def Draw(history, ref_hist, days=14, start_date=None):
base.Style(ROOT)
c1, pads, padScaling, ratioPadScaling = base.DoRatio(ROOT)
t = ma.GetTime(start_date)
x_axis = []
bins_price = []
bins_refprice = []
bins_correl = []
nday = 0
ticker = 'N/A'
first_date = None
it = 0
h1 = None
total_correl = GetCorrelation(history, ref_hist, days, start_date)
for h in history:
this_t = ma.GetTime(h['Date'])
#h1={}
#h1['Close']=float(h['Close'])
#if it>0:
# h1=history[it-1]
it += 1
if this_t <= t:
if h1 == None:
h1 = history[it - 1]
x_axis += [nday]
ticker = h['Symbol']
if first_date == None:
first_date = h['Date']
#bins_price=[(float(h1['Close'])-float(h['Close']))/float(h1['Close'])]+bins_price
bins_price = [(float(h['Close']))] + bins_price
bins_correl = [GetCorrelation(history, ref_hist, 10, h['Date'])
] + bins_correl
nday += 1
if nday == days:
x_axis += [nday]
break
nday = 0
it = 0
h1 = None
for h in ref_hist:
this_t = ma.GetTime(h['Date'])
#h1={}
#h1['Close']=float(h['Close'])
#if it>0:
# h1=ref_hist[it-1]
it += 1
if this_t <= t:
if h1 == None:
h1 = ref_hist[it - 1]
#bins_refprice=[float(h['Close'])]+bins_refprice
#bins_refprice=[(float(h1['Close'])-float(h['Close']))/float(h1['Close'])]+bins_refprice
bins_refprice = [float(h['Close'])] + bins_refprice
nday += 1
if nday == days:
break
h0 = bins_refprice[0]
for h in range(0, len(bins_refprice)):
bins_refprice[h] = (bins_refprice[h] - h0) / h0
h0 = bins_price[0]
for h in range(0, len(bins_price)):
bins_price[h] = (bins_price[h] - h0) / h0
# start plotting
runArray_day = array('d', x_axis)
hprice = ROOT.TH1F('price', 'price', len(runArray_day) - 1, runArray_day)
hrefprice = ROOT.TH1F('refprice', 'refprice',
len(runArray_day) - 1, runArray_day)
hcorr = ROOT.TH1F('correl', 'correl', len(runArray_day) - 1, runArray_day)
hprice.GetXaxis().SetTitle('Days')
hprice.GetYaxis().SetTitle('Relative Daily Change for ' + ticker)
hcorr.GetYaxis().SetTitle('Pearson Coef.')
if start_date:
hprice.GetXaxis().SetTitle('Days since ' + start_date)
for i in range(0, len(x_axis) - 1):
hprice.SetBinContent(i + 1, bins_price[i])
hprice.SetBinError(i + 1, 0.0)
for i in range(0, len(x_axis) - 1):
hrefprice.SetBinContent(i + 1, bins_refprice[i])
hrefprice.SetBinError(i + 1, 0.0)
for i in range(0, len(x_axis) - 1):
hcorr.SetBinContent(i + 1, bins_correl[i])
hcorr.SetBinError(i + 1, 0.0)
hrefprice.SetLineColor(2)
hrefprice.SetMarkerColor(2)
hcorr.SetLineColor(2)
hcorr.SetMarkerColor(2)
hcorr.GetYaxis().SetRangeUser(-1.0, 1.0)
hcorr.GetYaxis().SetNdivisions(507)
# Format
base.Format([hprice, hrefprice], ROOT, True, padScaling, hist_name='')
base.Format([hcorr], ROOT, True, ratioPadScaling, hist_name='')
# Draw
pads[0].cd()
hprice.Draw('lp')
hrefprice.Draw('lp same')
# ratio pad
pads[1].cd()
hcorr.Draw('lp')
# ratio legend
legr = ROOT.TLegend(0.1, 0.06, 0.4, 0.26)
legr.SetBorderSize(0)
legr.SetFillStyle(0)
legr.AddEntry(hcorr, "10 day Pearson Coef.")
legr.Draw()
# legend
pads[0].cd()
leg = ROOT.TLegend(0.18, 0.1, 0.55, 0.3)
leg.SetBorderSize(0)
leg.SetFillStyle(0)
leg.AddEntry(hprice, "Closing Price with tot. corr %0.3f" % (total_correl))
leg.AddEntry(hrefprice, "DJIA")
leg.Draw()
# finish
c1.Update()
if start_date == None:
start_date = first_date
c1.SaveAs(out_path + '/corr/' + ticker + '_' + start_date + '.' +
out_file_type)
if WAIT:
c1.WaitPrimitive()
raw_input('waiting...')
