def __init__(self, ct_name): self.ct_name = ct_name self.candles = CandleTable.get_candle_array(ct_name) self.pt_name_close = CandleTable.to_point_table(ct_name, Candle.CLOSE) self.points_close = PointTable.get_point_array(self.pt_name_close) self.pt_name_volume = CandleTable.to_point_table( ct_name, Candle.VOLUME) self.points_volume = PointTable.get_point_array(self.pt_name_volume)
def calc_vol_tables(self): if self.calc_stats: self.strat_stat_array = [] self.ss_tn = StratStatTable.calc_name(self.table_name, self.NAME) if DBManager.exists_table(self.ss_tn): DBManager.drop_table(self.ss_tn) sst = StratStatTable(self.ss_tn) sst.save() pt_name = CandleTable.to_point_table(self.table_name, "volume") pt_close = CandleTable.to_point_table(self.table_name, "close") self.points = PointTable.get_point_array(pt_name) self.points_close = PointTable.get_point_array(pt_close) pt_name_1 = "TEMP1" mv1 = MovingAverage(pt_name_1, self.points) pt_name_2 = "TEMP2" mv2 = MovingAverage(pt_name_2, self.points) self.vol_pts_short = mv1.simple(self.VOL_PERIOD_SHORT) self.vol_pts_long = mv2.simple(self.VOL_PERIOD_LONG) ##pp = PointPopulator(self.table_name) ##self.stddev_pts_short = pp.create_stddev(self.STDDEV_PERIOD_SHORT) ##self.stddev_pts_long = pp.create_stddev(self.STDDEV_PERIOD_LONG) DBManager.drop_matching_tables("TEMP")