def create_state_files(today, sym, dur, indicator):
outfile = DataDown + today + '.' + sym + '.' + dur.replace(
' ', '') + '.' + indicator + 'state.csv'
infile = DataDown + today + '.' + sym + '.' + dur.replace(' ',
'') + '.both.csv'
arrayin = rpu_rp.CsvToLines(infile)
arrayout = rpInd.GetStates(arrayin, sym, indicator)
rpu_rp.WriteArrayToCsvfile(outfile, arrayout)
## print sym
rpu_rp.WriteArrayToCsvfile(sigarea +sym+'.sigs.csv', []) # flush the file to keep all sigs
TicksUtile.prepare_tickfilesto5secBars(today,sym) ## merge the 5secddload with 5sec recents > 5sec boths
####################################
rpu_rp.WriteArrayToCsvfile(sigarea +sym+'.sigs.csv', [])
for barsize in barlist :
timeframe = bardict[barsize]
durinseconds = secdict[barsize]
barsizeNtimeframe = timeframe + barsize
dur = barsize
TicksUtile.assemble_dur_bars(today,sym,dur,durinseconds)
DurBoth = rpu_rp.CsvToLines( DataDown+ today + '.'+sym+'.' + dur.replace(' ','') + '.both.csv')
indlist = ['MACROSS', 'MCDiv', 'price']
for indicator in indlist:
indarr = rpInd.GetStates(DurBoth,sym,indicator)
statename = sym+'.'+dur.replace(' ','')+'.'
statefile = statearea +statename + indicator + '.state.csv'
rpu_rp.WriteArrayToCsvfile(statefile, indarr)
indlist = ['klower', 'kmid', 'kupper']
for indicator in indlist:
indarr = rpInd.GetKupper(DurBoth,sym,indicator)
statename = sym+'.'+dur.replace(' ','')+'.'
statefile = statearea +statename + indicator + '.state.csv'
rpu_rp.WriteArrayToCsvfile(statefile, indarr)
####################
macdTriggers = rpInd.Trigger_MACD(DurBoth,sym,barsize)
maCrossTriggers = rpInd.Trigger_MACross(DurBoth,sym,barsize)
for a in maCrossTriggers:
macdTriggers.append(a)
state = 'seefile'
def create_slicendice():
#analyze
prevcycledelay = 2
########################
print 'got to loop'
while loop < loopmax:
if loop == 0:
create_statesdaily()
if (round((loop/10),-1) - loop) == 0:
print 'cycle ', loop
fileage = check_for_CP_change(cpfname)
if fileage < 50:
command = read_vars('Setting',cpfname)
cycledelay = int(read_vars('CycleTime',cpfname))
recentlimit = int(read_vars('TimeLimitRecentSigs',cpfname))
print 'cycle delay changed to...',cycledelay
# change to cycledelay later
now = datetime.strftime(datetime.now(),spaceYtime_format)
now_epoch = int(time.mktime(time.strptime(now, spaceYtime_format)))
now_dt = dt.datetime.strptime(now, spaceYtime_format)
## print 'ccreate sigs searching for sigs in last ',recentlimit
###############
recentsigs =[]
## symbol_list = ['ES']
for sym in symbol_list:
## print sym
rpu_rp.WriteArrayToCsvfile(sigarea +sym+'.sigs.csv', []) # flush the file to keep all sigs
TicksUtile.prepare_tickfilesto5secBars(today,sym) ## merge the 5secddload with 5sec recents > 5sec boths
####################################
rpu_rp.WriteArrayToCsvfile(sigarea +sym+'.sigs.csv', [])
for barsize in barlist :
timeframe = bardict[barsize]
durinseconds = secdict[barsize]
barsizeNtimeframe = timeframe + barsize
dur = barsize
TicksUtile.assemble_dur_bars(today,sym,dur,durinseconds)
DurBoth = rpu_rp.CsvToLines( DataDown+ today + '.'+sym+'.' + dur.replace(' ','') + '.both.csv')
indlist = ['MACROSS', 'MCDiv', 'price']
for indicator in indlist:
indarr = rpInd.GetStates(DurBoth,sym,indicator)
statename = sym+'.'+dur.replace(' ','')+'.'
statefile = statearea +statename + indicator + '.state.csv'
rpu_rp.WriteArrayToCsvfile(statefile, indarr)
indlist = ['klower', 'kmid', 'kupper']
for indicator in indlist:
indarr = rpInd.GetKupper(DurBoth,sym,indicator)
statename = sym+'.'+dur.replace(' ','')+'.'
