def is_volume_rising(self, min_percentage: int):
# we check raising against mean volume and against last tick volume - either of both.
# print('is_volume_rising: volume_forecast={}, volume_meanPart_entry={}, min_percentage={}, p_volume={}'.format(
# self.volume_forecast, self.volume_mean_part_entry, min_percentage, self.tick_previous.volume
# ))
if self.volume_mean_part_entry == 0: # we don't have volume information like for FOREX
return True
against_mean = MyMath.divide(
self.volume_forecast,
self.volume_mean_part_entry) > (100 + min_percentage) / 100
against_last = MyMath.divide(
self.volume_forecast,
self.tick_previous.volume) > (100 + min_percentage) / 100
return against_mean or against_last
def __init__(self, api: PatternBreakoutApi):
self.sys_config = api.sys_config
self.function_cont = api.function_cont
self.constraints = api.constraints
self.tick_previous = api.tick_previous
self.tick_breakout = api.tick_breakout
self.volume_mean_part_entry = api.volume_mean_for_breakout
self.volume_forecast = api.volume_forecast
self.breakout_date = self.tick_breakout.date
self.volume_change_pct = MyMath.divide(self.tick_breakout.volume,
self.tick_previous.volume, 2, 0)
self.tolerance_pct = self.constraints.tolerance_pct
self.bound_upper = MyMath.round_smart(
self.function_cont.get_upper_value(self.tick_breakout.f_var))
self.bound_lower = MyMath.round_smart(
self.function_cont.get_lower_value(self.tick_breakout.f_var))
self.pattern_breadth = MyMath.round_smart(self.bound_upper -
self.bound_lower)
self.tolerance_range = MyMath.round_smart(self.pattern_breadth *
self.tolerance_pct)
self.limit_upper = MyMath.round_smart(self.bound_upper +
self.tolerance_range)
self.limit_lower = MyMath.round_smart(self.bound_lower -
self.tolerance_range)
if api.forecast_breakout_direction == FD.NONE:
self.breakout_direction = self.__get_breakout_direction__()
else:
self.breakout_direction = api.forecast_breakout_direction
self.sign = 1 if self.breakout_direction == FD.ASC else -1
self.check_dict = {}
def __is_relation_heights_compliant__(self, height_end: float, height_start: float):
if len(self.height_end_start_relation_bounds) == 0: # no relation defined
return True
if height_start == 0:
return False
end_start_relation = MyMath.divide(height_end, height_start)
return self.height_end_start_relation_bounds[0] <= end_start_relation <= self.height_end_start_relation_bounds[1]
def get_details_for_annotations(self):
if self.sys_config.period == PRD.INTRADAY:
date_str = self.tick_breakout.time_str_for_f_var
else:
date_str = self.tick_breakout.date_str_for_f_var
vol_change = (MyMath.divide(self.volume_forecast,
self.volume_mean_part_entry, 2) - 1) * 100
return '{} ({}) - Volume change: {}%'.format(
date_str, self.tick_breakout.position, round(vol_change, 0))
def __calculate_regression_values_for_component__(
self, reg_comp: FibonacciDescendingRegressionComponent):
index_comp_id = self.comp_id_list_reg.index(reg_comp.comp_id)
if index_comp_id > 0:
reg_comp_prev = self.comp_dic[self.comp_id_list_reg[index_comp_id -
1]]
ret_comp_prev = self.comp_dic[self.comp_id_list_ret[index_comp_id -
1]]
reg_comp.regression_value_against_last_regression = round(
reg_comp_prev.min - reg_comp.min, 2)
reg_comp.regression_value_against_last_retracement = round(
ret_comp_prev.min - reg_comp.min, 2)
# if reg_comp_prev.get_end_to_end_range() == 0: # ToDo - why is this happen ???
# print('if reg_comp_prev.get_end_to_end_range() == 0')
reg_comp.regression_pct_against_last_regression = \
MyMath.divide(reg_comp.get_end_to_end_range(), reg_comp_prev.get_end_to_end_range(), 3)
def is_volume_rising(self, volume_compare, min_percentage: int):
return MyMath.divide(self.volume,
volume_compare) > (100 + min_percentage) / 100
