def Alligator(close):
jawval=SMA(close,13)
teethval=SMA(close,8)
lipsval=SMA(close,5)
jaw=offsetter(jawval,8)
teeth=offsetter(teethval,5)
lips=offsetter(lipsval,3)
return jaw,teeth,lips
def ATR(close, high, low, period=14):
tr = [high[0] - low[0]]
for i in range(1, len(close)):
tr.append(
max(high[i] - low[i], abs(high[i] - close[i - 1]),
abs(close[i - 1] - low[i])))
atr = SMA(tr[0:period], period)
for i in range(period, len(tr)):
atr.append((atr[i - 1] * (period - 1) + tr[i]) / period)
return atr
def sell(open_p, close_p, low_p, high_p, volume):
sell = [0]
sma_close_21 = SMA(close_p, 21)
sma_close_50 = SMA(close_p, 50)
for i in range(1, len(close_p)):
if sma_close_21[i] < sma_close_50[i] and sma_close_21[
i - 1] > sma_close_50[i - 1]:
sell.append(1)
else:
sell.append(0)
return sell
def buy(open_p, close_p, low_p, high_p, volume):
buy = [0]
sma_close_21 = SMA(close_p, 21)
sma_close_50 = SMA(close_p, 50)
for i in range(1, len(close_p)):
if sma_close_21[i] > sma_close_50[i] and sma_close_21[
i - 1] <= sma_close_50[i - 1]:
buy.append(1)
else:
buy.append(0)
return buy
def EOM(high,low,volume,period=14):
DM=[0]
for i in range(1,len(high)):
DM.append((high[i]+low[i])/2-(high[i-1]-low[i-1])/2)
BR=[(v/100000000)/(h-l) for (v,h,l) in zip(volume,high,low)]
EOM1=[d-b for (d,b) in zip(DM,BR)]
EOM=SMA(EOM1,period)
return EOM
def CCI(close, high, low, period=20):
tp = [(i + j + k) / 3 for (i, j, k) in zip(close, high, low)]
sma = SMA(tp, period)
md = list(np.zeros(period - 1))
for i in range(period - 1, len(tp)):
md.append(mad(np.array(tp[i - period + 1:i])))
cci = [(i - j) / (.015 * k) for (i, j, k) in zip(tp, sma, md)]
return cci
def UI(close, period=14):
HH = []
for i in range(period - 1):
HH.append(max(close[0:i + 1]))
for i in range(period - 1, len(close)):
HH.append(max(close[i - period + 1:i + 1]))
pd = [100 * (i - j) / j for (i, j) in zip(close, HH)]
sa = SMA([i * i for i in pd], period)
UI = [math.sqrt(i) for i in sa]
return UI
def dispchart(close_p, sma_period=200, period=100):
sma = SMA(close_p, sma_period)
diff = [(close_p[i] - sma[i]) / close_p[i] for i in range(len(close_p))]
print(len(diff))
gap = list(np.zeros(period))
gap += [sum(diff[i - period:i + 1]) for i in range(period, len(close_p))]
plt.plot(np.arange(1000), gap)
plt.axvline(period + sma_period, color='red')
plt.axhline(0, color='black')
plt.axvline(0, color='black')
plt.show()
return gap
def init():
global sma
global Affich
global nbTours
global nbCase
stop()
Affich =dict()
try:
nbAgent = int(agent.get())
nbCase = int(case.get())
isTorique = int(torique.get())
nbTours = int(tours.get())
sma= SMA(nbCase, isTorique, nbAgent)
update_grille()
except ValueError:
messagebox.showinfo("Erreur","Les valeurs saisies contiennent des erreurs")
def LRF(close, period=14):
sma = SMA(close, period)
m = list(np.zeros(period))
b = list(np.zeros(period))
for i in range(period, len(close)):
xavg = sma[i - 1]
yavg = sma[i]
num = 0
dnum = 0
for j in range(period):
num += (close[i - j - 1] - xavg) * (close[i - j] - yavg)
dnum += (close[i - j - 1] - xavg) * (close[i - j - 1] - xavg)
m.append(num / dnum)
b.append(yavg - m[i] * xavg)
pred = [0]
pred = [i * j + k for (i, j, k) in zip(close[1:], m[1:], b[1:])]
return pred