def Draw(history, days=14, start_date=None):
base.Style(ROOT)
c1, pads, padScaling, ratioPadScaling = base.DoRatio(ROOT)
t = base.GetTime(start_date)
x_axis = []
bins_price = []
bins_rsi = []
bins_stoch = []
all_rsi = []
all_stoch = []
nday = 0
ticker = 'N/A'
first_date = None
for h in history:
this_t = base.GetTime(h['Date'])
if this_t <= t:
x_axis += [nday]
ticker = h['Symbol']
if first_date == None:
first_date = h['Date']
bins_price = [float(h['Close'])] + bins_price
this_rsi = GetRSI(history, 14, h['Date'])
bins_rsi = [this_rsi[0]] + bins_rsi
all_rsi = [this_rsi] + all_rsi
this_stoch = GetStochastic(history, 14, h['Date'])
bins_stoch = [this_stoch[0]] + bins_stoch
all_stoch = [this_stoch] + all_stoch
nday += 1
if nday == days:
x_axis += [nday]
break
# start plotting
runArray_day = array('d', x_axis)
hprice = ROOT.TH1F('price', 'price', len(runArray_day) - 1, runArray_day)
hrsi = ROOT.TH1F('rsi', 'rsi', len(runArray_day) - 1, runArray_day)
hprice.GetXaxis().SetTitle('Days')
hprice.GetYaxis().SetTitle('Price for ' + ticker)
hrsi.GetYaxis().SetTitle('RSI')
hstoch = ROOT.TH1F('stoch', 'stoch', len(runArray_day) - 1, runArray_day)
hstoch.GetYaxis().SetTitle('Stochastic')
hstochma = ROOT.TH1F('stochma', 'stochma',
len(runArray_day) - 1, runArray_day)
hstochma.GetYaxis().SetTitle('Stochastic MA')
if start_date:
hprice.GetXaxis().SetTitle('Days since ' + start_date)
bins_stoch_ma = ma.GetMovingAverageFromListAndReturnList(bins_stoch, 3)
for i in range(0, len(x_axis) - 1):
hprice.SetBinContent(i + 1, bins_price[i])
hprice.SetBinError(i + 1, 0.0)
#print len(bins_stoch),' for this many: ',len(x_axis)
#print bins_stoch
for i in range(0, len(x_axis) - 1):
hrsi.SetBinContent(i + 1, bins_rsi[i])
hrsi.SetBinError(i + 1, 0.0)
hstoch.SetBinContent(i + 1, bins_stoch[i])
hstoch.SetBinError(i + 1, 0.0)
hstochma.SetBinContent(i + 1, bins_stoch_ma[i])
hstochma.SetBinError(i + 1, 0.0)
hrsi.SetLineColor(2)
hrsi.SetMarkerColor(2)
hrsi.GetYaxis().SetRangeUser(0.0, 100.0)
hrsi.GetYaxis().SetNdivisions(507)
hstoch.SetLineColor(2)
hstoch.SetMarkerColor(2)
hstoch.GetYaxis().SetRangeUser(0.0, 100.0)
hstoch.GetYaxis().SetNdivisions(507)
hstochma.SetLineColor(3)
hstochma.SetMarkerColor(3)
hstochma.GetYaxis().SetRangeUser(0.0, 100.0)
hstochma.GetYaxis().SetNdivisions(507)
# Format
base.Format([hprice], ROOT, True, padScaling, hist_name='')
base.Format([hrsi, hstoch, hstochma],
ROOT,
True,
ratioPadScaling,
hist_name='')
# Draw
pads[0].cd()
hprice.Draw('lp')
# ratio pad
pads[1].cd()
l30 = ROOT.TLine(0.0, 30.0, float(days), 30.0)
l50 = ROOT.TLine(0.0, 50.0, float(days), 50.0)
l70 = ROOT.TLine(0.0, 70.0, float(days), 70.0)
l20 = ROOT.TLine(0.0, 20.0, float(days), 20.0)
l80 = ROOT.TLine(0.0, 80.0, float(days), 80.0)
hrsi.Draw('lp')
l50.SetLineWidth(2)
l30.SetLineWidth(2)
l70.SetLineWidth(2)
l30.SetLineStyle(2)
l70.SetLineStyle(2)
l20.SetLineWidth(2)
l80.SetLineWidth(2)
l20.SetLineStyle(2)
l80.SetLineStyle(2)
l30.Draw()
l50.Draw()
l70.Draw()
# ratio legend
legr = ROOT.TLegend(0.1, 0.06, 0.4, 0.26)
legr.SetBorderSize(0)
legr.SetFillStyle(0)
legr.AddEntry(hrsi, "14 day RSI")
legr.Draw()
# legend
pads[0].cd()
leg = ROOT.TLegend(0.18, 0.1, 0.55, 0.3)
leg.SetBorderSize(0)
leg.SetFillStyle(0)
leg.AddEntry(hprice, "Closing Price")
leg.Draw()
# finish
c1.Update()
if start_date == None:
start_date = first_date
c1.SaveAs(out_path + '/rsi/' + ticker + '_' + start_date + '.' +
out_file_type)
if WAIT:
c1.WaitPrimitive()
raw_input('waiting...')
