def assemble_lines(sym,barsize,barsizeNtimeframe):
## print sym, barsize,barsizeNtimeframe
totalsecs = secdict[barsize]
timebarforsnaps = barsize
import datetime as dt
htickfile = DataDown+ today + '.'+sym+'.' + barsize + '.csv' #[date 5 mins.2 D.GBP.csv
Snaptickfile = DataDown + today + '.' + sym + '.ticksnaps.csv'
SnapBarsFname = DataDown + today + '.' + barsize + '.' + sym + '.SnapBars.csv'
Sigfile = sigarea + sym +'.sigs.csv'
snaplines = rpu_rp.CsvToLines(Snaptickfile)
lline = 'ES, 2015-06-10 00:22:00, 2080.25, 2080.5, 2080.25, 2080.5, -1'
try:
lastline = rpu_rp.tail_to_txtfile(htickfile,2,'outfile') ## get last line of historical file for time check
pass
except:
lastline = lline
lastlineof_hticks = rpu_rp.catstring('outfile') ## this is the last line
try:
timeofbar = (lastlineof_hticks.split(',')[1]).split()[1]
except:
timeofbar ='23:59:58'
time_of_last_hbar_dt = dt.datetime.strptime(timeofbar, time_format)
snapbars = rpInd.create_bars(snaplines,50000,totalsecs,'fullbar','snapshot', sym,time_of_last_hbar_dt,SnapBarsFname)# also creates a file
rpu_rp.WriteArrayToCsvfile(DataDown+today + '.' + sym + '.'+ barsize + '.recent.csv',snapbars)
lines = createlines(htickfile)
decimalboost = dboostdict[sym]
return lines
def ddload_cutoff_epoch(histfilename,formatchoice):
if formatchoice == 'oldformat':
formatstring = '%H:%M:%S'
else:
formatstring = ' %Y-%m-%d %H:%M:%S'
try:
rpu_rp.tail_to_txtfile(histfilename,1,TMP +'outfile') ## get last line of historical file for time check
oneline = rpu_rp.catstring(TMP +'outfile') ## this is the last line
timeofbar = (oneline.split(',')[1])
epochtimeofbar = int(time.mktime(time.strptime(timeofbar, formatstring)))
except:
timeofbar =' 2015-03-01 23:59:58'
print 'bombed getting ddload cutoff time in TicksUtile here'
## rpu_rp.tail_to_txtfile(histfilename,1,TMP +'outfile') ## get last line of historical file for time check
## oneline = rpu_rp.catstring(TMP +'outfile') ## this is the last line
## timeofbar = (oneline.split(',')[1])
## print timeofbar
epochtimeofbar = int(time.mktime(time.strptime(timeofbar, formatstring)))
return epochtimeofbar
def ddload_cutoff_epoch(histfilename, formatchoice):
if formatchoice == 'oldformat':
formatstring = '%H:%M:%S'
else:
formatstring = ' %Y-%m-%d %H:%M:%S'
try:
rpu_rp.tail_to_txtfile(
histfilename, 1, TMP +
'outfile') ## get last line of historical file for time check
oneline = rpu_rp.catstring(TMP + 'outfile') ## this is the last line
timeofbar = (oneline.split(',')[1])
epochtimeofbar = int(
time.mktime(time.strptime(timeofbar, formatstring)))
except:
timeofbar = ' 2015-03-01 23:59:58'
print 'bombed getting ddload cutoff time in TicksUtile here'
## rpu_rp.tail_to_txtfile(histfilename,1,TMP +'outfile') ## get last line of historical file for time check
## oneline = rpu_rp.catstring(TMP +'outfile') ## this is the last line
## timeofbar = (oneline.split(',')[1])
## print timeofbar
epochtimeofbar = int(
time.mktime(time.strptime(timeofbar, formatstring)))
return epochtimeofbar
print '\'vname\' => ' + '\''+labelprefix+newf.upper() +'\','
print '\'type\' => ' + '\''+ ftype +'\','
if ftype == 'decimal':
floatval ='15'
floatprec = '3'
flen = '14'
