def Trigger_MACD(lines, sym, dur): bs = strip1float(lines, 5, sym) ##raw close price bshighs = strip1float(lines, 3, sym) bslows = strip1float(lines, 4, sym) timestamparray = strip1string(lines, 1) symarray = strip1string(lines, 0) sym = symarray[1] durarray = [] for b in symarray: durarray.append(dur) sma26 = EMAmvavgToArray(bs, 26) sma12 = EMAmvavgToArray(bs, 12) sma50 = EMAmvavgToArray(bs, 50) macddiff = difftwoarrays(sma12, sma26) ## macd is the mvavg9 on this diff macdavg = EMAmvavgToArray(macddiff, 9) macddiverg = difftwoarrays(macddiff, macdavg) signmcd = show_sign(macddiverg, 'mcd') crossesmcd = show_crossover(signmcd, 'mcd') ## slopemcd = show_slope(macddiverg,'mcd') MDarray = makearrayJust2(timestamparray, symarray, durarray, bs, macddiverg, crossesmcd, signmcd) array_of_crosses = rpu_rp.grep_array_to_array(MDarray, 'cross') return array_of_crosses
def process_ticks(lines,sym,dur): bs = strip1float(lines,5,sym) ##raw close price bshighs = strip1float(lines,3,sym) bslows = strip1float(lines,4,sym) timestamparray = strip1string(lines,1) symarray = strip1string(lines,0) sym = symarray[1] durarray = [] for b in symarray: durarray.append(dur) ### create pivots rs and ss ### piv = pivotpoint(bs,bshighs,bslows) ## R1 = R1(piv,bshighs) ######################################## signbs = show_sign(bs,'price') slopebs = show_slope(bs,'price') ##### MA Cross ## macrossval = difftwoarrays(EMAmvavgToArray(bs,9),EMAmvavgToArray(bs,21)) signmcd = show_sign(macrossval,'mcd') crossesmcd = show_crossover(signmcd,'mcd') slopemcd = show_slope(macrossval,'mcd') MDarray = makearrayJust2(timestamparray,symarray,durarray,bs,macrossval,crossesmcd,signmcd) ma = rpu_rp.grep_array_to_array(MDarray,'cross') rpu_rp.WriteArrayToCsvfile(sigarea + today +'.' +sym+ '.' + dur +'.sigs.csv', ma) rpu_rp.WriteArrayToCsvfileAppend(sigarea +today + '.sigs.csv',[ ma[len(ma)-1]]) return ma
def ShowRecentCRXLine(sym,dur,label,mode): recentline = [] statefile = statearea + sym + '.' + dur.replace(' ','') + '.' + label + '.state.'+ fflag +'csv' array_of_crosses = rpu_rp.grep_array_to_array(rpu_rp.CsvToLines(statefile),'crxx') for l in array_of_crosses: recentline = l return recentline
def Trigger_from_states(sym, dur, label): statefile = statearea + sym + '.' + dur.replace( ' ', '') + '.' + label + '.state.csv' mdarray = rpu_rp.CsvToLines(statefile) array_of_crosses = rpu_rp.grep_array_to_array(mdarray, 'crxx') ## print array_of_crosses return array_of_crosses
def process_ticks(lines, sym, dur): bs = strip1float(lines, 5, sym) ##raw close price bshighs = strip1float(lines, 3, sym) bslows = strip1float(lines, 4, sym) timestamparray = strip1string(lines, 1) symarray = strip1string(lines, 0) sym = symarray[1] durarray = [] for b in symarray: durarray.append(dur) ### create pivots rs and ss ### piv = pivotpoint(bs, bshighs, bslows) ## R1 = R1(piv,bshighs) ######################################## signbs = show_sign(bs, 'price') slopebs = show_slope(bs, 'price') ##### MA