# draw the stochastic
pads[1].cd()
hstoch.Draw('lp')
hstochma.Draw('lp same')
l20.Draw()
l50.Draw()
l80.Draw()
# ratio legend
legr.Clear()
legr.AddEntry(hstoch, "14 day Stochastic")
legr.AddEntry(hstochma, "3 day MA of Stoch.")
legr.Draw()
# finish
c1.Update()
if start_date == None:
start_date = first_date
c1.SaveAs(out_path + '/stoch/' + ticker + '_' + start_date + '.' +
out_file_type)
if WAIT:
c1.WaitPrimitive()
raw_input('waiting...')
#print all_rsi[len(all_rsi)-1]
return [
ticker,
hrsi.GetBinContent(hrsi.GetNbinsX()),
all_rsi[len(all_rsi) - 1][1], # over bought
all_rsi[len(all_rsi) - 1][2], # over sold
hstoch.GetBinContent(hstoch.GetNbinsX()),
all_stoch[len(all_stoch) - 1][1], # over bought
all_stoch[len(all_stoch) - 1][2], # over sold
hstochma.GetBinContent(hstochma.GetNbinsX())
]
def Draw(history, days=50, start_date=None):
base.Style(ROOT)
c1, pads, padScaling, ratioPadScaling = base.DoRatio(ROOT)
t = base.GetTime(start_date)
x_axis = []
bins_price = []
bins_macd_12day = []
bins_macd_26day = []
bins_macd_9day = []
bins_macd_diff = []
bins_macd_9diff = []
bins_ppo = [] # percentage price oscillator
bins_ppo_9ema = [] # percentage price oscillator
bins_ppo_signal = [] # signal line
nday = 0
ticker = 'N/A'
first_date = None
for h in history:
this_t = base.GetTime(h['Date'])
if this_t <= t:
x_axis += [nday]
ticker = h['Symbol']
if first_date == None:
first_date = h['Date']
bins_price = [float(h['Close'])] + bins_price
nineday = ma.GetExpMovingAverage(history, 9, h['Date'])
twelveday = ma.GetExpMovingAverage(history, 12, h['Date'])
twentysixday = ma.GetExpMovingAverage(history, 26, h['Date'])
bins_macd_9day = [nineday] + bins_macd_9day
bins_macd_12day = [twelveday] + bins_macd_12day
bins_macd_26day = [twentysixday] + bins_macd_26day
bins_macd_diff = [twelveday - twentysixday] + bins_macd_diff
if twentysixday > 0.0:
bins_ppo = [100.0 * (twelveday - twentysixday) / twentysixday
] + bins_ppo
else:
bins_ppo = [0.0] + bins_ppo
nday += 1
if nday == days:
x_axis += [nday]
break
for m in range(0, len(bins_macd_diff)):
bins_macd_9diff += [
ma.GetExpMovingAverageFromList(bins_macd_diff, 9, m)
]
for m in range(0, len(bins_ppo)):
bins_ppo_9ema += [ma.GetExpMovingAverageFromList(bins_ppo, 9, m)]
# start plotting
runArray_day = array('d', x_axis)
hprice = ROOT.TH1F('price', 'price', len(runArray_day) - 1, runArray_day)
hmacd9day = ROOT.TH1F('macd9day', 'macd9day',
len(runArray_day) - 1, runArray_day)
hmacd12day = ROOT.TH1F('macd12day', 'macd12day',
len(runArray_day) - 1, runArray_day)
hmacd26day = ROOT.TH1F('macd26day', 'macd26day',
len(runArray_day) - 1, runArray_day)
hmacddiff = ROOT.TH1F('macddiff', 'macddiff',
len(runArray_day) - 1, runArray_day)
hmacd9diff = ROOT.TH1F('macd9diff', 'macd9diff',
len(runArray_day) - 1, runArray_day)
hppo = ROOT.TH1F('ppo', 'ppo', len(runArray_day) - 1, runArray_day)
hppo9dayema = ROOT.TH1F('ppo9dayema', 'ppo9dayema',
len(runArray_day) - 1, runArray_day)
hdiff = ROOT.TH1F('diff', 'diff', len(runArray_day) - 1, runArray_day)
hdiffppo = ROOT.TH1F('diffppo', 'diffppo',
len(runArray_day) - 1, runArray_day)
hprice.GetXaxis().SetTitle('Days')
hprice.GetYaxis().SetTitle('Price for ' + ticker)
if start_date:
hprice.GetXaxis().SetTitle('Days since ' + start_date)
hmacddiff.GetXaxis().SetTitle('Days since ' + start_date)
hmacddiff.GetYaxis().SetTitle('MACD')
hppo.GetYaxis().SetTitle('PPO')