print '\'precision\' => ' + '\''+ floatprec +'\','
print '\'len\' => ' + '\''+ flen +'\','
elif ftype =='varchar':
flen = '40'
print '\'len\' => ' + '\''+ flen +'\','
elif ftype == 'datetime':
pass
elif ftype == 'enum':
flen ='66'
print '\'len\' => ' + '\''+ flen +'\','
print '\'options\' => \'' + dropdownname + '\','
print '\'default\' => \'' + defaultval + '\','
pass
else:
flen =''
print '),'
lablearray.append('\''+labelprefix + newf.upper() +'\''+ ' => \'' + newf.replace('_',' ') +'\',')
for l in lablearray:
print l
#print '\'LBL_'+newf.upper() +'\''+ ' => \'' + newf.replace('_',' ') +'\','
########################
print rpu_rp.catstring('simplefield.vardeftpl.txt')
prevt = 0
numsigs = len(ma)
signum =0
for symbol in symbol_list:
for tf in barlist:
bardur = bardict[tf]
totalsecs = secdict[tf]
dur = bardur + tf
htickfile = DataDown+ today + '.'+symbol+'.' + dur + '.csv') #[date 5 mins.2 D.GBP.csv
Snaptickfile = DataDown + today + '.' + symbol + '.ticksnaps.csv'
SnapBarsFname = DataDown + today + '.' +dur + '.' + symbol + '.SnapBars.csv'
Sigfile = symbol+'.sigs.csv'
snaplines = rpu_rp.CsvToLines(DataDown + today + '.' + sym + '.ticksnaps.csv')
##########
lastline = rpu_rp.tail_to_txtfile(htickfile,2,'outfile') ## get last line of historical file for time check
lastlineof_hticks = rpu_rp.catstring('outfile') ## this is the last line
try:
timeofbar = (lastlineof_hticks.split(',')[1]).split()[1]
except:
timeofbar ='23:59:58'
time_of_last_hbar_dt = dt.datetime.strptime(timeofbar, time_format)
snapbars = rpInd.create_bars(ticklines,50000,timebarforsnaps,'fullbar','snapshot', sym,time_of_last_hbar_dt,SnapBarsFname)# also creates a file
rpu_rp.WriteArrayToCsvfile(DataDown+today + '.' + sym + '.'+ dur + '.recent.csv',newbars)
lines = createlines(htickfile)
decimalboost = dboostdict[sym]
create_report(sigfile,lines,decimalboost,tf)
'''
create a report on all distances.....
##############################
1day = buy,6 bars ago, 9 positive ticks ago, starting to roll, nearing a daily pivot
print len(signmcd),len(macrossval),len(crossesmcd)
MDarray = rpInd.makearrayJust2(timestamparray,slopebs,signbs,bs,macrossval,crossesmcd,signmcd)
## macdcrosses = rpInd.show_macd_low_lines(MDarray,'Slope','Slope',3,.001,4)#(arrayin,texttosell,texttobuy,pricefnum,macdtestval,macdfnum)
ma = rpu_rp.grep_array_to_array(MDarray,'cross')
rpInd.format_lines(ma,5) #tailamount
################################################
## setup aloop for time durations
durationselect = '4 D15 mins' ## this has to match timebarforsnaps
files = glob.glob(DataDown+ today + '.EUR.' +durationselect + '*.csv') #[date 5 mins.2 D.GBP.csv
print files
#############################################
for inputfile in files:
sym = inputfile.split('.')[1]
ticklines = rpu_rp.CsvToLines(today + '.' + sym + '.ticksnaps.csv')
lastline = rpu_rp.tail_to_txtfile(inputfile,2,'outfile')
strings= rpu_rp.catstring('outfile')
fulldatetime = strings.split(',')[1]
time = fulldatetime.split()[1]
hourmincutoff = time.split(':')[0] + time.split(':')[1]
print hourmincutoff
timebarforsnaps = 900
newbars = rpInd.create_bars(ticklines,5000,timebarforsnaps,'fullbar','snapshot', sym,hourmincutoff) #field three is timesize in seconds
