def compare_dwt(date, x, file_name='comparewt.jpg'):
ax = []
labels = []
l = len(x)
ax.append(x[:l-10])
labels.append("Часовий ряд")
ax.append(compute_dwt(x, 'db2')[:l - 10])
labels.append("Вейвлет Добеши")
ax.append(compute_dwt(x, 'haar')[:l - 10])
labels.append("Вейвлет Хаара")
ax.append(compute_dwt(x, 'coif2')[:l - 10])
labels.append("Вейвлет Койфлет")
showPlotLabelsCompare(ax, date[:l-10], labels, file_name)
def compare_dwt(date, x, file_name='comparewt.jpg'):
ax = []
labels = []
l = len(x)
ax.append(x[:l - 10])
labels.append("Часовий ряд")
ax.append(compute_dwt(x, 'db2')[:l - 10])
labels.append("Вейвлет Добеши")
ax.append(compute_dwt(x, 'haar')[:l - 10])
labels.append("Вейвлет Хаара")
ax.append(compute_dwt(x, 'coif2')[:l - 10])
labels.append("Вейвлет Койфлет")
showPlotLabelsCompare(ax, date[:l - 10], labels, file_name)
def wavelet_reserch(date, x, type='macd', wavelet='db1'):
tx = []
x = exp_moving_average(x, 5)
if type == 'hurst':
tx = hurst(x)
elif type == 'macd':
tx = macd(x, 12, 26)
ax = list()
at = list()
if type == 'hurst':
division_line = 0
else:
division_line = .5
splt_x, splt_date = split_timeline(tx, date, division_line=division_line)
ax += list(splt_x)
at += list(splt_date)
wx = list()
wt = list()
wt += list(splt_date)
wavelet_sum = []
for t in splt_x:
temp = compute_dwt(t, wavelet)
wavelet_sum.append(temp)
wx += list(wavelet_sum)
# fx = list()
# ft = list()
# ft += list(splt_date)
#
# fft_sum = []
# for t in splt_x:
# temp = np.fft.fft(t)
# fft_sum.append(temp)
# fx += list(fft_sum)
showPlot(date, x, 'w_x.png')
# showPlotMixSeparate(ax, at, 'w_hurst.png')
# showPlotMixSeparate(wx, wt, 'w_hurst_wt.png')
# showPlotMixSeparate(fx, ft, 'w_hurst_fft.png')
return ax, at, wx, wt
# hurst_research()
# macd_research()
def wavelet_reserch(date, x, type='macd', wavelet='db1'):
tx = []
x = exp_moving_average(x, 5)
if type == 'hurst':
tx = hurst(x)
elif type == 'macd':
tx = macd(x, 12, 26)
ax = list()
at = list()
if type == 'hurst':
division_line = 0
else:
division_line = .5
splt_x, splt_date = split_timeline(tx, date, division_line=division_line)
ax += list(splt_x)
at += list(splt_date)
wx = list()
wt = list()
wt += list(splt_date)
wavelet_sum = []
for t in splt_x:
temp = compute_dwt(t, wavelet)
wavelet_sum.append(temp)
wx += list(wavelet_sum)
# fx = list()
# ft = list()
# ft += list(splt_date)
#
# fft_sum = []
# for t in splt_x:
# temp = np.fft.fft(t)
# fft_sum.append(temp)
# fx += list(fft_sum)
showPlot(date, x, 'w_x.png')
# showPlotMixSeparate(ax, at, 'w_hurst.png')
# showPlotMixSeparate(wx, wt, 'w_hurst_wt.png')
# showPlotMixSeparate(fx, ft, 'w_hurst_fft.png')
return ax, at, wx, wt
# hurst_research()
# macd_research()