Cross ## macrossval = difftwoarrays(EMAmvavgToArray(bs, 9), EMAmvavgToArray(bs, 21)) signmcd = show_sign(macrossval, 'mcd') crossesmcd = show_crossover(signmcd, 'mcd') slopemcd = show_slope(macrossval, 'mcd') MDarray = makearrayJust2(timestamparray, symarray, durarray, bs, macrossval, crossesmcd, signmcd) ma = rpu_rp.grep_array_to_array(MDarray, 'cross') rpu_rp.WriteArrayToCsvfile( sigarea + today + '.' + sym + '.' + dur + '.sigs.csv', ma) rpu_rp.WriteArrayToCsvfileAppend(sigarea + today + '.sigs.csv', [ma[len(ma) - 1]]) return ma
def Trigger_MACD(lines,sym,dur): bs = strip1float(lines,5,sym) ##raw close price bshighs = strip1float(lines,3,sym) bslows = strip1float(lines,4,sym) timestamparray = strip1string(lines,1) symarray = strip1string(lines,0) sym = symarray[1] durarray = [] for b in symarray: durarray.append(dur) sma26 = EMAmvavgToArray(bs,26) sma12 = EMAmvavgToArray(bs,12) sma50 = EMAmvavgToArray(bs,50) macddiff = difftwoarrays(sma12,sma26) ## macd is the mvavg9 on this diff macdavg = EMAmvavgToArray(macddiff,9) macddiverg = difftwoarrays(macddiff,macdavg) signmcd = show_sign(macddiverg,'mcd') crossesmcd = show_crossover(signmcd,'mcd') ## slopemcd = show_slope(macddiverg,'mcd') MDarray = makearrayJust2(timestamparray,symarray,durarray,bs,macddiverg,crossesmcd,signmcd) array_of_crosses = rpu_rp.grep_array_to_array(MDarray,'cross') return array_of_crosses
def ShowRecentCRXLine(sym, dur, label, mode): recentline = [] statefile = statearea + sym + '.' + dur.replace( ' ', '') + '.' + label + '.state.' + fflag + 'csv' array_of_crosses = rpu_rp.grep_array_to_array(rpu_rp.CsvToLines(statefile), 'crxx') for l in array_of_crosses: recentline = l return recentline
def ShowRecentPositionState(sym): recentstate = 'flat' sfile = sigarea + today + '.positionstate.csv' mdarray = rpu_rp.CsvToLines(sfile) array_of_crosses = rpu_rp.grep_array_to_array(mdarray, '1') for l in array_of_crosses: if sym == l[0]: recentstate = l[1] return recentstate
def ShowRecentPositionState(sym): recentstate = 'flat' sfile = sigarea + today+ '.positionstate.csv' mdarray = rpu_rp.CsvToLines(sfile) array_of_crosses = rpu_rp.grep_array_to_array(mdarray,'1') for l in array_of_crosses: if sym== l[0]: recentstate = l[1] return recentstate
def process_ticks(lines,decimalboost): ################ bs = float(rpInd.strip1value(lines,5))* float(decimalboost) ##raw close price bshighs = rpInd.strip1value(lines,3) bslows = rpInd.strip1value(lines,4) timestamparray = rpInd.strip1value(lines,1) lenbs = len(bs) tailstart = lenbs - 50 print tailstart,'tailstart' ######################## sma21 = rpInd.mvavgToArray(bs,21) sma9 = rpInd.mvavgToArray(bs,9) ema21 = rpInd.EMAmvavgToArray(bs,21) ema9 = rpInd.EMAmvavgToArray(bs,9) sma50 = rpInd.EMAmvavgToArray(bs,50) sma12 = rpInd.EMAmvavgToArray(bs,12) ################ MACD ########## macddiff = rpInd.difftwoarrays(rpInd.EMAmvavgToArray(bs,12),rpInd.EMAmvavgToArray(bs,26))## macd is the mvavg9 on this diff macdavg = rpInd.EMAmvavgToArray(macddiff,9) macddiverg = rpInd.difftwoarrays(macddiff,macdavg) ########## RSI ####### RSIgain = rpInd.RSIGainLoss(bs,'gain') RSIloss = rpInd.RSIGainLoss(bs,'loss') rsiavggain = rpInd.RSImvavgToArray(RSIgain,14) rsiavgloss = rpInd.RSImvavgToArray(RSIloss,14) RSratios = rpInd.ratiotwoarrays(rsiavggain,rsiavgloss) ## rsi = 100 - ( 100 / (1 + RS)) rsiArray =[] for ratio in RSratios: rsi = min(100,(100 - ( 100 / (1 + ratio)))) rsiArray.append(rsi) ################# tenkan = rpInd.TenkanSenmvavgToArray(bs,bshighs,bslows,9) kijunSen = rpInd.TenkanSenmvavgToArray(bs,bshighs,bslows,26) diff = rpInd.difftwoarrays(tenkan,kijunSen) ####################### MA9CROSS21 = rpInd.difftwoarrays(sma9,sma21) ###################### signbs = rpInd.show_sign(bs,'price') slopebs = rpInd.show_slope(bs,'price') signmcd = rpInd.show_sign(macddiverg,'mcd') crossesmcd = rpInd.show_crossover(signmcd,'mcd') slopemcd = rpInd.show_slope(macddiverg,'macddiverg') CLVarr = rpInd.CLV_Value(bs,bslows,bshighs)## CLVarr = CLV_Value(Carray,Larray,Harray) print len(bslows) MDarray = rpInd.makearrayJust2(timestamparray,slopebs,signbs,bs,macddiverg,crossesmcd,slopemcd) 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(macdcrosses,'up') rpInd.format_lines(ma) ## CrossMAarray = rpInd.join_8arrays_to_1_array(timestamparray,slope,sign,bs,sma21,MA9CROSS21,CLVarr,kijunSen,'3strings') ## rpInd.show_test_lines(CrossMAarray,'negnegcross','posposcross',3,(1.0/decimalboost)) ## CLVarray = rpInd.join_8arrays_to_1_array(timestamparray,slope,sign,bs,sma21,CLVarr,CLVarr,kijunSen,'3strings') ## rpInd.show_test_lines(CLVarray,'negnegcross','posposcross',3,(1.0/decimalboost)) print 'timestamparray,slope,sign,bs,sma21,CLVarr,CLVarr,kijunSen,'
def process_ticks(lines, decimalboost): ################ bs = rpInd.strip1float(lines, 5, decimalboost) ##raw close price bshighs = rpInd.strip1float(lines, 3, decimalboost) bslows = rpInd.strip1float(lines, 4, decimalboost) timestamparray = rpInd.strip1string(lines, 1) lenbs = len(bs) tailstart = lenbs - 50 print tailstart, 'tailstart' ######################## ## sma21 = rpInd.mvavgToArray(bs,21) ## sma9 = rpInd.mvavgToArray(bs,9) ## ema21 = rpInd.EMAmvavgToArray(bs,21) ## ema9 = rpInd.EMAmvavgToArray(bs,9) ## sma50 = rpInd.EMAmvavgToArray(bs,50) ## sma12 = rpInd.EMAmvavgToArray(bs,12) ## ################ MACD ########## ## macddiff = rpInd.difftwoarrays(rpInd.EMAmvavgToArray(bs,12),rpInd.EMAmvavgToArray(bs,26))## macd is the mvavg9 on this diff ## macdavg = rpInd.EMAmvavgToArray(macddiff,9) ## macddiverg = rpInd.difftwoarrays(macddiff,macdavg) ########## RSI ####### ## RSIgain = rpInd.RSIGainLoss(bs,'gain') ## RSIloss = rpInd.RSIGainLoss(bs,'loss') ## rsiavggain = rpInd.RSImvavgToArray(RSIgain,14) ## rsiavgloss = rpInd.RSImvavgToArray(RSIloss,14) ## RSratios = rpInd.ratiotwoarrays(rsiavggain,rsiavgloss) ## rsi = 100 - ( 100 / (1 + RS)) ## rsiArray =[] ## for ratio in RSratios: ## rsi = min(100,(100 - ( 100 / (1 + ratio)))) ## rsiArray.append(rsi) ################# ## tenkan = rpInd.TenkanSenmvavgToArray(bs,bshighs,bslows,9) ## kijunSen = rpInd.TenkanSenmvavgToArray(bs,bshighs,bslows,26) ## diff = rpInd.difftwoarrays(tenkan,kijunSen) ####################### ## MA9CROSS21 = rpInd.difftwoarrays(sma9,sma21) ###################### signbs = rpInd.show_sign(bs, 'price') slopebs = rpInd.show_slope(bs, 'price') ## signmcd = rpInd.show_sign(macddiverg,'mcd') ## crossesmcd = rpInd.show_crossover(signmcd,'mcd') ## slopemcd = rpInd.show_slope(macddiverg,'macddiverg') ##### MA Cross ## macrossval = rpInd.difftwoarrays(rpInd.EMAmvavgToArray(bs, 9), rpInd.EMAmvavgToArray(bs, 21)) signmcd = rpInd.show_sign(macrossval, 'mcd') crossesmcd = rpInd.show_crossover(signmcd, 'mcd') slopemcd = rpInd.show_slope(macrossval, 'mcd') 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
def show_spots(sym,date,curprice): print symlinedict filein = DataDown + today + '.' + sym + '.5mins.both.csv' lines = rpu_rp.CsvToLines(filein) ## oneline = grep '16:05:00' filein onelinearray = rpu_rp.grep_array_to_array(lines,'16:05:00') print onelinearray #####################3 pivot = rpInd.gatherline(sym,'pivot') R1 = rpInd.gatherline(sym,'R1') S1 = rpInd.gatherline(sym,'S1')
def show_one_bar(sym, dur, bartime, date): stem = '.' + dur + '.both.csv' datehyphen = rpu_rp.todaysdatehypens(date) if dur == 'RTicks': stem = '.RTticks.csv' barfile = DataDown + date + '.' + sym + stem bars = rpu_rp.CsvToLines(barfile) lines = rpu_rp.grep_array_to_array(bars, datehyphen + bartime) l = [] ## for l in lines: ## print l return l
def show_one_bar(sym,dur,bartime,date): stem = '.'+dur +'.both.csv' datehyphen = rpu_rp.todaysdatehypens(date) if dur == 'RTicks': stem = '.RTticks.csv' barfile = DataDown + date + '.' + sym + stem bars = rpu_rp.CsvToLines(barfile) lines = rpu_rp.grep_array_to_array(bars,datehyphen +bartime) l=[] ## for l in lines: ## print l return l
def process_ticks(lines,decimalboost): ################ bs = rpInd.strip1float(lines,5,decimalboost) ##raw close price bshighs = rpInd.strip1float(lines,3,decimalboost) bslows = rpInd.strip1float(lines,4,decimalboost) timestamparray = rpInd.strip1string(lines,1) lenbs = len(bs) tailstart = lenbs - 50 print tailstart,'tailstart' ######################## ## sma21 = rpInd.mvavgToArray(bs,21) ## sma9 = rpInd.mvavgToArray(bs,9) ## ema21 = rpInd.EMAmvavgToArray(bs,21) ## ema9 = rpInd.EMAmvavgToArray(bs,9) ## sma50 = rpInd.EMAmvavgToArray(bs,50) ## sma12 = rpInd.EMAmvavgToArray(bs,12) ## ################ MACD ########## ## macddiff = rpInd.difftwoarrays(rpInd.EMAmvavgToArray(bs,12),rpInd.EMAmvavgToArray(bs,26))## macd is the mvavg9 on this diff ## macdavg = rpInd.EMAmvavgToArray(macddiff,9) ## macddiverg = rpInd.difftwoarrays(macddiff,macdavg) ########## RSI ####### ## RSIgain = rpInd.RSIGainLoss(bs,'gain') ## RSIloss = rpInd.RSIGainLoss(bs,'loss') ## rsiavggain = rpInd.RSImvavgToArray(RSIgain,14) ## rsiavgloss = rpInd.RSImvavgToArray(RSIloss,14) ## RSratios = rpInd.ratiotwoarrays(rsiavggain,rsiavgloss) ## rsi = 100 - ( 100 / (1 + RS)) ## rsiArray =[] ## for ratio in RSratios: ## rsi = min(100,(100 - ( 100 / (1 + ratio)))) ## rsiArray.append(rsi) ################# ## tenkan = rpInd.TenkanSenmvavgToArray(bs,bshighs,bslows,9) ## kijunSen = rpInd.TenkanSenmvavgToArray(bs,bshighs,bslows,26) ## diff = rpInd.difftwoarrays(tenkan,kijunSen) ####################### ## MA9CROSS21 = rpInd.difftwoarrays(sma9,sma21) ###################### signbs = rpInd.show_sign(bs,'price') slopebs = rpInd.show_slope(bs,'price') ## signmcd = rpInd.show_sign(macddiverg,'mcd') ## crossesmcd = rpInd.show_crossover(signmcd,'mcd') ## slopemcd = rpInd.show_slope(macddiverg,'macddiverg') ##### MA Cross ## macrossval = rpInd.difftwoarrays(rpInd.EMAmvavgToArray(bs,9),rpInd.EMAmvavgToArray(bs,21)) signmcd = rpInd.show_sign(macrossval,'mcd') crossesmcd = rpInd.show_crossover(signmcd,'mcd') slopemcd = rpInd.show_slope(macrossval,'mcd') 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
def process_ticks(lines,decimalboost,dur): ################ ##read variables from the control panel file cpfile = EXE + 'signalcreator.controlpanel.csv' paramlines = rpu_rp.CsvToLines(cpfile) varstrings = ['TimeLimitRecentSigs','SignalsToShow','DurationToShow'] var = {} for varstring in varstrings: for line in paramlines: if len(line) > 0: if line[0] == varstring: var[varstring] = line[1] bs = rpInd.strip1float(lines,5,decimalboost) ##raw close price bshighs = rpInd.strip1float(lines,3,decimalboost) bslows = rpInd.strip1float(lines,4,decimalboost) timestamparray = rpInd.strip1string(lines,1) symarray = rpInd.strip1string(lines,0) sym = symarray[1] durarray = [] for b in symarray: durarray.append(dur) ### create pivots rs and ss ### piv = rpInd.pivotpoint(bs,bshighs,bslows) R1 = rpInd.R1(piv,bshighs) ######################################## signbs = rpInd.show_sign(bs,'price') slopebs = rpInd.show_slope(bs,'price') ##### MA Cross ## macrossval = rpInd.difftwoarrays(rpInd.EMAmvavgToArray(bs,9),rpInd.EMAmvavgToArray(bs,21)) signmcd = rpInd.show_sign(macrossval,'mcd') crossesmcd = rpInd.show_crossover(signmcd,'mcd') slopemcd = rpInd.show_slope(macrossval,'mcd') MDarray = rpInd.makearrayJust2(timestamparray,symarray,durarray,bs,macrossval,crossesmcd,signmcd) ma = rpu_rp.grep_array_to_array(MDarray,'cross') rpu_rp.WriteArrayToCsvfileAppend(sigarea +sym+'.sigs.csv', ma) ############################## from datetime import datetime prevt = 0 numsigs = len(ma) signum =0 import datetime as dt now = datetime.strftime(datetime.now(),time_format) now_dt = dt.datetime.strptime(now, time_format) prevbart_dt = now_dt for l in ma: sym = l[1] #.split()[0]) sigprice = float(l[3]) #.split()[0]) ## print l signum +=1 if len(l[0].split()) == 2: currentbar = l[0].split()[1] else: currentbar = (l[0].split()[0]) currentbar_dt = dt.datetime.strptime(currentbar, time_format) now_dt = dt.datetime.strptime(now, time_format) barToNow = (now_dt - currentbar_dt).seconds