hppo.GetXaxis().SetTitle('Days since ' + start_date)
for i in range(0, len(x_axis) - 1):
hprice.SetBinContent(i + 1, bins_price[i])
hprice.SetBinError(i + 1, 0.0)
for i in range(0, len(x_axis) - 1):
hmacd9day.SetBinContent(i + 1, bins_macd_9day[i])
hmacd9day.SetBinError(i + 1, 0.0)
for i in range(0, len(x_axis) - 1):
hmacd12day.SetBinContent(i + 1, bins_macd_12day[i])
hmacd12day.SetBinError(i + 1, 0.0)
for i in range(0, len(x_axis) - 1):
hmacddiff.SetBinContent(i + 1, bins_macd_diff[i])
hmacddiff.SetBinError(i + 1, 0.0)
for i in range(0, len(x_axis) - 1):
hmacd9diff.SetBinContent(i + 1, bins_macd_9diff[i])
hmacd9diff.SetBinError(i + 1, 0.0)
for i in range(0, len(x_axis) - 1):
hdiff.SetBinContent(i + 1, bins_macd_diff[i] - bins_macd_9diff[i])
hdiff.SetBinError(i + 1, 0.0)
for i in range(0, len(x_axis) - 1):
hdiffppo.SetBinContent(i + 1, bins_ppo[i] - bins_ppo_9ema[i])
hdiffppo.SetBinError(i + 1, 0.0)
for i in range(0, len(x_axis) - 1):
hmacd26day.SetBinContent(i + 1, bins_macd_26day[i])
hmacd26day.SetBinError(i + 1, 0.0)
for i in range(0, len(x_axis) - 1):
hppo.SetBinContent(i + 1, bins_ppo[i])
hppo.SetBinError(i + 1, 0.0)
for i in range(0, len(x_axis) - 1):
hppo9dayema.SetBinContent(i + 1, bins_ppo_9ema[i])
hppo9dayema.SetBinError(i + 1, 0.0)
hmacd9day.SetLineColor(2)
hmacd9day.SetMarkerColor(2)
hmacd12day.SetLineColor(3)
hmacd12day.SetMarkerColor(3)
hmacd26day.SetLineColor(4)
hmacd26day.SetMarkerColor(4)
hmacddiff.SetLineColor(1)
hmacddiff.SetMarkerColor(1)
hmacd9diff.SetLineColor(2)
hmacd9diff.SetMarkerColor(2)
hppo.SetLineColor(4)
hppo.SetMarkerColor(4)
hppo9dayema.SetLineColor(5)
hppo9dayema.SetMarkerColor(5)
hdiffppo.SetLineColor(6)
hdiffppo.SetMarkerColor(6)
hdiffppo.SetFillColor(6)
hdiffppo.SetFillStyle(1001)
hdiff.SetLineColor(3)
hdiff.SetMarkerColor(3)
hdiff.SetFillColor(3)
hdiff.SetFillStyle(1001)
# Format
base.Format([hprice, hmacd9day, hmacd12day, hmacd26day],
ROOT,
True,
padScaling,
hist_name='')
base.Format([hmacddiff, hmacd9diff, hdiff, hppo, hppo9dayema, hdiffppo],
ROOT,
True,
ratioPadScaling,
hist_name='')
# Draw
pads[0].cd()
hprice.Draw('lp')
hmacd9day.Draw('lpsame')
hmacd12day.Draw('lpsame')
hmacd26day.Draw('lpsame')
# ratio pad
pads[1].cd()
hmacddiff.Draw('lp')
hdiff.Draw("HIST same")
hmacddiff.Draw('lp same')
hmacd9diff.Draw('lpsame')
#hppo.Draw('lpsame')
#hppo9dayema.Draw('lpsame')
#hdiffppo.Draw('lpsame')
# ratio legend
legr = ROOT.TLegend(0.1, 0.06, 0.4, 0.26)
legr.SetBorderSize(0)
legr.SetFillStyle(0)
legr.AddEntry(hmacddiff, "12 Day MACD")
#legr.AddEntry(hmacd9diff, "9 Day MACD");
legr.AddEntry(hmacd9diff, "Signal Line")
legr.AddEntry(hdiff, "Diff")
#legr.AddEntry(hppo, "PPO");
#legr.AddEntry(hppo9dayema, "PPO Signal Line");
#legr.AddEntry(hdiffppo, "PPO Indicator");
legr.Draw()
# legend
pads[0].cd()
leg = ROOT.TLegend(0.18, 0.1, 0.55, 0.3)
leg.SetBorderSize(0)
leg.SetFillStyle(0)
leg.AddEntry(hprice, "Closing Price")
leg.AddEntry(hmacd9day, "9 Day ExpMA")
leg.AddEntry(hmacd12day, "12 Day ExpMA")
leg.AddEntry(hmacd26day, "26 Day ExpMA")
leg.Draw()
#decision_100day,decision_ndays_100days = AnalyzeMA(bins_ma_100day, bins_ma_20day)
#decision_50day,decision_ndays_50days = AnalyzeMA(bins_ma_50day, bins_ma_20day)
# finish
c1.Update()
if start_date == None:
start_date = first_date
c1.SaveAs(out_path + '/macd/' + ticker + '_' + start_date + '.' +
out_file_type)
if WAIT:
c1.WaitPrimitive()
raw_input('waiting...')
