def split(self):
""" Try to breakup the chebfun """
while self.naf:
edges = self.edges
edge_genuine = [True for x in edges]
for i,fun in enumerate(self.funcs):
a,b = self.edges[i:i+1]
c = tools.detectedge(a,b,fun)
if c - a > 1e-14*(b-a) and b-c > 1e-14*(b-a):
#genuine edge
ind = bisect.bisect(edges,c)
edges.insert(ind,c)
edge_genuine.insert(ind,True)
elif c-a < 1e-14*(b-a):
c = 0.01*(b-a) + a
ind = bisect.bisect(edges,c)
edges.insert(ind,c)
edge_genuine.insert(ind,False)
elif b-c < 1e-14*(b-a):
c = b - 0.01*(b-a)
ind = bisect.bisect(edges,c)
edges.insert(ind,c)
edge_genuine.insert(ind,False)
else:
c = (a+b)/2.
ind = bisect.bisect(edges,c)
edges.insert(ind,c)
edge_genuine.insert(ind,False)
def searchMatrix2(matrix, target):
'''
subtract 1 as the bisect call "returns an insertion point which comes
after (to the right of) any existing entries of x in a."
'''
if not matrix or not matrix[0]: return False
i = bisect.bisect([row[0] for row in matrix], target) - 1
j = bisect.bisect(matrix[i], target) - 1
return matrix[i][j] == target
def find_historic_trends(currency_pair, before_prices):
prices, times, volumes = load_time_series(currency_pair, None, None)
trends = []
for index in range(80 * 24, len(prices)):
trends.append(
abs(
np.mean([
prices[index] - prices[index - back_step]
for back_step in range(24, 80 * 24, 24)
])))
trends = sorted(trends)
delta = abs(
np.mean([
before_prices[-1] - before_prices[-back_step]
for back_step in range(2, 80)
]))
index = bisect.bisect(trends, delta)
percentile = int((float(index) / len(trends)) * 100)
return percentile
def insert(self, intervals: List[List[int]],
newInterval: List[int]) -> List[List[int]]:
result = []
# return merged or empty if no overlap
overlap = lambda x, y: max(x[0], y[0]) <= min(x[1], y[1]) # O(1)
merge = lambda x, y: [min(x[0], y[0]), max(x[1], y[1])] # O(1)
merge_id = []
for i, interval in enumerate(intervals): # O(N)
if overlap(interval, newInterval) > 0:
merge_id.append(i)
if not merge_id:
intervals.insert(bisect.bisect(intervals, newInterval),
newInterval) # O(log(N))
return intervals
mini = merge_id[0] # insert place
for _ in range(len(merge_id)): # O(N)
newInterval = merge(newInterval, intervals.pop(mini))
intervals.insert(mini, newInterval)
return intervals
def at(l):
from bisect import bisect
jobs = sorted(zip(l[0], l[1], l[2]), key=lambda v: v[1])
dp = [[0, 0]]
for s, e, p in jobs:
i = bisect.bisect(dp, [s + 1, 0]) - 1
if dp[i][1] + p > dp[-1][1]:
dp.append([e, dp[i][1] + p])
print(dp[-1][1])
def firstBadVersion(self, n):
"""
:type n: int
:rtype: int
"""
class Wrap:
def __getitem__(self, i):
return isBadVersion(i)
return bisect.bisect(Wrap(), False, 0, n)
def get_price_trends(currency_pair, global_ranking):
before_prices, times = get_time_series(currency_pair, 800, "D")
if currency_pair[4:7] == "JPY":
pip_size = 0.01
else:
pip_size = 0.0001
trend_map = {}
for index in range(1, len(before_prices)):
for time_index in [1, 2, 3, 4, 5, 10, 15, 20, 40, 60, 80]:
if time_index not in trend_map:
trend_map[time_index] = []
if index + time_index < len(before_prices):
trend_map[time_index].append(
abs((before_prices[-index] -
before_prices[-time_index - 1 - index]) / pip_size))
for time_index in [1, 2, 3, 4, 5, 10, 15, 20, 40, 60, 80]:
trend_map[time_index] = sorted(trend_map[time_index])
table_str, final_decision = generate_price_movement_table(
trend_map, before_prices, currency_pair, global_ranking)
delta_map = {}
percentile_map = {}
for time_index in [1, 2, 3, 4, 5, 10, 15, 20, 40, 60, 80]:
delta_map[time_index] = (before_prices[-1] -
before_prices[-time_index - 1]) / pip_size