barToPrev = (currentbar_dt - prevbart_dt).seconds alerttxt = l[1] + '|' + str(barToNow) + '|' + str(barToPrev)+ '|' +str(l) prevbart_dt = currentbar_dt recentlimit = int(var['TimeLimitRecentSigs']) if barToNow < recentlimit and signum == numsigs: rpu_rp.WriteArrayToCsvfile(sigarea +'sigs.csv',ma) onesig = ma[len(ma)-1] Snaptickfile = DataDown + today + '.' + sym + '.ticksnaps.csv' rpu_rp.tail_to_txtfile(Snaptickfile,2,'lasttick') a5 = rpu_rp.CsvToLines('lasttick') a6= a5[0] bid = a6[1] ask = a6[3] bsize = a6[2] asize = a6[4] side =onesig[5] rside = 'BUY' if side == 'negcrossmcd': rside = 'SELL' sym =onesig[1] sigdur =onesig[2] pricedrift = round((sigprice / float(decimalboost)) - float(ask),4) timedrift = barToNow ## print barToPrev,'second lastsig..bid/ask',bid, ask,a6[2],'X',a6[4], print timedrift, pricedrift, sym, rside,sigdur, sigprice,bid,ask,bsize,asize,barToPrev print '=========='
def show_bar8(today, sym): filein = DataDown + today + '.' + sym + '.5mins.both.csv' lines = rpu_rp.CsvToLines(filein) ## oneline = grep '16:05:00' filein onelinearray = rpu_rp.grep_array_to_array(lines, '16:05:00') print onelinearray
## print 'found' 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 ## rpu_rp.WriteArrayToCsvfile(sigarea + today +'.recentsigs.csv', []) # flush the file to keep all sigs for sig in sorted(recentsigs): sym = sig[1] allsigs = rpu_rp.CsvToLines(sigarea +sym+'.sigs.csv') hsigs = rpu_rp.grep_array_to_array(allsigs,'1 hour') hline = (rpu_rp.tail_array_to_array(hsigs,1))[0] hstate = hline[5] +'1hour' + hline[0] ## print hstate sigcount+=1 offset = 11 ## print sig sigtime = sig[0] barToPrev=sig[len(sig)-2] barToNow = sig[len(sig)-3] bid = sig[len(sig)-1] ask = bid bsize =bid asize = bid action =sig[5] tside = 'BUY'
def show_bar8(today,sym): filein = DataDown + today + '.' + sym + '.5mins.both.csv' lines = rpu_rp.CsvToLines(filein) ## oneline = grep '16:05:00' filein onelinearray = rpu_rp.grep_array_to_array(lines,'16:05:00') print onelinearray
def Trigger_from_states(sym,dur,label): statefile = statearea + sym + '.' + dur.replace(' ','') + '.' + label + '.state.csv' mdarray = rpu_rp.CsvToLines(statefile) array_of_crosses = rpu_rp.grep_array_to_array(mdarray,'crxx') ## print array_of_crosses return array_of_crosses
def process_ticks(lines,decimalboost,dur): ################ bs = rpInd.strip1float(lines,5,decimalboost) ##raw close price bshighs = rpInd.strip1float(lines,3,decimalboost) bslows = rpInd.strip1float(lines,4,decimalboost) timestamparray = rpInd.strip1string(lines,1) symarray = rpInd.strip1string(lines,0) sym = symarray[1] durarray = [] for b in symarray: durarray.append(dur) lenbs = len(bs) tailstart = lenbs - 50 ## print tailstart,'tailstart' ######################## ## sma21 = rpInd.mvavgToArray(bs,21) ###################### ### create pivots rs and ss ### ## def pivotpoint(a1,a2,a3): ## c=0 ## arrayout =[] ## arrayout.append(a1[0]) ## while c < len(a1): ## c+=1 ## piv = a1[c-1] + a2[c-1] + a3[c-1] ## arrayout.append(piv) ## return arrayout ###################### ## piv = pivotpoint(bs,bshighs,bslows) ## ###################### ## def R1(a1,a2): ## S1 is the same but with lows ## c=0 ## arrayout =[] ## arrayout.append(a1[0]) ## while c < len(a1): #a1 is pivotpoint array ## c+=1 ## S1 = (2*a1[c]) - a2[c-1]#prevhiarray ## arrayout.append(S1) ## return arrayout ###################### ## R1 = R1(piv,bshighs) #### ppoint = (prevbarHi + prevbarlo +prevclose)/3 ######################################## signbs = rpInd.show_sign(bs,'price') slopebs = rpInd.show_slope(bs,'price') ##### MA Cross ## macrossval = rpInd.difftwoarrays(rpInd.EMAmvavgToArray(bs,9),rpInd.EMAmvavgToArray(bs,21)) signmcd = rpInd.show_sign(macrossval,'mcd') crossesmcd = rpInd.show_crossover(signmcd,'mcd') slopemcd = rpInd.show_slope(macrossval,'mcd') MDarray = rpInd.makearrayJust2(timestamparray,symarray,durarray,bs,macrossval,crossesmcd,signmcd) ma = rpu_rp.grep_array_to_array(MDarray,'cross') rpu_rp.WriteArrayToCsvfileAppend(sym+'.sigs.csv', ma) ## recents = rpu_rp.grep_array_to_array(ma,'0') ############################## from datetime import datetime current_time = datetime.now()## timenow = float(current_time.isoformat().replace(':','')) prevt = 0 numsigs = len(ma) signum =0 timex = current_time.isoformat() import datetime as dt time_format = "%H:%M:%S" now = datetime.strftime(current_time,time_format) now_dt = dt.datetime.strptime(now, time_format) prevbart_dt = now_dt for l in ma: signum +=1 if len(l[0].split()) == 2: ## time = l[0].split()[1].replace(':','') currentbar = l[0].split()[1] else: currentbar = (l[0].split()[0]) htime_format = '%H' currentbar_dt = dt.datetime.strptime(currentbar, time_format) hour = dt.datetime.strftime(currentbar_dt, htime_format) now_dt = dt.datetime.strptime(now, time_format) barToNow = (now_dt - currentbar_dt).seconds barToPrev = (currentbar_dt - prevbart_dt).seconds alerttxt = l[1] + '|' + str(barToNow) + '|' + str(barToPrev)+ '|' +str(l) prevbart_dt = currentbar_dt ## print signum,numsigs,barToNow ##['21:52:21', 'USD.JPY', '30 secs', 125.6075, 0.00011005009737630189, 'poscrossmcd', 'posposmcd' if barToNow < 20 and signum == numsigs: rpu_rp.WriteArrayToCsvfile('sigs.csv',ma) ## Mbox('Trade Alert', alerttxt, 1) rpInd.format_lines(ma,1) #tailamount
if 'close' in str(f): lasttick = f.split('=')[1] ## print 'found' onesig.append(barToNow) onesig.append(barToPrev) onesig.append(lasttick) recentsigs.append(onesig) dur = '' if len(recentsigs) > 0: sigcount = 0 beep('buyStocks') for sig in sorted(recentsigs): sym = sig[1] allsigs = rpu_rp.CsvToLines(sigarea + sym + '.sigs.csv') hsigs = rpu_rp.grep_array_to_array(allsigs, '1 hour') hline = (rpu_rp.tail_array_to_array(hsigs, 1))[0] hstate = hline[5] + '1hour' + hline[0] ## print hstate sigcount += 1 offset = 11 ## print sig sigtime = sig[0] barToPrev = sig[len(sig) - 2] barToNow = sig[len(sig) - 3] bid = sig[len(sig) - 1] ask = bid bsize = bid asize = bid ####### action = sig[5]