my_buy_date = -999
my_sell_date = -999
for a in range(0, hdiff.GetNbinsX()):
if hdiff.GetBinContent(hdiff.GetNbinsX(
) - a) > 0.0 and hdiff.GetBinContent(hdiff.GetNbinsX() - a -
1) < 0.0 and my_buy_date < 0.0:
my_buy_date = a
if hdiff.GetBinContent(hdiff.GetNbinsX(
) - a) < 0.0 and hdiff.GetBinContent(hdiff.GetNbinsX() - a -
1) > 0.0 and my_sell_date < 0.0:
my_sell_date = a
return [
ticker, my_buy_date, my_sell_date,
hdiff.GetBinContent(hdiff.GetNbinsX())
]
def Draw(history, days=14, start_date=None, isVolume=0):
base.Style(ROOT)
c1, pads, padScaling, ratioPadScaling = base.DoRatio(ROOT)
t = base.GetTime(start_date)
x_axis = []
x_e_axis = []
bins_price = []
bins_eh_price = []
bins_el_price = []
bins_rsi = []
bins_volt = []
bins_chaikin = []
nday = 0
ticker = 'N/A'
first_date = None
hindex = 0
for h in history:
this_t = base.GetTime(h['Date'])
if this_t <= t:
if nday > 0:
x_axis += [float(nday)]
x_e_axis += [0.0]
ticker = h['Symbol']
if first_date == None:
first_date = h['Date']
bins_price = [float(h['Close'])] + bins_price
bins_eh_price = [float(h['High']) - float(h['Close'])
] + bins_eh_price
bins_el_price = [float(h['Close']) - float(h['Low'])
] + bins_el_price
bins_volt = [GetVolatility(history, 22, h['Date'])] + bins_volt
bins_chaikin = [GetChaikin(history, 20, h['Date'])] + bins_chaikin
a = 0.0
if hindex > 0:
hn1 = history[len(history) - hindex]
a = float(h['Close']) - float(hn1['Close'])
#bins_rsi = [ float(h['Volume'])]+bins_rsi
if a > 0.0:
bins_rsi = [float(h['Volume'])] + bins_rsi
else:
bins_rsi = [-1.0 * float(h['Volume'])] + bins_rsi
nday += 1
if nday == days:
x_axis += [float(nday)]
break
hindex += 1
# start plotting
#print x_axis
#print bins_price
#print 'np: ',len(bins_price),' ',len(x_axis)
runArray_day = array('d', x_axis)
runArray_price = array('d', bins_price)
runArray_e_day = array('d', x_e_axis)
runArray_el_price = array('d', bins_el_price)
runArray_eh_price = array('d', bins_eh_price)
#hprice = ROOT.TH1F('price','price',len(runArray_day)-1,runArray_day)
hprice = ROOT.TGraphAsymmErrors(len(x_axis), runArray_day, runArray_price,
runArray_e_day, runArray_e_day,
runArray_el_price, runArray_eh_price)
hprice.SetName('price')
hrsi = ROOT.TH1F('volume', 'volume', len(runArray_day) - 1, runArray_day)
hvolt = ROOT.TH1F('volatility', 'volatility',
len(runArray_day) - 1, runArray_day)
hchaikin = ROOT.TH1F('chaikin', 'chaikin',
len(runArray_day) - 1, runArray_day)
hprice.GetXaxis().SetTitle('Days')
hvolt.GetXaxis().SetTitle('Days')
hrsi.GetXaxis().SetTitle('Days')
hchaikin.GetXaxis().SetTitle('Days')
hprice.GetYaxis().SetTitle('Price for ' + ticker)
hrsi.GetYaxis().SetTitle('Volume')
hvolt.GetYaxis().SetTitle('Volatility')
hchaikin.GetYaxis().SetTitle('CMF')
if start_date:
hprice.GetXaxis().SetTitle('Days since ' + start_date)
#for i in range(0,len(x_axis)-1):
# hprice.SetBinContent(i+1,bins_price[i])
# hprice.SetBinError(i+1,0.0)
for i in range(0, len(x_axis) - 1):
hrsi.SetBinContent(i + 1, bins_rsi[i])
hrsi.SetBinError(i + 1, 0.0)
for i in range(0, len(x_axis) - 1):
hvolt.SetBinContent(i + 1, bins_volt[i])
hvolt.SetBinError(i + 1, 0.0)
for i in range(0, len(x_axis) - 1):
hchaikin.SetBinContent(i + 1, bins_chaikin[i])
hchaikin.SetBinError(i + 1, 0.0)
hrsi.SetLineColor(2)
hrsi.SetMarkerColor(2)
hvolt.SetLineColor(3)
hvolt.SetMarkerColor(3)
hchaikin.SetLineColor(4)