## ## idendify last line of historical as 9:05
## meld the ticksaps bars to historical
## EUR, 2015-06-04 09:05:00, 1.12455, 1.12485, 1.12425, 1.1246, -1
## the last minute of the main bars = ?
## tail last line of inputfile
rpu_rp.WriteArrayToCsvfile(DataDown+today + '.' + sym+ '.recent'+ durationselect + '.csv',newbars)
lines = createlines(inputfile)
if 'ES' in str(inputfile) or 'NQ' in str(inputfile):
decimalboost = 1
## print symbol
rpu_rp.WriteArrayToCsvfile(symbol+'.sigs.csv', '') # flush the file to keep all sigs
for tf in barlist:
bardur = bardict[tf]
totalsecs = secdict[tf]
dur = bardur + tf
files = glob.glob(DataDown+ today + '.'+symbol+'.' + dur + '.csv') #[date 5 mins.2 D.GBP.csv
for inputfile in files:
fsplit = inputfile.split('.')
if len(fsplit) == 4:
sym = inputfile.split('.')[1]
else:
sym = inputfile.split('.')[1] + '.' + inputfile.split('.')[2]
ticklines = rpu_rp.CsvToLines(DataDown + today + '.' + sym + '.ticksnaps.csv')
lastline = rpu_rp.tail_to_txtfile(inputfile,2,'outfile') ## get last line of historical file for time check
strings= rpu_rp.catstring('outfile') ## this is the last line
fulldatetime = strings.split(',')[1] #figure out the time
try:
time = fulldatetime.split()[1]
pass
except:
time ='23:59:58'
hourmincutoff = time.split(':')[0] + time.split(':')[1] ## this the cutoff time
timebarforsnaps = totalsecs
newbars = rpInd.create_bars(ticklines,50000,timebarforsnaps,'fullbar','snapshot', sym,hourmincutoff) #field three is timesize in seconds
for b in newbars:
if 'ESxxxx' in b:
print b
rpu_rp.WriteArrayToCsvfile(DataDown+today + '.' + sym + '.'+ dur + '.recent.csv',newbars)
lines = createlines(inputfile)
decimalboost = dboostdict[sym]
ma = rpu_rp.grep_array_to_array(MDarray, 'cross')
rpInd.format_lines(ma, 5) #tailamount
################################################
## setup aloop for time durations
durationselect = '4 D15 mins' ## this has to match timebarforsnaps
files = glob.glob(DataDown + today + '.EUR.' + durationselect +
'*.csv') #[date 5 mins.2 D.GBP.csv
print files
#############################################
for inputfile in files:
sym = inputfile.split('.')[1]
ticklines = rpu_rp.CsvToLines(today + '.' + sym + '.ticksnaps.csv')
lastline = rpu_rp.tail_to_txtfile(inputfile, 2, 'outfile')
strings = rpu_rp.catstring('outfile')
fulldatetime = strings.split(',')[1]
time = fulldatetime.split()[1]
hourmincutoff = time.split(':')[0] + time.split(':')[1]
print hourmincutoff
timebarforsnaps = 900
newbars = rpInd.create_bars(
ticklines, 5000, timebarforsnaps, 'fullbar', 'snapshot', sym,
hourmincutoff) #field three is timesize in seconds
## ## idendify last line of historical as 9:05
## meld the ticksaps bars to historical
## EUR, 2015-06-04 09:05:00, 1.12455, 1.12485, 1.12425, 1.1246, -1
## the last minute of the main bars = ?
## tail last line of inputfile
rpu_rp.WriteArrayToCsvfile(
DataDown + today + '.' + sym + '.recent' + durationselect + '.csv',