def getLowsFromHistFile(histfile):
# Must return Array instance
wr = csv.reader(open(histfile,"r"),quotechar='|',quoting=csv.QUOTE_MINIMAL)
outArr = SortedArray(0)
count = 0
for row in wr :
if count > 0 :
cur_time = calendar.timegm(time.strptime(row[0],"%Y-%m-%d"))
outArr.addRow([cur_time, row[4]]);
else :
count = count + 1
return outArr
raise MergeOverWriteException()
else :
highs[ticker].arraydict[key] = recent_prices[ticker][key]
start_date = datetime.datetime(2012,10,16,0,0,0,0,UTC())
end_date = datetime.datetime(2012,10,17,0,0,0,0,UTC())
for i in open(TICKERFILE).readlines() :
ticker = i.strip()
lows[ticker].save("/tmp/"+ticker+"_lows.data");
highs[ticker].save("/tmp/"+ticker+"_highs.data");
print "=========TICKER=",ticker,"============="
ranges = SortedArray(0)
mins = SortedArray(0)
for cur_days in range(0,2) :
#print "cur_days=",cur_days
cur_start_time = calendar.timegm((start_date-datetime.timedelta(days=cur_days)).timetuple())
cur_end_time = calendar.timegm((end_date-datetime.timedelta(days=cur_days)).timetuple())
#print "cur_start_time="+str(time.gmtime(cur_start_time))+" cur_end_time="+str(time.gmtime(cur_end_time))
wop_min = window.WindowOperator(lows[ticker])
wop_max = window.WindowOperator(highs[ticker])
cur_price = ( float(wop_min[wop_min.closest_time(cur_end_time)][0]) + float(wop_max[wop_max.closest_time(cur_end_time)][0]) ) / 2
wmin = wop_min.window_min([cur_start_time,cur_end_time])
wmax = wop_max.window_max([cur_start_time,cur_end_time])
#print "Wmin(",cur_start_time,")=",wmin
#print "Wmax(",cur_end_time,")=",wmax
ranges.addRow([cur_end_time, (wmax - wmin)/cur_price])
mins.addRow([cur_end_time, wmin/cur_price])