hchaikin.SetMarkerColor(4)
#hrsi.GetYaxis().SetRangeUser(0.0,100.0)
hrsi.GetYaxis().SetNdivisions(507)
hvolt.GetYaxis().SetNdivisions(507)
hchaikin.GetYaxis().SetNdivisions(507)
# Format
base.Format([hprice], ROOT, True, padScaling, hist_name='')
base.Format([hrsi, hvolt, hchaikin],
ROOT,
True,
ratioPadScaling,
hist_name='')
# Draw
pads[0].cd()
hprice.SetLineColor(2)
hprice.SetFillColor(0)
hprice.GetXaxis().SetRangeUser(0.0, x_axis[len(x_axis) - 1])
#hprice.Draw('lp')
hprice.Draw()
hprice.Draw('same pl e2')
# ratio pad
pads[1].cd()
#l30 = ROOT.TLine(0.0,30.0,float(days),30.0)
#l50 = ROOT.TLine(0.0,50.0,float(days),50.0)
#l70 = ROOT.TLine(0.0,70.0,float(days),70.0)
if isVolume == 0:
hrsi.Draw('lp')
elif isVolume == 1:
hvolt.Draw('lp ')
elif isVolume == 2:
hchaikin.Draw('lp ')
l05 = ROOT.TLine(0.0, 0.05, float(days), 0.05)
l05.SetLineWidth(2)
l05.SetLineColor(3)
l05.SetLineStyle(2)
l05.Draw()
m05 = ROOT.TLine(0.0, -0.05, float(days), -0.05)
m05.SetLineWidth(2)
m05.SetLineColor(2)
m05.SetLineStyle(2)
m05.Draw()
# ratio legend
legr = ROOT.TLegend(0.1, 0.06, 0.4, 0.26)
legr.SetBorderSize(0)
legr.SetFillStyle(0)
if isVolume == 0:
legr.AddEntry(hrsi, "Volume")
elif isVolume == 1:
legr.AddEntry(hvolt, "Volatility")
elif isVolume == 2:
legr.AddEntry(hchaikin, "CMF")
legr.Draw()
# legend
pads[0].cd()
leg = ROOT.TLegend(0.18, 0.1, 0.55, 0.3)
leg.SetBorderSize(0)
leg.SetFillStyle(0)
leg.AddEntry(hprice, "Closing Price")
leg.Draw()
# finish
c1.Update()
if start_date == None:
start_date = first_date
if isVolume == 0:
c1.SaveAs(out_path + '/obv/' + ticker + '_' + start_date + '.' +
out_file_type)
elif isVolume == 1:
c1.SaveAs(out_path + '/obv/' + ticker + '_' + start_date + 'volt.' +
out_file_type)
elif isVolume == 2:
c1.SaveAs(out_path + '/obv/' + ticker + '_' + start_date + 'chaikin.' +
out_file_type)
if WAIT:
c1.WaitPrimitive()
raw_input('waiting...')
def Draw(history, days = 50, start_date=None):
base.Style(ROOT)
c1 = ROOT.TCanvas("c1","stocks",50,50,600,600);
t = base.GetTime(start_date)
Nbolganger=2.0
NbolgangerMA=20
x_axis=[]
x_e_axis=[]
bins_price=[]
bins_price_for_stddev=[]
bins_eh_price=[]
bins_el_price=[]
bins_ma_50day=[]
bins_ma_20day=[]
bins_ma_bol=[]
bins_ma_bolsigma=[]
bins_ma_100day=[]
bins_ma_200day=[]
nday=0
ticker='N/A'
first_date=None
jan1_price = -1.0
jan1_date = time.localtime()
for h in history:
this_t = base.GetTime(h['Date'])
# get the first price of the year
if jan1_date.tm_year==this_t.tm_year and this_t.tm_mon==1 and (this_t.tm_mday==1 or this_t.tm_mday==2 or this_t.tm_mday==3):
jan1_price=h['Open']
if this_t<=t:
if (nday)<(days):
x_axis+=[nday]
x_e_axis+=[0.0]
ticker = h['Symbol']
if first_date==None:
first_date=h['Date']
bins_ma_bol =[GetAverage(history, NbolgangerMA, h['Date'])]+bins_ma_bol
bins_price_for_stddev=[float(h['Close'])]+bins_price
if (nday)<(days):
bins_price=[float(h['Close'])]+bins_price
bins_eh_price=[float(h['High'])-float(h['Close'])]+bins_eh_price
bins_el_price=[float(h['Close'])-float(h['Low'])]+bins_el_price
bins_ma_20day =[GetAverage(history, 20, h['Date'])]+bins_ma_20day
bins_ma_50day =[GetAverage(history, 50, h['Date'])]+bins_ma_50day
bins_ma_100day=[GetAverage(history, 100, h['Date'])]+bins_ma_100day
bins_ma_200day=[GetAverage(history, 200, h['Date'])]+bins_ma_200day
nday+=1
if nday==days:
x_axis+=[nday]
if (nday)==(days+NbolgangerMA):
