def createlines(fname):
    print inputfile
    rpInd.prepare_tick_files(inputfile,'tempbars.csv')
    lines = rpu_rp.CsvToLines('tempbars.csv')
    return lines
Exemplo n.º 2
0
def createlines(fname):
    recentfile = fname.replace('.csv','.recent.csv')
    rpInd.prepare_tick_files(fname,fname.replace('.csv','both.csv'),recentfile)
    lines = rpu_rp.CsvToLines(fname.replace('.csv','both.csv'))
    return lines
print files
##                   'ibdata.15mins.2D.*514.ES.csv')
### the recent trick will not work with multiple files
#############################################
### need to add swingpoint finder on hi los from 5 second bars######
##############################################
for inputfile in files:
    print inputfile
    ticklines = rpu_rp.CsvToLines('20150526.ticksnaps.csv')
    ##    for l in ticklines:
    ##        print l
    newbars = rpInd.create_bars_from_snapshots(ticklines, 5000, 300, 'fullbar')
    for b in newbars:
        print b
    rpu_rp.WriteArrayToCsvfile('20150526.ES.recent4 D5 mins.csv', newbars)
    rpInd.prepare_tick_files(inputfile, 'tempbars.csv')
    lines = rpu_rp.CsvToLines('tempbars.csv')
    #######################
    if 'ES' in str(inputfile):
        decimalboost = 1
    elif 'USD' in str(inputfile):
        decimalboost = 100
    else:
        decimalboost = 1000
    ################
    bs = rpInd.strip1value(lines, 5)  ##raw close price
    bsshort = bs[0:100]
    bshighs = rpInd.strip1value(lines, 3)
    bslows = rpInd.strip1value(lines, 4)
    timestamparray = rpInd.strip1value(lines, 1)
    ########################
Exemplo n.º 4
0
def createlines(fname):
    recentfile = fname.replace('.csv','.recent.csv')
    rpInd.prepare_tick_files(inputfile,'tempbars.csv',recentfile)
    lines = rpu_rp.CsvToLines('tempbars.csv')
    return lines
Exemplo n.º 5
0
def createlines(fname):
    print inputfile
    rpInd.prepare_tick_files(inputfile, 'tempbars.csv')
    lines = rpu_rp.CsvToLines('tempbars.csv')
    return lines
print files                  
##                   'ibdata.15mins.2D.*514.ES.csv')
### the recent trick will not work with multiple files
#############################################
### need to add swingpoint finder on hi los from 5 second bars######
##############################################
for inputfile in files:
    print inputfile
    ticklines = rpu_rp.CsvToLines('20150526.ticksnaps.csv')
##    for l in ticklines:
##        print l
    newbars =   rpInd.create_bars_from_snapshots(ticklines,5000,300,'fullbar')
    for b in newbars:
        print b
    rpu_rp.WriteArrayToCsvfile('20150526.ES.recent4 D5 mins.csv',newbars)
    rpInd.prepare_tick_files(inputfile,'tempbars.csv')
    lines = rpu_rp.CsvToLines('tempbars.csv')
#######################
    if 'ES' in str(inputfile):
        decimalboost = 1
    elif 'USD' in str(inputfile):
        decimalboost= 100
    else:
        decimalboost = 1000 
    ################
    bs = rpInd.strip1value(lines,5) ##raw close price
    bsshort = bs[0:100]
    bshighs = rpInd.strip1value(lines,3)
    bslows = rpInd.strip1value(lines,4)
    timestamparray = rpInd.strip1value(lines,1)
    ########################