index = bisect.bisect(trend_map[time_index],
abs(delta_map[time_index]))
percentile_map[time_index] = int(
(float(index) / len(trend_map[time_index])) * 100)
return delta_map, percentile_map, table_str, final_decision
def generate_price_movement_table(trend_map, before_prices, currency_pair,
global_ranking):
if currency_pair[4:7] == "JPY":
pip_size = 0.01
else:
pip_size = 0.0001
trend_indicator = find_historic_trends(currency_pair, before_prices)
is_trend = trend_indicator > 50
if is_trend:
table_str = "<table border=1 width=75%><tr><th colspan=12><center>Recommend <b>Trend Following</b> Strategy</center></th></tr>"
else:
table_str = "<table border=1 width=75%><tr><th colspan=12><center>Recommend <b>Trend Reversal</b> Strategy</center></th></tr>"
table_str += "<tr><th>Time Frame</th><th>BUY / SELL</th><th>Price Delta (%)</th><th colspan=3><font color='red'>High Risk</font></th><th colspan=3><font color='orange'>Medium Risk</font></th><th colspan=3><font color='green'>Low Risk</font></th></tr>"
table_str += "<tr><th colspan=3></th><th>TP Pips</th><th>SL Pips</th><th>Amount</th><th>TP Pips</th><th>SL Pips</th><th>Amount</th><th>TP Pips</th><th>SL Pips</th><th>Amount</th></tr>"
final_decision = {}
final_decision["is_trend"] = is_trend
final_decision["trend_indicator"] = trend_indicator
is_trend = False
buy_percentiles = []
sell_percentiles = []
sell_indexes = []
buy_indexes = []
time_frames = [
'1 Day', '2 Days', '3 Days', '4 Days', '1 Week', '2 Weeks', '3 Weeks',
'1 Month', '2 Months', '3 Months', '4 Months', 'Average'
]
for time_index, time_frame in zip(
[1, 2, 3, 4, 5, 10, 15, 20, 40, 60, 80, 0], time_frames):
if time_index == 0:
if len(buy_percentiles) > len(sell_percentiles):
percentile = int(np.mean(buy_percentiles))
time_indexes = buy_indexes
else:
percentile = int(np.mean(sell_percentiles))
time_indexes = sell_indexes
if is_trend:
delta = 1 if len(buy_percentiles) > len(
sell_percentiles) else -1
else:
delta = 1 if len(buy_percentiles) < len(
sell_percentiles) else -1
if delta < 0:
final_decision["percentile"] = -percentile
else:
final_decision["percentile"] = percentile
else:
delta = (before_prices[-1] -
before_prices[-time_index - 1]) / pip_size
index = bisect.bisect(trend_map[time_index], abs(delta))
percentile = int((float(index) / len(trend_map[time_index])) * 100)
if time_index != 0:
table_str += "<tr><td>{}</td>".format(time_frame)
else:
table_str += "<tr><td><b>{}</b></td>".format(time_frame)
global_ranking.append({
"time_frame": time_frame,
"percentile": percentile,
"dir": delta > 0,
"pair": currency_pair
})
if is_trend:
if delta < 0:
is_buy = False
table_str += "<td><font color='red'>SELL</font></td>"
table_str += "<td><font color='red'>{}%</font></td>".format(
percentile)
else:
is_buy = True
table_str += "<td><font color='green'>BUY</font></td>"
table_str += "<td><font color='green'>{}%</font></td>".format(
percentile)
else:
if delta < 0:
is_buy = True
table_str += "<td><font color='green'>BUY</font></td>"
table_str += "<td><font color='red'>{}%</font></td>".format(
percentile)
else:
is_buy = False
table_str += "<td><font color='red'>SELL</font></td>"
table_str += "<td><font color='green'>{}%</font></td>".format(
percentile)
if time_index != 0:
if is_buy:
buy_percentiles.append(percentile)
buy_indexes.append(time_index)
else:
sell_percentiles.append(percentile)
sell_indexes.append(time_index)
else:
final_decision["is_buy"] = is_buy
for sl in [50, 75, 95]:
if time_index == 0:
trends = [trend_map[index] for index in time_indexes]
trends = [item for sublist in trends for item in sublist]
range_val = int(np.percentile(trends, sl) - abs(delta))