break;
#print len(bins_ma_bol)
#print len(x_axis)
#print len(bins_ma_20day)
for i in range(0,len(bins_ma_bol)-NbolgangerMA):
bins_ma_bolsigma =[GetStdDev(i, NbolgangerMA, Nbolganger, bins_price_for_stddev, h['Date'])]+bins_ma_bolsigma
#print len(bins_ma_bolsigma)
# start plotting
if len(bins_price)>0:
#bins_price+=[bins_price[0]]
bins_price=[bins_price[0]]+bins_price
#print bins_price
#print x_axis[1:len(x_axis)]
runArray_day = array('d',x_axis)
runArray_e_day = array('d',x_e_axis)
runArray_price = array('d',bins_price)
#print len(runArray_price)
#print len(x_axis)
runArray_el_price = array('d',bins_el_price)
runArray_eh_price = array('d',bins_eh_price)
if len(runArray_day)==0:
return []
#hprice = ROOT.TH1F('price','price',len(runArray_day)-1,runArray_day)
hprice = ROOT.TGraphAsymmErrors(len(x_axis),runArray_day,runArray_price,
runArray_e_day,
runArray_e_day,runArray_el_price,runArray_eh_price)
hbolbandsize = ROOT.TH1F('bolbandsize','bolbandsize',len(runArray_day)-1,runArray_day)
hbolbandup = ROOT.TH1F('bolbandup','bolbandup',len(runArray_day)-1,runArray_day)
hbolma = ROOT.TH1F('bolma','bolma',len(runArray_day)-1,runArray_day)
hbolpercentb = ROOT.TH1F('bolpercentb','bolpercentb',len(runArray_day)-1,runArray_day)
hbolbanddw = ROOT.TH1F('bolbanddw','bolbanddw',len(runArray_day)-1,runArray_day)
hma20day = ROOT.TH1F('ma20day','ma20day',len(runArray_day)-1,runArray_day)
hma50day = ROOT.TH1F('ma50day','ma50day',len(runArray_day)-1,runArray_day)
hma100day = ROOT.TH1F('ma100day','ma100day',len(runArray_day)-1,runArray_day)
hma200day = ROOT.TH1F('ma200day','ma200day',len(runArray_day)-1,runArray_day)
hprice.GetXaxis().SetTitle('Days')
hprice.GetYaxis().SetTitle('Price for '+ticker)
max_yrange = max(bins_price)
min_yrange = min(bins_price)
hprice.GetYaxis().SetRangeUser(min_yrange*0.93,max_yrange*1.07)
if start_date:
hprice.GetXaxis().SetTitle('Days since '+start_date)
#for i in range(0,len(x_axis)-1):
# hprice.SetBinContent(i+1,bins_price[i])
#print bins_ma_bolsigma
#print bins_ma_bol
ashift = len(bins_ma_bol)-len(x_axis)+1
for i in range(0,len(x_axis)-1):
itmp=i
#print 'bol:',i+1,(ashift+itmp),bins_ma_bol[ashift+itmp],len(bins_ma_bol)
#print bins_ma_bol[ashift+itmp],bins_ma_bolsigma[itmp]
hbolbanddw.SetBinContent(i+1,bins_ma_bol[ashift+itmp]-bins_ma_bolsigma[itmp])
hbolbandup.SetBinContent(i+1,bins_ma_bol[ashift+itmp]+bins_ma_bolsigma[itmp])
hbolma.SetBinError(i+1,0.0)
hbolbandup.SetBinError(i+1,0.0)
hbolbandsize.SetBinError(i+1,0.0)
hbolpercentb.SetBinError(i+1,0.0)
hbolbanddw.SetBinError(i+1,0.0)
hbolma.SetBinContent(i+1,bins_ma_bol[ashift+itmp])
if bins_ma_bol[itmp]>0.0:
hbolbandsize.SetBinContent(i+1,2.0*bins_ma_bolsigma[itmp]/bins_ma_bol[ashift+itmp])
if bins_ma_bolsigma[itmp]>0.0:
hbolpercentb.SetBinContent(i+1,(bins_price[itmp+1]-(bins_ma_bol[ashift+itmp]-bins_ma_bolsigma[itmp]))/(2.0*bins_ma_bolsigma[itmp]))
for i in range(0,len(x_axis)-1):
hma20day.SetBinContent(i+1,bins_ma_20day[i])
for i in range(0,len(x_axis)-1):
hma50day.SetBinContent(i+1,bins_ma_50day[i])
for i in range(0,len(x_axis)-1):
hma200day.SetBinContent(i+1,bins_ma_200day[i])
for i in range(0,len(x_axis)-1):
hma100day.SetBinContent(i+1,bins_ma_100day[i])
hma20day.SetLineColor(2)
hma20day.SetMarkerColor(2)
hbolbandsize.SetLineColor(2)
hbolbandsize.SetMarkerColor(2)
hma50day.SetLineColor(3)
hma50day.SetMarkerColor(3)
