Пример #1
0
        high_price.append(float(eachline.split("\t")[2]))
        low_price.append(float(eachline.split("\t")[3]))
        macd.append(float(eachline.split("\t")[5]))
        open_price.append(float(eachline.split("\t")[1]))
        date.append(eachline.split("\t")[0])
        vol.append(float(eachline.split("\t")[5]))
        je.append(float(eachline.split("\t")[5]))

    process = process_util(open_price, close_price, macd, date, vol,
                           high_price, low_price, je)

    emd_dir = os.path.abspath('.') + "/" + "emd_data"
    print emd_dir
    os.popen("rm -r %s" % emd_dir)
    os.popen("mkdir %s" % emd_dir)
    generate_emd_func = generateEMDdata(datafile, begin, 1000, emd_dir)

    #generate_emd_func.generate_machao_emd_data_fix(3)
    generate_emd_func.generate_ma_emd_data_fix(5)
    #generate_emd_func.generate_emd_data_fix()
    ###
    period = 2

    #close_price=[j*10 for j in macd]
    ma = []
    for ii in range(period):
        ma.append(0)
    for ii in range(period, len(close_price)):
        ma.append(np.mean(close_price[ii - (period - 1):ii + 1]))

    ma2 = []
Пример #2
0
    date = [] 
    macd = []
    vol = []
    for eachline in lines:
        eachline.strip()
        close_price.append(float(eachline.split("\t")[4]))
        macd.append(float(eachline.split("\t")[6]))
        open_price.append(float(eachline.split("\t")[1]))
        date.append(eachline.split("\t")[0])
        vol.append(float(eachline.split("\t")[5]))
    

    process = process_util(open_price,close_price,macd,date,vol)
    os.popen("rm -r ../../emd_data")
    os.popen("mkdir ../../emd_data")
    generate_emd_func = generateEMDdata(datafile,begin,500)
    generate_emd_func.generate_emd_data_fix()
    print "begin %s"%begin
    for i in range(begin,begin+int(process.file_count("../../emd_data"))-1):
        emd_data = []
        print "emd file %s"%i
        fp = open("../../emd_data/emd_%s"%i,'r')
        lines = fp.readlines()
        fp.close()
        for eachline in lines:
            eachline.strip("\n")
            emd_data.append(float(eachline))
        process.run(emd_data,datafile,i-1,date[-1])
#    process.peilv()
#    process.hold_time()
    process.draw_fig(datafile,begin)
Пример #3
0
        high_price.append(float(eachline.split("\t")[2]))
        low_price.append(float(eachline.split("\t")[3]))
        macd.append(float(eachline.split("\t")[5]))
        open_price.append(float(eachline.split("\t")[1]))
        date.append(eachline.split("\t")[0])
        vol.append(float(eachline.split("\t")[5]))
        je.append(float(eachline.split("\t")[5]))
    
    process = process_util(open_price,close_price,macd,date,vol,high_price,low_price,je)


    emd_dir = os.path.abspath('.')+"/"+"emd_data"
    print emd_dir
    os.popen("rm -r %s"%emd_dir)
    os.popen("mkdir %s"%emd_dir)
    generate_emd_func = generateEMDdata(datafile,begin,1000,emd_dir)


    #generate_emd_func.generate_machao_emd_data_fix(3)
    generate_emd_func.generate_ma_emd_data_fix(5)
    #generate_emd_func.generate_emd_data_fix()
###
    period=10
 
    #close_price=[j*10 for j in macd]
    ma = []
    for ii in range(period):
        ma.append(0)
    for ii in range(period,len(close_price)):
        ma.append(np.mean(close_price[ii-(period-1):ii+1]))