def checkDB_for_period():
conf = Config.Config()
dbConf = DbConfig.DbConfig()
connect = psycopg2.connect(database=dbConf.dbname, user=dbConf.user, host=dbConf.address, password=dbConf.password)
cursor = connect.cursor()
cursor.itersize = 1000
candleDiff = conf.candleDiff
if conf.candlePeriod == 'M':
candleDiff = candleDiff * 60
if conf.candlePeriod == 'H':
candleDiff = candleDiff * 3600
print('Successfully connected')
tName = conf.insName.lower()
cmd = 'SELECT * FROM {0} ORDER BY datetimestamp;'.format(tName)
cursor.execute(cmd)
lastTimeStamp = datetime.min
error = False
for row in cursor:
timeStamp = row[0]
if lastTimeStamp!=datetime.min:
delta = timeStamp - lastTimeStamp
if delta != timedelta(seconds=candleDiff):
print('Error: difference in time is ', delta, row)
error = True
break
lastTimeStamp = timeStamp
connect.close()
return error
def fix_missing(delta, row):
conf = Config.Config()
dbConf = DbConfig.DbConfig()
candleDiff = conf.candleDiff
if conf.candlePeriod == 'M':
candleDiff = candleDiff * 60
if conf.candlePeriod == 'H':
candleDiff = candleDiff * 3600
tName = conf.insName.lower()
cmd = ('INSERT INTO {0} VALUES').format(tName)
cmd_bulk = ''
dumpback = delta
mcount = 0
md = row[0]
while dumpback > timedelta(seconds=candleDiff):
#cmdel = ('DELETE FROM {0} WHERE ').format(tName)
md -= timedelta(seconds=candleDiff)
#cmdel = cmdel + ("(datetimestamp) = '{0}';".format(md))
cmd_bulk = cmd_bulk + ("(TIMESTAMP '{0}',{1},{2},{3}),\n".format(
md, row[1], row[2], row[3]))
print(md)
#connect = psycopg2.connect(database=dbConf.dbname, user=dbConf.user, host=dbConf.address, password=dbConf.password)
#curdel = connect.cursor()
#print(cmdel)
#curdel.execute(cmdel)
#connect.close()
dumpback -= timedelta(seconds=candleDiff)
mcount += 1
connect = psycopg2.connect(database=dbConf.dbname,
user=dbConf.user,
host=dbConf.address,
password=dbConf.password)
cursor = connect.cursor()
if len(cmd_bulk) > 0:
cmd = cmd + cmd_bulk[:-2] + ';'
cursor.execute(cmd)
print("Вставка пропушенных. Количество: ", mcount)
print("Цикл на ", row[0])
connect.commit()
connect.close()
else:
print("Нет пропущенных")
print("Вставка пропущенных завершена")
def get_patterns_for_window_and_num(window, length, limit=None):
conf = Config.Config()
dbConf = DbConfig.DbConfig()
connect = psycopg2.connect(database=dbConf.dbname,
user=dbConf.user,
host=dbConf.address,
password=dbConf.password)
cursor = connect.cursor()
print('Successfully connected')
tName = conf.insName.lower()
cmd = 'SELECT COUNT(*) FROM {0};'.format(tName)
cursor.execute(cmd)
totalCount = cursor.fetchone()[0]
print('Total items count {0}'.format(totalCount))
cmd = 'SELECT * FROM {0} ORDER BY open_time'.format(tName)
if limit is None:
cmd = '{0};'.format(cmd)
else:
cmd = '{0} LIMIT {1};'.format(cmd, limit)
cursor.execute(cmd)
wl = list()
patterns = list()
profits = list()
indicies = list()
i = 1
for row in cursor:
nextCandle = Candle(open_price=row[0],
high_price=row[1],
low_price=row[2],
close_price=row[3],
volume=row[4],
open_time=row[5])
wl.append(nextCandle)
print('Row {0} of {1}, {2:.3f}% total'.format(
i, totalCount, 100 * (float(i) / float(totalCount))))
if len(wl) == window + length:
# find pattern of 0..length elements
# that indicates price falls / grows
# in the next window elements to get profit
candle = wl[length - 1]
ind = length + 1
# take real data only
if candle.volume != 0:
while ind <= window + length:
iCandle = wl[ind - 1]
# define patterns for analyzing iCandle
if iCandle.volume != 0:
# if iCandle.low_price > candle.high_price:
if iCandle.open_price > candle.close_price:
# buy pattern
p = Pattern(wl[:length], 'buy')
patterns.append(p)
indicies.append(ind - length)
# profits.append(iCandle.low_price - candle.high_price)
profits.append(iCandle.open_price -
candle.close_price)
break
# if iCandle.high_price < candle.low_price:
if iCandle.close_price < candle.open_price:
# sell pattern
p = Pattern(wl[:length], 'sell')
patterns.append(p)
indicies.append(ind - length)
# profits.append(candle.low_price - iCandle.high_price)
profits.append(candle.open_price -
iCandle.close_price)
break
ind = ind + 1
wl.pop(0)
i = i + 1
print('Total patterns: {0}'.format(len(patterns)))
print('Mean index[after]: {0}'.format(numpy.mean(indicies)))
print('Mean profit: {0}'.format(numpy.mean(profits)))
connect.close()
return patterns
import psycopg2
from StockDataDownloader import StockDataDownloader
from Conf import DbConfig, Config
from datetime import datetime, timedelta
import oandapyV20
import re
step = 60 * 360 # download step, s
daysTotal = 500 # download period, days
dbConf = DbConfig.DbConfig()
conf = Config.Config()
connect = psycopg2.connect(database=dbConf.dbname,
user=dbConf.user,
host=dbConf.address,
password=dbConf.password)
cursor = connect.cursor()
print 'Successfully connected'
cursor.execute("SELECT * FROM pg_tables WHERE schemaname='public';")
tables = list()
for row in cursor:
tables.append(row[1])
for name in tables:
cmd = "DROP TABLE " + name
print cmd
cursor.execute(cmd)
connect.commit()
tName = conf.insName.lower()
cmd = ('CREATE TABLE public."{0}" (' \
'datetimestamp TIMESTAMP WITHOUT TIME ZONE NOT NULL,' \