from SMA import SMA from View import View import time GRIDSIZEX = 10 GRIDSIZEY = 10 PARTICLENB = 10 TICKSNB = 10000 TOR = False v = View() sysma = SMA(GRIDSIZEX, GRIDSIZEY, 0, TICKSNB, PARTICLENB, TOR, v) v.drawWidgets(sysma.env) sysma.run() v.update() time.sleep(1)
def AO(high, low):
day_avgs = [(i + j) / 2 for (i, j) in zip(high, low)]
sma5 = SMA(day_avgs, 5)
sma34 = SMA(day_avgs, 34)
AO = [i - j for (i, j) in zip(sma5, sma34)]
return AO
from Wall import Wall
############### recuperation arguments ####################
tailleX = int(sys.argv[1])
tailleY = int(sys.argv[2])
tailleCase = int(sys.argv[3])
ralentisseur = int(sys.argv[4])
nbHunter = int(sys.argv[5])
nbHunted = int(sys.argv[6])
nbWall = int(sys.argv[7])
nbTours = 1000
fenetre = Tk()
environnement = Environment(tailleX, tailleY, False)
############### lancement de la simulation ##################
sma = SMA(environnement, True)
for i in range(0, nbHunter + nbHunted + nbWall):
x = choice(range(tailleX))
y = choice(range(tailleY))
while(not sma.isFree(x,y)):
x=choice(range(tailleX))
y=choice(range(tailleY))
if(nbHunter > 0):
sma.addAgent(Hunter(x, y))
nbHunter -= 1
elif(nbHunted > 0):
sma.addAgent(Hunted(x, y))
nbHunted -= 1
else:
from Graphic import Graphic
import matplotlib.pyplot as plt
############### recuperation arguments ####################
tailleX = int(sys.argv[1])
tailleY = int(sys.argv[2])
tailleCase = int(sys.argv[3])
ralentisseur = int(sys.argv[4])
nbBille = int(sys.argv[5])
torique = ("True" == str(sys.argv[6]))
nbTours = 1000
fenetre = Tk()
environnement = Environment(tailleX, tailleY, torique)
############### lancement de la simulation ##################
sma = SMA(environnement, False)
for i in range(0, nbBille):
x = choice(range(tailleX))
y = choice(range(tailleY))
while(not sma.isFree(x,y)):
x=choice(range(tailleX))
y=choice(range(tailleY))
if(i%10 == 0):
sma.addAgent(Shark(x,y))
else:
sma.addAgent(Tuna(x,y))
#sma.addAgent(Tuna(x, y, pasX, pasY))
def DPO(close, period=14):
sma = SMA(close, period)
shift = int(period / 2) + 1
DPO = [i - j for (i, j) in zip(close[:-shift], sma[shift:])]
return DPO
def STARC(close, high, low, period=15, maperiod=5, multiplier=1.33):
ma = SMA(close, maperiod)
atr = ATR(close, high, low, period)
upperband = [i + j * multiplier for (i, j) in zip(ma, atr)]
lowerband = [i - j * multiplier for (i, j) in zip(ma, atr)]
return upperband, lowerband
def DI(close, period=14):
DI = list(np.zeros(period - 1))
sma = SMA(close, period)
DI += [(i - j) * 100 / j
for (i, j) in zip(close[period - 1:], sma[period - 1:])]
return DI
############### recuperation arguments ####################
tailleX = int(sys.argv[1])
tailleY = int(sys.argv[2])
tailleCase = int(sys.argv[3])
ralentisseur = int(sys.argv[4])
nbBille = int(sys.argv[5])
torique = ("True" == str(sys.argv[6]))
nbTours = 1000
fenetre = Tk()
environnement = Environment(tailleX, tailleY, torique)
############### lancement de la simulation ##################
sma = SMA(environnement, False)
for i in range(0, nbBille):
x = choice(range(tailleX))
y = choice(range(tailleY))
pasX = 0
pasY = 0
while(not sma.isFree(x,y)):
x=choice(range(tailleX))
y=choice(range(tailleY))
pasX = choice([-1,0,1])
# on ne veux pas de bille immobille alors:
if(pasX == 0):
pasY = choice([-1,1])
else:
pasY = choice([-1,0,1])