hma100day.SetLineColor(4)
hma100day.SetMarkerColor(4)
hma200day.SetLineColor(6)
hma200day.SetMarkerColor(6)
hprice.SetLineColor(1)
hprice.SetFillColor(1)
hprice.GetXaxis().SetRangeUser(0,float(days))
hprice.Draw()
hprice.Draw('same lp e2')
hma20day.Draw('lpsame')
hma50day.Draw('lpsame')
hma100day.Draw('lpsame')
hma200day.Draw('lpsame')
# legend
hprice_tmp = hprice.Clone()
hprice_tmp.SetLineColor(hprice.GetLineColor())
hprice_tmp.SetMarkerColor(hprice.GetMarkerColor())
hprice_tmp.SetFillColor(0)
leg = ROOT.TLegend(0.45, 0.2, 0.85, 0.4);
leg.SetBorderSize(0);
leg.SetFillStyle(0);
leg1 = ROOT.TLegend(0.45, 0.1, 0.85, 0.3);
leg1.SetBorderSize(0);
leg1.SetFillStyle(0);
leg.AddEntry(hprice_tmp, "Closing Price");
leg.AddEntry(hma20day, "20 Day MA");
leg.AddEntry(hma50day, "50 Day MA");
leg.AddEntry(hma100day, "100 Day MA");
leg.AddEntry(hma200day, "200 Day MA");
leg.Draw();
decision_100day,decision_ndays_100days = AnalyzeMA(bins_ma_100day, bins_ma_20day)
decision_50day,decision_ndays_50days = AnalyzeMA(bins_ma_50day, bins_ma_20day)
# finish
c1.Update()
if start_date==None:
start_date = first_date
new_ticker = ticker.replace('%5e','_')
c1.SaveAs(out_path_www+'/ma/'+new_ticker+'_'+start_date+'.'+out_file_type)
if WAIT:
c1.WaitPrimitive()
raw_input('waiting...')
# bolanger band size
del c1
c1,pads,padScaling,ratioPadScaling = base.DoRatio(ROOT)
# Format
base.Format([hprice,hbolbandup,hbolbanddw,hbolma],ROOT,True, padScaling,hist_name='')
base.Format([hbolbandsize,hbolpercentb],ROOT,True, ratioPadScaling,hist_name='')
hbolbandsize.GetXaxis().SetTitle('Days since '+start_date)
hbolpercentb.GetXaxis().SetTitle('Days since '+start_date)
hbolbandsize.GetYaxis().SetTitle('Bolanger Band Size')
hbolpercentb.GetYaxis().SetTitle('Percent b')
hprice.GetXaxis().SetRangeUser(0,float(days))
hbolbandup.SetLineColor(3)
hbolbandup.SetMarkerColor(3)
hbolma.SetLineColor(2)
hbolma.SetMarkerColor(2)
hbolma.SetLineStyle(2)
hbolbandup.SetLineStyle(1)
hbolbanddw.SetLineStyle(1)
hbolbanddw.SetLineColor(4)
hbolbanddw.SetMarkerColor(4)
pads[0].cd()
hprice.Draw()
hprice.Draw('lp same e2')
hbolma.Draw('same lp')
hbolbandup.Draw('same lp')
hbolbanddw.Draw('same lp')
hprice.Draw('lp same e2')
#hbolbandsize.Draw()
leg1.Clear()
leg1.AddEntry(hbolma,'%s MA' %(NbolgangerMA))
leg1.AddEntry(hbolbandup,'Bolanger Band')
leg1.Draw()
pads[1].cd()
hbolpercentb.SetLineColor(2)
hbolpercentb.SetMarkerColor(2)
hbolbandsize.SetLineColor(3)
hbolbandsize.SetMarkerColor(3)
hbolbandsize.Scale(5.0)
hbolpercentb.Draw()
hbolbandsize.Draw('same')
leg.Clear()
leg.AddEntry(hbolpercentb,'Percent b' )
leg.AddEntry(hbolbandsize,'5*Bolanger Band Size')
leg.SetY1(0.4)
leg.SetY2(0.6)
leg.Draw()
c1.Update()
if start_date==None:
start_date = first_date
new_ticker = ticker.replace('%5e','_')
c1.SaveAs(out_path_www+'/ma/'+new_ticker+'_'+start_date+'bol.'+out_file_type)
if WAIT:
c1.WaitPrimitive()
raw_input('waiting...')
aa = [[decision_100day,decision_ndays_100days],
[decision_50day,decision_ndays_50days],
bins_ma_20day[len(bins_ma_20day)-1],
bins_ma_50day[len(bins_ma_50day)-1],
bins_ma_100day[len(bins_ma_100day)-1],
bins_ma_200day[len(bins_ma_200day)-1],
hbolpercentb.GetBinContent(hbolpercentb.GetNbinsX()),
0.2*hbolbandsize.GetBinContent(hbolbandsize.GetNbinsX())/4.0*bins_ma_20day[len(bins_ma_20day)-1],
ticker,jan1_price]
#print aa
return aa