delta = np.mean(trends)
final_decision["TP"] = int(abs(delta))
final_decision["SL"] = range_val
else:
range_val = int(
np.percentile(trend_map[time_index], sl) - abs(delta))
if range_val <= 0:
table_str += "<td colspan=3></td>"
continue
if (delta < 0) == is_trend:
table_str += "<td><font color='red'>{}</font></td>".format(
int(abs(delta)))
table_str += "<td><font color='green'>{}</font></td>".format(
range_val)
else:
table_str += "<td><font color='green'>{}</font></td>".format(
int(abs(delta)))
table_str += "<td><font color='red'>{}</font></td>".format(
range_val)
amount = int(round(100 * (float(percentile) / range_val)))
table_str += "<td class='pip_diff'>{}</td>".format(amount)
if time_index == 0 and sl == 95:
final_decision["amount"] = amount
table_str += "</tr>"
table_str += "</table>"
return table_str, final_decision
def searchMatrix3(matrix, target):
return len(matrix) > 0 and len(matrix[0]) > 0 and matrix[
bisect.bisect([row[0] for row in matrix], target) - 1][bisect.bisect(
matrix[bisect.bisect([row[0]
for row in matrix], target) - 1], target) -
1] == target
def nextGreatestLetter2(letters, target):
import bisect.bisect
index = bisect.bisect(letters, target)
return (letters[index % len(letters)])
def getBisect(self, key, timestamp):
A = self.M.get(key, None)
if A is None:
return ""
i = bisect.bisect(A, (timestamp, chr(127)))
return A[i - 1][1] if i else ""
def get(self, index: int, snap_id: int) -> int:
i = bisect.bisect(self.A[index], [snap_id+1]) - 1
return self.A[index][i][1]
def get(self, index, snap_id):
i = bisect.bisect(self.A[index], [snap_id + 1]) - 1
return self.A[index][i][1]
self.snap_id = 0
def set(self, index, val):
self.A[index].append([self.snap_id, val])
def snap(self):
self.snap_id += 1
return self.snap_id - 1
def get(self, index, snap_id):
i = bisect.bisect(self.A[index], [snap_id + 1]) - 1
return self.A[index][i][1]
import bisect
a = [[1,100], [2,200], [3,300]]
bisect.bisect(a, [2]) => 1
bisect.bisect(a, [2,200]) => 2
#自己重寫, time complexity set O(1), get O(logn), space complexity O(n)
import bisect
class SnapshotArray:
def __init__(self, length: int):
self.A = [[[-1, 0]] for _ in range(length)]
self.snap_id = 0
def set(self, index: int, val: int) -> None:
self.A[index].append([self.snap_id, val])
print(index(a, 3))
# 3. Write a Python program to insert items into a list in sorted order.
# Expected Output:
# Original List:
# [25, 45, 36, 47, 69, 48, 68, 78, 14, 36]
# Sorted List:
# [14, 25, 36, 36, 45, 47, 48, 68, 69, 78]
import bisect
# Sample list
my_list = [25, 45, 36, 47, 69, 48, 68, 78, 14, 36]
print("Original List:")
print(my_list)
sorted_list = []
for i in my_list:
position = bisect.bisect(sorted_list, i)
bisect.insort(sorted_list, i)
print("Sorted List:")
print(sorted_list)
# 4. Write a Python program to find the first occurrence of a given number in a sorted list using Binary Search(bisect).
# Expected Output:
# First occurrence of 8 is present at index 4
from bisect import bisect_left
def Binary_Search(a, x):
i = bisect_left(a, x)
if i != len(a) and a[i] == x:
return i
else:
breakpoints = [30, 44, 66, 75, 85]
def grade(total):
return grades[bisect(breakpoints, total)]
grade_map = map(grade, [33, 99, 77, 44, 12, 88])
grade_map
list(grade_map)
#%%
import bisect
import random
random.seed(3)
l = []
for i in range(10):
r = random.randint(1, 50)
pos = bisect.bisect_left(l, r)
bisect.insort_left(l, r)
print('%2d %2d' % (r, pos), l)
#%%
import bisect
import random
random.seed(3)
l = []
for i in range(10):
r = random.randint(1, 50)
pos = bisect.bisect(l, r)
bisect.insort(l, r)
print('%2d %2d' % (r, pos), l)
