfileout,sym):
import TicksUtile
total_size = 0
alllines =[]
alltimes =[]
fileoutname = barfileout
for dirpath, dirnames, filenames in os.walk(start_path):
## print dirpath
subdirsize = 0
for f in filenames:
## if 'ES.'+dur+'.ddload' in f :
if '.'+sym+'.'+dur+'.ddload' in f :
fp = os.path.join(dirpath, f)
total_size += os.path.getsize(fp)
############## print fp,'working'
lines = rpu_rp.CsvToLines(fp)
for l in lines:
newl =[]
if len(l) > 2:
timestring = l[1]
e = TicksUtile.convertTime(timestring,'dashspace','timetoepoch')
## fsourcedate = f.replace('.ES.'+dur+'.ddload.csv','')
fsourcedate = f.split('.')[0]
fsourcesym = f.split('.')[1]
fsourcedur = f.split('.')[2]
l.append(fsourcedate)
l.append(fsourcesym)
l.append(fsourcedur)
newl.append(l[8])
newl.append(l[9])
newl.append(l[1])
newl.append(l[7])
newl.append(l[2])
newl.append(l[3])
newl.append(l[4])
newl.append(l[5])
newl.append(l[6])
alllines.append(newl)
from operator import itemgetter, attrgetter, methodcaller
sortedall = sorted(alllines,key=itemgetter(0,1,2,3),reverse=True)
usort = rpu_rp.uniqnosort(sortedall)
prevdur = time = ''
cleans =[]
for y in usort:
## print y
dur = y[2]
time = y[3]
if dur == prevdur and time == prevtime:
## print y
## print prevy,'prev'
pass
else:
cleans.append(y)
prevdur = dur
prevtime = time
prevy = y
## rpu_rp.WriteArrayToCsvfile(fileoutname+'news', cleans)
newalls=[]
for n in cleans:
## print n
newn =[]
sym = n[0]
dur = n[1]
time = n[2]
openp = n[4]
hip = n[5]
lowp = n[6]
closep = n[7]
volu = n[8]
newn.append(sym)
newn.append(time)
newn.append(openp)
newn.append(hip)
newn.append(lowp)
newn.append(closep)
newn.append(volu)
newalls.append(newn)
sortednewalls = sorted(newalls,key=itemgetter(0),reverse=False)
sortednewallsu = rpu_rp.uniq(sortednewalls)
sortednewallsuClean = []
preve = 0
for l in sortednewallsu:
timestring = l[1]
try:
e = TicksUtile.convertTime(timestring,'dashspace','timetoepoch')
except:
print timestring,' did not work, needs old format'
e = TicksUtile.convertTime(timestring,'dashspace','timetoepoch')
diffcur = e - preve
preve = e
if diffcur >= int(secs) or '22:30:00' in timestring:
sortednewallsuClean.append(l)
else:
## print diffcur,timestring,dur,'did not pass test'
pass
lenfull = len(sortednewallsuClean)
third1 = int(round(lenfull/3))
third2 = 2*third1
third3 = lenfull - third2 + 1
print lenfull,third1,third2,third3,dur,sym
part33 = rpu_rp.head_array_to_array(sortednewallsuClean,third1)
third2array = rpu_rp.head_array_to_array(sortednewallsuClean,third2)
part34 = rpu_rp.tail_array_to_array(third2array,third1)
part35 = rpu_rp.tail_array_to_array(sortednewallsuClean,third3)
rpu_rp.WriteArrayToCsvfile(fileoutname, part33)
third2name = fileoutname.replace('33','34')
rpu_rp.WriteArrayToCsvfile(third2name, part34)
third3name = fileoutname.replace('33','35')
rpu_rp.WriteArrayToCsvfile(third3name, part35)