statefile = statearea +statename + indicator + '.state.csv'
rpu_rp.WriteArrayToCsvfile(statefile, indarr)
####################
macdTriggers = rpInd.Trigger_MACD(DurBoth,sym,barsize)
maCrossTriggers = rpInd.Trigger_MACross(DurBoth,sym,barsize)
for a in maCrossTriggers:
macdTriggers.append(a)
state = 'seefile'
## sigbart = ((lline[0])[0])
## sigbart_epoch = int(time.mktime(time.strptime(sigbart, spaceYtime_format)))
## barage = str(round((now_epoch - sigbart_epoch)/int(durinseconds),2))
barage = 'need barage'
rpu_rp.WriteArrayToCsvfileAppend(sigarea +sym+'.sigs.csv', macdTriggers)
############################
prevt = 0
numsigs = len(macdTriggers)
signum =0
prevbart_dt = now_dt
prevbart_epoch = now_epoch
for l in macdTriggers:
bart = l[0]
bart_dt = dt.datetime.strptime(bart, spaceYtime_format)
bart_epoch = int(time.mktime(time.strptime(bart, spaceYtime_format)))
barToNow = now_epoch - bart_epoch
barToPrev = bart_epoch - prevbart_epoch
prevbart_epoch = bart_epoch
if barToNow < recentlimit:
onesig = l
sym =onesig[1]
lasttick = recenttick(sym)
onesig.append(barToNow)
onesig.append(barToPrev)
onesig.append(lasttick)
recentsigs.append(onesig)
dur = ''
if len(recentsigs) > 0:
## macrossstate = statefile = sigarea +statename +'.MACROSS.state.csv'
sigcount =0
for sig in sorted(recentsigs):
sigtime = sig[0]
sym = sig[1]
sigtype = sig[5]
barToPrev=sig[len(sig)-2]
barToNow = sig[len(sig)-3]
bid = sig[len(sig)-1]
action =sig[5]
dur = sig[2]
livesigid = sym+action+dur.replace(' ','')
showflag = look_for_dupe_sig(livesigid)
sigcount+=1
## if sigcount == len(recentsigs):
if showflag != 'supress':
indlist = ['MACROSS']#, 'R', 'S']
## indlist = ['MACROSS', 'MCDiv', 'price', 'kupper', 'kmid', 'klower', 'pivot', 'R', 'S']
durstatelist =['1hour', '15mins' ]
## durstatelist =['1hour', '15mins', '3mins']
stateinfo = ''
for durstate in durstatelist:
stateinfo += durstate #+ '\n'
for indicator in indlist:
sfile = rpu_rp.CsvToLines(statearea +sym+'.' + durstate +'.'+ indicator +'.state.csv')
hline = (rpu_rp.tail_array_to_array(sfile,1))[0]
stateinfo += str(hline[1:4])+'\n'
##############################
tside = 'BUY'
if 'negcrs' in action:
tside = 'SELL'
if tside == 'SELL':
beep(soundarea+'sellStocks')
else:
beep(soundarea+'buyStocks')
beep(soundarea+sym)
priceinsignal = float(sig[3]/1)
pricedrift = round(priceinsignal - float(bid),4)
timedrift = barToNow
print '==============='
print sym, tside, sigtype, dur, pricedrift, sigtime, now
create_lines(sym,bid)
## print symNEWSdict[sym]
## print timedrift,sym, tside,dur, priceinsignal,barToPrev,sigtime,pricedrift,now
print stateinfo
######################
ttype = 'LIM'
limitprice = bid
tfactor = float(0.5)
tsize = int(max(1,(int(tsizedict[sym]) * tfactor)))
tickvalue = float(tickvaluedict[sym])
showdecimal = int(showdecimaldict[sym])
addamt = tickvalue * int(entrywiderdict[sym])
frsigline=[]
frsigline.append(sym)
frsigline.append(showdecimal)
frsigline.append(tside)
frsigline.append(tsize)
frsigline.append(ttype)
frsigline.append(limitprice)
frsigline.append(addamt)
frsigline.append(livesigid)
frsigline.append(sigtime)
frsigline.append(tickvalue)
frsigline.append(now)
rpu_rp.WriteArrayToCsvfileAppend(sigarea + today +'.recentsigs.csv', [frsigline])
rpu_rp.WriteArrayToCsvfileAppend(sigarea + today +'.recentsigsexec.csv', [frsigline])
loop +=1
####################
sleep(cycledelay)
print 'finished ',loopmax,' loops by Signal Creator...dead since..',now
#############
def create_report(Sigfile,sym,barsize):
barfile = DataDown + today + '.'+sym+ '.'+ barsize +'both.csv'
lines = rpu_rp.CsvToLines(barfile)
numberBars = len(lines)
siglines = rpu_rp.CsvToLines(Sigfile)
numsigs = len(siglines)
print barsize,sym,'number bars studied=',numberBars,numsigs,'=numsigs'