sys.path.append('../tools')

import getanalysis
import tradesim
import csv
import time
import numpy
import pylab

jdata_filepath = '../../data/jcandles.csv'
hadata_filepath = '../../data/hacandles.csv'
jdata = getanalysis.import_j_candles(jdata_filepath)
hadata = getanalysis.import_j_candles(hadata_filepath)

[jincrease_data, jbody_sizes, jshadow_sizes,
 data_length] = getanalysis.body_and_shadow(jdata)
[jrun_length_data,
 jreversals] = getanalysis.runs_and_reversal(jdata, data_length,
                                             jincrease_data)

[haincrease_data, habody_sizes, hashadow_sizes,
 data_length] = getanalysis.body_and_shadow(hadata)
[harun_length_data,
 hareversals] = getanalysis.runs_and_reversal(hadata, data_length,
                                              haincrease_data)

jrun_function_data = getanalysis.run_analysis(jbody_sizes, data_length,
                                              jrun_length_data, jincrease_data)
harun_function_data = getanalysis.run_analysis(habody_sizes, data_length,
                                               harun_length_data,
                                               haincrease_data)
Exemplo n.º 2
0
import sys
sys.path.append('../tools')

import getanalysis
import tradesim
import csv
import time
import numpy

data_filepath = '../../data/jcandles.csv'

data = getanalysis.import_j_candles(data_filepath)

[increase_data, body_sizes, shadow_sizes, data_length] = \
getanalysis.body_and_shadow(data)

# Have body sizes and shadow sizes

[run_length_data,
 reversals] = getanalysis.runs_and_reversal(data, data_length, increase_data)

# Have reversals and run lengths

body_shadow_ratios = [0] * data_length
for i in range(data_length):
    try:
        body_shadow_ratios[i] += (body_sizes[i] / shadow_sizes[i])
    except:
        pass

run_function_data = [None] * data_length